0001145549-14-000656.txt : 20140303
0001145549-14-000656.hdr.sgml : 20140303
20140108144819
ACCESSION NUMBER: 0001145549-14-000656
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140108
DATE AS OF CHANGE: 20140108
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: 14516152
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
2013-12-31
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
54
89
39437907199.01
15557302.75
4041724.21
39449422777.55
0.0023
1.0001
2013-12-31
1.0001
2013-12-31
C000012378
1.00
39449422777.55
1.00
765773063.31
7847137265.37
7081364202.06
0.0006
1.0001
2013-12-31
1.0001
2013-12-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.190000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
6500000.00
6500000.00
0.0002
N
6500000.00
6500000.00
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
71003550.00
71003550.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.240000%
00279HP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
Y
Santander UK Plc
N/A
N/A
N
120000000.00
120000000.00
0.0030
N
120009600.00
120009600.00
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
2014-01-03
2014-01-03
N
N
N
235000000.00
235000000.00
0.0060
Security is a time deposit.
N
235000188.00
235000188.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M140106
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
300000000.00
300000000.00
0.0076
Security is a time deposit.
N
300000150.00
300000150.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W2N2
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
333000000.00
333000000.00
0.0084
N
332983350.00
332983350.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W2S1
Other Note
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
11000000.00
11000000.00
0.0003
N
10999010.00
10999010.00
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
0.0069
N
273008190.00
273008190.00
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
25001000.00
25001000.00
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
0.0034
N
133006650.00
133006650.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WY72
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
179000000.00
179000000.00
0.0045
N
178996420.00
178996420.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WY80
Other Note
N
First Tier Security
N/A
N/A
2014-06-13
2014-06-13
N
N
N
125000000.00
125000000.00
0.0032
N
125000000.00
125000000.00
Bank of Montreal
Bank of Montreal 0.050000%
06366A4G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
250000000.00
250000000.00
0.0063
N
250000000.00
250000000.00
Bank of Montreal
Bank of Montreal 0.050000%
06366A4K5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
350000000.00
350000000.00
0.0089
N
350000000.00
350000000.00
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
0.0074
N
291005820.00
291005820.00
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
0.0015
N
61001220.00
61001220.00
Bank of Nova Scotia
Bank of Nova Scotia 0.237900%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-09-09
N
N
N
171000000.00
171000000.00
0.0043
N
171006840.00
171006840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.236600%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-09-16
N
N
N
347000000.00
347000000.00
0.0088
N
347013880.00
347013880.00
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
0.0064
N
251015060.00
251015060.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417HAX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
N
15000000.00
15000000.00
0.0004
N
14998800.00
14998800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.234600%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-11-25
N
N
N
100000000.00
100000000.00
0.0025
N
99996000.00
99996000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417HCR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
150000000.00
150000000.00
0.0038
N
149985000.00
149985000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417HCV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
145000000.00
145000000.00
0.0037
N
144979700.00
144979700.00
Bank of the West
Bank of the West 0.250000%
06426GDB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
188000000.00
188000000.00
0.0048
N
188043240.00
188043240.00
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
0.0053
N
209002090.00
209002090.00
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
4000040.00
4000040.00
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
17000680.00
17000680.00
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
117007020.00
117007020.00
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
48014400.00
48014400.00
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
0.0015
N
60018000.00
60018000.00
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
5001600.00
5001600.00
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
0.0029
N
116038280.00
116038280.00
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
152050160.00
152050160.00
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
3000810.00
3000810.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
157000000.00
157000000.00
0.0040
N
157004710.00
157004710.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GRD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GWX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
14000000.00
14000000.00
0.0004
N
14000000.00
14000000.00
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
26003120.00
26003120.00
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
32007360.00
32007360.00
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
0.0036
N
143024310.00
143024310.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
82000000.00
82000000.00
0.0021
N
82023780.00
82023780.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
85000000.00
85000000.00
0.0022
N
85006800.00
85006800.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M140102_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
5000000.00
1243440.00
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
1268704.07
Fannie Mae
2037-07-25
5.500000
Government Agency Debt
2744894.00
1028798.73
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
1000000.00
176002.24
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
88767.00
17955.57
Fannie Mae
2040-04-25
3.500000
Government Agency Debt
5000000.00
1062492.08
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
2000000.00
1026691.26
Fannie Mae
2040-09-25
2.000000
Government Agency Debt
2933947.00
2489106.64
Fannie Mae
2040-09-25
4.500000
Government Agency Debt
10343000.00
10358804.10
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
2718361.00
177267.43
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
11044520.00
11345913.91
Fannie Mae
2041-06-25
2.000000
Government Agency Debt
750000.00
605729.45
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
7272000.00
6217623.10
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
1000000.00
768479.66
Fannie Mae
2041-08-25
3.000000
Government Agency Debt
2000000.00
1780406.66
Fannie Mae
2041-08-25
3.500000
Government Agency Debt
9815754.00
5023593.57
Fannie Mae
2041-09-25
1.250000
Government Agency Debt
1000000.00
882743.81
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
3020805.00
1757061.43
Fannie Mae
2041-11-25
3.000000
Government Agency Debt
11500000.00
9783127.18
Fannie Mae
2042-03-25
4.000000
Government Agency Debt
10000000.00
9761573.33
Fannie Mae
2042-06-25
1.750000
Government Agency Debt
1000000.00
890152.19
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
16141164.00
12951868.08
Fannie Mae
2043-01-25
2.000000
Government Agency Debt
300000.00
266068.15
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
4956523.00
4663577.61
Freddie Mac
2033-06-15
4.000000
Government Agency Debt
5400000.00
2456126.58
Freddie Mac
2035-01-15
5.500000
Government Agency Debt
3000000.00
3288898.00
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
30736139.00
30661840.37
Freddie Mac
2039-01-15
4.000000
Government Agency Debt
14339452.00
14818810.32
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
6511066.00
2628678.42
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
11700000.00
12123263.10
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
15500000.00
6167382.43
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
20000000.00
14433845.62
Freddie Mac
2040-05-15
4.000000
Government Agency Debt
6100000.00
1945244.83
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
1277356.00
1232117.59
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
2500000.00
2638722.50
Freddie Mac
2041-04-15
2.000000
Government Agency Debt
4585000.00
2601330.77
Freddie Mac
2041-05-15
3.500000
Government Agency Debt
4000000.00
2910021.47
Freddie Mac
2041-07-15
3.500000
Government Agency Debt
3190436.00
2208243.19
Freddie Mac
2041-07-15
4.500000
Government Agency Debt
14107000.00
14405391.26
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
6650000.00
5031400.54
Freddie Mac
2041-09-15
4.500000
Government Agency Debt
2500000.00
991695.93
Freddie Mac
2041-11-15
1.750000
Government Agency Debt
5000000.00
3716309.02
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
9560357.00
7115995.24
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
11616000.00
6648542.64
Freddie Mac
2042-05-15
1.500000
Government Agency Debt
435997.00
377574.35
Freddie Mac
2042-05-15
2.000000
Government Agency Debt
10000000.00
7564833.55
GNMA
2022-11-20
5.500000
Government Agency Debt
1000000.00
768367.21
GNMA
2033-02-16
5.500000
Government Agency Debt
3900000.00
260939.07
GNMA
2033-05-20
4.500000
Government Agency Debt
1500000.00
95250.01
GNMA
2033-07-20
5.000000
Government Agency Debt
2000000.00
827472.70
GNMA
2033-09-20
4.250000
Government Agency Debt
2175000.00
857376.66
GNMA
2034-12-16
4.500000
Government Agency Debt
9783000.00
348352.23
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
432360.94
GNMA
2035-07-20
4.500000
Government Agency Debt
1701000.00
725688.98
GNMA
2035-10-16
2.000000
Government Agency Debt
5000000.00
12918.32
GNMA
2036-01-20
5.250000
Government Agency Debt
51000000.00
1486633.09
GNMA
2036-05-20
5.400000
Government Agency Debt
4000000.00
362112.41
GNMA
2036-06-20
5.500000
Government Agency Debt
2500000.00
281185.21
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
1325554.60
GNMA
2037-01-20
3.500000
Government Agency Debt
5000000.00
68167.01
GNMA
2037-02-20
4.200000
Government Agency Debt
3000000.00
168599.22
GNMA
2037-04-20
3.000000
Government Agency Debt
1250000.00
461627.56
GNMA
2037-04-20
4.000000
Government Agency Debt
1450000.00
604062.36
GNMA
2037-04-20
4.500000
Government Agency Debt
1250000.00
471595.28
GNMA
2037-06-20
4.000000
Government Agency Debt
7912876.00
874652.21
GNMA
2037-06-20
4.500000
Government Agency Debt
3738539.00
1744373.25
GNMA
2037-06-20
5.000000
Government Agency Debt
2000000.00
1200941.95
GNMA
2037-09-20
4.000000
Government Agency Debt
1000000.00
881760.10
GNMA
2037-10-20
3.000000
Government Agency Debt
1300000.00
872336.12
GNMA
2038-05-16
4.000000
Government Agency Debt
1950000.00
595523.37
GNMA
2038-10-20
2.500000
Government Agency Debt
1176054.00
777853.25
GNMA
2038-12-20
5.000000
Government Agency Debt
1000000.00
548748.16
GNMA
2039-03-20
3.500000
Government Agency Debt
1500000.00
302271.72
GNMA
2039-03-20
5.000000
Government Agency Debt
1450617.00
1571003.22
GNMA
2039-04-16
4.000000
Government Agency Debt
1000000.00
224877.21
GNMA
2039-05-20
4.500000
Government Agency Debt
2637950.00
500377.99
GNMA
2039-06-16
2.250000
Government Agency Debt
5000000.00
621541.15
GNMA
2039-07-16
4.000000
Government Agency Debt
3000000.00
643361.85
GNMA
2039-09-16
3.000000
Government Agency Debt
45000000.00
9611499.32
GNMA
2039-11-20
4.500000
Government Agency Debt
450000.00
124779.60
GNMA
2040-02-20
4.500000
Government Agency Debt
2509000.00
332388.74
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
250000000.00
250000000.00
0.0063
N
250000000.00
250000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M140106_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-01-25
5.000000
Government Agency Debt
1000000.00
626367.72
Fannie Mae
2036-11-25
0.544599
Government Agency Debt
15199375.00
937607.02
Fannie Mae
2038-07-25
1.464599
Government Agency Debt
5000000.00
2325760.61
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
3143815.00
2822275.69
Fannie Mae
2040-01-25
0.965999
Government Agency Debt
4814.00
1586.41
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
722906.00
420480.72
Fannie Mae
2042-11-25
1.500000
Government Agency Debt
865465.00
742238.95
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
29.00
0.04
Freddie Mac
2023-07-15
6.000000
Government Agency Debt
3000000.00
332800.36
Freddie Mac
2023-07-25
3.531000
Government Agency Debt
36202537.00
36393351.52
Freddie Mac
2024-10-15
2.500000
Government Agency Debt
75247326.00
13883971.79
Freddie Mac
2025-07-15
3.500000
Government Agency Debt
2000000.00
750249.70
Freddie Mac
2027-06-15
4.000000
Government Agency Debt
2000000.00
1603533.47
Freddie Mac
2027-08-15
1.500000
Government Agency Debt
1500000.00
1090413.29
Freddie Mac
2027-09-15
3.149999
Government Agency Debt
2000000.00
818927.57
Freddie Mac
2028-02-15
4.000000
Government Agency Debt
13500000.00
1872611.12
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
2000000.00
732358.74
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
6.00
0.88
Freddie Mac
2031-08-15
3.500000
Government Agency Debt
11084014.00
10951557.57
Freddie Mac
2034-03-15
5.000000
Government Agency Debt
500000.00
518418.87
Freddie Mac
2036-02-15
2.000000
Government Agency Debt
3830000.00
3699947.21
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
15100000.00
14811604.44
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
8373443.00
8353201.83
Freddie Mac
2036-05-01
0.518000
Government Agency Debt
11389425.00
1092807.84
Freddie Mac
2037-03-15
4.000000
Government Agency Debt
2500000.00
1373646.59
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
33832539.00
11046679.50
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
8331934.00
3363807.88
Freddie Mac
2039-10-15
4.500000
Government Agency Debt
1500000.00
970221.62
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
4399950.00
1905655.44
Freddie Mac
2039-12-15
3.500000
Government Agency Debt
12000000.00
10854574.21
Freddie Mac
2039-12-15
4.000000
Government Agency Debt
1000000.00
997888.33
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
4000000.00
1591582.56
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
9384651.00
9178407.65
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
3600000.00
2097096.83
Freddie Mac
2041-07-15
3.500000
Government Agency Debt
518564.00
358921.29
Freddie Mac
2041-09-15
3.000000
Government Agency Debt
11325615.00
9370117.75
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
439643.00
327236.47
Freddie Mac
2043-11-15
0.719999
Government Agency Debt
439677.00
438363.11
GNMA
2023-01-25
2.615000
Government Agency Debt
1175000.00
1099377.98
GNMA
2037-06-20
4.500000
Government Agency Debt
75729.00
35334.56
GNMA
2038-05-20
4.500000
Government Agency Debt
3300000.00
1416754.84
GNMA
2038-10-20
2.500000
Government Agency Debt
24726892.00
16354600.39
GNMA
2039-05-20
4.500000
Government Agency Debt
15588948.00
2956980.39
GNMA
2039-10-16
3.000000
Government Agency Debt
76484702.00
23657855.51
GNMA
2061-06-20
0.00
Government Agency Debt
5129514.00
5767368.85
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
200000000.00
200000000.00
0.0051
N
200000000.00
200000000.00
Bennington Stark Capital Company, LLC
Bennington Stark Capital Company, LLC 0.320000%
08224MBE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
50000000.00
49980444.45
0.0013
N
49989500.00
49989500.00
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
0.0019
N
76012160.00
76012160.00
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
0.0047
N
187031790.00
187031790.00
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
39003900.00
39003900.00
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
89008900.00
89008900.00
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
63006300.00
63006300.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
68000000.00
68000000.00
0.0017
N
68009520.00
68009520.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
167000000.00
167000000.00
0.0042
N
167076820.00
167076820.00
BNP Paribas
BNP Paribas 0.320000%
05572NRV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-13
2014-06-13
N
N
N
43000000.00
43000000.00
0.0011
N
43002150.00
43002150.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923JCS009_0.3900_M140107_2M49
0001197610
Other Repurchase Agreement
N
3M CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401509.50
ANADARKO PETE CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401488.76
BOSTON PROPERTIES INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
606.66
CENTERPOINT ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401568.09
CIMAREX ENERGY CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401525.09
DUKE ENERGY CORP NEW COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401572.50
HEWLETT PACKARD CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401584.99
HILLSHIRE BRANDS CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401577.62
HONEYWELL INTL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401581.00
HUNTINGTON INGALLS INDS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401515.16
ING U S INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401551.71
INGERSOLL-RAND PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401555.83
MEDTRONIC INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401565.57
MERCK & CO INC NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401564.66
MORGAN STANLEY COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401579.95
NISOURCE INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401585.92
PARKER HANNIFIN CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401549.92
PFIZER INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401584.57
TYCO INTERNATIONAL LTD SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401576.42
VENTAS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401577.01
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401576.32
WYNDHAM WORLDWIDE CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401523.28
Unrated Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP Paribas
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
48000000.00
48000000.00
0.0012
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
48017760.00
48017760.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923WFG003_0.3900_M140107_2M49
0001197610
Other Repurchase Agreement
N
ABBOTT LABS COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503077.52
ACTAVIS PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4793290.32
AUTONATION INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503083.60
BOSTON SCIENTIFIC CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503092.56
CABOT OIL & GAS CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503080.00
CBS CORP NEW CL B
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503088.70
CITIGROUP INC COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1266692.24
COLGATE PALMOLIVE CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503055.58
COLONY FINL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503095.00
FIDELITY NATIONAL FINANCIAL CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4236382.60
FORD MTR CO DEL COM PAR
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503092.00
HALLIBURTON CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503075.20
INGERSOLL-RAND PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503089.30
NEWMONT MINING CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503085.35
NOBLE ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503036.59
PG&E CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503096.85
PINNACLE WEST CAP CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503074.12
SAFEWAY INC COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503097.69
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503096.05
TYCO INTERNATIONAL LTD SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
710231.46
VORNADO RLTY TR SH BEN I
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503021.25
WALGREEN CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503071.12
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503097.60
Unrated Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP Paribas
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
110000000.00
110000000.00
0.0028
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
110036300.00
110036300.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140107_2M49
0001197610
Other Repurchase Agreement
N
AMERICAN INTERNATIONAL GROUP INC
2018-08-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3127171.00
4013494.65
AMGEN IN
2016-06-15
2.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14963482.00
15445638.64
BANCO LATINO AMERICANO
2017-04-04
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
17494062.50
BARCLAYS COMMECIAL MORTGAGE SECURITIES LLC
2046-07-25
3.737800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9426268.00
8513578.74
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
881610.00
936890.08
CB TIME WARNER INC
2029-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
983702.00
1141483.16
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1550314.00
1870682.51
GCB VERIZON GLOBAL FDG
2030-12-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810504.00
1044349.26
LOWE'S CO INC
2036-10-15
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14358872.00
16067354.42
NET SERVIVOS DE COMUNICACAO S A
2020-01-27
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1009276.00
1132491.78
PETROBRAS INTL FIN CO
2020-01-20
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14811362.00
15644134.98
TRANSOCEAN SEDCO FOREX
2015-11-15
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2048822.00
2207964.25
TRINITY ACQUISITION PLC
2043-08-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15123754.00
15714773.52
VERIZON COMMUNICATIONS
2033-09-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1575450.00
1840328.66
VERIZON COMMUNICATIONS
2042-11-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
512622.00
424439.05
VERIZON WIRELESS CAPITAL LLC
2018-11-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
618270.00
790421.79
WATSON PHARMACEUTICALS, INC.
2042-10-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2139708.00
1973308.26
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
100000000.00
100000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
100007200.00
100007200.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
921AES008_0.4100_M140107_2M49
0001197610
Other Repurchase Agreement
N
CENTURYTEL, INC
2021-06-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9916.00
10341.07
CIT GROUP INC
2023-08-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8266583.00
8128806.61
CROWN CASTLE INTL CORP
2023-01-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14360000.00
14420431.67
CWALT INC 2004-8CB
2034-06-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15766000.00
8052182.21
CWALT INC 2005-13CB
2017-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87862000.00
6778471.81
DELL INC
2016-04-01
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4564941.00
4640262.53
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13524000.00
14479132.50
HMBT 2005-3 M1
2035-07-25
0.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16264000.00
10723798.51
HVMLT
2036-03-19
0.406299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49906000.00
13583246.77
WAMU 2006-AR9 1A
2046-08-25
1.144200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16927227.00
5433326.93
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
75000000.00
75000000.00
0.0019
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
75000000.00
75000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.020000%
987WVU007_0.0200_M140102_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-09-01
4.905000
Government Agency Debt
2000000.00
1386080.57
Fannie Mae
2017-07-01
1.399999
Government Agency Debt
300000.00
301850.00
Fannie Mae
2017-09-01
1.179999
Government Agency Debt
1000000.00
975704.49
Fannie Mae
2017-12-25
1.512999
Government Agency Debt
2350000.00
2338989.86
Fannie Mae
2018-01-01
3.104000
Government Agency Debt
100000.00
100701.60
Fannie Mae
2018-01-01
3.443000
Government Agency Debt
200000.00
180594.61
Fannie Mae
2018-01-25
4.500000
Government Agency Debt
4301000.00
1318868.24
Fannie Mae
2019-06-01
2.450000
Government Agency Debt
1000000.00
1015350.67
Fannie Mae
2019-07-01
1.939999
Government Agency Debt
250000.00
252269.17
Fannie Mae
2019-07-01
3.125000
Government Agency Debt
754934.00
199346.37
Fannie Mae
2019-08-01
3.125000
Government Agency Debt
615778.00
162772.68
Fannie Mae
2020-05-01
1.735000
Government Agency Debt
750000.00
720574.37
Fannie Mae
2020-06-01
2.899999
Government Agency Debt
200000.00
199182.20
Fannie Mae
2020-09-01
3.274999
Government Agency Debt
770000.00
799530.59
Fannie Mae
2020-10-01
3.665000
Government Agency Debt
332000.00
337645.71
Fannie Mae
2020-11-01
1.909999
Government Agency Debt
697857.00
395933.58
Fannie Mae
2020-11-01
3.480000
Government Agency Debt
1300000.00
1279691.95
Fannie Mae
2020-11-01
3.549999
Government Agency Debt
2060000.00
2065262.15
Fannie Mae
2020-12-01
3.580000
Government Agency Debt
2000000.00
2010494.04
Fannie Mae
2021-01-01
4.250000
Government Agency Debt
800000.00
828599.17
Fannie Mae
2021-02-01
4.290000
Government Agency Debt
500000.00
520259.19
Fannie Mae
2021-03-01
4.559999
Government Agency Debt
800000.00
848766.60
Fannie Mae
2021-08-01
3.870000
Government Agency Debt
1620226.00
1661277.22
Fannie Mae
2021-12-01
3.149999
Government Agency Debt
249581.00
241712.41
Fannie Mae
2022-01-01
3.109999
Government Agency Debt
600000.00
577679.57
Fannie Mae
2022-02-01
3.350000
Government Agency Debt
1695000.00
1684648.20
Fannie Mae
2022-02-25
2.717000
Government Agency Debt
15000.00
14505.15
Fannie Mae
2022-04-25
2.482000
Government Agency Debt
100000.00
94597.23
Fannie Mae
2022-06-01
3.140000
Government Agency Debt
1002000.00
976579.24
Fannie Mae
2022-10-25
2.656000
Government Agency Debt
2560000.00
2426868.27
Fannie Mae
2023-02-01
2.549999
Government Agency Debt
1020000.00
955152.15
Fannie Mae
2023-06-01
2.375000
Government Agency Debt
5022486.00
77424.60
Fannie Mae
2023-06-01
2.529999
Government Agency Debt
50000.00
47006.77
Fannie Mae
2023-07-01
3.020000
Government Agency Debt
476000.00
455616.09
Fannie Mae
2023-07-01
3.220000
Government Agency Debt
1586000.00
1559784.51
Fannie Mae
2023-08-01
3.000000
Government Agency Debt
290000.00
279772.53
Fannie Mae
2023-08-01
3.350000
Government Agency Debt
270000.00
269633.25
Fannie Mae
2023-08-01
3.649999
Government Agency Debt
426000.00
434021.55
Fannie Mae
2023-09-01
3.649999
Government Agency Debt
468000.00
476663.09
Fannie Mae
2023-09-01
3.740000
Government Agency Debt
672000.00
683064.34
Fannie Mae
2023-09-01
3.890000
Government Agency Debt
1553000.00
1608222.65
Fannie Mae
2024-07-01
3.100000
Government Agency Debt
2300000.00
2162691.90
Fannie Mae
2024-08-01
2.319999
Government Agency Debt
11540018.00
461059.71
Fannie Mae
2024-08-01
5.250000
Government Agency Debt
1400000.00
1461689.66
Fannie Mae
2025-06-01
2.435000
Government Agency Debt
43657293.00
220530.82
Fannie Mae
2025-11-01
3.950000
Government Agency Debt
1955000.00
1993238.40
Fannie Mae
2027-04-01
3.460000
Government Agency Debt
2480000.00
2275003.29
Fannie Mae
2027-06-01
2.498000
Government Agency Debt
10001331.00
40032.43
Fannie Mae
2027-07-01
2.407000
Government Agency Debt
19257803.00
869501.88
Fannie Mae
2029-10-01
2.619000
Government Agency Debt
2084558.00
90855.08
Fannie Mae
2030-01-01
2.442000
Government Agency Debt
38403377.00
1009766.74
Fannie Mae
2031-06-20
6.000000
Government Agency Debt
39000.00
1068.70
Fannie Mae
2031-08-01
2.322000
Government Agency Debt
3261145.00
206946.01
Fannie Mae
2031-10-01
1.969000
Government Agency Debt
10994265.00
741330.84
Fannie Mae
2032-05-01
2.391999
Government Agency Debt
9949037.00
614828.24
Fannie Mae
2032-07-01
2.478000
Government Agency Debt
8030909.00
266057.91
Fannie Mae
2032-08-01
2.333000
Government Agency Debt
15501229.00
221474.90
Fannie Mae
2032-08-01
2.339999
Government Agency Debt
78187474.00
826952.73
Fannie Mae
2032-08-01
2.500000
Government Agency Debt
1601096.00
203200.16
Fannie Mae
2032-10-01
2.783999
Government Agency Debt
1483908.00
282666.39
Fannie Mae
2032-10-01
2.940999
Government Agency Debt
77123829.00
1169008.96
Fannie Mae
2033-01-01
2.153999
Government Agency Debt
25000000.00
211681.14
Fannie Mae
2033-01-01
2.960999
Government Agency Debt
7992370.00
429123.65
Fannie Mae
2033-03-01
1.792000
Government Agency Debt
6475000.00
621376.39
Fannie Mae
2033-03-01
2.370000
Government Agency Debt
118706000.00
3745085.91
Fannie Mae
2033-03-01
2.536000
Government Agency Debt
11816908.00
532986.42
Fannie Mae
2033-07-01
2.277000
Government Agency Debt
23150000.00
552600.19
Fannie Mae
2033-07-01
2.415999
Government Agency Debt
24919056.00
627394.95
Fannie Mae
2033-07-01
2.835999
Government Agency Debt
7606350.00
482455.80
Fannie Mae
2033-08-01
2.375000
Government Agency Debt
10183745.00
946015.42
Fannie Mae
2033-09-01
2.015000
Government Agency Debt
16034468.00
1022384.49
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
2434286.00
35155.26
Fannie Mae
2033-10-01
2.137999
Government Agency Debt
41091223.00
1479201.48
Fannie Mae
2033-10-01
2.153000
Government Agency Debt
6150000.00
787388.56
Fannie Mae
2033-10-01
2.365000
Government Agency Debt
600000.00
161878.15
Fannie Mae
2033-10-01
2.395000
Government Agency Debt
20000000.00
1433715.48
Fannie Mae
2033-10-01
2.404999
Government Agency Debt
23560853.00
1567797.59
Fannie Mae
2033-10-01
2.408999
Government Agency Debt
50349920.00
2015869.24
Fannie Mae
2033-12-01
2.430000
Government Agency Debt
12096297.00
769109.97
Fannie Mae
2034-01-01
2.428999
Government Agency Debt
1816758.00
1033395.03
Fannie Mae
2034-01-01
2.508999
Government Agency Debt
11661460.00
1937201.02
Fannie Mae
2034-02-01
2.478000
Government Agency Debt
3002472.00
191244.18
Fannie Mae
2034-06-01
2.274999
Government Agency Debt
24325259.00
1188374.41
Fannie Mae
2034-06-01
2.331999
Government Agency Debt
19896315.00
1183941.44
Fannie Mae
2034-06-01
2.412999
Government Agency Debt
758000.00
84809.54
Fannie Mae
2034-06-01
2.500000
Government Agency Debt
2000000.00
231181.60
Fannie Mae
2034-07-01
2.419999
Government Agency Debt
1198106.00
450493.35
Fannie Mae
2034-08-01
2.387999
Government Agency Debt
15001465.00
340629.82
Fannie Mae
2034-08-01
2.400999
Government Agency Debt
18818764.00
678976.81
Fannie Mae
2034-09-01
1.966000
Government Agency Debt
845000.00
190454.63
Fannie Mae
2034-09-01
2.069000
Government Agency Debt
6359105.00
521703.84
Fannie Mae
2034-11-01
2.750000
Government Agency Debt
5048500.00
308745.04
Fannie Mae
2035-01-01
1.834000
Government Agency Debt
16059000.00
2251688.89
Fannie Mae
2035-01-01
1.915999
Government Agency Debt
3054000.00
817324.33
Fannie Mae
2035-01-01
2.216000
Government Agency Debt
2500000.00
250993.03
Fannie Mae
2035-01-01
2.536000
Government Agency Debt
137589.00
19477.35
Fannie Mae
2035-01-01
5.065000
Government Agency Debt
4935000.00
749472.35
Fannie Mae
2035-02-01
2.472000
Government Agency Debt
1000000.00
54079.34
Fannie Mae
2035-02-01
2.547000
Government Agency Debt
4250000.00
743884.19
Fannie Mae
2035-02-01
2.638999
Government Agency Debt
44319000.00
1342212.07
Fannie Mae
2035-03-01
2.528999
Government Agency Debt
1000000.00
105974.03
Fannie Mae
2035-03-01
2.625000
Government Agency Debt
15686877.00
2359793.22
Fannie Mae
2035-05-01
3.750000
Government Agency Debt
544509.00
486471.48
Fannie Mae
2035-06-01
2.037999
Government Agency Debt
4842681.00
529318.75
Fannie Mae
2035-06-01
2.116000
Government Agency Debt
695000.00
123211.76
Fannie Mae
2035-08-01
2.152000
Government Agency Debt
1673000.00
430595.88
Fannie Mae
2035-08-01
2.278999
Government Agency Debt
2350000.00
313865.59
Fannie Mae
2035-08-01
2.436999
Government Agency Debt
6000000.00
761474.84
Fannie Mae
2035-09-01
2.233000
Government Agency Debt
6896000.00
1265099.41
Fannie Mae
2035-09-01
5.660999
Government Agency Debt
21770351.00
1348895.39
Fannie Mae
2035-11-01
2.267999
Government Agency Debt
16603291.00
1289230.92
Fannie Mae
2035-12-01
2.375000
Government Agency Debt
810000.00
520562.49
Fannie Mae
2036-01-01
1.979000
Government Agency Debt
2750000.00
392054.12
Fannie Mae
2036-01-01
2.043000
Government Agency Debt
1022000.00
218169.12
Fannie Mae
2036-01-01
2.487000
Government Agency Debt
10280064.00
1345423.43
Fannie Mae
2036-01-01
4.549999
Government Agency Debt
1541260.00
490726.75
Fannie Mae
2036-01-01
5.339999
Government Agency Debt
40000000.00
2021117.82
Fannie Mae
2036-04-01
2.531000
Government Agency Debt
7645000.00
1039903.90
Fannie Mae
2036-05-01
2.504999
Government Agency Debt
16143724.00
1942341.63
Fannie Mae
2036-06-01
2.388999
Government Agency Debt
3690558.00
2605134.70
Fannie Mae
2036-06-01
2.520999
Government Agency Debt
8255000.00
1403724.96
Fannie Mae
2036-06-01
2.603000
Government Agency Debt
17132155.00
1193829.27
Fannie Mae
2036-06-01
5.916999
Government Agency Debt
14203000.00
1108442.02
Fannie Mae
2036-07-01
2.234999
Government Agency Debt
12252257.00
1770378.33
Fannie Mae
2036-07-01
2.490000
Government Agency Debt
2255268.00
429014.38
Fannie Mae
2036-07-01
2.561999
Government Agency Debt
8108846.00
1004563.58
Fannie Mae
2036-07-01
2.619000
Government Agency Debt
8486220.00
540130.73
Fannie Mae
2036-08-01
2.427000
Government Agency Debt
25000642.00
1943046.49
Fannie Mae
2036-08-01
2.439999
Government Agency Debt
9000000.00
1108074.62
Fannie Mae
2036-08-01
2.456000
Government Agency Debt
2337000.00
760947.34
Fannie Mae
2036-08-01
2.468999
Government Agency Debt
1585000.00
202103.45
Fannie Mae
2036-08-01
2.553999
Government Agency Debt
10000000.00
1573508.74
Fannie Mae
2036-08-01
3.019000
Government Agency Debt
3572807.00
503054.63
Fannie Mae
2036-09-01
2.325000
Government Agency Debt
2725000.00
308453.08
Fannie Mae
2036-09-01
2.435000
Government Agency Debt
11350000.00
1069633.82
Fannie Mae
2036-09-01
2.476999
Government Agency Debt
5000000.00
501376.40
Fannie Mae
2036-09-01
2.551000
Government Agency Debt
9001628.00
756687.56
Fannie Mae
2036-10-01
1.984000
Government Agency Debt
1090000.00
134280.31
Fannie Mae
2036-10-01
2.419000
Government Agency Debt
19282000.00
1460059.31
Fannie Mae
2036-10-01
2.428999
Government Agency Debt
23855000.00
2095071.42
Fannie Mae
2036-10-01
2.532000
Government Agency Debt
22523983.00
1894267.59
Fannie Mae
2036-10-01
2.700000
Government Agency Debt
19626697.00
2220476.83
Fannie Mae
2036-10-01
3.565999
Government Agency Debt
14417616.00
1399977.35
Fannie Mae
2036-11-01
2.274999
Government Agency Debt
3500000.00
518496.74
Fannie Mae
2036-11-01
2.306999
Government Agency Debt
19534706.00
1203580.08
Fannie Mae
2036-11-01
2.427000
Government Agency Debt
4800000.00
195998.05
Fannie Mae
2036-11-01
2.621999
Government Agency Debt
14000000.00
1067751.26
Fannie Mae
2036-11-01
2.794000
Government Agency Debt
10884651.00
1925438.48
Fannie Mae
2036-12-01
2.464999
Government Agency Debt
8694801.00
2418831.24
Fannie Mae
2037-01-01
2.604000
Government Agency Debt
1500000.00
237714.99
Fannie Mae
2037-01-01
2.653999
Government Agency Debt
75820.00
17060.69
Fannie Mae
2037-01-01
2.726999
Government Agency Debt
2671244.00
470677.46
Fannie Mae
2037-02-01
1.909000
Government Agency Debt
685000.00
60471.49
Fannie Mae
2037-02-01
2.478000
Government Agency Debt
250000.00
50295.07
Fannie Mae
2037-02-01
2.536999
Government Agency Debt
4150000.00
933212.98
Fannie Mae
2037-02-01
2.686999
Government Agency Debt
3550000.00
680033.28
Fannie Mae
2037-02-01
5.894999
Government Agency Debt
3225000.00
299851.64
Fannie Mae
2037-03-01
1.949000
Government Agency Debt
4100000.00
753871.26
Fannie Mae
2037-03-01
2.490000
Government Agency Debt
505000.00
210115.27
Fannie Mae
2037-04-01
1.587000
Government Agency Debt
4400000.00
367766.78
Fannie Mae
2037-04-01
2.443000
Government Agency Debt
5000000.00
868589.08
Fannie Mae
2037-05-01
2.314999
Government Agency Debt
12865114.00
1262160.81
Fannie Mae
2037-05-01
2.712000
Government Agency Debt
6600000.00
2055215.48
Fannie Mae
2037-06-01
6.129999
Government Agency Debt
6067560.00
719742.95
Fannie Mae
2037-07-01
5.831999
Government Agency Debt
15404000.00
2121331.64
Fannie Mae
2037-07-01
6.187999
Government Agency Debt
25003918.00
1401869.73
Fannie Mae
2037-08-01
1.635000
Government Agency Debt
900000.00
192322.77
Fannie Mae
2037-08-01
1.950000
Government Agency Debt
6350000.00
1979297.63
Fannie Mae
2037-08-01
5.969000
Government Agency Debt
2500000.00
171856.82
Fannie Mae
2037-10-01
2.319999
Government Agency Debt
2800000.00
180393.89
Fannie Mae
2037-10-01
2.452999
Government Agency Debt
3272683.00
269676.93
Fannie Mae
2037-10-01
5.948999
Government Agency Debt
34410481.00
1312062.96
Fannie Mae
2037-11-01
1.756000
Government Agency Debt
5600000.00
577824.74
Fannie Mae
2037-11-01
2.406000
Government Agency Debt
1895000.00
387899.15
Fannie Mae
2037-11-01
5.780000
Government Agency Debt
6559598.00
354161.13
Fannie Mae
2037-11-01
5.934999
Government Agency Debt
25200000.00
1190288.85
Fannie Mae
2037-12-01
1.740000
Government Agency Debt
15064893.00
1848877.97
Fannie Mae
2037-12-01
2.319999
Government Agency Debt
38081427.00
1932272.44
Fannie Mae
2037-12-01
2.507000
Government Agency Debt
19548175.00
1640034.12
Fannie Mae
2037-12-01
5.432000
Government Agency Debt
20303842.00
2163249.42
Fannie Mae
2038-01-01
5.038000
Government Agency Debt
26105617.00
2002352.56
Fannie Mae
2038-01-01
5.322000
Government Agency Debt
26500000.00
2623350.71
Fannie Mae
2038-01-01
5.764000
Government Agency Debt
80000.00
12493.92
Fannie Mae
2038-03-01
2.176000
Government Agency Debt
2500000.00
203478.70
Fannie Mae
2038-03-01
2.613000
Government Agency Debt
16550655.00
2023593.75
Fannie Mae
2038-03-01
4.597999
Government Agency Debt
10002213.00
1314302.98
Fannie Mae
2038-03-01
4.650999
Government Agency Debt
2045000.00
437831.64
Fannie Mae
2038-05-01
2.375999
Government Agency Debt
1250000.00
214513.82
Fannie Mae
2038-07-01
2.646999
Government Agency Debt
9142921.00
1706393.15
Fannie Mae
2038-07-01
5.793999
Government Agency Debt
13086399.00
2432645.89
Fannie Mae
2038-07-01
5.838000
Government Agency Debt
4188000.00
2172144.31
Fannie Mae
2038-08-01
2.536000
Government Agency Debt
7106000.00
891663.11
Fannie Mae
2038-08-01
2.548999
Government Agency Debt
15455000.00
2373992.06
Fannie Mae
2039-02-01
2.604000
Government Agency Debt
2200000.00
259746.56
Fannie Mae
2039-06-01
4.001999
Government Agency Debt
1400000.00
150559.21
Fannie Mae
2039-08-01
3.827999
Government Agency Debt
1000000.00
135756.04
Fannie Mae
2039-09-01
3.714999
Government Agency Debt
2000000.00
517818.55
Fannie Mae
2039-09-01
3.778000
Government Agency Debt
2000000.00
651790.86
Fannie Mae
2039-09-01
3.790000
Government Agency Debt
1500000.00
334940.89
Fannie Mae
2039-10-01
3.686999
Government Agency Debt
3000000.00
606573.43
Fannie Mae
2039-10-01
3.919999
Government Agency Debt
9781715.00
2063611.65
Fannie Mae
2039-11-01
5.591999
Government Agency Debt
4212000.00
2606600.40
Fannie Mae
2039-12-01
4.275000
Government Agency Debt
10010180.00
1958459.46
Fannie Mae
2040-01-01
3.278000
Government Agency Debt
2614255.00
596255.95
Fannie Mae
2040-01-01
3.737000
Government Agency Debt
900000.00
143391.86
Fannie Mae
2040-02-01
3.682999
Government Agency Debt
5271135.00
2447239.19
Fannie Mae
2040-03-01
3.665000
Government Agency Debt
9581000.00
1476189.81
Fannie Mae
2040-04-01
3.337000
Government Agency Debt
1269000.00
472987.01
Fannie Mae
2040-04-01
3.480000
Government Agency Debt
3000000.00
239105.45
Fannie Mae
2040-05-01
3.615000
Government Agency Debt
1307692.00
374607.64
Fannie Mae
2040-05-01
3.746000
Government Agency Debt
421000.00
151031.82
Fannie Mae
2040-05-01
3.790999
Government Agency Debt
15084301.00
1387083.07
Fannie Mae
2040-06-01
3.501999
Government Agency Debt
12403965.00
1185520.77
Fannie Mae
2040-06-01
3.778000
Government Agency Debt
5074290.00
508247.67
Fannie Mae
2040-06-20
5.500000
Government Agency Debt
111972.00
29439.51
Fannie Mae
2040-07-01
3.604000
Government Agency Debt
3250000.00
1247793.05
Fannie Mae
2040-07-20
5.500000
Government Agency Debt
471183.00
163170.50
Fannie Mae
2040-08-01
3.621999
Government Agency Debt
4297000.00
1159148.70
Fannie Mae
2040-09-01
3.383999
Government Agency Debt
10007157.00
2403362.55
Fannie Mae
2040-09-01
3.516000
Government Agency Debt
14147586.00
2532723.70
Fannie Mae
2040-09-01
3.629999
Government Agency Debt
951904.00
393739.35
Fannie Mae
2041-02-01
3.125999
Government Agency Debt
500000.00
252291.14
Fannie Mae
2041-02-01
3.599000
Government Agency Debt
500000.00
235562.38
Fannie Mae
2041-04-01
2.938000
Government Agency Debt
5000826.00
1776364.17
Fannie Mae
2041-04-01
3.044999
Government Agency Debt
1000000.00
426859.49
Fannie Mae
2041-05-01
3.182999
Government Agency Debt
1600000.00
771270.19
Fannie Mae
2041-05-01
3.221000
Government Agency Debt
2026193.00
909719.11
Fannie Mae
2041-05-01
3.371999
Government Agency Debt
3800000.00
1457205.90
Fannie Mae
2041-05-01
3.585999
Government Agency Debt
750000.00
365087.23
Fannie Mae
2041-06-01
3.515000
Government Agency Debt
3300000.00
1579287.05
Fannie Mae
2041-06-01
3.673000
Government Agency Debt
500000.00
233682.12
Fannie Mae
2041-06-20
6.000000
Government Agency Debt
880004.00
239579.03
Fannie Mae
2041-07-01
3.557999
Government Agency Debt
553483.00
248242.18
Fannie Mae
2041-09-01
3.504999
Government Agency Debt
1260000.00
604607.67
Fannie Mae
2041-09-01
3.902000
Government Agency Debt
95000.00
49171.95
Fannie Mae
2041-10-01
3.630999
Government Agency Debt
826000.00
751835.50
Fannie Mae
2042-01-01
2.217000
Government Agency Debt
500000.00
171625.63
Fannie Mae
2042-01-25
3.000000
Government Agency Debt
1645297.00
1387200.04
Fannie Mae
2042-06-01
2.105000
Government Agency Debt
3100000.00
2605864.97
Fannie Mae
2042-06-01
2.527000
Government Agency Debt
2116624.00
1648910.08
Fannie Mae
2042-07-01
2.439000
Government Agency Debt
694218.00
560083.56
Fannie Mae
2042-10-01
2.063000
Government Agency Debt
750000.00
595960.24
Fannie Mae
2043-02-01
2.142999
Government Agency Debt
2300000.00
2043493.51
Fannie Mae
2043-04-01
2.609000
Government Agency Debt
1400000.00
1339611.58
Fannie Mae
2043-07-01
1.981000
Government Agency Debt
584045.00
568061.76
Fannie Mae
2043-09-01
2.640000
Government Agency Debt
720000.00
706470.49
Fannie Mae
2043-09-01
2.861000
Government Agency Debt
610000.00
594784.18
Fannie Mae
2043-10-01
2.099000
Government Agency Debt
2198889.00
2238103.54
Fannie Mae
2043-10-01
2.730999
Government Agency Debt
2000000.00
2009046.60
Fannie Mae
2043-11-01
2.204000
Government Agency Debt
1666250.00
1701221.29
Fannie Mae
2043-11-01
3.619000
Government Agency Debt
1307000.00
1350134.63
Fannie Mae
2043-12-01
2.256899
Government Agency Debt
2165919.00
2206308.52
Fannie Mae
2043-12-01
2.270999
Government Agency Debt
1086665.00
1106039.69
Fannie Mae
2043-12-01
2.390000
Government Agency Debt
517300.00
535379.46
Fannie Mae
2043-12-01
2.439000
Government Agency Debt
1604212.00
1661057.31
Fannie Mae
2044-01-01
2.406000
Government Agency Debt
888900.00
920264.84
Fannie Mae
2046-10-01
2.450000
Government Agency Debt
19923516.00
1333003.86
Freddie Mac
2018-09-15
4.500000
Government Agency Debt
260000.00
27811.81
Freddie Mac
2024-02-15
2.500000
Government Agency Debt
5000000.00
2152379.59
Freddie Mac
2024-04-20
1.625000
Government Agency Debt
26146356.00
321371.48
Freddie Mac
2027-05-20
3.000000
Government Agency Debt
14481614.00
11726450.99
Freddie Mac
2029-04-15
6.000000
Government Agency Debt
125000.00
4804.88
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
500100.00
66469.60
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
500100.00
27161.23
Freddie Mac
2036-03-15
5.000000
Government Agency Debt
174000.00
39355.61
Freddie Mac
2036-04-20
5.500000
Government Agency Debt
200000.00
33084.20
Freddie Mac
2036-08-15
6.000000
Government Agency Debt
562932.00
31442.20
Freddie Mac
2036-08-15
6.000000
Government Agency Debt
55000.00
9509.90
Freddie Mac
2036-10-15
6.000000
Government Agency Debt
774933.00
58081.45
Freddie Mac
2037-02-15
6.000000
Government Agency Debt
928425.00
132592.13
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
632816.00
86749.78
Freddie Mac
2038-01-20
6.000000
Government Agency Debt
2550000.00
343288.08
Freddie Mac
2038-05-15
5.000000
Government Agency Debt
784150.00
101444.01
Freddie Mac
2038-06-15
5.000000
Government Agency Debt
864839.00
94484.65
Freddie Mac
2038-06-15
5.000000
Government Agency Debt
916695.00
52487.66
Freddie Mac
2038-07-15
6.000000
Government Agency Debt
95000.00
8587.16
Freddie Mac
2038-08-15
6.000000
Government Agency Debt
264259.00
41470.80
Freddie Mac
2038-08-20
6.000000
Government Agency Debt
100000.00
3741.97
Freddie Mac
2038-09-20
5.500000
Government Agency Debt
31498.00
5615.54
Freddie Mac
2038-10-20
5.500000
Government Agency Debt
40000.00
1663.07
Freddie Mac
2038-11-15
5.500000
Government Agency Debt
2015324.00
281014.94
Freddie Mac
2038-11-15
6.000000
Government Agency Debt
621824.00
69549.84
Freddie Mac
2038-12-15
6.000000
Government Agency Debt
424630.00
61193.65
Freddie Mac
2038-12-15
6.500000
Government Agency Debt
135984.00
31883.66
Freddie Mac
2038-12-20
5.500000
Government Agency Debt
2539167.00
117601.32
Freddie Mac
2039-01-15
6.000000
Government Agency Debt
977970.00
210253.81
Freddie Mac
2039-01-15
6.000000
Government Agency Debt
770903.00
113077.08
Freddie Mac
2039-01-15
6.000000
Government Agency Debt
254324.00
35199.16
Freddie Mac
2039-01-15
6.500000
Government Agency Debt
230102.00
29838.50
Freddie Mac
2039-03-15
5.000000
Government Agency Debt
1942370.00
295027.27
Freddie Mac
2039-03-15
5.000000
Government Agency Debt
482188.00
135390.39
Freddie Mac
2039-08-20
4.500000
Government Agency Debt
1133624.00
295371.99
Freddie Mac
2040-01-20
5.500000
Government Agency Debt
25000.00
5156.57
Freddie Mac
2040-04-15
5.000000
Government Agency Debt
44660.00
20569.46
Freddie Mac
2040-07-15
6.500000
Government Agency Debt
27951.00
16832.52
Freddie Mac
2040-08-20
5.500000
Government Agency Debt
592194.00
262084.00
Freddie Mac
2040-11-20
4.000000
Government Agency Debt
13000000.00
8652561.95
Freddie Mac
2042-02-20
5.000000
Government Agency Debt
418752.00
214763.88
Freddie Mac
2042-02-20
5.500000
Government Agency Debt
31776.00
19731.96
GNMA
2015-04-15
5.500000
Government Agency Debt
620331.00
211461.33
GNMA
2016-05-15
6.000000
Government Agency Debt
2000000.00
36156.68
GNMA
2018-05-15
4.500000
Government Agency Debt
100000000.00
8315021.31
GNMA
2018-05-15
4.500000
Government Agency Debt
57698.00
4258.47
GNMA
2018-06-15
4.500000
Government Agency Debt
1690500.00
180414.79
GNMA
2018-06-15
4.500000
Government Agency Debt
3000000.00
179972.23
GNMA
2018-06-15
4.500000
Government Agency Debt
59198.00
5353.36
GNMA
2018-08-15
5.000000
Government Agency Debt
100000000.00
10134056.58
GNMA
2018-09-15
4.500000
Government Agency Debt
32000.00
3554.06
GNMA
2019-01-15
6.000000
Government Agency Debt
4114436.00
100697.99
GNMA
2019-03-20
3.000000
Government Agency Debt
14701540.00
118385.43
GNMA
2021-02-20
3.000000
Government Agency Debt
17710540.00
177835.42
GNMA
2022-01-15
6.000000
Government Agency Debt
1505000.00
224205.10
GNMA
2022-10-20
1.625000
Government Agency Debt
30455415.00
363401.27
GNMA
2022-12-20
1.625000
Government Agency Debt
1535600.00
17116.94
GNMA
2023-01-20
1.625000
Government Agency Debt
98000000.00
1445555.75
GNMA
2023-02-15
6.500000
Government Agency Debt
1000224.00
164388.58
GNMA
2023-02-20
1.625000
Government Agency Debt
50000000.00
725967.50
GNMA
2023-04-15
6.500000
Government Agency Debt
501265.00
118655.47
GNMA
2023-04-15
7.000000
Government Agency Debt
1505880.00
49863.34
GNMA
2023-05-20
1.625000
Government Agency Debt
53900000.00
473381.66
GNMA
2023-10-15
5.500000
Government Agency Debt
1200000.00
194635.94
GNMA
2023-12-15
6.000000
Government Agency Debt
500000.00
35386.86
GNMA
2023-12-15
6.000000
Government Agency Debt
500000.00
8917.73
GNMA
2023-12-15
6.000000
Government Agency Debt
70000.00
3907.79
GNMA
2023-12-15
6.000000
Government Agency Debt
53912.00
1700.92
GNMA
2024-02-15
6.000000
Government Agency Debt
1731925.00
40682.68
GNMA
2024-02-15
6.000000
Government Agency Debt
50000.00
3634.19
GNMA
2024-02-15
6.500000
Government Agency Debt
1242864.00
24832.29
GNMA
2024-02-20
1.625000
Government Agency Debt
116246646.00
1485680.13
GNMA
2024-03-15
6.000000
Government Agency Debt
130000.00
7774.41
GNMA
2024-04-15
6.500000
Government Agency Debt
110000.00
1382.31
GNMA
2024-06-20
1.625000
Government Agency Debt
24284107.00
397969.02
GNMA
2024-07-20
1.625000
Government Agency Debt
189588984.00
1868382.42
GNMA
2024-09-15
4.000000
Government Agency Debt
20000000.00
8472773.81
GNMA
2026-02-15
6.500000
Government Agency Debt
175000.00
4874.91
GNMA
2026-04-15
6.000000
Government Agency Debt
2500000.00
78707.06
GNMA
2026-04-15
6.500000
Government Agency Debt
5000000.00
84903.07
GNMA
2026-04-20
1.625000
Government Agency Debt
30747794.00
168570.78
GNMA
2026-05-15
6.000000
Government Agency Debt
350000.00
13080.87
GNMA
2026-05-15
6.000000
Government Agency Debt
80000.00
5440.33
GNMA
2026-05-20
1.625000
Government Agency Debt
90989304.00
570282.68
GNMA
2026-05-20
6.500000
Government Agency Debt
350000.00
4307.64
GNMA
2026-07-20
1.625000
Government Agency Debt
220746103.00
1159817.20
GNMA
2026-07-20
1.625000
Government Agency Debt
74632807.00
360236.69
GNMA
2026-08-20
1.625000
Government Agency Debt
156407984.00
910715.59
GNMA
2026-08-20
1.625000
Government Agency Debt
185570726.00
800579.71
GNMA
2026-09-20
1.625000
Government Agency Debt
76248831.00
461134.14
GNMA
2026-09-20
1.625000
Government Agency Debt
48589127.00
291493.03
GNMA
2026-11-20
1.625000
Government Agency Debt
55554839.00
281719.62
GNMA
2026-12-20
1.625000
Government Agency Debt
16566887.00
112232.82
GNMA
2027-01-15
3.000000
Government Agency Debt
13665000.00
10409908.18
GNMA
2027-02-15
3.000000
Government Agency Debt
67000.00
52942.94
GNMA
2027-09-15
6.250000
Government Agency Debt
129153.00
95261.11
GNMA
2027-10-20
1.625000
Government Agency Debt
58782132.00
416569.30
GNMA
2027-10-20
1.625000
Government Agency Debt
60699051.00
390792.88
GNMA
2027-12-20
1.625000
Government Agency Debt
150430460.00
1073075.62
GNMA
2027-12-20
3.000000
Government Agency Debt
11537256.00
10612494.00
GNMA
2028-02-15
6.000000
Government Agency Debt
101091.00
5617.21
GNMA
2028-02-15
6.500000
Government Agency Debt
55873.00
2108.62
GNMA
2028-03-15
6.500000
Government Agency Debt
1328916.00
20867.58
GNMA
2028-03-15
6.500000
Government Agency Debt
931685.00
3014.93
GNMA
2028-03-15
6.500000
Government Agency Debt
35983.00
247.62
GNMA
2028-03-15
7.000000
Government Agency Debt
200000.00
2698.28
GNMA
2028-04-15
6.000000
Government Agency Debt
300251.00
10638.92
GNMA
2028-04-15
6.500000
Government Agency Debt
223544.00
1071.86
GNMA
2028-06-15
6.000000
Government Agency Debt
55000.00
3543.66
GNMA
2028-06-15
6.500000
Government Agency Debt
3636604.00
76117.10
GNMA
2028-06-15
6.500000
Government Agency Debt
1507219.00
26157.26
GNMA
2028-06-15
6.500000
Government Agency Debt
131338.00
3354.63
GNMA
2028-07-15
6.500000
Government Agency Debt
6267546.00
114723.28
GNMA
2028-07-15
6.500000
Government Agency Debt
854215.00
37340.92
GNMA
2028-08-15
6.500000
Government Agency Debt
4863670.00
94421.80
GNMA
2028-08-15
6.500000
Government Agency Debt
1905525.00
8342.05
GNMA
2028-09-15
6.000000
Government Agency Debt
108916.00
6300.38
GNMA
2028-09-15
6.000000
Government Agency Debt
218000.00
5479.37
GNMA
2028-09-20
6.500000
Government Agency Debt
1000000.00
16284.19
GNMA
2028-10-15
6.000000
Government Agency Debt
249500.00
10716.91
GNMA
2028-10-15
6.000000
Government Agency Debt
124038.00
4377.88
GNMA
2028-11-15
6.000000
Government Agency Debt
693000.00
36726.96
GNMA
2028-11-15
6.000000
Government Agency Debt
205000.00
9579.44
GNMA
2028-11-20
5.500000
Government Agency Debt
85000.00
4955.00
GNMA
2028-12-15
6.000000
Government Agency Debt
9696148.00
332517.45
GNMA
2028-12-15
6.000000
Government Agency Debt
250297.00
18149.62
GNMA
2028-12-15
6.000000
Government Agency Debt
225000.00
9989.35
GNMA
2029-01-15
6.000000
Government Agency Debt
636868.00
17016.60
GNMA
2029-01-15
6.000000
Government Agency Debt
198100.00
8489.17
GNMA
2029-02-15
6.000000
Government Agency Debt
75420.00
2781.35
GNMA
2029-02-15
7.000000
Government Agency Debt
1205963.00
7852.12
GNMA
2029-03-15
6.000000
Government Agency Debt
339000.00
9845.35
GNMA
2029-03-15
6.000000
Government Agency Debt
686889.00
5489.17
GNMA
2029-03-20
6.500000
Government Agency Debt
516700.00
9074.73
GNMA
2029-04-15
6.000000
Government Agency Debt
115000.00
7781.95
GNMA
2029-04-15
6.000000
Government Agency Debt
200000.00
7234.63
GNMA
2029-05-15
6.000000
Government Agency Debt
325000.00
10507.61
GNMA
2029-05-20
5.500000
Government Agency Debt
75000.00
3995.03
GNMA
2029-06-15
6.000000
Government Agency Debt
34633.00
1081.39
GNMA
2029-06-20
1.625000
Government Agency Debt
7094364.00
67597.09
GNMA
2029-07-20
1.625000
Government Agency Debt
112162606.00
1988379.93
GNMA
2029-08-15
7.500000
Government Agency Debt
138696.00
1444.24
GNMA
2029-08-20
6.000000
Government Agency Debt
720000.00
20363.61
GNMA
2029-09-15
6.000000
Government Agency Debt
350000.00
15908.45
GNMA
2029-09-20
1.625000
Government Agency Debt
79466008.00
1431739.70
GNMA
2029-11-20
1.625000
Government Agency Debt
20791435.00
292513.98
GNMA
2030-02-15
8.500000
Government Agency Debt
754706.00
23180.09
GNMA
2030-04-20
1.625000
Government Agency Debt
8018320.00
105040.34
GNMA
2030-05-15
8.500000
Government Agency Debt
25020.00
37.50
GNMA
2031-01-15
7.500000
Government Agency Debt
60372.00
398.21
GNMA
2031-01-20
6.500000
Government Agency Debt
500500.00
6645.62
GNMA
2031-01-20
7.500000
Government Agency Debt
543174.00
4451.21
GNMA
2031-02-15
6.000000
Government Agency Debt
30000.00
3006.77
GNMA
2031-02-20
6.500000
Government Agency Debt
500000.00
6048.26
GNMA
2031-04-15
6.000000
Government Agency Debt
55000.00
3489.85
GNMA
2031-04-15
6.000000
Government Agency Debt
25000.00
988.00
GNMA
2031-05-15
6.000000
Government Agency Debt
40423.00
4949.19
GNMA
2031-09-15
6.000000
Government Agency Debt
105868.00
4874.84
GNMA
2031-10-20
5.500000
Government Agency Debt
174000.00
11486.86
GNMA
2031-11-15
6.000000
Government Agency Debt
542188.00
170397.58
GNMA
2031-12-15
6.000000
Government Agency Debt
130000.00
5464.09
GNMA
2031-12-15
6.000000
Government Agency Debt
28000.00
4387.36
GNMA
2031-12-15
6.000000
Government Agency Debt
156586.00
3669.13
GNMA
2032-01-15
6.000000
Government Agency Debt
3137555.00
177548.37
GNMA
2032-01-15
6.000000
Government Agency Debt
50000.00
4857.74
GNMA
2032-03-15
6.000000
Government Agency Debt
190007.00
6027.18
GNMA
2032-03-20
1.625000
Government Agency Debt
3166896.00
153504.43
GNMA
2032-04-15
6.000000
Government Agency Debt
325402.00
15686.55
GNMA
2032-04-15
6.000000
Government Agency Debt
285000.00
14076.13
GNMA
2032-05-20
6.000000
Government Agency Debt
827572.00
31493.19
GNMA
2032-08-15
6.000000
Government Agency Debt
3819050.00
184761.87
GNMA
2032-08-15
6.000000
Government Agency Debt
2376180.00
117234.35
GNMA
2032-08-15
6.000000
Government Agency Debt
364964.00
17137.47
GNMA
2032-08-15
6.000000
Government Agency Debt
188033.00
7530.77
GNMA
2032-09-15
6.000000
Government Agency Debt
500000.00
7766.29
GNMA
2032-10-15
6.000000
Government Agency Debt
2045311.00
136203.82
GNMA
2032-10-20
7.000000
Government Agency Debt
1253790.00
89464.00
GNMA
2032-11-15
6.000000
Government Agency Debt
112049.00
17424.10
GNMA
2032-11-15
6.000000
Government Agency Debt
471000.00
14860.26
GNMA
2032-11-15
6.000000
Government Agency Debt
40000.00
1631.12
GNMA
2032-12-15
5.500000
Government Agency Debt
600060.00
8155.90
GNMA
2032-12-15
6.000000
Government Agency Debt
32117.00
1919.05
GNMA
2032-12-15
6.000000
Government Agency Debt
25000.00
1218.01
GNMA
2032-12-20
5.500000
Government Agency Debt
2182252.00
152458.11
GNMA
2033-01-20
1.625000
Government Agency Debt
3831929.00
284170.54
GNMA
2033-01-20
6.000000
Government Agency Debt
30174.00
1804.14
GNMA
2033-02-15
5.500000
Government Agency Debt
250000.00
22839.27
GNMA
2033-02-15
5.500000
Government Agency Debt
145000.00
6169.72
GNMA
2033-02-15
6.000000
Government Agency Debt
2489451.00
177625.68
GNMA
2033-02-15
6.000000
Government Agency Debt
259661.00
13879.50
GNMA
2033-02-15
6.000000
Government Agency Debt
189959.00
10099.43
GNMA
2033-02-15
6.000000
Government Agency Debt
32426.00
6217.16
GNMA
2033-03-15
5.500000
Government Agency Debt
4450445.00
313548.29
GNMA
2033-03-15
6.000000
Government Agency Debt
1234134.00
69048.47
GNMA
2033-03-20
5.000000
Government Agency Debt
25000.00
2922.99
GNMA
2033-04-15
5.000000
Government Agency Debt
25000.00
7195.89
GNMA
2033-04-15
7.000000
Government Agency Debt
1929805.00
289506.82
GNMA
2033-04-20
1.625000
Government Agency Debt
11000000.00
335788.63
GNMA
2033-05-15
5.000000
Government Agency Debt
90000.00
18032.56
GNMA
2033-05-15
6.000000
Government Agency Debt
121991.00
9061.56
GNMA
2033-05-20
1.625000
Government Agency Debt
11452447.00
939660.43
GNMA
2033-07-15
5.500000
Government Agency Debt
35000.00
2877.10
GNMA
2033-07-20
2.125000
Government Agency Debt
4038092.00
168504.52
GNMA
2033-08-15
5.000000
Government Agency Debt
45000.00
10019.55
GNMA
2033-08-20
5.500000
Government Agency Debt
1426415.00
123130.39
GNMA
2033-09-15
6.000000
Government Agency Debt
45000.00
7208.71
GNMA
2033-09-20
1.625000
Government Agency Debt
4000000.00
307178.77
GNMA
2033-10-15
5.000000
Government Agency Debt
622651.00
104866.68
GNMA
2033-10-15
5.000000
Government Agency Debt
565000.00
95504.86
GNMA
2033-10-15
5.500000
Government Agency Debt
45000.00
4382.65
GNMA
2033-10-15
6.000000
Government Agency Debt
1512866.00
192689.97
GNMA
2033-10-20
5.000000
Government Agency Debt
25000.00
4176.86
GNMA
2033-11-15
4.500000
Government Agency Debt
247000.00
22396.61
GNMA
2033-11-15
5.000000
Government Agency Debt
101860.00
17557.46
GNMA
2033-11-20
1.125000
Government Agency Debt
8320000.00
1729062.27
GNMA
2033-12-15
5.500000
Government Agency Debt
1250000.00
179455.55
GNMA
2033-12-15
6.000000
Government Agency Debt
3129867.00
268427.15
GNMA
2034-01-15
5.500000
Government Agency Debt
2475000.00
186619.24
GNMA
2034-01-15
5.500000
Government Agency Debt
575840.00
63605.55
GNMA
2034-01-15
6.000000
Government Agency Debt
1098710.00
206956.99
GNMA
2034-01-20
6.000000
Government Agency Debt
4002682.00
331076.02
GNMA
2034-03-15
5.500000
Government Agency Debt
69891.00
7127.38
GNMA
2034-03-20
1.625000
Government Agency Debt
5000499.00
270787.41
GNMA
2034-03-20
5.000000
Government Agency Debt
1025624.00
100006.95
GNMA
2034-04-15
4.500000
Government Agency Debt
104000.00
23891.39
GNMA
2034-04-20
5.000000
Government Agency Debt
30000.00
4825.04
GNMA
2034-05-20
1.625000
Government Agency Debt
3810000.00
797405.91
GNMA
2034-05-20
2.125000
Government Agency Debt
1212920.00
202101.64
GNMA
2034-06-15
5.500000
Government Agency Debt
2500000.00
175319.84
GNMA
2034-06-20
1.625000
Government Agency Debt
4550000.00
980777.58
GNMA
2034-06-20
1.625000
Government Agency Debt
3500000.00
197261.29
GNMA
2034-06-20
2.125000
Government Agency Debt
1362919.00
473443.74
GNMA
2034-07-15
5.000000
Government Agency Debt
46651.00
3624.53
GNMA
2034-07-15
6.000000
Government Agency Debt
25000.00
1678.00
GNMA
2034-07-20
1.625000
Government Agency Debt
4004884.00
361390.84
GNMA
2034-07-20
2.125000
Government Agency Debt
10000000.00
498862.02
GNMA
2034-07-20
2.125000
Government Agency Debt
1500000.00
226171.65
GNMA
2034-07-20
5.000000
Government Agency Debt
30000.00
5789.84
GNMA
2034-08-15
5.500000
Government Agency Debt
3105711.00
273730.41
GNMA
2034-08-20
1.625000
Government Agency Debt
3350000.00
464569.20
GNMA
2034-09-15
6.000000
Government Agency Debt
1005270.00
114857.28
GNMA
2034-09-15
6.000000
Government Agency Debt
185000.00
21208.33
GNMA
2034-11-15
5.500000
Government Agency Debt
491000.00
51910.12
GNMA
2034-11-15
6.500000
Government Agency Debt
890000.00
156689.15
GNMA
2034-11-20
1.625000
Government Agency Debt
14000000.00
1843550.48
GNMA
2034-11-20
1.625000
Government Agency Debt
1380355.00
272673.29
GNMA
2034-11-20
1.625000
Government Agency Debt
1038690.00
203216.19
GNMA
2034-12-15
5.500000
Government Agency Debt
2118614.00
275779.76
GNMA
2035-01-15
5.500000
Government Agency Debt
161000.00
37906.70
GNMA
2035-01-15
6.000000
Government Agency Debt
691441.00
92884.24
GNMA
2035-01-20
1.625000
Government Agency Debt
2498483.00
207442.30
GNMA
2035-01-20
1.625000
Government Agency Debt
1709451.00
178238.59
GNMA
2035-01-20
2.125000
Government Agency Debt
2000000.00
163572.20
GNMA
2035-02-15
6.000000
Government Agency Debt
1000000.00
22222.58
GNMA
2035-02-20
1.625000
Government Agency Debt
43357869.00
6645222.67
GNMA
2035-03-15
6.000000
Government Agency Debt
25000.00
9520.46
GNMA
2035-03-15
6.500000
Government Agency Debt
50000.00
10644.58
GNMA
2035-05-15
6.000000
Government Agency Debt
66044.00
12300.00
GNMA
2035-05-20
1.625000
Government Agency Debt
2500000.00
205523.87
GNMA
2035-06-15
5.000000
Government Agency Debt
376534.00
65531.17
GNMA
2035-06-15
5.500000
Government Agency Debt
2399024.00
329028.09
GNMA
2035-06-15
5.500000
Government Agency Debt
716168.00
236271.82
GNMA
2035-06-20
1.625000
Government Agency Debt
3000000.00
273253.70
GNMA
2035-07-15
6.000000
Government Agency Debt
95000.00
8755.22
GNMA
2035-07-15
6.000000
Government Agency Debt
29485.00
4474.86
GNMA
2035-07-20
1.625000
Government Agency Debt
13372879.00
1193442.71
GNMA
2035-08-15
4.500000
Government Agency Debt
280381.00
93565.59
GNMA
2035-08-15
5.500000
Government Agency Debt
1752000.00
118857.93
GNMA
2035-08-15
5.500000
Government Agency Debt
25002.00
6834.27
GNMA
2035-08-15
6.000000
Government Agency Debt
212000.00
87611.23
GNMA
2035-09-15
4.500000
Government Agency Debt
50000.00
7658.53
GNMA
2035-09-15
5.000000
Government Agency Debt
51140.00
6397.69
GNMA
2035-09-15
5.500000
Government Agency Debt
1133540.00
272341.65
GNMA
2035-09-15
5.500000
Government Agency Debt
725000.00
129009.38
GNMA
2035-09-20
1.625000
Government Agency Debt
3381895.00
837316.94
GNMA
2035-10-15
5.000000
Government Agency Debt
1490102.00
309236.66
GNMA
2035-10-15
5.000000
Government Agency Debt
441637.00
109867.46
GNMA
2035-10-15
5.000000
Government Agency Debt
58000.00
19307.30
GNMA
2035-10-15
5.500000
Government Agency Debt
1389000.00
172966.29
GNMA
2035-10-15
5.500000
Government Agency Debt
883034.00
103921.02
GNMA
2035-10-15
5.500000
Government Agency Debt
559160.00
93671.85
GNMA
2035-10-15
5.500000
Government Agency Debt
240195.00
47066.98
GNMA
2035-10-15
5.500000
Government Agency Debt
159512.00
38457.91
GNMA
2035-10-15
5.500000
Government Agency Debt
102012.00
24495.97
GNMA
2035-10-20
1.625000
Government Agency Debt
5602453.00
1184414.97
GNMA
2035-11-20
5.500000
Government Agency Debt
600000.00
114554.48
GNMA
2035-12-15
4.500000
Government Agency Debt
111601.00
40030.90
GNMA
2035-12-15
5.000000
Government Agency Debt
50000.00
12541.46
GNMA
2035-12-15
5.000000
Government Agency Debt
32640.00
3024.16
GNMA
2036-01-15
6.000000
Government Agency Debt
40000.00
8139.17
GNMA
2036-01-15
6.000000
Government Agency Debt
68000.00
7326.75
GNMA
2036-01-15
6.000000
Government Agency Debt
75000.00
6498.87
GNMA
2036-01-20
6.000000
Government Agency Debt
921920.00
139005.31
GNMA
2036-02-15
5.000000
Government Agency Debt
289908.00
56853.54
GNMA
2036-02-15
5.000000
Government Agency Debt
115621.00
43528.18
GNMA
2036-02-15
5.500000
Government Agency Debt
1679047.00
95718.48
GNMA
2036-02-15
5.500000
Government Agency Debt
38372.00
4074.92
GNMA
2036-02-15
6.000000
Government Agency Debt
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183498.65
GNMA
2036-02-15
6.000000
Government Agency Debt
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18817.64
GNMA
2036-02-15
6.000000
Government Agency Debt
30000.00
15659.71
GNMA
2036-02-15
6.000000
Government Agency Debt
51413.00
2406.18
GNMA
2036-03-15
5.000000
Government Agency Debt
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25593.12
GNMA
2036-03-15
5.000000
Government Agency Debt
60000.00
10581.33
GNMA
2036-03-15
5.500000
Government Agency Debt
1501598.00
231099.55
GNMA
2036-03-15
5.500000
Government Agency Debt
53166.00
11286.67
GNMA
2036-03-15
6.000000
Government Agency Debt
151242.00
14868.29
GNMA
2036-03-20
2.125000
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1107924.00
305547.73
GNMA
2036-04-15
5.000000
Government Agency Debt
245000.00
64473.39
GNMA
2036-04-15
5.000000
Government Agency Debt
166745.00
15876.39
GNMA
2036-04-15
6.000000
Government Agency Debt
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159197.04
GNMA
2036-04-15
6.000000
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62428.10
GNMA
2036-04-15
6.000000
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46700.18
GNMA
2036-04-15
6.000000
Government Agency Debt
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10931.13
GNMA
2036-04-15
6.000000
Government Agency Debt
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7697.46
GNMA
2036-04-15
6.500000
Government Agency Debt
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100772.69
GNMA
2036-05-15
5.500000
Government Agency Debt
195000.00
35951.54
GNMA
2036-05-15
6.000000
Government Agency Debt
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126950.74
GNMA
2036-05-15
6.000000
Government Agency Debt
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11711.99
GNMA
2036-05-15
6.000000
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7105.13
GNMA
2036-05-20
1.625000
Government Agency Debt
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519336.70
GNMA
2036-05-20
5.500000
Government Agency Debt
27347.00
4112.76
GNMA
2036-06-15
5.000000
Government Agency Debt
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59659.69
GNMA
2036-06-15
5.500000
Government Agency Debt
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86047.14
GNMA
2036-06-15
5.500000
Government Agency Debt
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14837.61
GNMA
2036-06-15
6.000000
Government Agency Debt
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74353.31
GNMA
2036-06-15
6.000000
Government Agency Debt
250000.00
20713.68
GNMA
2036-06-15
6.000000
Government Agency Debt
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6393.19
GNMA
2036-06-15
6.000000
Government Agency Debt
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2089.34
GNMA
2036-06-15
6.500000
Government Agency Debt
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117840.74
GNMA
2036-06-20
5.000000
Government Agency Debt
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159993.62
GNMA
2036-07-15
5.500000
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600000.00
144421.95
GNMA
2036-07-15
6.000000
Government Agency Debt
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119273.81
GNMA
2036-07-15
6.000000
Government Agency Debt
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107361.20
GNMA
2036-08-15
6.000000
Government Agency Debt
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265458.84
GNMA
2036-08-15
6.000000
Government Agency Debt
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105597.79
GNMA
2036-08-15
6.000000
Government Agency Debt
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96496.09
GNMA
2036-08-15
6.000000
Government Agency Debt
500000.00
67989.64
GNMA
2036-08-15
6.000000
Government Agency Debt
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48129.68
GNMA
2036-08-15
6.000000
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5958.29
GNMA
2036-08-15
6.500000
Government Agency Debt
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39205.12
GNMA
2036-08-15
6.500000
Government Agency Debt
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2775.00
GNMA
2036-09-15
5.000000
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21389.48
GNMA
2036-09-15
6.000000
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65555.25
GNMA
2036-09-15
6.000000
Government Agency Debt
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40570.88
GNMA
2036-09-15
6.000000
Government Agency Debt
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25949.74
GNMA
2036-09-15
6.000000
Government Agency Debt
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8481.07
GNMA
2036-09-15
6.000000
Government Agency Debt
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3166.97
GNMA
2036-09-15
6.500000
Government Agency Debt
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28633.38
GNMA
2036-09-15
6.500000
Government Agency Debt
202148.00
9915.15
GNMA
2036-09-15
6.500000
Government Agency Debt
132000.00
8861.25
GNMA
2036-09-20
1.625000
Government Agency Debt
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674834.87
GNMA
2036-10-15
6.000000
Government Agency Debt
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118647.63
GNMA
2036-10-15
6.000000
Government Agency Debt
75000.00
18534.92
GNMA
2036-10-15
6.500000
Government Agency Debt
1347458.00
176417.17
GNMA
2036-10-15
6.500000
Government Agency Debt
1110040.00
111183.56
GNMA
2036-10-15
6.500000
Government Agency Debt
80641.00
9090.96
GNMA
2036-10-15
6.500000
Government Agency Debt
118000.00
8708.69
GNMA
2036-10-20
1.625000
Government Agency Debt
3893621.00
933299.63
GNMA
2036-11-15
5.000000
Government Agency Debt
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4497.68
GNMA
2036-11-15
5.500000
Government Agency Debt
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71584.63
GNMA
2036-11-15
6.000000
Government Agency Debt
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205805.41
GNMA
2036-11-15
6.000000
Government Agency Debt
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160456.69
GNMA
2036-11-15
6.000000
Government Agency Debt
300000.00
40455.39
GNMA
2036-11-15
6.000000
Government Agency Debt
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38788.51
GNMA
2036-11-15
6.000000
Government Agency Debt
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37197.41
GNMA
2036-11-15
6.000000
Government Agency Debt
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13501.81
GNMA
2036-11-15
6.000000
Government Agency Debt
60000.00
8667.17
GNMA
2036-11-15
6.000000
Government Agency Debt
40000.00
3600.33
GNMA
2036-11-15
6.500000
Government Agency Debt
483767.00
82574.41
GNMA
2036-11-15
6.500000
Government Agency Debt
400588.00
82313.42
GNMA
2036-12-15
5.500000
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1690585.00
253375.88
GNMA
2036-12-15
6.000000
Government Agency Debt
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58272.00
GNMA
2036-12-15
6.000000
Government Agency Debt
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23436.59
GNMA
2036-12-15
6.500000
Government Agency Debt
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35964.63
GNMA
2036-12-15
6.500000
Government Agency Debt
141330.00
9745.59
GNMA
2036-12-15
6.500000
Government Agency Debt
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3122.98
GNMA
2036-12-20
5.500000
Government Agency Debt
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11019.95
GNMA
2037-01-15
4.500000
Government Agency Debt
26376.00
6920.63
GNMA
2037-01-15
5.500000
Government Agency Debt
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42345.91
GNMA
2037-01-15
6.000000
Government Agency Debt
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159536.38
GNMA
2037-01-15
6.000000
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23897.16
GNMA
2037-01-20
5.500000
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19127.66
GNMA
2037-02-15
5.000000
Government Agency Debt
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2446.96
GNMA
2037-02-15
6.000000
Government Agency Debt
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120434.28
GNMA
2037-02-15
6.000000
Government Agency Debt
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97121.53
GNMA
2037-02-15
6.000000
Government Agency Debt
530000.00
88691.87
GNMA
2037-02-15
6.000000
Government Agency Debt
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25149.19
GNMA
2037-02-15
6.500000
Government Agency Debt
115188.00
5639.90
GNMA
2037-02-20
1.625000
Government Agency Debt
6098488.00
977515.78
GNMA
2037-02-20
1.625000
Government Agency Debt
1500000.00
280114.01
GNMA
2037-02-20
1.625000
Government Agency Debt
1091796.00
230028.54
GNMA
2037-02-20
5.500000
Government Agency Debt
733590.00
116016.06
GNMA
2037-03-15
5.000000
Government Agency Debt
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201244.30
GNMA
2037-03-15
5.500000
Government Agency Debt
115000.00
13146.40
GNMA
2037-03-20
1.625000
Government Agency Debt
5471621.00
857808.24
GNMA
2037-04-15
5.000000
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10863.44
GNMA
2037-04-15
5.500000
Government Agency Debt
258962.00
49137.15
GNMA
2037-04-15
5.500000
Government Agency Debt
90000.00
17444.24
GNMA
2037-04-15
6.000000
Government Agency Debt
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110380.66
GNMA
2037-04-15
6.000000
Government Agency Debt
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5856.88
GNMA
2037-04-20
2.000000
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324392.24
GNMA
2037-05-15
5.500000
Government Agency Debt
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308221.23
GNMA
2037-05-15
5.500000
Government Agency Debt
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16540.39
GNMA
2037-05-15
6.000000
Government Agency Debt
73000.00
8818.31
GNMA
2037-05-20
5.500000
Government Agency Debt
115000.00
18393.18
GNMA
2037-06-15
5.500000
Government Agency Debt
266117.00
25396.16
GNMA
2037-06-15
6.000000
Government Agency Debt
1100000.00
44249.30
GNMA
2037-06-15
6.000000
Government Agency Debt
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21680.01
GNMA
2037-06-15
6.000000
Government Agency Debt
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10813.19
GNMA
2037-06-15
6.000000
Government Agency Debt
55211.00
5351.30
GNMA
2037-06-15
6.000000
Government Agency Debt
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5031.08
GNMA
2037-06-15
6.500000
Government Agency Debt
414338.00
167751.94
GNMA
2037-06-15
6.500000
Government Agency Debt
615000.00
149126.03
GNMA
2037-06-20
5.500000
Government Agency Debt
807866.00
139413.48
GNMA
2037-07-15
6.000000
Government Agency Debt
1335000.00
231037.13
GNMA
2037-07-15
6.000000
Government Agency Debt
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90420.24
GNMA
2037-07-15
6.000000
Government Agency Debt
34185.00
5693.66
GNMA
2037-07-15
6.000000
Government Agency Debt
40000.00
2317.40
GNMA
2037-07-15
6.500000
Government Agency Debt
45945.00
3451.36
GNMA
2037-08-15
6.000000
Government Agency Debt
1515000.00
300636.03
GNMA
2037-08-15
6.000000
Government Agency Debt
1128128.00
186727.07
GNMA
2037-08-15
6.000000
Government Agency Debt
1037100.00
143758.90
GNMA
2037-08-15
6.000000
Government Agency Debt
502209.00
103442.79
GNMA
2037-08-15
6.000000
Government Agency Debt
75378.00
14243.11
GNMA
2037-08-15
6.000000
Government Agency Debt
48701.00
4360.61
GNMA
2037-08-15
6.500000
Government Agency Debt
500000.00
57689.14
GNMA
2037-08-20
1.625000
Government Agency Debt
3624019.00
497168.32
GNMA
2037-09-15
6.000000
Government Agency Debt
598198.00
15904.21
GNMA
2037-09-15
6.000000
Government Agency Debt
40000.00
4319.57
GNMA
2037-09-15
6.500000
Government Agency Debt
265702.00
14806.61
GNMA
2037-10-15
6.000000
Government Agency Debt
2718611.00
159413.84
GNMA
2037-10-20
2.000000
Government Agency Debt
1018205.00
137674.96
GNMA
2037-10-20
6.500000
Government Agency Debt
1200000.00
138443.63
GNMA
2037-11-15
5.000000
Government Agency Debt
50000.00
26409.62
GNMA
2037-11-15
6.000000
Government Agency Debt
300000.00
20558.42
GNMA
2037-11-15
6.000000
Government Agency Debt
75000.00
8022.93
GNMA
2037-11-15
6.500000
Government Agency Debt
2188754.00
254244.96
GNMA
2037-11-20
4.000000
Government Agency Debt
1528733.00
267533.41
GNMA
2037-11-20
4.500000
Government Agency Debt
3816631.00
103854.68
GNMA
2037-12-15
5.500000
Government Agency Debt
1011610.00
187066.35
GNMA
2037-12-15
6.000000
Government Agency Debt
210000.00
12742.15
GNMA
2038-01-15
5.500000
Government Agency Debt
1053728.00
308070.22
GNMA
2038-01-15
5.500000
Government Agency Debt
130673.00
48308.88
GNMA
2038-01-15
5.500000
Government Agency Debt
56066.00
8663.21
GNMA
2038-01-15
6.000000
Government Agency Debt
352874.00
38791.77
GNMA
2038-01-15
6.000000
Government Agency Debt
50000.00
6080.89
GNMA
2038-01-20
2.000000
Government Agency Debt
5000000.00
558355.74
GNMA
2038-01-20
3.500000
Government Agency Debt
721420.00
119804.84
GNMA
2038-01-20
4.000000
Government Agency Debt
8047824.00
146414.53
GNMA
2038-01-20
4.500000
Government Agency Debt
5591724.00
346309.77
GNMA
2038-02-15
5.000000
Government Agency Debt
317697.00
84352.02
GNMA
2038-02-15
5.000000
Government Agency Debt
75000.00
7874.03
GNMA
2038-02-15
5.500000
Government Agency Debt
1013053.00
178493.59
GNMA
2038-02-15
6.000000
Government Agency Debt
2544865.00
301887.86
GNMA
2038-02-15
6.000000
Government Agency Debt
500599.00
93713.83
GNMA
2038-02-15
6.000000
Government Agency Debt
98499.00
11788.80
GNMA
2038-02-20
1.625000
Government Agency Debt
1117484.00
173729.79
GNMA
2038-02-20
4.000000
Government Agency Debt
5800729.00
492011.76
GNMA
2038-02-20
4.500000
Government Agency Debt
879554.00
106919.68
GNMA
2038-03-15
5.000000
Government Agency Debt
487797.00
103876.16
GNMA
2038-03-15
5.500000
Government Agency Debt
775701.00
277904.52
GNMA
2038-03-15
6.000000
Government Agency Debt
1201341.00
144562.03
GNMA
2038-03-15
6.000000
Government Agency Debt
515000.00
116631.86
GNMA
2038-03-15
6.000000
Government Agency Debt
25117.00
3043.59
GNMA
2038-03-20
5.500000
Government Agency Debt
75000.00
14326.14
GNMA
2038-04-15
5.000000
Government Agency Debt
1613711.00
212169.01
GNMA
2038-04-15
5.000000
Government Agency Debt
506387.00
117108.13
GNMA
2038-04-15
5.500000
Government Agency Debt
1061386.00
246045.39
GNMA
2038-04-15
5.500000
Government Agency Debt
200000.00
26830.02
GNMA
2038-04-15
5.500000
Government Agency Debt
96024.00
16470.51
GNMA
2038-04-15
6.000000
Government Agency Debt
92971.00
17744.56
GNMA
2038-04-20
2.000000
Government Agency Debt
20188263.00
1562923.85
GNMA
2038-04-20
3.500000
Government Agency Debt
4345122.00
162025.88
GNMA
2038-04-20
5.500000
Government Agency Debt
155000.00
28939.80
GNMA
2038-05-15
5.000000
Government Agency Debt
85000.00
27158.13
GNMA
2038-05-15
5.500000
Government Agency Debt
766034.00
287960.75
GNMA
2038-05-15
5.500000
Government Agency Debt
849180.00
138600.73
GNMA
2038-05-15
5.500000
Government Agency Debt
72162.00
42552.30
GNMA
2038-05-15
5.500000
Government Agency Debt
339155.00
40576.40
GNMA
2038-05-15
5.500000
Government Agency Debt
120933.00
21865.82
GNMA
2038-05-15
5.500000
Government Agency Debt
102742.00
18521.87
GNMA
2038-05-15
6.000000
Government Agency Debt
146853.00
30739.80
GNMA
2038-05-15
6.000000
Government Agency Debt
30000.00
4082.57
GNMA
2038-05-15
6.500000
Government Agency Debt
675404.00
20607.11
GNMA
2038-05-20
5.000000
Government Agency Debt
3687316.00
411894.85
GNMA
2038-06-15
5.000000
Government Agency Debt
749734.00
171835.84
GNMA
2038-06-15
5.500000
Government Agency Debt
76000.00
13250.45
GNMA
2038-06-15
6.000000
Government Agency Debt
250000.00
41647.50
GNMA
2038-06-15
6.500000
Government Agency Debt
1066596.00
151528.69
GNMA
2038-06-15
6.500000
Government Agency Debt
70000.00
19849.41
GNMA
2038-07-15
5.500000
Government Agency Debt
756366.00
289382.97
GNMA
2038-07-15
5.500000
Government Agency Debt
654904.00
62609.56
GNMA
2038-07-15
6.000000
Government Agency Debt
1163239.00
175134.85
GNMA
2038-07-15
6.000000
Government Agency Debt
850000.00
122611.66
GNMA
2038-07-15
6.000000
Government Agency Debt
363833.00
27421.42
GNMA
2038-07-15
6.500000
Government Agency Debt
518065.00
145563.16
GNMA
2038-07-15
6.500000
Government Agency Debt
77803.00
8463.56
GNMA
2038-07-20
1.625000
Government Agency Debt
30501546.00
5654551.31
GNMA
2038-07-20
2.500000
Government Agency Debt
5439882.00
927769.62
GNMA
2038-07-20
2.500000
Government Agency Debt
2184671.00
372594.73
GNMA
2038-07-20
3.000000
Government Agency Debt
1349936.00
716592.03
GNMA
2038-08-15
5.500000
Government Agency Debt
1183977.00
110311.75
GNMA
2038-08-15
6.000000
Government Agency Debt
1486550.00
255707.24
GNMA
2038-08-15
6.000000
Government Agency Debt
1010855.00
131535.82
GNMA
2038-08-15
6.000000
Government Agency Debt
375898.00
46491.92
GNMA
2038-08-15
6.000000
Government Agency Debt
145798.00
14143.66
GNMA
2038-08-15
6.000000
Government Agency Debt
89688.00
8669.90
GNMA
2038-08-15
6.000000
Government Agency Debt
27247.00
4484.09
GNMA
2038-08-15
6.500000
Government Agency Debt
811599.00
78654.34
GNMA
2038-08-15
6.500000
Government Agency Debt
539546.00
71914.74
GNMA
2038-08-15
6.500000
Government Agency Debt
1000000.00
71276.93
GNMA
2038-08-15
6.500000
Government Agency Debt
1118059.00
36552.67
GNMA
2038-08-15
6.500000
Government Agency Debt
76861.00
7940.44
GNMA
2038-08-20
3.000000
Government Agency Debt
2000000.00
140326.19
GNMA
2038-08-20
3.500000
Government Agency Debt
5500000.00
762175.57
GNMA
2038-08-20
4.000000
Government Agency Debt
18175000.00
1207592.88
GNMA
2038-08-20
6.000000
Government Agency Debt
2410241.00
344066.00
GNMA
2038-09-15
6.000000
Government Agency Debt
2190000.00
230261.43
GNMA
2038-09-15
6.000000
Government Agency Debt
1958242.00
228950.21
GNMA
2038-09-15
6.000000
Government Agency Debt
100000.00
10319.57
GNMA
2038-09-15
6.000000
Government Agency Debt
50000.00
8826.16
GNMA
2038-09-15
6.000000
Government Agency Debt
50100.00
8373.28
GNMA
2038-09-15
6.000000
Government Agency Debt
59500.00
5547.42
GNMA
2038-09-15
6.500000
Government Agency Debt
500728.00
89892.50
GNMA
2038-09-15
6.500000
Government Agency Debt
115810.00
11021.26
GNMA
2038-09-15
6.500000
Government Agency Debt
33022.00
2538.56
GNMA
2038-09-20
1.625000
Government Agency Debt
8085000.00
1976966.68
GNMA
2038-09-20
6.500000
Government Agency Debt
220000.00
32553.28
GNMA
2038-10-15
5.000000
Government Agency Debt
1477500.00
306926.72
GNMA
2038-10-15
5.500000
Government Agency Debt
1000000.00
189477.53
GNMA
2038-10-15
5.500000
Government Agency Debt
1119985.00
49090.03
GNMA
2038-10-15
6.000000
Government Agency Debt
2069372.00
289063.13
GNMA
2038-10-15
6.000000
Government Agency Debt
2211044.00
184378.67
GNMA
2038-10-15
6.000000
Government Agency Debt
269100.00
152025.24
GNMA
2038-10-15
6.000000
Government Agency Debt
183200.00
66560.22
GNMA
2038-10-15
6.000000
Government Agency Debt
390012.00
31496.60
GNMA
2038-10-15
6.000000
Government Agency Debt
106282.00
22666.77
GNMA
2038-10-15
6.000000
Government Agency Debt
105103.00
12827.80
GNMA
2038-10-15
6.000000
Government Agency Debt
424246.00
10785.78
GNMA
2038-10-15
6.000000
Government Agency Debt
377011.00
9866.99
GNMA
2038-10-15
6.500000
Government Agency Debt
441671.00
85636.19
GNMA
2038-10-15
6.500000
Government Agency Debt
603505.00
65049.30
GNMA
2038-10-15
6.500000
Government Agency Debt
97650.00
13044.62
GNMA
2038-10-15
6.500000
Government Agency Debt
30966.00
11112.44
GNMA
2038-10-20
2.000000
Government Agency Debt
14000000.00
2572507.55
GNMA
2038-10-20
2.500000
Government Agency Debt
2600000.00
548352.21
GNMA
2038-10-20
3.000000
Government Agency Debt
34968822.00
4021416.06
GNMA
2038-10-20
3.500000
Government Agency Debt
62441546.00
6098074.84
GNMA
2038-10-20
5.000000
Government Agency Debt
1000000.00
94590.72
GNMA
2038-10-20
5.500000
Government Agency Debt
7141845.00
333642.16
GNMA
2038-10-20
5.500000
Government Agency Debt
1500000.00
98297.05
GNMA
2038-10-20
6.000000
Government Agency Debt
638127.00
338517.28
GNMA
2038-10-20
6.000000
Government Agency Debt
550267.00
280971.76
GNMA
2038-11-15
5.000000
Government Agency Debt
235977.00
50270.34
GNMA
2038-11-15
5.500000
Government Agency Debt
2568518.00
295954.75
GNMA
2038-11-15
5.500000
Government Agency Debt
475000.00
257969.91
GNMA
2038-11-15
5.500000
Government Agency Debt
1716382.00
167092.77
GNMA
2038-11-15
5.500000
Government Agency Debt
116529.00
26553.09
GNMA
2038-11-15
6.000000
Government Agency Debt
1871186.00
321615.34
GNMA
2038-11-15
6.000000
Government Agency Debt
1040000.00
100321.48
GNMA
2038-11-15
6.000000
Government Agency Debt
536924.00
76587.56
GNMA
2038-11-15
6.000000
Government Agency Debt
398248.00
69987.97
GNMA
2038-11-15
6.000000
Government Agency Debt
70126.00
26277.40
GNMA
2038-11-15
6.000000
Government Agency Debt
100593.00
16607.16
GNMA
2038-11-15
6.000000
Government Agency Debt
150365.00
15925.23
GNMA
2038-11-15
6.000000
Government Agency Debt
35581.00
15417.09
GNMA
2038-11-15
6.500000
Government Agency Debt
1070742.00
219872.04
GNMA
2038-11-15
6.500000
Government Agency Debt
1654937.00
144748.44
GNMA
2038-11-15
6.500000
Government Agency Debt
715260.00
75182.03
GNMA
2038-11-15
6.500000
Government Agency Debt
311594.00
46419.45
GNMA
2038-11-15
6.500000
Government Agency Debt
93335.00
23370.65
GNMA
2038-11-15
6.500000
Government Agency Debt
46186.00
9010.79
GNMA
2038-11-15
6.500000
Government Agency Debt
149039.00
8492.64
GNMA
2038-11-20
3.500000
Government Agency Debt
20329983.00
2231414.83
GNMA
2038-11-20
4.000000
Government Agency Debt
2363759.00
419592.90
GNMA
2038-11-20
5.000000
Government Agency Debt
1451133.00
282721.84
GNMA
2038-11-20
5.500000
Government Agency Debt
3000000.00
110372.63
GNMA
2038-12-15
4.500000
Government Agency Debt
1021207.00
194743.08
GNMA
2038-12-15
5.000000
Government Agency Debt
40410982.00
11576282.29
GNMA
2038-12-15
5.000000
Government Agency Debt
728038.00
173961.89
GNMA
2038-12-15
5.000000
Government Agency Debt
330000.00
98963.64
GNMA
2038-12-15
5.500000
Government Agency Debt
427121.00
279159.84
GNMA
2038-12-15
5.500000
Government Agency Debt
644632.00
30051.51
GNMA
2038-12-15
6.000000
Government Agency Debt
4654304.00
331200.10
GNMA
2038-12-15
6.000000
Government Agency Debt
736562.00
162420.02
GNMA
2038-12-15
6.000000
Government Agency Debt
200000.00
25318.12
GNMA
2038-12-15
6.000000
Government Agency Debt
85367.00
19077.32
GNMA
2038-12-15
6.000000
Government Agency Debt
26037.00
4896.29
GNMA
2038-12-15
6.500000
Government Agency Debt
845370.00
132859.38
GNMA
2038-12-15
6.500000
Government Agency Debt
706192.00
92228.09
GNMA
2038-12-15
6.500000
Government Agency Debt
1086448.00
91393.11
GNMA
2038-12-15
6.500000
Government Agency Debt
542931.00
87693.78
GNMA
2038-12-15
6.500000
Government Agency Debt
856098.00
61909.06
GNMA
2038-12-15
6.500000
Government Agency Debt
53957.00
9493.34
GNMA
2038-12-15
6.500000
Government Agency Debt
35023.00
7802.55
GNMA
2038-12-20
2.500000
Government Agency Debt
1000150.00
272631.23
GNMA
2038-12-20
2.750000
Government Agency Debt
23244100.00
2468328.22
GNMA
2038-12-20
5.250000
Government Agency Debt
7000000.00
319403.10
GNMA
2038-12-20
6.000000
Government Agency Debt
40000.00
19000.53
GNMA
2038-12-20
6.500000
Government Agency Debt
216387.00
130839.67
GNMA
2039-01-15
5.000000
Government Agency Debt
70000.00
16993.13
GNMA
2039-01-15
5.500000
Government Agency Debt
952955.00
112064.58
GNMA
2039-01-15
5.500000
Government Agency Debt
168655.00
63820.49
GNMA
2039-01-15
5.500000
Government Agency Debt
81985.00
21640.57
GNMA
2039-01-15
5.500000
Government Agency Debt
108395.00
20086.34
GNMA
2039-01-15
6.000000
Government Agency Debt
385000.00
125421.08
GNMA
2039-01-15
6.000000
Government Agency Debt
167731.00
47247.64
GNMA
2039-01-15
6.000000
Government Agency Debt
220000.00
33459.07
GNMA
2039-01-15
6.000000
Government Agency Debt
121615.00
16814.51
GNMA
2039-01-15
6.000000
Government Agency Debt
25050.00
6623.01
GNMA
2039-01-15
6.500000
Government Agency Debt
858459.00
77916.98
GNMA
2039-01-15
6.500000
Government Agency Debt
30018.00
22548.52
GNMA
2039-01-15
6.500000
Government Agency Debt
90390.00
7708.16
GNMA
2039-01-15
6.500000
Government Agency Debt
54994.00
7018.49
GNMA
2039-01-15
6.500000
Government Agency Debt
31138.00
5482.92
GNMA
2039-01-20
2.000000
Government Agency Debt
4427208.00
594045.94
GNMA
2039-01-20
2.250000
Government Agency Debt
3000000.00
740606.47
GNMA
2039-01-20
2.500000
Government Agency Debt
989524.00
214398.42
GNMA
2039-01-20
4.500000
Government Agency Debt
11420654.00
1119470.38
GNMA
2039-01-20
5.000000
Government Agency Debt
2000000.00
95579.78
GNMA
2039-01-20
7.000000
Government Agency Debt
352690.00
146985.16
GNMA
2039-02-15
5.000000
Government Agency Debt
495167.00
126321.34
GNMA
2039-02-15
5.000000
Government Agency Debt
314345.00
57983.09
GNMA
2039-02-15
5.000000
Government Agency Debt
25000.00
8146.45
GNMA
2039-02-15
5.000000
Government Agency Debt
57243.00
5883.91
GNMA
2039-02-15
5.500000
Government Agency Debt
50000.00
8693.42
GNMA
2039-02-15
5.500000
Government Agency Debt
28149.00
4908.14
GNMA
2039-02-15
6.000000
Government Agency Debt
431763.00
113732.48
GNMA
2039-02-15
6.000000
Government Agency Debt
25000.00
13390.75
GNMA
2039-02-15
6.000000
Government Agency Debt
66369.00
11555.84
GNMA
2039-02-15
6.500000
Government Agency Debt
26552.00
7872.44
GNMA
2039-02-15
6.500000
Government Agency Debt
26603.00
7605.91
GNMA
2039-02-20
4.750000
Government Agency Debt
1549348.00
114095.63
GNMA
2039-02-20
6.500000
Government Agency Debt
190000.00
43375.94
GNMA
2039-03-15
4.500000
Government Agency Debt
654175.00
203986.68
GNMA
2039-03-15
5.000000
Government Agency Debt
411950.00
302733.59
GNMA
2039-03-15
6.000000
Government Agency Debt
813822.00
235441.77
GNMA
2039-03-15
6.000000
Government Agency Debt
860000.00
106513.38
GNMA
2039-03-15
6.000000
Government Agency Debt
138237.00
34118.55
GNMA
2039-03-15
6.500000
Government Agency Debt
25976.00
5362.06
GNMA
2039-04-15
5.000000
Government Agency Debt
25067.00
18022.25
GNMA
2039-04-15
6.000000
Government Agency Debt
35010.00
8539.74
GNMA
2039-04-20
2.000000
Government Agency Debt
1024424.00
199389.27
GNMA
2039-04-20
5.000000
Government Agency Debt
36616980.00
10778748.98
GNMA
2039-05-15
4.500000
Government Agency Debt
1055000.00
340058.92
GNMA
2039-05-15
5.000000
Government Agency Debt
985382.00
259909.89
GNMA
2039-05-15
5.000000
Government Agency Debt
313006.00
134017.87
GNMA
2039-05-15
6.000000
Government Agency Debt
141456.00
60933.53
GNMA
2039-05-20
3.500000
Government Agency Debt
2156030.00
1027535.24
GNMA
2039-05-20
3.500000
Government Agency Debt
1503669.00
539318.16
GNMA
2039-05-20
4.500000
Government Agency Debt
816663.00
119053.19
GNMA
2039-06-15
4.000000
Government Agency Debt
82715.00
38463.82
GNMA
2039-06-15
4.500000
Government Agency Debt
561623.00
195174.05
GNMA
2039-06-15
5.000000
Government Agency Debt
210157.00
132105.03
GNMA
2039-06-15
5.000000
Government Agency Debt
151732.00
103513.24
GNMA
2039-06-15
5.000000
Government Agency Debt
63106.00
51022.43
GNMA
2039-06-15
5.000000
Government Agency Debt
60594.00
44245.07
GNMA
2039-06-15
5.000000
Government Agency Debt
88438.00
21546.23
GNMA
2039-06-15
5.000000
Government Agency Debt
25000.00
15129.96
GNMA
2039-06-15
5.500000
Government Agency Debt
146540.00
74750.79
GNMA
2039-06-15
5.500000
Government Agency Debt
141383.00
55313.74
GNMA
2039-06-15
6.000000
Government Agency Debt
148139.00
32431.27
GNMA
2039-06-15
6.000000
Government Agency Debt
380000.00
16563.13
GNMA
2039-06-20
4.000000
Government Agency Debt
3351631.00
1034199.67
GNMA
2039-07-15
4.000000
Government Agency Debt
50676.00
38296.93
GNMA
2039-07-15
5.000000
Government Agency Debt
531901.00
330114.00
GNMA
2039-07-15
6.500000
Government Agency Debt
45128.00
5171.52
GNMA
2039-07-20
3.750000
Government Agency Debt
4523347.00
1166047.81
GNMA
2039-08-15
4.000000
Government Agency Debt
25739.00
11761.24
GNMA
2039-08-15
5.000000
Government Agency Debt
477322.00
293169.15
GNMA
2039-08-15
5.000000
Government Agency Debt
308293.00
260654.77
GNMA
2039-08-15
5.000000
Government Agency Debt
461661.00
211274.96
GNMA
2039-08-15
5.000000
Government Agency Debt
349821.00
195614.15
GNMA
2039-08-15
5.000000
Government Agency Debt
248189.00
137232.73
GNMA
2039-08-15
5.000000
Government Agency Debt
37000.00
12336.01
GNMA
2039-08-15
5.000000
Government Agency Debt
25000.00
8262.64
GNMA
2039-08-15
5.000000
Government Agency Debt
17487.00
6023.03
GNMA
2039-08-15
5.500000
Government Agency Debt
100000.00
39157.71
GNMA
2039-08-15
5.500000
Government Agency Debt
42229.00
29114.92
GNMA
2039-08-15
5.500000
Government Agency Debt
19959.00
4948.34
GNMA
2039-08-15
6.000000
Government Agency Debt
226447.00
139676.20
GNMA
2039-08-15
6.000000
Government Agency Debt
139336.00
62081.57
GNMA
2039-08-15
6.500000
Government Agency Debt
1027525.00
223508.87
GNMA
2039-08-20
1.625000
Government Agency Debt
11651445.00
5484457.10
GNMA
2039-08-20
3.250000
Government Agency Debt
1537951.00
645634.11
GNMA
2039-08-20
3.250000
Government Agency Debt
1232654.00
492653.59
GNMA
2039-08-20
3.500000
Government Agency Debt
3805910.00
1338897.35
GNMA
2039-08-20
3.500000
Government Agency Debt
2569895.00
964702.98
GNMA
2039-08-20
3.500000
Government Agency Debt
1009176.00
778628.41
GNMA
2039-08-20
3.750000
Government Agency Debt
3173054.00
1458602.82
GNMA
2039-08-20
4.000000
Government Agency Debt
882507.00
252783.23
GNMA
2039-08-20
4.000000
Government Agency Debt
1970999.00
222171.23
GNMA
2039-09-15
4.500000
Government Agency Debt
100000.00
80243.32
GNMA
2039-09-15
4.500000
Government Agency Debt
60000.00
31627.62
GNMA
2039-09-15
4.500000
Government Agency Debt
295100.00
31126.91
GNMA
2039-09-15
5.000000
Government Agency Debt
537126.00
306481.63
GNMA
2039-09-15
5.000000
Government Agency Debt
196493.00
106487.56
GNMA
2039-09-15
5.000000
Government Agency Debt
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105298.65
GNMA
2039-09-15
5.000000
Government Agency Debt
188236.00
102070.78
GNMA
2039-09-15
5.000000
Government Agency Debt
180000.00
54587.15
GNMA
2039-09-15
5.000000
Government Agency Debt
14193.00
7304.17
GNMA
2039-09-15
5.500000
Government Agency Debt
1072505.00
179667.11
GNMA
2039-09-20
4.000000
Government Agency Debt
1080110.00
359811.73
GNMA
2039-09-20
4.500000
Government Agency Debt
1445826.00
322809.76
GNMA
2039-09-20
4.500000
Government Agency Debt
495000.00
124635.04
GNMA
2039-10-15
4.000000
Government Agency Debt
84000.00
68144.11
GNMA
2039-10-15
5.000000
Government Agency Debt
100000.00
73256.57
GNMA
2039-10-15
5.500000
Government Agency Debt
863395.00
261437.46
GNMA
2039-10-15
5.500000
Government Agency Debt
304000.00
37693.06
GNMA
2039-10-15
6.000000
Government Agency Debt
361298.00
172839.78
GNMA
2039-10-15
6.000000
Government Agency Debt
882622.00
170390.09
GNMA
2039-10-15
6.000000
Government Agency Debt
25249.00
20964.90
GNMA
2039-10-15
6.500000
Government Agency Debt
26221.00
7333.82
GNMA
2039-10-20
2.375000
Government Agency Debt
908282.00
644514.38
GNMA
2039-10-20
3.750000
Government Agency Debt
3000000.00
1138451.97
GNMA
2039-11-15
4.000000
Government Agency Debt
366520.00
197437.73
GNMA
2039-11-15
4.000000
Government Agency Debt
112453.00
75015.17
GNMA
2039-11-15
4.500000
Government Agency Debt
20013.00
13945.39
GNMA
2039-11-15
5.000000
Government Agency Debt
450466.00
276653.01
GNMA
2039-11-15
5.000000
Government Agency Debt
788548.00
206774.41
GNMA
2039-11-15
5.000000
Government Agency Debt
312273.00
110842.81
GNMA
2039-11-15
5.000000
Government Agency Debt
40000.00
13355.51
GNMA
2039-11-15
6.000000
Government Agency Debt
250426.00
201411.80
GNMA
2039-11-15
6.000000
Government Agency Debt
374054.00
92190.08
GNMA
2039-11-15
6.000000
Government Agency Debt
45275.00
9675.21
GNMA
2039-11-20
3.000000
Government Agency Debt
7000000.00
2553336.44
GNMA
2039-11-20
3.500000
Government Agency Debt
8645228.00
1678542.17
GNMA
2039-11-20
3.500000
Government Agency Debt
993654.00
869651.62
GNMA
2039-11-20
4.000000
Government Agency Debt
1530439.00
381138.80
GNMA
2039-11-20
6.000000
Government Agency Debt
83000.00
27337.51
GNMA
2039-11-20
6.500000
Government Agency Debt
374495.00
118890.57
GNMA
2039-12-15
5.000000
Government Agency Debt
500000.00
229094.38
GNMA
2039-12-15
5.500000
Government Agency Debt
509247.00
239095.98
GNMA
2039-12-15
5.500000
Government Agency Debt
67344.00
38910.24
GNMA
2039-12-20
2.500000
Government Agency Debt
8795520.00
3198562.26
GNMA
2039-12-20
5.500000
Government Agency Debt
70000.00
30800.00
GNMA
2040-01-15
4.000000
Government Agency Debt
278131.00
225190.64
GNMA
2040-01-15
4.500000
Government Agency Debt
439300.00
252751.91
GNMA
2040-01-15
5.000000
Government Agency Debt
33915.00
23073.09
GNMA
2040-01-15
5.000000
Government Agency Debt
30000.00
16229.73
GNMA
2040-01-15
5.500000
Government Agency Debt
95000.00
30568.41
GNMA
2040-01-15
5.500000
Government Agency Debt
53542.00
16595.48
GNMA
2040-01-15
6.000000
Government Agency Debt
87180.00
29390.22
GNMA
2040-01-20
2.000000
Government Agency Debt
500000.00
262553.65
GNMA
2040-01-20
2.500000
Government Agency Debt
2000000.00
830010.56
GNMA
2040-01-20
3.000000
Government Agency Debt
5000000.00
2728426.24
GNMA
2040-01-20
3.750000
Government Agency Debt
2000000.00
974208.71
GNMA
2040-01-20
4.000000
Government Agency Debt
3300000.00
1386556.98
GNMA
2040-01-20
4.000000
Government Agency Debt
1816681.00
784061.37
GNMA
2040-01-20
4.500000
Government Agency Debt
1000000.00
436685.66
GNMA
2040-02-15
4.500000
Government Agency Debt
590000.00
231221.08
GNMA
2040-02-15
4.500000
Government Agency Debt
295000.00
187067.45
GNMA
2040-02-15
5.000000
Government Agency Debt
211739.00
94333.35
GNMA
2040-02-15
5.500000
Government Agency Debt
282719.00
135171.48
GNMA
2040-02-15
6.000000
Government Agency Debt
67780.00
21983.49
GNMA
2040-02-20
2.500000
Government Agency Debt
4000000.00
1735035.89
GNMA
2040-02-20
3.500000
Government Agency Debt
581230.00
302899.13
GNMA
2040-02-20
4.250000
Government Agency Debt
717264.00
407692.98
GNMA
2040-03-15
4.000000
Government Agency Debt
50045.00
36636.78
GNMA
2040-03-15
4.000000
Government Agency Debt
25000.00
19555.15
GNMA
2040-03-15
4.500000
Government Agency Debt
100607.00
47536.50
GNMA
2040-03-15
5.000000
Government Agency Debt
720000.00
307299.53
GNMA
2040-03-15
5.000000
Government Agency Debt
346808.00
238624.22
GNMA
2040-03-15
5.500000
Government Agency Debt
350558.00
68953.94
GNMA
2040-03-15
6.000000
Government Agency Debt
130208.00
63507.08
GNMA
2040-03-20
2.000000
Government Agency Debt
135000.00
70344.46
GNMA
2040-03-20
2.500000
Government Agency Debt
1700000.00
746815.04
GNMA
2040-03-20
3.750000
Government Agency Debt
4000000.00
1767813.13
GNMA
2040-04-15
5.000000
Government Agency Debt
20122771.00
12269253.68
GNMA
2040-04-15
5.000000
Government Agency Debt
389416.00
270516.57
GNMA
2040-04-15
5.500000
Government Agency Debt
47848.00
5054.40
GNMA
2040-04-15
6.000000
Government Agency Debt
68647.00
38105.12
GNMA
2040-04-15
6.000000
Government Agency Debt
25809.00
7863.67
GNMA
2040-04-20
2.500000
Government Agency Debt
1000000.00
433810.61
GNMA
2040-04-20
3.000000
Government Agency Debt
395687.00
168090.53
GNMA
2040-05-15
4.000000
Government Agency Debt
367415.00
200099.59
GNMA
2040-05-15
5.000000
Government Agency Debt
224000.00
160453.51
GNMA
2040-05-15
5.000000
Government Agency Debt
213502.00
128481.85
GNMA
2040-05-15
5.500000
Government Agency Debt
836057.00
132556.71
GNMA
2040-05-15
6.000000
Government Agency Debt
700213.00
60692.63
GNMA
2040-05-15
6.000000
Government Agency Debt
26818.00
23936.76
GNMA
2040-05-15
6.500000
Government Agency Debt
395473.00
296106.07
GNMA
2040-05-20
2.000000
Government Agency Debt
4999937.00
2502298.43
GNMA
2040-05-20
2.750000
Government Agency Debt
1283977.00
200707.01
GNMA
2040-05-20
3.000000
Government Agency Debt
580000.00
374983.59
GNMA
2040-05-20
3.500000
Government Agency Debt
1300000.00
659450.02
GNMA
2040-06-15
5.000000
Government Agency Debt
12000000.00
7592881.03
GNMA
2040-06-15
5.000000
Government Agency Debt
241839.00
120117.92
GNMA
2040-06-15
5.500000
Government Agency Debt
45000.00
16680.30
GNMA
2040-06-15
6.000000
Government Agency Debt
1295158.00
99153.34
GNMA
2040-06-15
6.000000
Government Agency Debt
28621.00
16034.25
GNMA
2040-06-20
2.000000
Government Agency Debt
9475000.00
4517302.12
GNMA
2040-06-20
2.125000
Government Agency Debt
489152.00
217908.70
GNMA
2040-06-20
3.000000
Government Agency Debt
2746876.00
1305903.81
GNMA
2040-06-20
3.000000
Government Agency Debt
1054494.00
603332.11
GNMA
2040-06-20
3.000000
Government Agency Debt
816701.00
265998.97
GNMA
2040-06-20
3.500000
Government Agency Debt
1621424.00
1476995.12
GNMA
2040-07-15
4.000000
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10748737.57
GNMA
2040-07-15
5.000000
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304418.00
265016.03
GNMA
2040-07-15
5.000000
Government Agency Debt
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242481.37
GNMA
2040-07-15
5.000000
Government Agency Debt
241752.00
172496.07
GNMA
2040-07-15
5.000000
Government Agency Debt
206000.00
158406.22
GNMA
2040-07-15
5.000000
Government Agency Debt
170662.00
108093.31
GNMA
2040-07-15
5.500000
Government Agency Debt
63000.00
39833.03
GNMA
2040-07-15
6.000000
Government Agency Debt
1182000.00
215999.77
GNMA
2040-07-15
6.500000
Government Agency Debt
148988.00
95433.95
GNMA
2040-07-20
1.625000
Government Agency Debt
336938.00
325866.07
GNMA
2040-07-20
2.000000
Government Agency Debt
9800000.00
4647091.38
GNMA
2040-07-20
2.500000
Government Agency Debt
2000000.00
836500.41
GNMA
2040-07-20
3.000000
Government Agency Debt
970163.00
353763.73
GNMA
2040-07-20
3.500000
Government Agency Debt
374752.00
209964.01
GNMA
2040-07-20
4.000000
Government Agency Debt
1000000.00
599979.07
GNMA
2040-07-20
4.000000
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428086.00
205387.66
GNMA
2040-08-15
4.000000
Government Agency Debt
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11443075.86
GNMA
2040-08-15
4.000000
Government Agency Debt
345012.00
179638.08
GNMA
2040-08-15
5.000000
Government Agency Debt
193294.00
99116.05
GNMA
2040-08-15
5.500000
Government Agency Debt
920819.00
74123.53
GNMA
2040-08-20
2.000000
Government Agency Debt
30435346.00
15130740.36
GNMA
2040-08-20
3.000000
Government Agency Debt
1490909.00
906406.51
GNMA
2040-08-20
3.500000
Government Agency Debt
1545837.00
968107.40
GNMA
2040-08-20
3.500000
Government Agency Debt
1546918.00
755898.52
GNMA
2040-08-20
3.500000
Government Agency Debt
1000000.00
408038.23
GNMA
2040-08-20
4.500000
Government Agency Debt
692971.00
296805.38
GNMA
2040-09-15
4.000000
Government Agency Debt
124964.00
92275.33
GNMA
2040-09-15
4.500000
Government Agency Debt
679904.00
345141.36
GNMA
2040-09-15
4.500000
Government Agency Debt
114859.00
71984.96
GNMA
2040-09-15
4.500000
Government Agency Debt
143235.00
71538.35
GNMA
2040-09-15
5.000000
Government Agency Debt
370858.00
274082.33
GNMA
2040-09-15
5.000000
Government Agency Debt
367038.00
193688.63
GNMA
2040-09-15
5.000000
Government Agency Debt
38506.00
18090.49
GNMA
2040-09-15
5.500000
Government Agency Debt
467059.00
58593.73
GNMA
2040-09-15
5.500000
Government Agency Debt
426553.00
37412.24
GNMA
2040-09-20
2.500000
Government Agency Debt
822243.00
608844.55
GNMA
2040-09-20
3.000000
Government Agency Debt
2314607.00
1756889.92
GNMA
2040-09-20
3.000000
Government Agency Debt
1455895.00
613233.34
GNMA
2040-09-20
3.500000
Government Agency Debt
2465134.00
1680579.85
GNMA
2040-09-20
4.000000
Government Agency Debt
449975.00
175067.36
GNMA
2040-10-15
3.500000
Government Agency Debt
156931.00
138675.34
GNMA
2040-10-15
4.000000
Government Agency Debt
468778.00
278064.21
GNMA
2040-10-15
4.000000
Government Agency Debt
28624.00
18442.97
GNMA
2040-10-15
5.000000
Government Agency Debt
1121661.00
322004.45
GNMA
2040-10-15
5.000000
Government Agency Debt
255112.00
209553.00
GNMA
2040-10-15
5.500000
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3169975.00
226790.31
GNMA
2040-10-20
3.000000
Government Agency Debt
2100000.00
1049331.63
GNMA
2040-10-20
3.500000
Government Agency Debt
1195600.00
262763.79
GNMA
2040-10-20
4.000000
Government Agency Debt
263134.00
102268.65
GNMA
2040-11-15
3.500000
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43398.00
41334.04
GNMA
2040-11-15
4.000000
Government Agency Debt
198000.00
130874.34
GNMA
2040-11-15
4.000000
Government Agency Debt
54517.00
41581.81
GNMA
2040-11-15
4.500000
Government Agency Debt
75000.00
53089.04
GNMA
2040-11-15
5.000000
Government Agency Debt
352972.00
200798.90
GNMA
2040-11-15
5.000000
Government Agency Debt
252503.00
198720.39
GNMA
2040-11-15
5.500000
Government Agency Debt
801531.00
229319.62
GNMA
2040-11-15
5.500000
Government Agency Debt
362112.00
44201.57
GNMA
2040-11-20
3.000000
Government Agency Debt
730461.00
723764.32
GNMA
2040-11-20
3.000000
Government Agency Debt
715185.00
488894.87
GNMA
2040-12-15
4.000000
Government Agency Debt
29696.00
23957.39
GNMA
2040-12-15
4.500000
Government Agency Debt
38247.00
33608.92
GNMA
2040-12-15
5.500000
Government Agency Debt
2083460.00
318560.48
GNMA
2040-12-15
5.500000
Government Agency Debt
899272.00
92480.34
GNMA
2040-12-20
3.000000
Government Agency Debt
5000000.00
3047958.94
GNMA
2040-12-20
3.000000
Government Agency Debt
751188.00
388913.16
GNMA
2040-12-20
3.500000
Government Agency Debt
1000000.00
579972.56
GNMA
2040-12-20
4.000000
Government Agency Debt
110584.00
110236.20
GNMA
2041-01-15
3.500000
Government Agency Debt
424919.00
306792.87
GNMA
2041-01-15
3.500000
Government Agency Debt
90958.00
85817.68
GNMA
2041-01-15
4.000000
Government Agency Debt
282836.00
250723.55
GNMA
2041-01-15
4.000000
Government Agency Debt
111748.00
86086.64
GNMA
2041-01-15
5.500000
Government Agency Debt
1577193.00
195528.60
GNMA
2041-01-20
2.500000
Government Agency Debt
3625000.00
2529457.98
GNMA
2041-01-20
2.500000
Government Agency Debt
1250000.00
791897.83
GNMA
2041-01-20
2.500000
Government Agency Debt
193316.00
188731.91
GNMA
2041-01-20
3.000000
Government Agency Debt
5163744.00
3529700.79
GNMA
2041-01-20
3.000000
Government Agency Debt
5048031.00
3135869.82
GNMA
2041-01-20
3.000000
Government Agency Debt
900000.00
580016.89
GNMA
2041-01-20
3.000000
Government Agency Debt
373649.00
367140.20
GNMA
2041-01-20
3.500000
Government Agency Debt
5015215.00
3661399.34
GNMA
2041-01-20
3.500000
Government Agency Debt
901785.00
169129.36
GNMA
2041-01-20
4.000000
Government Agency Debt
346838.00
349985.49
GNMA
2041-02-15
4.000000
Government Agency Debt
325000.00
322555.07
GNMA
2041-02-15
4.000000
Government Agency Debt
6000.00
3571.54
GNMA
2041-02-15
5.500000
Government Agency Debt
2366452.00
72271.91
GNMA
2041-02-20
2.500000
Government Agency Debt
1327146.00
1306783.21
GNMA
2041-02-20
3.000000
Government Agency Debt
7023170.00
4472937.95
GNMA
2041-02-20
3.000000
Government Agency Debt
1581945.00
1026701.70
GNMA
2041-02-20
3.000000
Government Agency Debt
547948.00
536406.65
GNMA
2041-02-20
3.000000
Government Agency Debt
969158.00
193963.63
GNMA
2041-02-20
3.500000
Government Agency Debt
1026118.00
1024261.81
GNMA
2041-02-20
3.500000
Government Agency Debt
597764.00
600341.24
GNMA
2041-03-15
4.000000
Government Agency Debt
225292.00
177717.50
GNMA
2041-03-15
4.000000
Government Agency Debt
30787.00
12273.42
GNMA
2041-03-20
1.625000
Government Agency Debt
345586.00
324807.93
GNMA
2041-03-20
2.500000
Government Agency Debt
2675000.00
1816240.55
GNMA
2041-03-20
2.500000
Government Agency Debt
1447056.00
953481.04
GNMA
2041-03-20
3.000000
Government Agency Debt
3500000.00
2123048.87
GNMA
2041-03-20
3.000000
Government Agency Debt
1000000.00
555232.08
GNMA
2041-03-20
3.500000
Government Agency Debt
2000000.00
1005587.87
GNMA
2041-03-20
3.500000
Government Agency Debt
1000000.00
551085.11
GNMA
2041-03-20
3.500000
Government Agency Debt
1692161.00
341361.04
GNMA
2041-03-20
4.000000
Government Agency Debt
2041944.00
917818.47
GNMA
2041-04-15
4.000000
Government Agency Debt
328957.00
217378.88
GNMA
2041-04-15
5.000000
Government Agency Debt
228269.00
138296.94
GNMA
2041-04-15
5.000000
Government Agency Debt
168695.00
131546.89
GNMA
2041-04-15
5.000000
Government Agency Debt
139420.00
113908.00
GNMA
2041-04-15
5.500000
Government Agency Debt
2263888.00
244520.98
GNMA
2041-04-20
2.500000
Government Agency Debt
4750000.00
2938407.78
GNMA
2041-04-20
2.500000
Government Agency Debt
2000000.00
1456769.07
GNMA
2041-04-20
3.000000
Government Agency Debt
3000000.00
1746843.72
GNMA
2041-04-20
3.000000
Government Agency Debt
2505000.00
1588407.04
GNMA
2041-04-20
3.000000
Government Agency Debt
849589.00
654602.12
GNMA
2041-04-20
3.000000
Government Agency Debt
1000000.00
624986.18
GNMA
2041-04-20
3.500000
Government Agency Debt
9329357.00
5047176.92
GNMA
2041-04-20
3.500000
Government Agency Debt
3000000.00
1274415.56
GNMA
2041-04-20
3.500000
Government Agency Debt
1539938.00
802641.74
GNMA
2041-04-20
3.500000
Government Agency Debt
390665.00
212155.14
GNMA
2041-04-20
4.000000
Government Agency Debt
207964.00
211475.03
GNMA
2041-04-20
4.500000
Government Agency Debt
726825.00
724522.97
GNMA
2041-05-15
4.000000
Government Agency Debt
209766.00
157385.18
GNMA
2041-05-15
4.000000
Government Agency Debt
51200.00
51384.95
GNMA
2041-05-15
4.000000
Government Agency Debt
28663.00
28771.73
GNMA
2041-05-15
4.500000
Government Agency Debt
304038.00
204237.34
GNMA
2041-05-15
5.500000
Government Agency Debt
318396.00
22706.48
GNMA
2041-05-20
2.500000
Government Agency Debt
1000000.00
602158.84
GNMA
2041-05-20
2.500000
Government Agency Debt
500000.00
301079.42
GNMA
2041-05-20
3.000000
Government Agency Debt
29414278.00
19596892.32
GNMA
2041-05-20
3.000000
Government Agency Debt
2638513.00
1147835.16
GNMA
2041-05-20
3.000000
Government Agency Debt
819094.00
546842.62
GNMA
2041-05-20
3.500000
Government Agency Debt
1160245.00
900975.90
GNMA
2041-05-20
3.500000
Government Agency Debt
532226.00
291112.35
GNMA
2041-05-20
3.500000
Government Agency Debt
500000.00
259670.27
GNMA
2041-05-20
4.000000
Government Agency Debt
280000.00
132582.24
GNMA
2041-06-15
4.000000
Government Agency Debt
318225.00
213006.79
GNMA
2041-06-15
4.000000
Government Agency Debt
202208.00
118470.90
GNMA
2041-06-15
6.000000
Government Agency Debt
61044.00
29857.62
GNMA
2041-06-20
2.500000
Government Agency Debt
2272157.00
1580570.52
GNMA
2041-06-20
3.000000
Government Agency Debt
2928453.00
1855514.83
GNMA
2041-06-20
3.000000
Government Agency Debt
1600000.00
1002468.71
GNMA
2041-06-20
3.000000
Government Agency Debt
806109.00
801612.55
GNMA
2041-06-20
3.500000
Government Agency Debt
2000000.00
1038560.87
GNMA
2041-06-20
3.500000
Government Agency Debt
1974311.00
892513.79
GNMA
2041-06-20
3.500000
Government Agency Debt
502565.00
206422.24
GNMA
2041-06-20
4.000000
Government Agency Debt
381360.00
146399.26
GNMA
2041-06-20
4.000000
Government Agency Debt
230152.00
90152.66
GNMA
2041-07-15
4.000000
Government Agency Debt
478180.00
279551.62
GNMA
2041-07-15
4.000000
Government Agency Debt
74898.00
13021.19
GNMA
2041-07-15
4.500000
Government Agency Debt
77492.00
56231.45
GNMA
2041-07-15
5.000000
Government Agency Debt
201150.00
129343.35
GNMA
2041-07-15
5.500000
Government Agency Debt
91398.00
39168.79
GNMA
2041-07-20
1.625000
Government Agency Debt
234597.00
99304.54
GNMA
2041-07-20
2.500000
Government Agency Debt
2700000.00
1578728.49
GNMA
2041-07-20
2.500000
Government Agency Debt
500000.00
424837.21
GNMA
2041-07-20
3.000000
Government Agency Debt
5264286.00
2990452.70
GNMA
2041-07-20
3.000000
Government Agency Debt
1200000.00
784816.51
GNMA
2041-08-15
4.000000
Government Agency Debt
11090885.00
7416612.84
GNMA
2041-08-15
4.000000
Government Agency Debt
122079.00
73434.75
GNMA
2041-08-15
4.000000
Government Agency Debt
59301.00
31329.03
GNMA
2041-08-15
4.000000
Government Agency Debt
10198.00
9494.07
GNMA
2041-08-15
5.000000
Government Agency Debt
456383.00
191579.61
GNMA
2041-08-15
5.500000
Government Agency Debt
4332755.00
282981.59
GNMA
2041-08-15
5.500000
Government Agency Debt
857539.00
53963.06
GNMA
2041-08-20
3.000000
Government Agency Debt
645442.00
368194.34
GNMA
2041-08-20
3.500000
Government Agency Debt
635000.00
339067.61
GNMA
2041-08-20
4.000000
Government Agency Debt
11788000.00
7810917.48
GNMA
2041-08-20
4.000000
Government Agency Debt
1265420.00
694624.34
GNMA
2041-08-20
5.500000
Government Agency Debt
573568.00
260525.83
GNMA
2041-09-15
3.500000
Government Agency Debt
95000.00
72495.18
GNMA
2041-09-15
4.000000
Government Agency Debt
60853.00
6563.12
GNMA
2041-09-15
4.500000
Government Agency Debt
110973.00
65001.43
GNMA
2041-09-15
5.500000
Government Agency Debt
7943183.00
256893.84
GNMA
2041-09-15
5.500000
Government Agency Debt
25966.00
3518.80
GNMA
2041-09-20
2.500000
Government Agency Debt
2500000.00
1569040.09
GNMA
2041-09-20
3.000000
Government Agency Debt
732824.00
742044.78
GNMA
2041-09-20
3.000000
Government Agency Debt
727129.00
403068.53
GNMA
2041-09-20
3.500000
Government Agency Debt
287087.00
160408.15
GNMA
2041-09-20
5.500000
Government Agency Debt
98472.00
54584.95
GNMA
2041-10-15
4.000000
Government Agency Debt
16862567.00
11182147.08
GNMA
2041-10-15
4.000000
Government Agency Debt
393582.00
256395.23
GNMA
2041-10-15
4.000000
Government Agency Debt
249907.00
167786.95
GNMA
2041-10-15
4.000000
Government Agency Debt
41835.00
30811.91
GNMA
2041-10-20
2.500000
Government Agency Debt
515000.00
313434.61
GNMA
2041-10-20
3.000000
Government Agency Debt
389246.00
240325.27
GNMA
2041-10-20
4.000000
Government Agency Debt
229667.00
61645.96
GNMA
2041-11-15
3.500000
Government Agency Debt
247806.00
233391.36
GNMA
2041-11-15
4.000000
Government Agency Debt
355629.00
302630.81
GNMA
2041-11-15
4.000000
Government Agency Debt
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66705.54
GNMA
2041-11-15
4.000000
Government Agency Debt
141166.00
46533.73
GNMA
2041-11-20
2.500000
Government Agency Debt
1222264.00
895471.26
GNMA
2041-11-20
3.000000
Government Agency Debt
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864447.28
GNMA
2041-11-20
3.000000
Government Agency Debt
510000.00
340335.90
GNMA
2041-12-15
4.000000
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33024.86
GNMA
2041-12-15
4.500000
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177858.00
167501.89
GNMA
2041-12-20
3.000000
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15277406.00
10237742.52
GNMA
2041-12-20
3.000000
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5057857.00
3712942.41
GNMA
2041-12-20
3.000000
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2554383.00
1711751.03
GNMA
2042-01-15
3.500000
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176052.00
151953.73
GNMA
2042-01-15
4.000000
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11491157.00
8920595.64
GNMA
2042-01-15
4.000000
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504651.00
334924.96
GNMA
2042-01-20
1.625000
Government Agency Debt
430098.00
401091.45
GNMA
2042-01-20
2.500000
Government Agency Debt
2105000.00
1349256.64
GNMA
2042-02-15
4.000000
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10620378.00
9583098.27
GNMA
2042-02-20
2.500000
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736346.00
516314.15
GNMA
2042-02-20
3.000000
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1100000.00
778519.47
GNMA
2042-03-15
3.500000
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252438.00
225424.05
GNMA
2042-03-20
2.500000
Government Agency Debt
112158261.00
72730865.07
GNMA
2042-04-15
3.500000
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556213.00
117464.79
GNMA
2042-04-15
4.000000
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65064.00
28564.65
GNMA
2042-04-20
3.000000
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1662131.00
1256956.14
GNMA
2042-04-20
3.000000
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1015000.00
734843.80
GNMA
2042-04-20
4.500000
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342089.00
187959.12
GNMA
2042-05-15
4.000000
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314083.00
273344.96
GNMA
2042-05-20
2.000000
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2490000.00
2181291.32
GNMA
2042-05-20
2.000000
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515000.00
451150.61
GNMA
2042-05-20
2.500000
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5107748.00
3690591.90
GNMA
2042-05-20
2.500000
Government Agency Debt
2485924.00
1517708.36
GNMA
2042-06-15
3.500000
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12916.00
4145.35
GNMA
2042-06-15
4.000000
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354564.00
309385.74
GNMA
2042-06-15
4.000000
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122379.00
100506.13
GNMA
2042-06-15
4.000000
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77122.05
GNMA
2042-06-15
4.000000
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31028.69
GNMA
2042-06-15
4.000000
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36543.00
27299.94
GNMA
2042-06-15
4.500000
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46422.00
20143.60
GNMA
2042-06-20
2.500000
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2312981.00
1812978.15
GNMA
2042-06-20
3.000000
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2533761.00
1943333.14
GNMA
2042-06-20
3.000000
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1512516.33
GNMA
2042-06-20
3.000000
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30541.45
GNMA
2042-06-20
5.500000
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40474.00
24017.32
GNMA
2042-07-15
4.000000
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321943.00
287913.45
GNMA
2042-07-15
4.000000
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164401.00
102299.54
GNMA
2042-07-15
4.000000
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101423.78
GNMA
2042-07-15
4.000000
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12985.95
GNMA
2042-07-20
2.000000
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358178.00
355148.57
GNMA
2042-07-20
3.000000
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1025000.00
764267.67
GNMA
2042-07-20
5.500000
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35881.20
GNMA
2042-08-15
3.500000
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150000.00
148593.71
GNMA
2042-08-20
2.000000
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2518693.51
GNMA
2042-08-20
3.000000
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402441.15
GNMA
2042-09-20
2.500000
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500000.00
420608.09
GNMA
2042-09-20
5.500000
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75629.00
51520.68
GNMA
2042-10-20
3.500000
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199462.00
178961.19
GNMA
2042-11-15
3.000000
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260000.00
243380.01
GNMA
2042-11-20
2.500000
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1279399.00
891217.94
GNMA
2042-11-20
2.500000
Government Agency Debt
787070.00
802461.91
GNMA
2042-11-20
2.500000
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50000.00
44478.62
GNMA
2042-12-15
2.500000
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268136.00
240540.05
GNMA
2042-12-15
3.000000
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34971.00
31941.01
GNMA
2042-12-20
2.500000
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312899.00
316105.96
GNMA
2042-12-20
3.000000
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145740.00
148943.55
GNMA
2043-01-15
3.000000
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24293.39
GNMA
2043-01-15
4.000000
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312496.00
298964.84
GNMA
2043-02-15
3.000000
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204153.00
194863.29
GNMA
2043-03-15
3.000000
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297531.00
275148.43
GNMA
2043-03-15
4.000000
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258069.00
265906.76
GNMA
2043-03-20
3.000000
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3344318.00
3452701.65
GNMA
2043-04-15
3.000000
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4550.43
GNMA
2043-04-15
4.000000
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115837.00
120178.14
GNMA
2043-04-20
2.000000
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1273199.00
1269956.00
GNMA
2043-04-20
2.500000
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82241.10
GNMA
2043-04-20
5.500000
Government Agency Debt
276302.00
245335.96
GNMA
2043-05-15
3.500000
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200720.68
GNMA
2043-05-20
2.000000
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7029461.80
GNMA
2043-06-15
3.500000
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25617.00
25176.57
GNMA
2043-06-20
2.500000
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889805.00
575183.29
GNMA
2043-07-15
3.500000
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31299.00
31459.66
GNMA
2043-07-15
4.000000
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34353.00
35580.67
GNMA
2043-08-20
3.500000
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GNMA
2043-08-20
5.000000
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136360.00
140410.68
GNMA
2043-09-15
4.000000
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39439.84
GNMA
2043-09-20
2.000000
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2955006.00
3034093.21
GNMA
2043-09-20
3.500000
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922183.18
GNMA
2043-09-20
4.000000
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101488.00
105345.91
GNMA
2043-10-15
4.500000
Government Agency Debt
27906.00
30102.74
GNMA
2043-10-20
2.500000
Government Agency Debt
258415.00
265382.10
GNMA
2043-10-20
5.000000
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54289.00
58566.93
GNMA
2043-12-15
3.500000
Government Agency Debt
250000.00
253570.67
GNMA
2043-12-20
3.500000
Government Agency Debt
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60974.54
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Canadian Imperial Bank of Commerce
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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
35998950.00
0.0009
N
35999280.00
35999280.00
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
59993000.00
0.0015
N
59995200.00
59995200.00
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
149971125.00
0.0038
N
149977500.00
149977500.00
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
99980166.66
0.0025
N
99985000.00
99985000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KBM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-21
2014-02-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
41000000.00
40987802.50
0.0010
N
40989750.00
40989750.00
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
7996826.67
0.0002
N
7999360.00
7999360.00
Charta, LLC
Charta, LLC 0.340000%
16115XEC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99876277.78
0.0025
N
99940000.00
99940000.00
Charta, LLC
Charta, LLC 0.250000%
16115XFR1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21973263.89
0.0006
N
21979887.60
21979887.60
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
0.0050
N
197047280.00
197047280.00
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
0.0013
N
53012720.00
53012720.00
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
0.0043
N
171049590.00
171049590.00
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
55015950.00
55015950.00
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
18005400.00
18005400.00
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
0.0025
N
100033000.00
100033000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
149000000.00
149000000.00
0.0038
N
148971690.00
148971690.00
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
47981960.00
0.0012
N
47996160.00
47996160.00
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
93948613.33
0.0024
N
93986840.00
93986840.00
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
16990281.67
0.0004
N
16997620.00
16997620.00
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
143902980.00
0.0036
N
143971200.00
143971200.00
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
22008580.00
22008580.00
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
35017150.00
35017150.00
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
50025000.00
50025000.00
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
0.0038
N
149070030.00
149070030.00
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
15007050.00
15007050.00
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
0.0016
N
65030550.00
65030550.00
Citibank, NA
Citibank, NA 0.226300%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-06-17
N
N
N
196000000.00
196000000.00
0.0050
N
196003920.00
196003920.00
Citibank, NA
Citibank, NA 0.260000%
17304UPK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
325000000.00
325000000.00
0.0082
N
325032500.00
325032500.00
Citibank, NA
Citibank, NA 0.260000%
17304UPP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
2000000.00
2000000.00
0.0001
N
2000200.00
2000200.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
177000000.00
177000000.00
0.0045
Security is a time deposit.
N
177000000.00
177000000.00
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
74986000.00
0.0019
N
74994750.00
74994750.00
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
63985208.88
0.0016
N
63993600.00
63993600.00
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
157950844.46
0.0040
N
157979460.00
157979460.00
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
49975555.55
0.0013
N
49987500.00
49987500.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GEK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
29000000.00
28966650.00
0.0007
N
28971870.00
28971870.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GEL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
61000000.00
60929341.66
0.0015
N
60939610.00
60939610.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GFQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
51000000.00
50926050.00
0.0013
N
50929110.00
50929110.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.208300%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-03
2014-03-03
N
N
N
150000000.00
150000000.00
0.0038
N
150016500.00
150016500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.238300%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-03
2014-11-26
N
N
N
47000000.00
47000000.00
0.0012
N
47002350.00
47002350.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.239400%
20272AGB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-12-05
N
N
N
150000000.00
150001420.17
0.0038
N
150007500.00
150007500.00
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
139948550.00
0.0035
N
139967800.00
139967800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.200000%
923DBX002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
62000000.00
62000000.00
0.0016
N
62003720.00
62003720.00
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
184926616.68
0.0047
N
184972250.00
184972250.00
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
64948541.66
0.0016
N
64974000.00
64974000.00
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
59951266.67
0.0015
N
59971200.00
59971200.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VFS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-26
2014-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
28000000.00
27965777.77
0.0007
N
27963244.40
27963244.40
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532UW91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
10000000.00
10000000.00
0.0003
N
10000300.00
10000300.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22532UZ31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
36000000.00
36000000.00
0.0009
N
36000720.00
36000720.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532UZ98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
25000000.00
25000000.00
0.0006
N
25001000.00
25001000.00
Credit Agricole SA
Credit Agricole SA 0.210000%
923FCZ001
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
192000000.00
192000000.00
0.0049
N
192003840.00
192003840.00
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
52004160.00
52004160.00
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
0.0033
N
130010400.00
130010400.00
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
0.0025
N
100015000.00
100015000.00
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
0.0032
N
126012600.00
126012600.00
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
23001840.00
23001840.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
146000000.00
146000000.00
0.0037
N
146000000.00
146000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
96000000.00
96000000.00
0.0024
N
96000000.00
96000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TPW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
4000000.00
4000000.00
0.0001
N
3999480.00
3999480.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
10000000.00
10000000.00
0.0003
N
9999000.00
9999000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
7000000.00
7000000.00
0.0002
N
6999300.00
6999300.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.020000%
22799D001_0.0200_M140102_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-07-15
3.500000
Government Agency Debt
10000000.00
8010218.74
Freddie Mac
2038-05-15
4.549999
Government Agency Debt
10564501.00
10642203.90
Freddie Mac
2038-08-20
5.000000
Government Agency Debt
10000000.00
1054607.33
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
9547928.00
1759080.36
Freddie Mac
2040-09-20
4.500000
Government Agency Debt
10000000.00
4206132.59
Freddie Mac
2042-08-15
4.669999
Government Agency Debt
1728421.00
1836415.17
Freddie Mac
2048-08-15
3.700000
Government Agency Debt
10061458.00
10065533.63
Freddie Mac
2048-10-15
2.629999
Government Agency Debt
9988000.00
9244425.98
Freddie Mac
2048-10-15
3.529999
Government Agency Debt
10346400.00
10243269.73
Freddie Mac
2048-10-15
3.620000
Government Agency Debt
10528600.00
10492644.95
Freddie Mac
2048-10-15
3.730000
Government Agency Debt
10175300.00
10205270.56
Freddie Mac
2048-10-15
3.879999
Government Agency Debt
12260000.00
12389211.74
Freddie Mac
2048-12-15
4.089999
Government Agency Debt
9971400.00
10209509.95
Freddie Mac
2049-01-15
3.950000
Government Agency Debt
9711900.00
9869483.49
Freddie Mac
2050-04-15
4.950000
Government Agency Debt
12855316.00
13855165.81
Freddie Mac
2053-11-15
3.600000
Government Agency Debt
10396800.00
10314860.49
Freddie Mac
2053-11-15
4.080000
Government Agency Debt
11173000.00
11395391.58
Freddie Mac
2053-11-15
4.780000
Government Agency Debt
13119300.00
13853777.41
Freddie Mac
2054-01-15
4.179999
Government Agency Debt
9555054.00
9029660.94
Freddie Mac
2054-02-15
3.549999
Government Agency Debt
10117311.00
9310849.82
Freddie Mac
2054-04-15
2.850000
Government Agency Debt
12701830.00
12321739.24
Freddie Mac
2054-05-15
2.799999
Government Agency Debt
11527123.00
11461513.99
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
197814515.00
197814515.00
0.0050
N
197814515.00
197814515.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2M49
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
7203.19
144A CCMFC 2006-2A A1
2047-04-25
0.294599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44785000.00
8649459.25
144A CCMFC 2006-2A A2
2047-04-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1747858.80
144A CCMFC 2006-3A A2
2047-08-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
6397055.98
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215342000.00
12867628.30
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1121.72
144A GRAND 2006-2A A1A
2046-11-01
0.368700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2115000.00
358871.75
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
27498.62
144A PALS 1999-1A A1
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
132722.74
144A QUEST 2006-X2 A2
2036-08-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
75787.63
144A SMSTR 2005-1A A1
2045-12-06
0.491800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8800000.00
1983176.18
144A SVHE 2006-NLC1 A3
2036-11-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
27474.25
ABSHE 2006-HE7 A4
2036-11-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
562254.51
AHM 2007-1 GA1C
2047-05-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5947500.00
2702079.45
AHM200602
2046-07-25
1.104000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
32964.39
AHMA 2006-3 3A12
2046-10-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3310000.00
785488.03
ARMT 2004-4 5M1
2035-03-25
1.314600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
10665059.16
ARMT 2005-8 4A11
2035-11-25
5.019400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22555000.00
6252429.81
BALTA 2005-7 (B57L)
2035-09-25
2.708299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59500000.00
15367671.18
CGCMT 2007-C6 AJ
2049-12-10
5.705000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
7480.27
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.915000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9272973.88
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715000.00
303502.77
CWALT 2005-16 A1
2035-06-25
1.788200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
675000.00
101897.45
CWALT 2005-56 1A1
2035-11-25
0.894599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
38211.48
CWALT 2005-79CB A1
2036-01-25
0.714600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
4315387.76
CWALT 2005-J8 1A1
2035-07-25
0.864600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
2487020.87
CWALT 2007-OA3 1A1
2047-04-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7225000.00
2818904.24
CWHL 2005-2 2A2
2035-03-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
870000.00
41621.26
CWL 2005-IM2 A3
2036-01-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1280000.00
299241.77
CWMBS INC. 2005-HYB2
2043-07-25
3.513100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1360000.00
1336274.11
CWMBS INC. 2005-HYB2
2043-07-25
3.513100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
342000.00
338266.65
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
520000.00
555508.94
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
868976.00
463628.13
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385.00
362.07
GNMA
2028-03-23
6.120000
Government Agency Debt
53000.00
28479.02
GSMS
2045-08-10
5.803899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5090.08
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
2115000.00
2011084.33
HMBT
2036-12-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5208147.53
HMBT 2005-1 M1
2035-03-25
0.624600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
875445.01
HVMLT 2004-8 2A4A
2034-11-19
0.566300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
43487.47
IMSA 2005-2 A1
2036-05-25
0.484599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
299335.14
IMSA 2007-1 A2
2037-03-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3255000.00
1810183.72
INDX
2034-12-25
0.554599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5590000.00
348460.52
INDX
2037-06-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4549000.00
2253121.44
INDX 2005-AR15 A2
2035-09-25
4.643799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
30720269.68
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.805500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2835000.00
2897032.59
LBMLT
2036-08-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
79146.24
LUM 2007-2 1A2
2037-05-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
674000.00
423174.51
OPMAC
2036-07-25
0.224599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
48385.15
OPMAC 2006-2 A1C
2036-07-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
69760.89
PHHAM 2007-2 1A3
2037-05-25
0.494599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9405000.00
6598685.49
PRIME MTGE LOAN TRUST 2006
2035-02-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
100388.01
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
588546.84
RALI 2007-QH6 A1
2037-07-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15564000.00
7146027.17
RASC 2004-KS9 AII3
2034-10-25
0.644599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6765000.00
2241111.37
RFMSI 2007-SA1 2A1
2037-02-25
3.476599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1815105.23
RFMSI 2007-SA2 2A1
2037-04-25
3.147600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8125000.00
2162226.59
SACO 2006-9 A1
2036-08-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
675000.00
119553.12
SAMI
2036-02-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
79540.32
SAMI 2004-AR1 M
2034-03-19
0.841300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2726760.00
583157.58
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
1585000.00
1633752.98
WAMU
2046-08-25
0.962999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
218261.88
WAMU 2006-AR19 1A
2047-01-25
0.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8645000.00
3214332.65
WMALT 2005-3 1CB3
2035-05-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12930000.00
2485746.43
WMALT 2006-AR10 A2A
2036-12-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6254083.00
2832491.66
WMALT 2007-OA5 A1A
2047-05-25
0.984999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4770000.00
2194662.33
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
150000000.00
150000000.00
0.0038
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
150210000.00
150210000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
910480.65
144A ARMOR 2005-1A B1
2037-12-10
0.599500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12810000.00
6933911.73
144A ATRM 8A D
2022-10-23
4.738599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
1576819.93
144A BAFC 2012-R5 A
2039-10-03
0.428700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
829518.00
447424.84
144A BSCMS 2006-PW12 E
2038-09-11
5.750499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1655375.11
144A BSSP 2005-1 A1
2035-01-27
3.011600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15293249.00
1757824.54
144A BSSP 2007-R1 A1
2037-02-27
2.664600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17500000.00
192424.86
144A CRNPT 2012-1A B2L
2022-11-21
6.737300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25608.40
144A CSMC 2007-C5 C
2040-09-15
6.038599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
906821.79
144A DBUBS 2011-LC2A C
2044-07-10
5.443900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
7496.82
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178000.00
10636.28
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11970000.00
2685407.85
144A LSSC 2005-1 A2
2045-09-26
0.554599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
189610.20
144A MARM 2005-5 A2
2045-04-26
0.562699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11900000.00
558431.36
144A MONT 2006-1A A1A
2042-09-06
0.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7980000.00
2009302.88
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
41787.12
144A PALS 1999-1A A2
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2890000.00
331364.80
144A QUEST 2006-X2 A2
2036-08-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3450000.00
2091738.48
144A SASIF 2006-AA B4
2037-12-25
0.594600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796000.00
12970.83
144A SVHE 2006-NLC1 A3
2036-11-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560000.00
181006.83
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1233000.00
94556.49
ABN AMRO 2003-8 CK B3
2033-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
709322.00
175391.95
ABN AMRO MTG CORP 2003-6 B4
2033-05-25
5.380600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698934.00
116372.35
ABSHE 2006-HE7 A4
2036-11-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
685000.00
420922.77
ACE
2036-08-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
820000.00
300389.28
ACE 2006-NC3 A2B
2036-12-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9945000.00
2959229.22
AHM 2004-1 1M3
2044-04-25
3.164600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7106500.00
103571.13
AHM 2004-1 3M2
2044-04-25
1.933600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
119838.27
AHM 2004-1 4A
2044-04-25
2.349400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78000.00
6844.57
ARES VR CLO LTD CL A-2
2018-02-24
0.558400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
5912.11
ARMT 2004-3 CB1
2035-02-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2380000.00
202907.90
ARMT 2005-10 5A2
2036-01-25
0.484599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6712000.00
255797.31
BAFC 2004-D B1
2035-01-25
3.233499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5389000.00
438241.12
BAFC 2005-A 4B1
2035-02-20
4.992600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2451000.00
1470977.85
BAFC 2005-E 8A1
2035-06-20
2.392999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
48703.80
BK OF AMER
2047-06-20
0.446799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3400000.00
2242932.50
BNCMT 2006-2 A5
2036-11-25
0.474600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4340000.00
453182.44
BOAA 2003-9 XB2
2033-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3173000.00
915316.92
BOAMS 2003-B B2
2033-03-25
3.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
61414.13
BOAMS 2005-10 1A14
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
553713.61
BOAMS 2005-9 1A8
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2980000.00
740197.37
BSABS
2034-10-25
1.364600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15105000.00
1725290.64
BSABS 2005-AC3 1M1
2035-07-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9002000.00
449537.05
BSABS 2006-HE3 M1
2036-04-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
25187.52
BSMSI 1997-6 B2
2031-03-25
6.378199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3762467.00
284687.45
BVMBS 2004-1 1B1
2034-11-20
1.816800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3758000.00
476966.14
CD 2006-CD2 AJ
2046-01-15
5.390100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133679.00
119918.46
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19000.00
13451.73
CHASE 2005-S2 A18
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1071984.00
441567.16
CHASE 2007-A1 4A1
2037-02-25
2.759700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
10579.37
CMLTI 2005-11 A2B
2035-12-25
2.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
699156.32
CMLTI 2007-AMC1 A2B
2036-12-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
515238.44
CMLTI 2007-AMC2 A3B
2037-01-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
155882.06
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
9032182.76
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
1551132.66
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
0.556799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29205000.00
2499695.04
CSFB 2002-AR31 CB1
2032-11-25
2.451900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6231000.00
206900.65
CSFB 2003-AR26 CB1
2033-11-25
2.513900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5600000.00
486057.31
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
695000.00
295013.18
CSFB 2005-4 2A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4312500.00
2286801.11
CSMC 2007-C5 A1AJ
2040-09-15
6.038599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
4193510.77
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22671.00
24428.36
CWALT 2003-10CB M
2033-05-25
5.653699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6175000.00
2516909.12
CWALT 2004-5CB M
2034-03-25
5.525900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
1084064.53
CWALT 2005-14 2A2
2035-05-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1466346.14
CWALT 2005-16 A5
2035-06-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
959259.19
CWALT 2005-56 1A1
2035-11-25
0.894599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144000.00
52404.31
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81000.00
18589.06
CWALT 2006-OA6 1A3
2046-07-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23150092.00
3114490.72
CWHL 2003-42 M
2033-10-25
2.543200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2571000.00
370332.17
CWHL 2003-60 M
2034-02-25
3.749699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
2100432.86
CWHL 2004-J4 CB2
2019-05-25
4.673600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295500.00
59964.83
CWHL 2004-J6 B2
2024-08-25
5.115300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216500.00
77657.67
CWHL 2005-2 2A2
2035-03-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13584000.00
649865.68
CWHL 2005-7 IM1
2035-03-25
0.914599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
1619459.46
CWL 2005-11 MV4
2036-02-25
0.804599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5920000.00
2105014.38
CWL 2005-11 MV5
2036-02-25
0.824600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
166415.96
CWL 2005-13 MV2
2036-04-25
0.624600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
343377.13
CWL 2005-16 MV3
2036-05-25
0.694600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1710000.00
565367.83
DSLA
2045-08-19
0.466299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
2026343.47
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
70000.00
16978.28
Fannie Mae
2044-01-01
4.000000
Government Agency Debt
3628233.00
3756576.55
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
290000.00
309803.06
FHASI 2005-3 B1
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3106000.00
1804938.21
FHASI 2007-4 1A8
2037-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17670000.00
8379512.82
Freddie Mac
2035-05-15
5.500000
Government Agency Debt
1405000.00
1554905.05
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
998409.41
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1892.00
1779.32
GMACM 2005-AR2 2A
2035-05-25
3.170900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63567000.00
13967257.99
GNMA
2028-03-23
6.120000
Government Agency Debt
485000.00
260609.89
GSAMP 2005-HE3 M4
2035-06-25
1.364600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
136829.18
HARRAHS OPERATING CO 10.000
2018-12-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1585000.00
800424.99
HEMT 2005-5 A2A
2036-04-25
0.514599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
375337.38
HMBT 2004-1 2M1
2029-08-25
1.064600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27137000.00
1180041.14
HVMLT 2005-6 B1
2045-07-19
1.236200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4548000.00
1317056.41
HVMLT 2005-9 B5
2035-06-20
1.166800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
620950.49
HVMLT 2005-9 B6
2035-06-20
1.316800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4731000.00
346514.61
IMM 2005-3 A2
2035-08-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55615000.00
4168143.82
IMPAC CMB TRUST SERIES 200
2035-06-25
0.809599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
727564.87
JPMCC 2006-LDP8 D
2045-05-15
5.618000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
944.00
890.47
JPMMT 2005-A7 3A2
2035-10-25
5.066799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15451100.00
1882906.00
JPMMT 2007-A1 5A3
2035-07-25
2.752699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13724000.00
3169131.59
JPMMT 2007-A1 6A2
2035-07-25
2.719399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984000.00
144215.17
JPMORGAN ALT TRUST 2006-S
2036-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
993750.21
LBUBS 2006-C6 C
2039-09-15
5.482000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9788.25
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3158.00
2519.27
LUM 2005-1 A2
2035-11-25
0.504600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
790596.75
LXS 2006-13 1A3
2036-09-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6120000.00
2410418.72
MANA 2007-A3 A2C
2037-04-25
0.484599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13333000.00
4305344.87
MARM 2003-2 B1
2033-08-25
2.453300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9150000.00
1006597.89
MARM 2003-5 B1
2033-11-25
2.390600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
116932.59
MARM 2005-1 7A3
2035-02-25
2.591200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
6945.63
MARM 2007-2 A4
2047-03-25
0.374599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000000.00
4739210.84
MARM 2007-3 12A1
2047-05-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
20100.92
MASTR 2004-9 15B2
2019-09-25
5.273900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
386000.00
73510.90
MASTR 2004-9 15B3
2019-09-25
5.273900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
53485.78
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.604600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1575566.95
MILAGRO OIL & GAS 10.500
2016-05-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
584000.00
440895.67
MLMI 2006-A3 5A2
2036-05-25
2.867399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
225367.56
MLMI 2006-HE1 M1
2036-12-25
0.554599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
119662.46
MLMT 2006-C2 AJ
2043-08-12
5.801999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1765000.00
1762578.46
MSAC
2035-09-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
313569.83
MSM 2005-5AR 1M5
2035-09-25
0.864600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4062000.00
2115510.40
MSM 2005-5AR 1M6
2035-09-25
0.914599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4063000.00
1667751.88
MSM 2007-15AR 2A1
2037-11-25
2.474499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
5548045.89
PHHAM 2007-2 1A5
2037-05-25
0.484599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2077454.54
RALI
2046-04-25
0.374599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9258000.00
1721744.00
RALI 2005-QS2 A3
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
3907798.86
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18708600.00
2936236.65
RALI 2006-QO2 A3
2046-02-25
0.504600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2360110.00
379031.25
RALI 2006-QO3 A2
2046-04-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4266000.00
904228.17
RALI 2006-QO3 A3
2046-04-25
0.494599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5971000.00
1287211.46
RESIDENTIAL ASSET MTG 2003-RM2
2033-05-25
5.432100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499500.00
62020.03
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
42506.88
SACO 2006-9 A1
2036-08-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3660000.00
648243.60
SAMI 2007-AR1 2A2
2037-01-25
0.374599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20640000.00
2003604.63
SAMI 2007-AR4 A3
2047-09-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
13860485.55
SARM 2004-4 B1
2034-04-25
2.589100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750918.00
4847220.61
SARM 2004-6 B-1
2034-06-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
4804689.82
SARM 2005-1 5A2
2035-02-25
2.506400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
495059.39
SASC 2003-2A B2II
2033-02-25
2.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000.00
10059.11
SASC 2003-30 B2
2033-10-25
5.388300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4146000.00
1597886.68
SASC 2003-34A B1I
2033-11-25
1.364600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1263260.00
167115.60
SASC 2003-9A B1I
2033-03-25
1.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390925.00
77534.84
SASC 2004-3 B1
2034-03-25
5.621999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10008000.00
4326370.13
SEMT 9 B3
2032-09-20
1.564700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3424000.00
179018.79
TMST
2038-04-25
6.142199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
182000.00
46492.32
TMST 2003-1 A1
2043-01-25
2.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1496000.00
134565.37
TOYS R US INC. 7.375
2018-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155000.00
872446.11
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
1705000.00
1738229.44
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
485000.00
499918.10
WAMMS 2002-AR1 CB2
2031-02-25
2.501399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3557000.00
110792.47
WAMMS SER 2003-MS2 CL CB4
2033-02-25
5.485900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1499000.00
609064.58
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
724483.94
WAMU 2003-AR7 B4
2033-08-25
2.299100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2674000.00
238191.27
WAMU 2004-AR11 B2
2034-10-25
2.433500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
296000.00
64545.62
WAMU 2004-AR6 B2
2044-05-25
1.264599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3996000.00
739086.20
WAMU 2005-AR11 B2
2045-08-25
0.794599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
734265.97
WAMU 2005-AR13 B1
2045-10-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
903949.14
WAMU 2005-AR18 3A1
2036-01-25
4.765699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5310000.00
1563128.57
WAMU 2006-AR1 1A1B
2046-01-25
1.215000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12380050.00
1188311.96
WAMU 2006-AR10 3A2
2046-08-25
5.901399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7352000.00
3560710.23
WAMU 2006-AR9 1A
2046-08-25
1.145000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000.00
6618.12
WAMU 2007-HY5 3A1
2037-05-25
4.835099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10575000.00
3477739.72
WELLS FARGO MTG BACKED SECS 2
2033-02-25
2.512599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
25572.16
WFMBS
2036-08-25
2.616400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5255000.00
1248737.17
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
28429.11
WMALT 2005-4 CB7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15995000.00
11365660.23
WMALT 2006-AR10 A3B
2036-12-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9332000.00
1825245.64
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
202000000.00
202000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
202000000.00
202000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140411_2M49
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89000.00
17326.59
144A CCMFC 2006-2A A1
2047-04-25
0.294599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
21244.62
144A CFCAT 2013-1A D
2019-11-15
4.679999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
195023.15
144A CFCAT 2013-2A D
2019-08-15
5.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
364755.75
144A COMM 2005-FL11 K
2017-11-15
2.116600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
88000.00
6546.74
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1053000.00
62921.37
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
6730.35
144A GRAND 2006-2A A1A
2046-11-01
0.368700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
289000.00
49037.32
144A LBUBS 2004-C6 G
2036-08-15
5.294999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
95402.40
144A NAA 2003-A3 B1
2033-08-25
4.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
90257.41
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109000.00
29385.78
144A QUEST 2005-X2 A2
2035-12-25
0.449600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
18810.23
144A SCAS 2007-CB1A A
2035-08-26
0.409800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1825000.00
472793.52
144A SDART 2012-AA E
2019-12-16
3.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000.00
31945.78
144A SDART 2013-2 E
2020-04-15
2.980000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
314000.00
307229.76
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6585000.00
504991.46
144A WFRBS 2013-C11 E
2045-03-15
4.184899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
537905.39
ABFC 2004-OPT4 M1
2034-02-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
26390.63
AHMA 2007-1 A1
2047-02-25
0.843999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61000.00
20105.68
ARMT 2005-10 5A1
2036-01-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1632000.00
232035.01
ARSI 2005-W2 M1
2035-10-25
0.654599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000.00
8530.81
BACUS
2019-01-20
1.411200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
451125.28
BALTA 2006-5 1A1
2036-08-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
80239.89
BCM 2001-A M1
2030-12-15
7.934999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
5911.15
CARR 2007-HE1 A3
2037-06-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
19355.71
CBASS 2005-CB4 M4
2035-08-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
339698.71
CD 2006-CD2 AJ
2046-01-15
5.390100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53000.00
47544.33
CGCMT 2007-C6 AJ
2049-12-10
5.705000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
37401.33
CHASE
2037-02-25
2.730200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
31152.39
CIFC
2021-05-10
1.766999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4489.02
CMLTI 2007-AMC1 A2B
2036-12-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
80646.02
CMLTI 2007-AMC2 A3B
2037-01-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
74552.29
CMLTI 2007-OPX1 A2
2037-01-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
8482.88
CSFB 2003-AR24 6M3
2033-09-25
3.064600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1864447.00
904910.26
CSFB 2005-10 2A1
2020-11-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
41850.87
CSMC
2040-09-15
5.868999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
40776.23
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
26544.80
CSMC 2007-C4 A1AJ
2039-09-15
5.759699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
6613.71
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
253216.17
CWALT 2005-56 1A1
2035-11-25
0.894599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71654000.00
26076240.62
CWHEL
2033-12-15
0.456600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
643000.00
23480.25
CWHEL 2004-S 1A
2030-02-15
0.406600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127000.00
8668.37
CWHL 2003-HYB2 M
2033-07-19
2.617000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3940000.00
519202.04
CWL
2046-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
15540.94
CWL 2002-6 AV1
2033-05-25
0.594600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31400000.00
317226.61
CWL 2004-15 MF3
2035-02-25
5.310999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
229850.38
CWL 2005-12 M3
2036-02-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1127.03
CWL 2005-13 MV2
2036-04-25
0.624600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
210378.95
CWL 2005-15 M1
2036-04-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2320000.00
1042690.09
CWL 2006-20 2A4
2047-04-25
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1235000.00
509644.75
CWL 2007-5 2A4
2047-09-25
0.484599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3390000.00
1050690.88
CWL 2007-S2 A2
2037-05-25
5.649000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1505000.00
235416.73
FFML 2006-FF8 IIA4
2036-07-25
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
45277.49
FHASI 2004-AR7 2A4
2035-02-25
2.558700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4307000.00
563239.09
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
3073.00
3227.81
GMACC 2005-C1 AJ
2043-05-10
4.806000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
159623.48
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
583076.83
GMACM 2005-AR2 2A
2035-05-25
3.170900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
87889.99
GSMS
2045-08-10
5.803899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46000.00
46828.75
GSR 2004-7 3A1
2034-06-25
2.295399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
511000.00
74183.48
GSR 2005-AR2 1A3
2035-04-25
2.782500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8206000.00
370536.43
HEMT 2005-5 A1A
2036-04-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6040000.00
355593.60
IMM
2035-10-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54630000.00
8105562.06
IMM 2005-1 2A2
2035-04-25
0.784599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2952000.00
166628.76
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.844600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1685000.00
183393.76
IMSA 2007-3 A1B
2037-09-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37500000.00
17199499.91
INDX 2006-AR29 A1
2036-11-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26090000.00
6845093.09
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.805500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86000.00
87881.76
JPMAC 2007-CH5 A3
2037-05-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7446.57
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1055000.00
1101498.38
JPMCC 2006-LDP8 D
2045-05-15
5.618000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
707473.31
LABS 01-B M1
2028-03-15
6.629999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
6006.71
LBCMT 2007-C3 AJ
2044-07-15
5.883799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1395000.00
1406540.01
LBMLT
2036-03-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2410000.00
752057.27
LBUBS 2006-C6 C
2039-09-15
5.482000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5218000.00
5107510.58
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2756.00
2198.58
LBUBS 2007-C6 AJ
2040-07-15
6.144099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
355516.36
MSAC 2006-HE6 A2C
2036-09-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
11717.03
MSAC 2007-HE2 A2D
2037-01-25
0.374599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
621173.49
MSAC 2007-HE5 A2D
2037-03-25
0.504600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61000.00
30241.45
MSAC 2007-NC3 A2A
2037-05-25
0.224599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
171000.00
7300.59
MSAC 2007-NC3 A2C
2037-05-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
14837.12
MSC 2007-IQ16 AJ
2049-12-12
6.135600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
487053.51
MSHLC 2007-1 A
2031-12-25
0.264600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96000.00
36404.38
NCHET 2006-1 A2B
2036-05-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
16895.01
NCHET 2006-2 A2B
2036-08-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
975000.00
374346.71
NCSLT 2007-1 A4
2033-10-25
0.469600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31000.00
16505.15
NHEL
2036-01-25
0.634600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
811572.70
NHELI 2006-FM2 2A4
2036-07-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3203000.00
1359535.24
PNCMT 2000-1 DB1
2030-03-25
0.079699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245000.00
230881.43
RALI 2004-QS2 CB
2034-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
815000.00
142435.11
RALI 2006-QS18 3A3
2021-12-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
40689.03
RASC 2003-KS9 A2B
2033-11-25
0.484599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
12315.54
RAST 2006-A6 1A1
2036-07-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
735000.00
152735.53
RFMS2 2006-HSA5 A
2036-08-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
5818.73
SAIL 2004-3 A3
2034-04-25
2.206000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1460000.00
259498.15
SAMI
2036-02-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
940000.00
287568.87
SAMI 2006-AR6 2A1
2046-07-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58972000.00
24445187.41
SASC 2002-21A B1IIBURNGS
2032-11-25
2.402800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
153842.27
TMTS 2005-14HE AV2
2036-08-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
217000.00
20443.93
UNITED MEXICAN STATES
2016-09-15
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3340000.00
4394361.34
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
289199.23
WAMU
2045-01-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1752000.00
189793.21
WBCMT 2007-C31 AJ
2047-04-15
5.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
333540.85
WFMBS
2035-03-25
2.673900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
605000.00
118177.21
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
21967.95
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
100000000.00
100000000.00
0.0025
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 CCMFC 2003-4A B3
2034-10-25
0.737999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1915000.00
67888.76
144A CCMFC 2005-1A B1
2036-01-25
0.534599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7780000.00
354412.82
144A CCMFC 2005-BA B1
2036-06-25
0.564599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457000.00
333161.20
144A CDMC 2003-4 B5
2033-05-25
5.398699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
35165.87
144A GCCFC 2007-RR2 A1FL
2051-03-22
0.642800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53950268.00
578459.96
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14265000.00
3200279.28
144A JPMCC 2007-LDPX G
2049-01-15
5.724800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
81737.17
144A MLCFC 2007-6 G
2051-03-12
5.776200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15142000.00
289417.12
144A MONT 2006-1A A1A
2042-09-06
0.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3880000.00
976954.28
144A OAK 1998-D M1
2029-01-15
7.415000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5750000.00
4712630.35
144A RESIF 2005-B B4
2037-06-10
0.839500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9449000.00
343610.73
144A SASC 2007-BHC1 A1
2049-12-18
5.525500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4480000.00
449828.35
144A SASIF 2006-AA B5
2037-12-25
1.044600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1494703.00
20994.65
144A SPMF 2007-1A A
2025-03-20
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
205624.14
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
316547.37
AHM 2005-4 3A2
2045-11-25
0.554599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87986000.00
6798374.81
AHM 2006-2 4A
2026-02-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
192065.07
AIRPT 2001-1A A9
2019-03-15
0.716600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000.00
8285.55
BALTA 2004-3 B
2034-04-25
3.089599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400600.00
1492977.21
BALTA 2006-5 1A1
2036-08-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
211142000.00
26064632.74
BALTA 2006-8 1A1
2046-06-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000000.00
21183886.68
BALTA 2007-1 1A1
2047-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38289205.00
5307553.90
BALTA 2007-2 2A1
2037-04-25
2.598800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142500.00
43007.71
BEAR STEARNS
2037-08-25
1.164600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310000.00
145096.23
BOAA 2003-9 XB3
2033-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1586000.00
158834.36
BOAA 2005-6 CB5
2035-07-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1268000.00
79706.43
BOAMS 2004-11 XB2
2035-01-25
5.461100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1935000.00
611590.24
BOAMS 2005-6 1A15
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
604904.77
BSABS
2034-09-25
1.919600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
157303.27
BSABS 2004-HE6 M2
2034-08-25
1.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
112011.34
BSABS 2006-HE3 M1
2036-04-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
327437.73
BSMF 2007-SL1 1A
2037-03-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
8303549.59
BSSP 2007-R6 1A2
2036-01-26
2.501599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82611131.00
455461.89
CENDANT MTG CAP LLC 2004-2 CL
2034-05-25
5.206800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
206002.00
32013.26
CHASE 2007-A1 1M
2037-02-25
2.700600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6605000.00
744631.92
CHASE FLEX TRUST 2006-2
2036-09-25
5.627399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2001114.49
CMLTI
2035-08-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1606550.81
CMLTI 2005-7 1A1
2035-09-25
2.658599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2278938.14
CMLTI 2007-AMC1 A2B
2036-12-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
875000.00
392029.24
CMLTI 2007-AMC2 A3B
2037-01-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
582863.35
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
299257.97
CSFB 2005-11 8A8
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3229170.00
1783075.94
CWALT 2005-24 4A2
2035-07-20
0.466799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23670531.00
1683785.22
CWALT 2005-61 2A4
2035-12-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
4353.27
CWALT 2006-OA9 2A1A
2046-07-20
0.376800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19537000.00
4107889.00
CWHL 2003-42 B1
2033-10-25
2.543200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
44826.71
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
251242.50
CWHL 2005-2 2A2
2035-03-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1254000.00
59992.02
CWHL 2005-HYB8 3A2
2035-12-20
2.492700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2162000.00
163435.58
CWHL 2006-HYB1 1A1
2036-03-20
2.536000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
138107.87
CWHL 2006-HYB2 1A1
2036-04-20
2.840800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
8254116.63
CWL
2037-09-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
18994.20
CWL
2046-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
185815.58
CWL 2005-11 MV4
2036-02-25
0.804599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1345000.00
478250.73
CWL 2005-11 MV5
2036-02-25
0.824600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2850000.00
412422.15
CWL 2005-12 M2
2036-02-25
0.654599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
197179.55
CWL 2005-12 M3
2036-02-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5985000.00
1349053.07
CWL 2005-13 MV2
2036-04-25
0.624600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
340958.98
CWL 2005-16 MV3
2036-05-25
0.694600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
261193.32
CWL 2006-10 1AF3
2046-09-25
5.106200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530000.00
324942.05
FHASI 2004-4 B3
2034-09-25
5.168099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
819000.00
150774.30
FHASI 2007-4 1A8
2037-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3915000.00
1856581.36
Freddie Mac
2035-05-15
5.500000
Government Agency Debt
420000.00
464811.47
GMACM 2004-J4 M2
2034-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
909301.06
GNMA
2028-03-23
6.120000
Government Agency Debt
625000.00
335837.49
GSAMP 2005-HE3 M4
2035-06-25
1.364600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
154676.47
GSR 2005-AR1 B1
2035-01-25
2.888100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
2903634.49
HASC
2037-05-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3237000.00
21396.40
HVMLT
2036-11-19
0.406299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45746000.00
7379329.62
HVMLT
2037-03-19
0.346300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
2636455.37
IMM
2035-05-25
0.854600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
1486282.50
IMSA
2036-11-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26975000.00
12034653.60
IMSA 2004-3 M3
2034-11-25
1.214599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
380198.32
IMSA 2006-3 A7
2036-11-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
3985369.80
IMSC 2007-AR1 2A1
2037-06-25
2.732200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21775000.00
6427304.88
INDX 2006-AR11 3A1
2036-06-25
2.782900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38650000.00
9350058.04
INDX 2006-AR7 3A1
2036-05-25
2.713900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36467500.00
8256819.75
JPMAC 2005-WMC1 M4
2035-09-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4385000.00
1070015.42
JPMMT 2004-A6 B2
2034-12-25
3.048000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
216453.91
JPMMT 2006-A2 IIB2
2034-08-25
2.624200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2540600.00
1101243.85
LXS 2006-10N 1A4A
2046-07-25
0.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7329000.00
3574355.81
LXS 2006-13 1A3
2036-09-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4792000.00
1887373.61
LXS 2007-14H A3
2047-07-25
0.714600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78920000.00
4210558.82
MANA 2007-A1 A2C
2037-01-25
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7760000.00
2083798.44
MHL 2005-4 M1
2035-10-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
1313169.36
MLMI 2005-A7 2A1
2035-09-25
5.079900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17080000.00
4770839.07
MLMI 2005-A8 M1
2036-08-25
0.624600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10750000.00
3765572.01
MLMI 2005-AR1 M2
2036-06-25
0.834600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4940000.00
966806.98
MLMI 2006-HE1 M1
2036-12-25
0.554599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1135000.00
823132.71
MLMT 2006-C2 AJ
2043-08-12
5.801999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
901466.00
900229.21
MSAC
2035-09-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
228533.95
NAA 2004-AR1 CB1
2034-08-25
3.072800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
322243.24
OOMLT 2005-4 M3
2035-11-25
0.654599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560000.00
138062.05
RAAC 2005-SP1 M3
2034-09-25
5.521799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
323000.00
6824.63
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
165194.53
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
1075192.45
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2145000.00
336648.79
RAMP 2005-RS3 M6
2035-03-25
0.884600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
266323.72
RAST
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
6548575.31
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
13049105.11
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
3196754.05
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
42467.71
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
41432.49
SAIL 2005-11 A7
2036-01-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
177963.08
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
260830.21
SAMI 2002-AR4 B1
2033-02-19
1.441300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
19540.87
SAMI 2004-AR3 B1
2034-07-19
1.066300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
1495248.10
SAMI 2005-AR1 M
2035-04-19
0.616299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12670700.00
5055949.39
SAMI 2005-AR6 2A2
2045-09-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95086000.00
6944492.83
SAMI 2007-AR4 A6
2047-09-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000000.00
4073158.35
SASC 2003-9A B2II
2033-03-25
2.370299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
148468.66
SASC 2006-S4 A
2037-01-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54586000.00
5626599.86
SASC 2006-WF3 M1
2036-09-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
760000.00
513741.43
SVHE 2007-NS1 A3
2037-01-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
595000.00
404976.32
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
1240000.00
1264166.87
WAMU 2003-ARP
2033-09-25
2.442800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
32027.04
WASHINGTON MTL.
2033-09-25
2.442800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
17682.12
WFALT 2005-2 M2
2035-10-25
0.634600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4124000.00
388848.41
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
3111049.83
WMALT 2006-AR6 1A1B
2046-07-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
358903.28
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
220000000.00
220000000.00
0.0056
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
220094600.00
220094600.00
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
82988864.17
0.0021
N
82992530.00
82992530.00
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
94986040.28
0.0024
N
94990500.00
94990500.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.240000%
2284K1D91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
66000000.00
65956880.00
0.0017
N
65962380.00
65962380.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B5Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
77000000.00
77000000.00
0.0020
N
77010010.00
77010010.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B6D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-30
2014-04-30
N
N
N
109000000.00
109000000.00
0.0028
N
109014170.00
109014170.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155B6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
126000000.00
126000000.00
0.0032
N
126020160.00
126020160.00
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
0.0075
N
294088200.00
294088200.00
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
19005700.00
19005700.00
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
0.0083
N
329065800.00
329065800.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
250000000.00
250000000.00
0.0063
N
250045000.00
250045000.00
Deutsche Bank AG
Deutsche Bank AG 0.320000%
25155JCK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
19000000.00
19000000.00
0.0005
N
19004940.00
19004940.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.030000%
21599B009_0.0300_M140102_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-12-15
2.000000
Government Agency Debt
97233173.00
96825733.59
Freddie Mac
2033-11-15
3.500000
Government Agency Debt
55460415.00
56921501.15
Freddie Mac
2043-11-15
0.516599
Government Agency Debt
120143797.00
116652765.86
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
260000000.00
260000000.00
0.0066
N
260000000.00
260000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M140107_2M49
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-03-15
0.375000
Treasury Debt
152521400.00
153000077.04
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
150000000.00
150000000.00
0.0038
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140107_2M49
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
4504300.00
4080056.91
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
4000000.00
4000000.00
0.0001
N
4000000.00
4000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
11913999.00
12394649.30
Freddie Mac
2033-11-01
4.000000
Government Agency Debt
24936883.00
26159603.58
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
35446235.00
35015103.16
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
75587957.00
9633804.76
Freddie Mac
2039-05-01
4.500000
Government Agency Debt
18439156.00
9370874.29
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
51902274.00
9791297.77
Freddie Mac
2040-11-01
4.000000
Government Agency Debt
23158512.00
13263152.03
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
19493223.00
15117081.67
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
17208337.00
12361146.26
Freddie Mac
2042-07-15
3.000000
Government Agency Debt
8288469.00
7691385.35
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
13357139.00
13121125.60
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
3058703.00
3005228.68
Freddie Mac
2043-09-20
4.000000
Government Agency Debt
9909806.00
10017123.63
Freddie Mac
2043-11-20
4.000000
Government Agency Debt
12075509.00
12426430.54
GNMA
2041-08-15
5.000000
Government Agency Debt
855103.00
914305.02
GNMA
2041-10-20
0.466799
Government Agency Debt
49866966.00
44805896.70
GNMA
2043-07-20
4.000000
Government Agency Debt
9557749.00
9889118.11
GNMA
2043-12-20
4.500000
Government Agency Debt
24014627.00
26182955.70
GNMA
2044-05-16
2.899999
Government Agency Debt
8578195.00
7730203.25
GNMA
2048-03-16
2.850000
Government Agency Debt
317089.00
268960.91
GNMA
2052-01-15
3.200000
Government Agency Debt
10000000.00
9907487.24
United States Treasury Department
2016-06-15
0.500000
Treasury Debt
86650800.00
86588392.38
United States Treasury Department
2020-08-31
2.125000
Treasury Debt
86413000.00
86059709.28
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
71694600.00
73210627.87
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
66714900.00
65276376.65
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
49412300.00
48346859.63
United States Treasury Department
2022-08-15
1.625000
Treasury Debt
65534600.00
60076796.59
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
690000000.00
690000000.00
0.0175
N
690000000.00
690000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
9300000.00
9299984.50
0.0002
N
9300000.00
9300000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.052500%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
44600000.00
44599869.92
0.0011
N
44600000.00
44600000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
5400000.00
5399982.00
0.0001
N
5400000.00
5400000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
4580000.00
4579987.28
0.0001
N
4580000.00
4580000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385RN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
9000000.00
8999903.75
0.0002
N
8999982.00
8999982.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
72000000.00
71998920.00
0.0018
N
71999856.00
71999856.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
12000000.00
11999835.00
0.0003
N
11999976.00
11999976.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
45000000.00
44999025.00
0.0011
N
44999865.00
44999865.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
2000000.00
1999949.45
0.0001
N
1999992.00
1999992.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
113000000.00
112996735.57
0.0029
N
112999548.00
112999548.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
17275000.00
17274395.37
0.0004
N
17274896.35
17274896.35
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
241000000.00
240990761.66
0.0061
N
240998554.00
240998554.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
47000000.00
46997806.66
0.0012
N
46999671.00
46999671.00
Federal Home Loan Bank
Federal Home Loan Bank 0.069000%
313385SM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-31
2014-01-31
N
N
N
14000000.00
13999195.00
0.0004
N
13999888.00
13999888.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385SU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
82000000.00
81994100.46
0.0021
N
81998360.00
81998360.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385SZ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
50000000.00
49995916.66
0.0013
N
49998850.00
49998850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385TB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
94000000.00
93991383.34
0.0024
N
93997744.00
93997744.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385TB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
6500000.00
6499443.89
0.0002
N
6499844.00
6499844.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385TG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
45000000.00
44995100.00
0.0011
N
44998785.00
44998785.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
15000000.00
14998877.08
0.0004
N
14999595.00
14999595.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
N
36000000.00
35997250.00
0.0009
N
35999028.00
35999028.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.030000%
98599G006_0.0300_M140102_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
30661174.00
3000005010.09
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
3000000000.00
3000000000.00
0.0760
N
3000000000.00
3000000000.00
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
0.0056
N
220023100.00
220023100.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JF40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
50000000.00
49957222.22
0.0013
N
49967500.00
49967500.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
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 0.560000%
921ABB008_0.5600_M140320_2M49
0000769993
Other Repurchase Agreement
N
AMERICAN TOWER CORP NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899934.40
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899979.92
CHIMERA INVT CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899997.54
CINCINNATI BELL INC NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1536321.68
CROWN CASTLE INTL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899964.22
DELTA AIR LINES INC DEL COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7985322.34
DUKE ENERGY CORP NEW COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899985.80
HESS CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899988.35
INTERCONTINENTALEXCHANGE GROCOM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899895.84
INTL PAPER CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7246022.00
JOHNSON & JOHNSON
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899935.20
LEUCADIA NATL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899977.42
LOWES COS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899967.50
LYONDELLBASELL INDUSTRIES N SHS - A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899989.00
MGIC INVT CORP WIS COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3690090.45
NEXTERA ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899972.20
NIELSEN HOLDINGS N V COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899971.44
OCCIDENTAL PETE CORP DEL COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899991.50
PEPSICO INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899973.95
PRUDENTIAL FINL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899930.50
TYCO INTERNATIONAL LTD SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6242846.82
WALGREEN CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899956.48
ZOETIS INC CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899994.07
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
178000000.00
178000000.00
0.0045
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
178169100.00
178169100.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140107_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-20
4.500000
Government Agency Debt
48511570.00
32619189.42
Fannie Mae
2042-05-20
4.000000
Government Agency Debt
154342000.00
109058685.39
GNMA
2039-08-15
4.500000
Government Agency Debt
300000000.00
117946459.44
GNMA
2040-05-20
4.500000
Government Agency Debt
35195156.00
20401719.40
GNMA
2043-04-20
3.500000
Government Agency Debt
100000000.00
96887521.10
GNMA
2043-08-20
5.000000
Government Agency Debt
107662852.00
110861061.57
GNMA
2043-11-20
4.500000
Government Agency Debt
108934858.00
117085364.07
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
593000000.00
593000000.00
0.0150
N
593000000.00
593000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140102_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
15264142.00
14274401.02
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
100000000.00
65183453.50
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
64307913.00
61795687.85
Fannie Mae
2043-09-01
3.000000
Government Agency Debt
24272161.00
22966457.74
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
161000000.00
161000000.00
0.0041
N
161000000.00
161000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140103_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
86543746.00
47730586.61
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
39104207.00
37083103.15
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
62188432.00
47757734.62
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
15866734.00
15328576.41
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
145000000.00
145000000.00
0.0037
N
145000000.00
145000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140106_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
16122480.00
13924202.53
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
46226861.00
46371936.31
Fannie Mae
2037-02-01
6.500000
Government Agency Debt
268089114.00
41703861.27
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
Govco, LLC
Govco, LLC 0.200000%
38362WCK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
44000000.00
43981177.78
0.0011
N
43981520.00
43981520.00
Govco, LLC
Govco, LLC 0.340000%
38362WE56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
21000000.00
20975406.67
0.0005
N
20983830.00
20983830.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W1E28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
Y
ING Bank NV
N/A
N/A
N
7000000.00
6994353.33
0.0002
N
6994260.00
6994260.00
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
0.0036
N
141073320.00
141073320.00
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
0.0034
N
135017550.00
135017550.00
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
28005600.00
28005600.00
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
82032800.00
82032800.00
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
36014400.00
36014400.00
ING Bank NV
ING Bank NV 0.320000%
922XTP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
128000000.00
128000000.00
0.0032
N
128038400.00
128038400.00
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
0.0008
N
33013200.00
33013200.00
ING Bank NV
ING Bank NV 0.320000%
923FNN006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
61000000.00
61000000.00
0.0015
N
61018300.00
61018300.00
ING Bank NV
ING Bank NV 0.240000%
923GSH002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
3000000.00
3000000.00
0.0001
N
3000180.00
3000180.00
ING Bank NV
ING Bank NV 0.320000%
979KER009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
90000000.00
90000000.00
0.0023
N
90019800.00
90019800.00
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
26982660.00
0.0007
N
26990010.00
26990010.00
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
20971825.00
0.0005
N
20977320.00
20977320.00
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
0.0029
N
116012760.00
116012760.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.300000%
46590EEM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
34000000.00
33960333.33
0.0009
N
33964300.00
33964300.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
209000000.00
208449633.33
0.0053
N
208479590.00
208479590.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.020000%
46899T004_0.0200_M140102_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-25
2.000000
Government Agency Debt
127000000.00
16509734.41
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
90000000.00
24420626.11
Fannie Mae
2033-11-01
4.000000
Government Agency Debt
51865494.00
54317781.74
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
100000000.00
24410321.37
Fannie Mae
2039-12-25
1.016000
Government Agency Debt
115000000.00
15858075.26
Fannie Mae
2041-06-25
0.735999
Government Agency Debt
70000000.00
23401702.78
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
50000000.00
51140758.17
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
23000000.00
22140164.18
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
9154038.72
Freddie Mac
2041-12-15
3.000000
Government Agency Debt
127366037.00
86988267.64
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
82366176.00
71910501.72
GNMA
2038-01-16
2.750000
Government Agency Debt
2379497.00
1700203.52
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
7000000.00
7804653.02
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
2000000.00
2145620.00
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
400000000.00
400000000.00
0.0101
N
400000000.00
400000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140331_2M49
0001168163
Other Repurchase Agreement
N
BANC OF AMERICA COMMERCIAL MORTGAGE INC., 2006-3
2044-07-10
5.859200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47066381.00
48052510.30
CREDIT SUISSE COMM MTG TRUST SER 200
2017-08-15
5.870000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7132682.00
7134029.29
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31771047.00
32051851.45
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3651912.00
3692463.44
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
7.972599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1321784.00
1338732.41
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
444208.00
454183.13
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
117666433.00
119985717.06
JP MORGAN CHASE MTGE 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36639.00
40823.93
JPMCC 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1706260.00
1218828.48
JPMORGAN CHASE COMM MTGE SEC
2043-01-12
5.314000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57000000.00
49707911.09
LBUBS 2008-C1 AJ
2041-04-15
6.319899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7769443.00
7788360.49
ML CFC COML MTGE TR 2007-8
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169243.00
1192852.19
First Tier Security
N/A
N/A
2014-03-31
2014-03-31
N
N
N
237000000.00
237000000.00
0.0060
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
237455040.00
237455040.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.364500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-01-21
2014-12-22
N
N
N
250000000.00
250000000.00
0.0063
N
250012000.00
250012000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-01-18
2015-01-16
N
N
N
110000000.00
110000000.00
0.0028
N
110091410.00
110091410.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-01-22
2015-01-22
N
N
N
95000000.00
95000000.00
0.0024
N
95126825.00
95126825.00
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
73012410.00
73012410.00
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
75195000.00
75195000.00
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
31015190.00
31015190.00
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
0.0024
N
95258400.00
95258400.00
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
35011550.00
35011550.00
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
10003400.00
10003400.00
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
22057200.00
22057200.00
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
70191800.00
70191800.00
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
0.0022
N
87034800.00
87034800.00
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
11000440.00
11000440.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PJ20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
92000000.00
92019842.56
0.0023
N
92027600.00
92027600.00
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
0.0049
N
194100880.00
194100880.00
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
8004160.00
8004160.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PQ22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-30
2014-07-30
N
N
N
25900000.00
25903010.07
0.0007
N
25913727.00
25913727.00
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
0.0033
N
131037990.00
131037990.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PR62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
54100000.00
54100000.00
0.0014
N
54116230.00
54116230.00
Lexington Parker Capital Company, LLC
Lexington Parker Capital Company, LLC 0.230000%
52952MBD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
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 Agricole Corporate and Investment Bank
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
48000000.00
47986813.33
0.0012
N
47989920.00
47989920.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
212000000.00
212000000.00
0.0054
N
212040280.00
212040280.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
32000000.00
32000000.00
0.0008
N
32006400.00
32006400.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LWV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
20000000.00
20000000.00
0.0005
N
19999200.00
19999200.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
2000000.00
2000000.00
0.0001
N
1999900.00
1999900.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
120000000.00
120000000.00
0.0030
N
119994000.00
119994000.00
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
30998484.44
0.0008
N
30999070.00
30999070.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-13
2014-01-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10500000.00
10499300.00
0.0003
N
10499475.00
10499475.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
25000000.00
24997916.67
0.0006
N
24998500.00
24998500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.215000%
56274MBD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
7000000.00
6998202.36
0.0002
N
6998530.00
6998530.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274MBE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
49000000.00
48987423.33
0.0012
N
48989710.00
48989710.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M140107_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-04-25
1.750000
Government Agency Debt
20420964.00
18440577.62
Fannie Mae
2033-05-25
5.250000
Government Agency Debt
18000000.00
18978786.00
Fannie Mae
2042-03-25
2.000000
Government Agency Debt
22008000.00
17264975.67
Freddie Mac
2025-05-15
3.000000
Government Agency Debt
19587000.00
19548452.78
Freddie Mac
2036-12-15
2.500000
Government Agency Debt
19200000.00
18189706.84
Freddie Mac
2039-03-15
3.350000
Government Agency Debt
322676.00
129502.79
Freddie Mac
2040-05-15
3.000000
Government Agency Debt
25000000.00
19045067.43
Freddie Mac
2041-04-15
3.850000
Government Agency Debt
32115360.00
15648814.66
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
25000000.00
18201296.51
Freddie Mac
2041-12-15
0.517700
Government Agency Debt
25105200.00
19352819.99
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
160000000.00
160000000.00
0.0041
N
160000000.00
160000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140204_2M49
0000728612
Other Repurchase Agreement
N
AAR CORP
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
353097.78
ACTIVISION BLIZZARD INC
2021-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1751442.00
1840929.74
ACTIVISION BLIZZARD INC
2021-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
78867.19
ADT CORP
2042-07-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
710507.25
AI CHS/COMMUNITY HEALTH SYSTEMS, INC.
2018-08-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
527180.56
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
351975.85
AMERICAN ACHIEVEMENT CORP
2016-04-15
10.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
740341.25
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
1077673.61
APX GROUP INC
2019-12-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
127539.06
ARAMAR CORP
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
248000.00
263358.78
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2015-08-05
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253000.00
265899.49
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2559998.00
2555731.34
ATLAS PIPELINE PARTNERS LP
2020-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
875000.00
933242.19
AVIV HEALTHCARE PPTYS LTD PARTNERSHIP / AVIV H
2021-10-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1110000.00
1143485.00
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
43805490.00
25046430.94
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-4
2051-02-10
5.812800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
895606.00
991532.41
BANCO DE CREDITO DEL PERU
2027-04-24
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100889.93
BANK OF AMERICA MORTAGE SEC
2032-12-25
2.808600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
1934.61
BARRICK NORTH AMERICA FINANCE LLC
2021-05-30
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33087.00
32042.08
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-04-25
0.526000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16960995.00
4890654.20
BCAP LLC 2012 RR12 TR
2037-06-26
15.332000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6407101.00
6127539.34
BEAR STEARNS ALT A TRUST 2002-1
2035-05-25
2.653300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89835992.00
7395108.85
BEAR STEARNS ARM TRUST 2007 4
2037-05-25
5.503199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3159785.18
BFC BRADDOCK FIN CORP TRUST 2002
2032-09-28
6.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16558000.00
16533.81
BFC BRADDOCK FINANCIAL
2032-09-28
6.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2804000.00
2865.81
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
36097000.00
28067360.74
CALPINE CORP
2023-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
768000.00
865008.00
CARDTRONICS INC
2018-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
551875.00
CHC HELICOPTER S A
2020-10-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1530375.00
1671212.01
CHESAPEAKE ENERGY CORP
2020-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19446.00
22217.60
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3770000.00
4321048.33
CITIGROUP INC
2015-01-15
6.009999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2817000.00
2974360.75
CITIGROUP INC
2018-05-15
1.940600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12650364.00
13206596.15
CITIGROUP INC
2099-12-31
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
3539344.45
COBALT COMMERCIAL MTGE TRUST 2007
2046-05-15
5.963499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4744919.00
5161653.04
COMMERZBANK AG FR
2023-09-19
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1101011.00
1239210.82
CORRECTIONS CORP OF AMERICA8 SERACUMPFD
2023-05-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1353000.00
1278866.88
CREDIT ACCEPTANCE CORP
2017-02-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
669132.81
CSFB MTG
2034-02-25
2.177200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3113527.00
336686.09
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2627463.00
2521526.61
CSMC SER 2009 RR1
2040-02-15
5.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1483776.00
1556383.75
CSMC SER 2011 6R
2037-03-28
2.827199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175814.00
536510.41
CVS/CAREMARK
2021-05-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7309449.00
7629755.15
CWALT ALT LN TR
2046-08-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
10434908.22
CWALT INC
2036-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2782827.00
691570.50
CWALT INC. 2004-2CB
2035-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
26383.35
CWALT INC. 2005-79CB
2036-04-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10857570.00
2429495.03
CWMBS INC
2035-03-25
0.526000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
137277.21
CWMBS,INC 2004-21
2035-03-25
0.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
1499099.36
D. R. HORTON, INC
2017-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
53178.47
DANA HOLDING CORP
2021-09-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990000.00
1017269.69
DEVON ENERGY CORPORATION
2042-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4619000.00
4334697.99
DREAWORKS ANIMATION SKG INC
2020-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3850000.00
4173573.78
ECHOSTAR DBS CORP
2014-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
798000.00
843136.87
EF HUTTON TRUST 3
2017-10-25
0.987600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11300000.00
570.59
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
238830.17
ENEL SOCIETA PER AZIONI
2073-09-24
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18953000.00
21105613.28
ERAC USA FINANCE CO
2017-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2625000.00
3075813.12
ESTERLINE TECHNOLOGIES CORP
2020-08-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765404.00
848960.60
Fannie Mae
2023-10-25
5.414600
Government Agency Debt
7871325.00
8324312.76
FMG RESOURCES (AUGUST 2006) PTY LTD
2019-11-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3285000.00
3724368.75
FMG RESOURCES AUGUST 2006 PTY LTD
2016-02-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1465000.00
1555189.06
FRESENUUS MED CARE US FIN II INC
2018-09-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4233000.00
4864304.92
FTI CONSULT INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2036000.00
2077059.33
GE COMMERCIAL MTGE CORP
2049-12-10
5.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
279013.00
303332.17
GLOBAL AT ELECTRONICS
2019-02-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2383000.00
2148671.66
GMACC 2004-C3 AJ
2041-12-10
4.915000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1038516.00
1060309.34
GOLDMAN SACHS CAPITAL I
2034-02-15
6.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8128000.00
8429873.92
GREENPOINT MTA
2045-06-25
0.406000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37500000.00
3490717.67
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20992338.00
22944333.86
GS MTG SECS CORP
2036-03-25
0.235999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28507173.00
497513.65
GS MTG SECS TR 2012-GCJ7
2045-05-10
5.722699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6303132.00
6148114.27
GS MTGE 2006
2039-11-14
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17125000.00
2244202.71
GSMS 2006 RR2
2046-06-23
5.697700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26324574.00
11250628.39
GSR MORTGAGE LOAN TRUST 2006 IF
2036-03-25
2.698300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
924559.89
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.346300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1393850.00
456107.65
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.296300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61323468.00
19736364.87
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5109000.00
5220759.38
HCA INC
2022-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74000.00
77500.10
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
31576.28
IMP CMB TR
2035-08-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20312490.00
3122872.45
INDY MAC BANK
2034-11-25
2.550199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8745470.00
1323210.96
ING U S INC
2053-05-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
122152.43
INTL LEASE FIN CORP
2017-09-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
382000.00
465880.83
IRON MOUNTAIN INC
2019-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1336000.00
1512185.00
IRON MOUNTAIN INC
2023-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
785312.50
IRON MOUNTAIN INC
2024-08-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154000.00
146180.22
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
303248.00
316659.61
JPMCC 2007-LDPX AM
2049-01-15
5.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
155434.27
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
586284.72
KENNEDY WILSON INC
2019-04-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
1315265.62
KINDER MORGAN INC DEL
2023-11-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1223925.00
LAVENDER TRUST SERIES 2010 RR1
2036-09-28
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3955752.00
2507777.59
LAVENDER TRUST SERIES 2010 RR1
2037-04-26
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2327875.00
1765825.86
LB UBS CMCL
2040-09-15
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
7009842.78
LENDER PROCESSING SERVICES
2023-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2150000.00
2254036.11
LYNX I CORP
2021-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
9102.12
MANA 2007-OAR3 A1
2037-07-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5079988.00
2294052.89
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
1414678.74
METLIFE CAP TR X FRNT 9.
2068-04-08
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4172000.00
5449993.70
METROPCS WIRELESS INC
2021-04-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1115000.00
1171446.88
MIDAMERICAN ENERGY HOLDINGS COMPANY IOWA
2023-11-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3622883.00
3561985.36
MORTGAGE CPTL TR SER A
2017-07-01
0.748399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2248.32
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
274569.44
NBC UNIVERSAL MEDIA LLC
2023-01-15
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2823530.83
NOBLE ENERGY INC COM
2021-12-15
4.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
407000.00
420095.00
PARKER DRILLING COMPANY
2018-04-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1182000.00
1279884.38
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
4008720.42
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15341.00
10998.22
PFD KB HOME INCOME PRIDES
2022-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
37522.92
PIONEER DRILLING COMPANY
2018-03-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
816807.29
POST HLDGS INC
2022-02-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
835000.00
916714.03
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
3080808.34
PREFERRED TERM
2035-03-23
0.834400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9250000.00
5479565.16
PREFERRED TERM SEC
2038-03-22
0.642800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8665307.00
5609557.16
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
9298146.64
RALI SERIES 2006 Q06
2046-06-25
0.345999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6737797.00
1353593.61
RAMP SERIES 2004-RS8 TRUST
2032-06-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7350000.00
1017161.06
RANGE RESOURCES CORP
2022-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
635881.94
REGAL ENTERTAINMENT GRP CLASS A
2018-08-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
798.00
892.34
REGENCY ENERGY PARTNERS LP
2021-07-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119000.00
129706.69
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
2133479.00
2415631.60
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2021-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1640500.00
RITE AID CORP
2020-03-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500754.00
587001.92
SALLY HOLDINGS LLC/SALLY CAPITAL INC
2022-06-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3020000.00
3140170.83
SEAGATE HDD CAYMAN
2021-11-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
667418.00
760022.25
SEARS MTGE SEC
2014-02-25
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
163000.00
4.95
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1403000.00
1624284.28
SILGAN HLDGS INC
2022-02-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1888688.00
1897685.50
SMURFIT CAPITAL
2025-11-20
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
551770.83
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
654206.25
SUMMIT MIDSTREAM HOLDINGS LLC
2021-07-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
93000.00
101001.88
SUN MERGER SUB INC
2018-08-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
96058.12
SYNOVUS FINANCIAL CORP
2019-02-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
864187.50
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
1015498.59
TELECOM ITALIA CAPITAL
2033-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146000.00
132982.03
THE LIMITED
2022-02-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
999000.00
1042706.25
THE PROVINCE OF CORDOBA
2017-08-17
12.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
911015.00
890346.35
THERMO ELECTRON CORPORATION
2017-02-01
1.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1690000.00
1684156.36
TIME WARNER CABLE INC.
2039-06-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
960634.00
911372.69
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
222598.96
UNITED STATES STEEL CORP+
2020-04-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2223000.00
2430711.56
UPCB FIN V LTD
2021-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
82069.79
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
1255112.08
VERSO PAPER HOLDING
2016-08-01
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1326000.00
686066.87
VIDEOTRON LTEE,CA
2018-04-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
638000.00
672487.44
WACHOVIA BANK COMM MTG
2020-06-15
0.466600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1765911.00
1691291.33
WACHOVIA BANK COMM MTG
2020-06-15
0.566599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4249733.00
4006600.77
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
25000000.00
26048850.00
WACHOVIA BK CMML MTGE TR
2042-03-15
5.395999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2805413.00
2883855.78
WACHOVIA CMBS 2005-C22
2044-12-15
5.379299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5587961.00
4058853.46
WAMU 2006-AR9 1A
2046-08-25
1.144200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62889252.00
20186287.25
WAMU MTG CERT 2005-AR2
2045-01-25
0.556000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45005000.00
6351833.12
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.869199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11375740.00
2704087.46
WELLS FARGO MORT BACKED SEC 2003-B TRU
2033-03-25
2.501599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
1297428.60
WELLS FARGO MTG B SEC
2034-09-25
2.613700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8552583.00
4195416.04
WEX INC
2023-02-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
934791.67
WHITING PETROLEUM CORP
2019-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1053000.00
1092780.00
WIND ACQUISITION FINANCE SA
2018-02-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
198000.00
209734.25
WINDSTREAM CORP
2020-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
781268.06
WINDSTREAM CORPORATION
2021-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1448000.00
1559315.00
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
416000000.00
416000000.00
0.0105
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
416257920.00
416257920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233800%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.214500%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
67000000.00
67000000.00
0.0017
N
67003350.00
67003350.00
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
0.0020
N
80002400.00
80002400.00
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
52003120.00
52003120.00
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
0.0029
N
116006960.00
116006960.00
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
98002940.00
98002940.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
13000000.00
13000000.00
0.0003
N
13000000.00
13000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
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
0.0034
N
134008040.00
134008040.00
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
39000390.00
39000390.00
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
34002040.00
34002040.00
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
0.0055
N
216012960.00
216012960.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LKT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
126500000.00
126500000.00
0.0032
N
126500000.00
126500000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
5000000.00
5000000.00
0.0001
N
5000000.00
5000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.030000%
60686N005_0.0300_M140102_2M49
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2014-11-13
0.00
Treasury Debt
12813800.00
12802485.41
United States Treasury Department
2014-11-15
0.375000
Treasury Debt
4993000.00
5004741.14
United States Treasury Department
2014-12-11
0.00
Treasury Debt
14000000.00
13983858.00
United States Treasury Department
2014-12-15
0.250000
Treasury Debt
4500000.00
4504009.01
United States Treasury Department
2015-01-31
0.250000
Treasury Debt
5000000.00
5008897.01
United States Treasury Department
2015-01-31
2.250000
Treasury Debt
49200000.00
50759375.28
United States Treasury Department
2015-02-28
0.250000
Treasury Debt
18765800.00
18792682.79
United States Treasury Department
2015-02-28
2.375000
Treasury Debt
35900000.00
37090449.16
United States Treasury Department
2015-05-15
4.125000
Treasury Debt
15777700.00
16701053.80
United States Treasury Department
2015-05-31
0.250000
Treasury Debt
15000000.00
15009643.68
United States Treasury Department
2015-06-30
0.375000
Treasury Debt
8150000.00
8166544.50
United States Treasury Department
2015-07-31
0.250000
Treasury Debt
10125000.00
10134713.95
United States Treasury Department
2015-08-31
0.375000
Treasury Debt
750000.00
752057.86
United States Treasury Department
2015-08-31
1.250000
Treasury Debt
3000000.00
3060452.12
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
7300000.00
7441688.19
United States Treasury Department
2015-10-15
0.250000
Treasury Debt
10900000.00
10890439.02
United States Treasury Department
2015-10-31
0.250000
Treasury Debt
1021000.00
1019990.51
United States Treasury Department
2015-11-15
4.500000
Treasury Debt
5000.00
5415.29
United States Treasury Department
2015-11-30
0.250000
Treasury Debt
3277500.00
3271541.22
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
220000000.00
220000000.00
0.0056
N
220000000.00
220000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140103_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-01-01
2.309000
Government Agency Debt
18902853.00
1265624.40
Fannie Mae
2030-01-01
2.540000
Government Agency Debt
23287428.00
1629349.64
Fannie Mae
2031-02-01
2.279999
Government Agency Debt
50000000.00
1472823.79
Fannie Mae
2031-06-01
2.359000
Government Agency Debt
14047.00
6137.98
Fannie Mae
2031-06-01
2.411000
Government Agency Debt
15069840.00
892180.84
Fannie Mae
2032-09-01
2.222000
Government Agency Debt
49602247.00
1518490.85
Fannie Mae
2032-11-01
2.678999
Government Agency Debt
25414155.00
445796.37
Fannie Mae
2033-05-01
2.725000
Government Agency Debt
33920006.00
441800.79
Fannie Mae
2033-09-01
5.663000
Government Agency Debt
9143267.00
1752182.63
Fannie Mae
2033-11-01
2.408999
Government Agency Debt
84870704.00
2346731.39
Fannie Mae
2035-03-01
2.625000
Government Agency Debt
32404581.00
3095600.29
Fannie Mae
2035-08-01
2.419999
Government Agency Debt
2218855.00
577740.12
Fannie Mae
2035-11-01
2.476000
Government Agency Debt
151611.00
38797.44
Fannie Mae
2035-12-01
2.637000
Government Agency Debt
13676523.00
1630163.20
Fannie Mae
2036-01-01
1.810000
Government Agency Debt
14659355.00
1659977.68
Fannie Mae
2036-01-01
2.616000
Government Agency Debt
13375620.00
1753490.44
Fannie Mae
2036-02-01
2.750000
Government Agency Debt
8740000.00
2178259.15
Fannie Mae
2036-07-01
2.234999
Government Agency Debt
15686635.00
1739283.80
Fannie Mae
2036-07-01
2.488999
Government Agency Debt
4619332.00
577524.23
Fannie Mae
2036-09-01
2.500000
Government Agency Debt
30021173.00
3543116.09
Fannie Mae
2036-09-01
6.070000
Government Agency Debt
29252173.00
2589847.89
Fannie Mae
2036-11-01
2.500999
Government Agency Debt
18003136.00
3446935.16
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
75020134.00
1965684.57
Fannie Mae
2036-12-01
5.769000
Government Agency Debt
8590509.00
1436702.67
Fannie Mae
2037-01-01
5.860000
Government Agency Debt
49708220.00
2193782.03
Fannie Mae
2037-02-01
2.204000
Government Agency Debt
117277786.00
3116472.91
Fannie Mae
2037-02-01
5.133000
Government Agency Debt
10000000.00
1005064.31
Fannie Mae
2037-04-01
5.692999
Government Agency Debt
8557245.00
1338925.54
Fannie Mae
2037-05-01
2.456000
Government Agency Debt
20090253.00
2677181.22
Fannie Mae
2037-05-01
5.567999
Government Agency Debt
2520667.00
591385.72
Fannie Mae
2037-08-01
2.375000
Government Agency Debt
15063782.00
1350682.85
Fannie Mae
2037-08-01
5.843000
Government Agency Debt
55034200.00
2388413.71
Fannie Mae
2037-08-01
6.033000
Government Agency Debt
33081.00
4708.52
Fannie Mae
2037-08-01
6.232999
Government Agency Debt
17732312.00
1727940.25
Fannie Mae
2037-10-01
5.735000
Government Agency Debt
20040229.00
765211.04
Fannie Mae
2037-10-01
6.089000
Government Agency Debt
25043316.00
2333155.62
Fannie Mae
2037-12-01
2.857000
Government Agency Debt
8776460.00
1952841.89
Fannie Mae
2038-10-01
2.528000
Government Agency Debt
22361342.00
1963420.58
Fannie Mae
2039-10-01
3.843000
Government Agency Debt
1640877.00
301390.73
Fannie Mae
2040-03-01
3.669000
Government Agency Debt
3315000.00
1714661.71
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
284843320.00
128829151.42
Fannie Mae
2041-06-01
3.891999
Government Agency Debt
6335150.00
2736938.11
Fannie Mae
2041-09-01
2.785000
Government Agency Debt
1807000.00
634383.21
Fannie Mae
2041-09-01
2.967000
Government Agency Debt
6251473.00
2900690.91
Fannie Mae
2041-09-01
3.585000
Government Agency Debt
3958723.00
2427810.43
Fannie Mae
2041-10-01
2.706999
Government Agency Debt
5528791.00
2231196.80
Fannie Mae
2041-12-01
2.668000
Government Agency Debt
1722000.00
1212896.28
Fannie Mae
2042-01-01
2.392999
Government Agency Debt
716799.00
421660.41
Fannie Mae
2042-01-01
2.424999
Government Agency Debt
4159000.00
2628348.99
Fannie Mae
2042-01-01
2.932999
Government Agency Debt
3326593.00
1794605.03
Fannie Mae
2042-06-01
2.319999
Government Agency Debt
3075558.00
1742665.61
Fannie Mae
2042-10-01
2.185000
Government Agency Debt
3873090.00
2172141.86
Fannie Mae
2042-12-01
2.311999
Government Agency Debt
1904338.00
1725854.45
Fannie Mae
2043-01-01
2.048999
Government Agency Debt
2976000.00
2621835.48
Fannie Mae
2043-03-01
2.484000
Government Agency Debt
1936000.00
1845050.03
Fannie Mae
2043-04-01
2.548000
Government Agency Debt
1736577.00
1669774.17
Fannie Mae
2043-06-01
1.969000
Government Agency Debt
200267.00
198950.58
Fannie Mae
2043-09-01
3.052000
Government Agency Debt
3714459.00
3720307.32
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
96703695.00
98683830.18
Fannie Mae
2043-10-01
2.599000
Government Agency Debt
3606786.00
3597461.30
Fannie Mae
2043-12-01
3.028000
Government Agency Debt
1192587.00
1214967.49
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
322000000.00
322000000.00
0.0082
N
322000000.00
322000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140106_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-12-01
5.389999
Government Agency Debt
7032000.00
7254959.00
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
7788940.00
6970042.24
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
8057873.00
7702719.90
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
6760848.00
6996229.18
Fannie Mae
2033-09-01
4.000000
Government Agency Debt
7530641.00
7831846.77
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
51631876.00
7240417.72
Fannie Mae
2036-05-01
2.157000
Government Agency Debt
58731902.00
7015692.19
Fannie Mae
2037-08-01
3.500000
Government Agency Debt
8142448.00
7088829.01
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
11247000.00
7485197.68
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
7446575.00
5798949.51
Fannie Mae
2041-07-01
3.557999
Government Agency Debt
13415799.00
6702200.37
Fannie Mae
2042-09-01
2.460000
Government Agency Debt
8393480.00
7103566.94
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
7770997.00
7596070.18
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
7654476.00
7244064.34
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
7596584.00
7250507.47
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
7329953.00
7096226.89
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
8225169.00
7944673.72
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
7425319.00
6956253.58
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
7659970.00
7898718.33
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
7463299.00
7923913.22
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
7418496.00
7898921.80
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
150000000.00
150000000.00
0.0038
N
150000000.00
150000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.185000%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-02-18
N
N
N
272000000.00
272000000.00
0.0069
N
272000000.00
272000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.188300%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-03
2014-03-03
N
N
N
63000000.00
63000000.00
0.0016
N
63000000.00
63000000.00
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
15997648.89
0.0004
N
15998720.00
15998720.00
Nationwide Building Society
Nationwide Building Society 0.205000%
6385E1BA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
132000000.00
131969933.33
0.0033
N
131978880.00
131978880.00
Nationwide Building Society
Nationwide Building Society 0.205000%
6385E1BR1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-25
2014-02-25
N
N
N
75000000.00
74976510.41
0.0019
N
74981250.00
74981250.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1CA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
92000000.00
91963506.67
0.0023
N
91968720.00
91968720.00
Nationwide Building Society
Nationwide Building Society 0.225000%
6385E1CH2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
46000000.00
45978437.50
0.0012
N
45982060.00
45982060.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1D16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
2000000.00
1998850.00
0.0001
N
1998980.00
1998980.00
Natixis SA
Natixis SA 0.250000%
63873EG21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
82000000.00
82000000.00
0.0021
N
82001640.00
82001640.00
Natixis SA
Natixis SA 0.230000%
63873EN31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
111000000.00
111000000.00
0.0028
N
111000000.00
111000000.00
Natixis SA
Natixis SA 0.080000%
939UPJ002_M140107
0001503859
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
200000000.00
200000000.00
0.0051
Security is a time deposit.
N
200000000.00
200000000.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.120000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
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 0.200000%
65409SBM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-21
2014-02-21
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
19000000.00
18994616.67
0.0005
N
18995820.00
18995820.00
Old Line Funding, LLC
Old Line Funding, LLC 0.209500%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
110000000.00
110000000.00
0.0028
N
110003300.00
110003300.00
Oversea-China Banking Corp
Oversea-China Banking Corp 0.080000%
69033PTX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
75000000.00
75000000.00
0.0019
N
75000000.00
75000000.00
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
0.0022
N
88008800.00
88008800.00
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
71005680.00
71005680.00
Rabobank Nederland
Rabobank Nederland 0.248300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-03-04
N
N
N
127000000.00
127000000.00
0.0032
N
127016510.00
127016510.00
Rabobank Nederland
Rabobank Nederland 0.255000%
21684BNN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-09-16
N
N
N
226000000.00
226000000.00
0.0057
N
225977400.00
225977400.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
114000000.00
114000000.00
0.0029
N
113982900.00
113982900.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
245000000.00
245000000.00
0.0062
N
244963250.00
244963250.00
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
0.0069
N
274057540.00
274057540.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VBW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
225000000.00
225000000.00
0.0057
N
224966250.00
224966250.00
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
38977466.66
0.0010
N
38986740.00
38986740.00
Royal Bank of Canada
Royal Bank of Canada 0.292900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-01-07
2015-01-07
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
2015-01-02
N
N
N
243000000.00
243000000.00
0.0062
N
243140940.00
243140940.00
Royal Bank of Canada
Royal Bank of Canada 0.298400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-01-02
2014-12-31
N
N
N
125000000.00
125000000.00
0.0032
N
125020000.00
125020000.00
Royal Bank of Canada
Royal Bank of Canada 0.284000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-06-24
N
N
N
305000000.00
305000000.00
0.0077
N
305170800.00
305170800.00
Royal Bank of Canada
Royal Bank of Canada 0.264000%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-10-17
N
N
N
82000000.00
82000000.00
0.0021
N
82022960.00
82022960.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB Series 2003A 0.250000%
79818CAB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
7500000.00
7500000.00
0.0002
N
7500300.00
7500300.00
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
15998720.00
0.0004
N
15999360.00
15999360.00
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
121971160.56
0.0031
N
121981700.00
121981700.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124MCH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
37000000.00
36983041.66
0.0009
N
36986680.00
36986680.00
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
36993833.33
0.0009
N
36998520.00
36998520.00
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
49965000.00
0.0013
N
49976000.00
49976000.00
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
83932053.34
0.0021
N
83949600.00
83949600.00
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
36967779.17
0.0009
N
36975950.00
36975950.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.275000%
83050UF29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
11000000.00
10987227.78
0.0003
N
10987790.00
10987790.00
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
0.0021
N
84007560.00
84007560.00
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
11001760.00
11001760.00
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
10002000.00
10002000.00
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
11001100.00
11001100.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.050000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
235000000.00
235000000.00
0.0060
Security is a time deposit.
N
234997979.00
234997979.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.050000%
923CYV003_M140107
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
292000000.00
292000000.00
0.0074
Security is a time deposit.
N
292000000.00
292000000.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.120000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Northern Trust Co
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
Societe Generale
Societe Generale 0.240000%
83368NSU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
32000000.00
32000000.00
0.0008
N
31998400.00
31998400.00
Societe Generale
Societe Generale 0.250000%
83368NTU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
100000000.00
100000000.00
0.0025
N
99996000.00
99996000.00
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
93005580.00
93005580.00
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
0.0015
N
61001830.00
61001830.00
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
0.0072
N
284008520.00
284008520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
4000000.00
4000000.00
0.0001
N
4000000.00
4000000.00
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
0.0010
N
41009840.00
41009840.00
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
0.0028
N
111018870.00
111018870.00
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
15002550.00
15002550.00
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
32005440.00
32005440.00
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
0.0038
N
149023840.00
149023840.00
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
2000320.00
2000320.00
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
0.0022
N
88015840.00
88015840.00
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
48008160.00
48008160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
108000000.00
108000000.00
0.0027
N
108000000.00
108000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UBM3
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
17999640.00
17999640.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UCZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
40000000.00
40000000.00
0.0010
N
39999200.00
39999200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UFW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
2000000.00
2000000.00
0.0001
N
1999920.00
1999920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UGC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
14000000.00
14000000.00
0.0004
N
13998740.00
13998740.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UGJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
4000000.00
4000000.00
0.0001
N
3999800.00
3999800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UGS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-19
2014-09-19
N
N
N
18000000.00
18000000.00
0.0005
N
17997300.00
17997300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
54000000.00
54000000.00
0.0014
N
53997300.00
53997300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UHY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
65000000.00
65000000.00
0.0016
N
64990250.00
64990250.00
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
0.0055
N
218002180.00
218002180.00
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
0.0058
N
227009080.00
227009080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KGG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
24000000.00
24000000.00
0.0006
N
24000480.00
24000480.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.215000%
86563KGK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-26
2014-02-26
N
N
N
35000000.00
35000000.00
0.0009
N
35001400.00
35001400.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.215000%
86563KGP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
50000000.00
50000000.00
0.0013
N
50002000.00
50002000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KHU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
22000000.00
22000000.00
0.0006
N
21998240.00
21998240.00
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
2014-01-02
2014-01-02
N
N
N
180000000.00
180000000.00
0.0046
Security is a time deposit.
N
180000000.00
180000000.00
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
2014-01-07
2014-01-07
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 0.160000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
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 0.160000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Texas
N/A
N/A
N
N
22065000.00
22065000.00
0.0006
N
22065000.00
22065000.00
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
55013750.00
55013750.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.217000%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-29
2014-09-02
N
N
N
218000000.00
218000000.00
0.0055
N
218080660.00
218080660.00
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
0.0057
N
224004480.00
224004480.00
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
0.0044
N
173041520.00
173041520.00
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
156972917.50
0.0040
N
156992150.00
156992150.00
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
13994610.00
0.0004
N
13997900.00
13997900.00
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
45972093.33
0.0012
N
45982520.00
45982520.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.260000%
89233HFL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49938611.11
0.0013
N
49957500.00
49957500.00
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
0.0047
N
184023920.00
184023920.00
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
78002340.00
78002340.00
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
0.0011
N
45002700.00
45002700.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
7000000.00
7000000.00
0.0002
N
7000210.00
7000210.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
4000000.00
4000000.00
0.0001
N
4000120.00
4000120.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.220000%
9497P62S6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
12000000.00
12000000.00
0.0003
N
11998920.00
11998920.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
181000000.00
181000000.00
0.0046
N
181000000.00
181000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.214500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0006
N
25005500.00
25005500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.187900%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-04-07
N
N
N
282000000.00
282000000.00
0.0071
N
282025380.00
282025380.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.217500%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-08-05
N
N
N
46000000.00
46000000.00
0.0012
N
46006900.00
46006900.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.235000%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-11-18
N
N
N
267000000.00
267000000.00
0.0068
N
267034710.00
267034710.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.236300%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-11-18
N
N
N
262000000.00
262000000.00
0.0066
N
262034060.00
262034060.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.292900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-01-15
N
N
N
100000000.00
100000000.00
0.0025
N
100007200.00
100007200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.345900%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-03-24
2015-01-22
N
N
N
275000000.00
275000000.00
0.0070
N
275055275.00
275055275.00
Westpac Banking Corp
Westpac Banking Corp 0.538100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2015-01-28
N
N
N
100000000.00
100000000.00
0.0025
N
100007100.00
100007100.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-04-25
N
N
N
202000000.00
202000000.00
0.0051
N
202125240.00
202125240.00
Westpac Banking Corp
Westpac Banking Corp 0.254600%
96121TTR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-08-27
N
N
N
240000000.00
240000000.00
0.0061
N
240086400.00
240086400.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-17
N
N
N
237000000.00
237000000.00
0.0060
N
237023700.00
237023700.00
Westpac Banking Corp
Westpac Banking Corp 0.266300%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-06-19
N
N
N
130000000.00
130000000.00
0.0033
N
130053300.00
130053300.00
Westpac Banking Corp
Westpac Banking Corp 0.234500%
9612C4JZ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-23
2014-09-23
N
N
N
100000000.00
100000000.00
0.0025
N
100019000.00
100019000.00
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
181709.61
181709.61
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
147696.69
147696.69
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
567755.29
567755.29
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
1044645.73
1044645.73
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
159007.19
159007.19
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
113590.82
113590.82
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
45427.18
45427.18