0001145549-14-001533.txt : 20140401
0001145549-14-001533.hdr.sgml : 20140401
20140207151205
ACCESSION NUMBER: 0001145549-14-001533
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140131
FILED AS OF DATE: 20140207
DATE AS OF CHANGE: 20140207
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: 14583985
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
2014-01-31
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
55
93
39066746735.39
13730411.08
200760909.52
38879716236.95
0.0023
1.0001
2014-01-31
1.0001
2014-01-31
C000012378
1.00
38879716236.95
1.00
-569706540.60
7488162658.43
8057869199.03
0.0006
1.0001
2014-01-31
1.0001
2014-01-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.170000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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 0.240000%
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
0.0031
N
120007200.00
120007200.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.230000%
00279HR57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-16
2014-04-16
N
Y
Santander UK Plc
N/A
N/A
N
70000000.00
70000000.00
0.0018
N
70000000.00
70000000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HR99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
Y
Santander UK Plc
N/A
N/A
N
198000000.00
198000000.00
0.0051
N
197998020.00
197998020.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.306500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-07
N
Y
Santander UK Plc
N/A
N/A
N
198000000.00
198000000.00
0.0051
N
198010692.00
198010692.00
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
2014-02-06
2014-02-06
N
N
N
688000000.00
688000000.00
0.0177
Security is a time deposit.
N
688000756.80
688000756.80
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M140204
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
69000000.00
69000000.00
0.0018
Security is a time deposit.
N
69000082.80
69000082.80
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
0.0086
N
333013320.00
333013320.00
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
11000000.00
11000000.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3K7
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
6000000.00
6000000.00
0.0002
N
5999700.00
5999700.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3N1
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
159000000.00
159000000.00
0.0041
N
158992050.00
158992050.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3T8
Other Note
N
First Tier Security
N/A
N/A
2014-07-25
2014-07-25
N
N
N
43000000.00
43000000.00
0.0011
N
42997850.00
42997850.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3W1
Other Note
N
First Tier Security
N/A
N/A
2014-07-30
2014-07-30
N
N
N
24000000.00
24000000.00
0.0006
N
23998800.00
23998800.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3Z4
Other Note
N
First Tier Security
N/A
N/A
2014-07-30
2014-07-30
N
N
N
59000000.00
59000000.00
0.0015
N
58997050.00
58997050.00
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
133001330.00
133001330.00
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
0.0046
N
179000000.00
179000000.00
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
125008750.00
125008750.00
Bank of Montreal
Bank of Montreal 0.060000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
438000000.00
438000000.00
0.0113
Security is a time deposit.
N
437997766.20
437997766.20
Bank of Montreal
Bank of Montreal 0.050000%
06999G005_M140204
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
527000000.00
527000000.00
0.0136
Security is a time deposit.
N
526998735.20
526998735.20
Bank of Nova Scotia
Bank of Nova Scotia 0.231500%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-09-09
N
N
N
171000000.00
171000000.00
0.0044
N
171046170.00
171046170.00
Bank of Nova Scotia
Bank of Nova Scotia 0.229000%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-09-16
N
N
N
347000000.00
347000000.00
0.0089
N
347097160.00
347097160.00
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
15001350.00
15001350.00
Bank of Nova Scotia
Bank of Nova Scotia 0.228000%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-25
2014-11-25
N
N
N
100000000.00
100000000.00
0.0026
N
100021000.00
100021000.00
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
0.0039
N
150018000.00
150018000.00
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
145008700.00
145008700.00
Bank of Nova Scotia
Bank of Nova Scotia 0.030000%
924HZZ001_0.0300_M140203_2M49
0001041839
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-01-31
0.375000
Treasury Debt
101968100.00
102000016.02
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
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
188045120.00
188045120.00
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
48013920.00
48013920.00
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
60017400.00
60017400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GD82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
77000000.00
77000000.00
0.0020
N
77003850.00
77003850.00
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
5001550.00
5001550.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
116000000.00
116000000.00
0.0030
N
116037120.00
116037120.00
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
152048640.00
152048640.00
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
3000870.00
3000870.00
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
157012560.00
157012560.00
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
2000180.00
2000180.00
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
14001120.00
14001120.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GYN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
99000000.00
99000000.00
0.0025
N
99003960.00
99003960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000%
06538GZR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
N
48000000.00
48000000.00
0.0012
N
48006720.00
48006720.00
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
32005120.00
32005120.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
143000000.00
143000000.00
0.0037
N
143021450.00
143021450.00
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
82036900.00
82036900.00
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
85022950.00
85022950.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-21
2014-07-21
N
N
N
214000000.00
214000000.00
0.0055
N
214051360.00
214051360.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XVY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
99000000.00
99000000.00
0.0025
N
99023760.00
99023760.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-23
2014-07-23
N
N
N
11000000.00
11000000.00
0.0003
N
11002640.00
11002640.00
Barclays Capital, Inc
Barclays Capital, Inc 0.030000%
00799J004_0.0300_M140203_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-05-31
2.250000
Treasury Debt
16565500.00
16745457.94
United States Treasury Department
2015-01-31
2.250000
Treasury Debt
29066200.00
29674788.10
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
45510038.00
45510038.00
0.0012
N
45510038.00
45510038.00
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
49995111.11
0.0013
N
49997500.00
49997500.00
BNP Paribas
BNP Paribas 0.350000%
05572NPW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
76000000.00
76000000.00
0.0020
N
76006840.00
76006840.00
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
0.0048
N
187028050.00
187028050.00
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
39004680.00
39004680.00
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
89010680.00
89010680.00
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
63007560.00
63007560.00
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
68012240.00
68012240.00
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
0.0043
N
167123580.00
167123580.00
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
43007740.00
43007740.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.300000%
923JCS009_0.3000_M140207_2M49
0001197610
Other Repurchase Agreement
N
ABBVIE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3537258.20
ACTAVIS PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1998329.76
AFLAC INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1536960.80
ALLEGHANY CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1448884.08
ALLISON TRANSMISSION HLDGS ICOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
28.49
ANADARKO PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
66463.20
ASSURED GUARANTY LTD COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3178534.70
BANK OF AMERICA CORPORATION COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3791981.40
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6605754.00
BLOCK H & R INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8520978.12
CF INDS HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10395860.84
CHEVRON CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
66492.95
CITIGROUP INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10498971.00
DISCOVER FINL SVCS COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4983062.70
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
9365214.52
EASTMAN CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1046790.63
EOG RES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11128550.31
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3314146.56
HCA HOLDINGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3244118.99
HEWLETT PACKARD CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11253089.25
HUNTINGTON INGALLS INDS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
114570.20
INGERSOLL-RAND PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2840818.75
INTL PAPER CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3969205.94
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10849100.50
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10920056.00
LAS VEGAS SANDS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10925397.21
LOEWS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
36453.36
MERCK & CO INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
162991.46
MGM RESORTS INTERNATIONAL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1389772.73
MORGAN STANLEY COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
725635.92
MRC GLOBAL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1524320.97
OCCIDENTAL PETE CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5711597.20
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
273356.60
PFIZER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
9403860.04
PHILIP MORRIS INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10697950.67
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1269277.44
RALPH LAUREN CORP CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1506033.14
RESOLUTE FST PRODS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
142315.25
SIMON PPTY GROUP INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1091910.05
SNAP ON INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
9756405.61
TE CONNECTIVITY LTD REG SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1324326.20
THERMO FISHER SCIENTIFIC INCCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11503139.64
TJX COS INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5782285.44
TOWERS WATSON & CO CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3939007.05
TRAVELERS COMPANIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4271436.68
UNITED PARCEL SERVICE INC CL B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2549088.92
UNITEDHEALTH GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2826751.20
UNUM GROUP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2775349.17
VISTEON CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5686099.35
WALGREEN CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10931334.82
WHIRLPOOL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4240559.84
WYNDHAM WORLDWIDE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6444547.68
Unrated Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP Paribas Prime Brokerage Inc
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
230000000.00
230000000.00
0.0059
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
230000000.00
230000000.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923JCS009_0.3900_M140207_2M49
0001197610
Other Repurchase Agreement
N
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5163104.05
ABBVIE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1535291.80
ACTAVIS PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503061.13
ACTAVIS PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401580.16
ADVANCE AUTO PARTS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401574.40
ALCOA INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
168052.85
ALLEGHANY CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2683285.32
ALLEGHANY CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1242650.58
ALLERGAN INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
65842.92
ALLISON TRANSMISSION HLDGS ICOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5421248.14
AUTONATION INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4646205.81
AUTONATION INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
155157.90
AVALONBAY CMNTYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401543.44
BANK OF AMERICA CORPORATION COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1332526.44
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2368141.00
BERKSHIRE HILLS BANCORP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
503675.00
BOSTON SCIENTIFIC CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3113647.20
BOYD GAMING CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
985597.76
BRE PROPERTIES INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
173953.71
BROADRIDGE FINL SOLUTIONS INCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
500836.86
CBL & ASSOC PPTYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
541881.76
CBS CORP NEW CL B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5137553.59
CHEVRON CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
778817.60
CHEVRON CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
171414.40
CHUBB CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1148442.12
CITIGROUP INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
984015.90
CITIGROUP INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
114084.60
CNO FINL GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
472349.64
COCA COLA CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5261810.84
DELPHI AUTOMOTIVE PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
474790.28
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
746799.42
DTE ENERGY CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
739541.76
EOG RES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
63295.53
FIDELITY NATL INFORMATION SVCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2321659.08
FLOWERS FOODS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
114856.14
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2259072.48
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2298465.60
HOME DEPOT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3318914.06
HOSPIRA INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
461340.90
INTL PAPER CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3245643.45
INTL PAPER CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
33448.10
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503086.50
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1589560.00
KEMPER CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
405246.25
LAS VEGAS SANDS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5159356.02
MACYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3108127.14
MANPOWER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
412776.00
MDU RES GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1077936.84
MERCK & CO INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
843692.17
MGM RESORTS INTERNATIONAL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4958751.92
MONSANTO CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5502997.50
MUELLER WTR PRODS INC COM SER
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
617286.68
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2788554.75
OCEANEERING INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
235935.84
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
175256.40
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
150123.60
PFIZER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5503095.92
PFIZER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401556.04
PG&E CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401580.60
PHILIP MORRIS INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2310535.26
PINNACLE FOODS INC DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
419590.50
PINNACLE WEST CAP CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
522417.60
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5448468.73
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2377742.84
RALPH LAUREN CORP CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
643204.95
REINSURANCE GROUP AMER INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
384462.24
REPUBLIC SVCS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3244320.04
RESOLUTE FST PRODS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2764954.50
RESOLUTE FST PRODS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
33302.50
SILVER BAY RLTY TR CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
33580.92
SMUCKER J M CO COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
750781.92
SNAP ON INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
783880.86
SOLARWINDS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1557071.25
SPIRIT RLTY CAP INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
234873.57
STATE STR CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2119875.60
SUNSTONE HOTEL INVS INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
500331.51
TEAM HEALTH HOLDINGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
343834.26
TEMPUR PEDIC INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1007903.10
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401509.00
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1691322.60
TOWERS WATSON & CO CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1567526.46
TRAVELERS COMPANIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1546556.08
TRAVELERS COMPANIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
578743.72
U S G CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
44336.64
UNIVERSAL HLTH SVCS INC CL B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1355964.90
VULCAN MATLS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3403255.68
WELLS FARGO & CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649969.05
WELLS FARGO & CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2369640.90
WHIRLPOOL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2401511.86
WHIRLPOOL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1611232.92
YUME INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1177302.83
YUME INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
27741.12
ZEP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
400588.55
Unrated Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP Paribas Prime Brokerage Inc
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
158000000.00
158000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
158016140.00
158016140.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140204_2M49
0001197610
Other Repurchase Agreement
N
AMPHENOL CORP
2014-11-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66297.00
69073.37
CITIGROUP INC.
2014-09-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11022362.00
11520780.96
FPL GROUP CAPITAL
2015-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13769658.00
15645808.33
MEDTRONIC CORP
2015-09-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19099.00
20753.82
NBCUNIVERSAL MEDIA LLC
2020-04-30
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17446602.00
19971440.32
STARBUCKS CORP
2016-12-05
0.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22173.00
22143.31
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
45000000.00
45000000.00
0.0012
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
45000450.00
45000450.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140207_2M49
0001197610
Other Repurchase Agreement
N
ALTRIA GROUP INC
2044-01-31
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16250000.00
16877349.31
AMPHENOL CORP
2014-11-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
241569.00
251685.37
ANADARKA PETROLEUM CORPORATION
2036-10-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
596867.00
220504.75
DIRECT TV HOLDINGS LLC
2040-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14900583.00
15636175.10
Freddie Mac
2023-11-25
4.408000
Government Agency Debt
6218062.00
6190645.18
MEDTRONIC CORP
2015-09-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90973.00
98855.31
TIME WARNER INC
2041-03-29
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15811354.00
18474785.36
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
55000000.00
55000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
55000000.00
55000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
921AES008_0.4100_M140207_2M49
0001197610
Other Repurchase Agreement
N
ADJ RATE MTGE TR
2035-11-25
0.494599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33288542.00
3310323.68
BMC SOFTWARE FIN INC
2021-07-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108774.00
113245.82
COMCAST CORP SPL A
2040-03-01
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2626483.00
3199520.31
CWALT 2005-61 2A2
2035-12-25
0.544599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46062000.00
5288072.13
CWALT INC
2035-07-20
0.396799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9682700.00
1535493.43
CWALT INC 2005-13CB
2035-09-25
0.514599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24481757.00
4465274.05
DEXIA CREDIT LOCAL NY
2017-01-11
0.676100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29901.00
29931.76
EVEREST AQUSITION LLC
2020-05-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
431775.00
506660.98
FIRST TENNESSEE BNK NATIONAL ASSOC.
2015-01-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20038955.00
20852625.64
FIRSTENERGY SOLUTIONS CORP
2021-08-15
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310677.00
352210.55
FOREST LABORATORIES, INC.
2021-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650834.00
647579.83
HALCON RES CORP
2020-07-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2095791.67
HCA/-THE HEALTHCARE COMPY
2014-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19614759.00
20089872.08
HVMLT
2036-03-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10044899.00
2712493.32
IMSA 2006
2036-11-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45655.00
9818.64
MARIPOSA BORROWER INC MARIPOSA MERGER SUB
2021-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
2.14
MPM ESCROW FIN
2020-10-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1758248.00
1927271.80
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33370.00
21858.74
PULTE CORPORATION
2032-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3364039.00
3524041.10
RALI 2005-QO4 2A1
2045-12-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32054000.00
6989092.83
SLM CORP
2017-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
148053.00
159675.16
SUNGARD DATA SYS INC
2018-11-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2437549.00
2618706.29
THE TORONTO DOMINION BANK
2015-07-29
2.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
38010.59
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75775.00
82368.48
WAMU 2006-AR9 1A
2046-08-25
1.139200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16927227.00
5375343.47
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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 0.040000%
987WVU007_0.0400_M140203_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
53978140.00
50874576.68
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
95573553.00
44486493.55
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
24943794.00
21832841.68
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
54494421.00
51275960.10
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
54630000.00
50583305.81
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
56221425.00
50873918.11
Fannie Mae
2042-09-01
5.000000
Government Agency Debt
56255241.00
51624704.42
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
50000000.00
51112407.72
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
49663493.00
51207124.13
United States Treasury Department
2020-03-31
1.125000
Treasury Debt
261219200.00
249722815.27
United States Treasury Department
2023-02-15
2.000000
Treasury Debt
3874400.00
3721108.52
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
660000000.00
660000000.00
0.0170
N
660000000.00
660000000.00
BPCE SA
BPCE SA 0.235000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
30000000.00
30000000.00
0.0008
N
29999700.00
29999700.00
BPCE SA
BPCE SA 0.260000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
15000000.00
15000000.00
0.0004
N
14999850.00
14999850.00
BPCE SA
BPCE SA 0.100000%
05571CB75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
105000000.00
104998833.35
0.0027
N
104997553.50
104997553.50
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FB47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43999486.67
0.0011
N
43999560.00
43999560.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476FB62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49998291.67
0.0013
N
49999000.00
49999000.00
CAFCO, LLC
CAFCO, LLC 0.385000%
12476FC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
129000000.00
128958612.49
0.0033
N
128980650.00
128980650.00
CAFCO, LLC
CAFCO, LLC 0.380000%
12476FCH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29986700.00
0.0008
N
29993700.00
29993700.00
CAFCO, LLC
CAFCO, LLC 0.350000%
12476FCS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
46000000.00
45977191.67
0.0012
N
45988040.00
45988040.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FH41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8988625.00
0.0002
N
8988437.43
8988437.43
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.211000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-02-10
2014-10-07
N
N
N
312000000.00
312000000.00
0.0080
N
312056160.00
312056160.00
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
150000000.00
0.0039
N
149998500.00
149998500.00
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
99999416.66
0.0026
N
99999000.00
99999000.00
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
40995695.00
0.0011
N
40996720.00
40996720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KEC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
96000000.00
95950346.66
0.0025
N
95944320.00
95944320.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
13738KGX9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-31
2014-07-31
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
4000000.00
3994857.78
0.0001
N
3994560.00
3994560.00
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
7999906.67
0.0002
N
7999920.00
7999920.00
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
99907444.44
0.0026
N
99958000.00
99958000.00
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
21978305.55
0.0006
N
21985920.00
21985920.00
Charta, LLC
Charta, LLC 0.250000%
16115XH40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13982305.56
0.0004
N
13986905.80
13986905.80
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
197000000.00
197000000.00
0.0051
N
197009850.00
197009850.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
53000000.00
53000000.00
0.0014
N
53002650.00
53002650.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
171000000.00
171000000.00
0.0044
N
171015390.00
171015390.00
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
55005500.00
55005500.00
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
18001980.00
18001980.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
100000000.00
100000000.00
0.0026
N
100013000.00
100013000.00
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
149037250.00
149037250.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
33000000.00
33000000.00
0.0008
N
33000000.00
33000000.00
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
48000000.00
0.0012
N
47999520.00
47999520.00
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
93983941.66
0.0024
N
93996240.00
93996240.00
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
16996826.67
0.0004
N
16999320.00
16999320.00
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
143953799.99
0.0037
N
143988480.00
143988480.00
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
22002860.00
22002860.00
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
35012950.00
35012950.00
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
50019000.00
50019000.00
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
149067050.00
149067050.00
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
15006750.00
15006750.00
Citibank, NA
Citibank, NA 0.350000%
17304ULC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
65000000.00
65000000.00
0.0017
N
65029250.00
65029250.00
Citibank, NA
Citibank, NA 0.218700%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
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
0.0084
N
325065000.00
325065000.00
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
2000400.00
2000400.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
145000000.00
145000000.00
0.0037
Security is a time deposit.
N
144998477.50
144998477.50
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
157997191.11
0.0041
N
157998420.00
157998420.00
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
49990222.22
0.0013
N
49995500.00
49995500.00
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
28974625.00
0.0007
N
28980570.00
28980570.00
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
60946116.66
0.0016
N
60958520.00
60958520.00
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
50940075.00
0.0013
N
50947980.00
50947980.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
81000000.00
80876475.00
0.0021
N
80876880.00
80876880.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
61000000.00
60905450.00
0.0016
N
60905450.00
60905450.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.207700%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-03-03
N
N
N
150000000.00
150000000.00
0.0039
N
150010500.00
150010500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.237700%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-11-26
N
N
N
47000000.00
47000000.00
0.0012
N
47013160.00
47013160.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.238300%
20272AGB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-12-05
N
N
N
150000000.00
150001281.51
0.0039
N
150031500.00
150031500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-10
2015-01-09
N
N
N
100000000.00
100000000.00
0.0026
N
100005000.00
100005000.00
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
139975500.00
0.0036
N
139990200.00
139990200.00
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
62004340.00
62004340.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.227000%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2015-01-23
N
N
N
325000000.00
325000000.00
0.0084
N
325000000.00
325000000.00
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
184997841.68
0.0048
N
184998150.00
184998150.00
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
64971183.34
0.0017
N
64986350.00
64986350.00
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
59969966.66
0.0015
N
59983200.00
59983200.00
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
27972194.44
0.0007
N
27973120.00
27973120.00
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
10000500.00
10000500.00
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
36002160.00
36002160.00
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
25002000.00
25002000.00
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
192001920.00
192001920.00
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
52005200.00
52005200.00
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
130013000.00
130013000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TFL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
100000000.00
100000000.00
0.0026
N
100011000.00
100011000.00
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
126018900.00
126018900.00
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
23002300.00
23002300.00
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
0.0038
N
146007300.00
146007300.00
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
3000180.00
3000180.00
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
0.0025
N
96005760.00
96005760.00
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
4000000.00
4000000.00
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
10000400.00
10000400.00
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
7000280.00
7000280.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140501_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
831000.00
151442.14
144A BGRS 2004-2A A1LA
2039-04-12
0.691599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13435000.00
1605623.89
144A COMM 2005-FL11 K
2017-11-15
2.109999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138000.00
8098.11
144A COMM 2012-CR5 F
2045-12-10
4.335099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12340906.00
9945877.18
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5745000.00
1288861.16
144A GSMS 2013-GC16 D
2046-11-10
5.314700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
219000.00
202767.71
144A HILT 2013-HLT DFX
2030-11-05
4.406500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10825000.00
10993882.54
144A MSC 2012-C4 F
2045-03-15
3.069999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2777780.00
2046080.41
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2362683.27
144A SCAS 2007-CB1A A
2035-08-26
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4600000.00
1135698.77
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14710000.00
6185944.88
AHM 2005-2 1A2
2045-09-25
0.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1774000.00
133538.77
AHMA 2007-1 A1
2047-02-25
0.839099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19653000.00
6430752.02
ARMT 2006-3 4A11
2036-08-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75790000.00
14838924.68
BALTA 2006-5 1A1
2036-08-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2198000.00
247689.56
BANC OF AMERICA COMM MTG
2049-06-10
5.619500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
8988.98
BSCMS 2007-PW17 AJ
2050-06-11
5.887200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4899891.02
CD 2006-CD2 AJ
2046-01-15
5.393399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3724821.00
3333031.36
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8290000.00
6015505.68
CGCMT 2007-C6 AJ
2049-12-10
5.706999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
338871.94
CMLTI 2005-HE4 M2
2035-10-25
0.607999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2465000.00
1882210.95
CNF 00-6 A5 CMO SER 00-6
2032-09-01
7.269999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1213000.00
568788.13
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR
2045-06-25
3.555200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6010000.00
5051583.38
CSFB 2002-HE11 M2
2032-10-25
2.208000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4380000.00
181984.71
CSFB 2004-AR7 CB1
2034-11-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12545000.00
5234894.48
CSMC 2006-C2 AM
2039-03-15
5.681099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14625000.00
15412178.73
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2435.00
2240.06
CSMC 2007-C3 AJ
2039-06-15
5.678300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3345848.00
2730007.70
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18312000.00
4016568.48
CWHEL
2036-11-15
0.310000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2080000.00
382531.71
CWHEL 2006-H 2A1A
2036-11-15
0.310000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56228000.00
10864379.44
CWL 2006-S4 A6
2034-07-25
5.833999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2090616.08
DBUBS 2011 LC1 MTG TR
2044-07-10
5.443800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2641000.00
2685425.91
Freddie Mac
2042-07-15
0.660000
Government Agency Debt
315000.00
282641.26
GCCFC
2037-04-10
5.213400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150.00
145.57
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24865000.00
20633238.09
GECMC 2006-C1 AJ
2044-03-10
5.280700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
203529.81
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4212.00
3978.22
GS MTG SECS CORP TR 2013-NYC5
2030-01-10
3.770000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
6953517.38
GSAA 2005-7 M1
2035-05-25
4.859000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1656000.00
341551.92
GT 1999-5 A5
2030-03-01
7.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10210000.00
5217977.97
HVMLT 2007-3 2A1B
2047-05-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5300000.00
711175.77
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.837999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
271000.00
29728.67
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.899999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
870000.00
871433.72
JP MORGAN CHASE COMM MTG SEC 200
2043-12-12
5.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
136089.84
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.813399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1203392.00
1254418.69
JPMCC 2006-LDP8 C
2045-05-15
5.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
645000.00
638386.92
JPMCC 2007-CB20 AJ
2051-02-12
6.071200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
52916.32
MLMT 2006-C2 AJ
2043-08-12
5.801999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22893000.00
22886451.62
MSC 2005-HQ7 D
2042-11-14
5.207200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
379508.75
MSM
2036-08-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22905000.00
7849432.34
RALI 2004-QS2 CB
2034-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
169000.00
28480.50
WAMU
2045-01-25
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168000.00
18146.07
WBCMT 2007-C33 AJ
2051-02-15
5.921500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
551923.43
WMALT
2046-06-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18135000.00
2716215.27
WMALT 2007-OC1 A2
2047-01-25
0.278000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8641000.00
1579316.20
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
171000000.00
171000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
171000000.00
171000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140507_2M49
0001230485
Other Repurchase Agreement
N
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20716000.00
4647527.90
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4726964.83
BOAA 2005-9 1CB2
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
270448.81
CSFB 2003-AR15 CB2
2033-06-25
2.571099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348484.00
139093.81
CSFB 2003-AR24 CB1
2033-10-25
2.777600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9541500.00
685040.11
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
905202.66
CWALT 2005-28CB 1A6
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
7286117.08
CWALT 2005-J7 1A6
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9253000.00
5758088.67
CWHL 2003-58 B1
2034-02-19
2.567400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
59263.42
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1635000.00
2333047.62
FHAMS 2005-AA8 3A1
2035-10-25
2.240200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15780000.00
3281767.44
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2475936.11
INDA 2007-AR3 1A1
2037-07-25
2.986699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16839750.00
5988084.10
INDX
2035-07-01
2.386499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
103009.27
INDX 2005-AR15 A1
2035-09-25
4.641899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12075000.00
3716983.99
JPMCC 2005-LDP4 C
2042-10-15
5.123599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11424000.00
7012449.42
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
1068357.28
MLMI 2006-A1 2A1
2036-03-25
2.912300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3647416.00
712323.38
MSM 2005-7 4A1
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4150000.00
2983387.36
SARM 2005-15 2A1
2035-07-25
2.696200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12820000.00
2508180.99
WFMBS 2007-2 3A6
2037-03-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1070000.00
838901.66
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
50000000.00
50000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
50000000.00
50000000.00
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
6742.91
144A BAFC 2012-R5 A
2039-10-03
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8652517.00
4480285.45
144A CCMFC 2006-2A A2
2047-04-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1750823.04
144A CCMFC 2006-3A A2
2047-08-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24322500.00
5134726.86
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127450000.00
7760329.88
144A FMC 2005-1A C
2045-07-27
1.048999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6795000.00
869767.03
144A PALS 1999-1A A1
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2025000.00
150567.82
144A RAAC 2005-RP3 M2
2039-05-25
1.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
1020422.70
144A RAIT 2006-1A A1A
2046-11-20
0.467000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
138207.52
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2085000.00
1970477.84
144A SCAS 2007-CB1A A
2035-08-26
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3565000.00
880166.55
144A SLFMT 2013-1A B1
2058-06-25
5.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
2509159.20
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
1977948.02
ABS FIRST HORIZON ABS TR 2006-
2034-10-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
930000.00
206138.97
ACE
2036-12-25
0.278000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1240000.00
121632.92
AHM200602
2046-07-25
1.099100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
33013.49
AHMA 2007-1 A1
2047-02-25
0.839099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
819000.00
267988.90
ARMT 2005-5 3A3
2035-09-25
5.120000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
59498.62
ARMT 2006-3 4A11
2036-08-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
102789.75
ARSI 2006-M3 A2D
2036-10-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
121472.67
ARSI 2006-W3 A2D
2036-04-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
8809.38
BALTA 2005-7 (B57L)
2035-09-25
2.679199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59500000.00
15285696.15
BALTA 2006-5 1A1
2036-08-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16030000.00
1806398.39
BALTA 2006-8 1A1
2046-06-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
20376.49
BCAP 2007-AA1 1A2
2047-02-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
130047.25
BCM 2000-A A2
2030-06-15
7.575000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
44796.40
BOAA 2005-6 5A2
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17265000.00
1170731.91
BSABS 2005-AC8
2035-11-25
0.487999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3345000.00
621240.97
BSABS 2005-CL1 A3
2034-09-25
7.341999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7618000.00
270978.98
CGCMT 2007-C6 AJ
2049-12-10
5.706999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
7530.49
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.920199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9307836.09
CSFB 2002-HE11 M2
2032-10-25
2.208000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5620000.00
233505.49
CSFB 2004-AR7 CB1
2034-11-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715000.00
298361.86
CSMC TR 2013-6
2043-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
545000.00
520802.08
CWALT 2005-51 3A3A
2035-11-20
0.476999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9500000.00
3165225.95
CWALT 2005-56 1A1
2035-11-25
0.888000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
37961.08
CWALT 2005-79CB A1
2036-01-25
0.707999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
4234389.96
CWALT 2007-OA3 1A1
2047-04-25
0.297999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7225000.00
2788340.82
CWHEL 2004-N 2A
2034-02-15
0.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1240000.00
46230.06
CWHEL 2006-A A
2032-04-15
0.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
28120.84
CWHEL 2006-C 2A
2036-05-15
0.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
82626.35
CWL
2036-09-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765000.00
609405.74
CWL
2037-05-25
1.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
96795.14
CWL
2046-01-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
319901.50
CWL 2004-5 M5
2034-05-25
2.483000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2030000.00
243998.73
CWL 2004-BC1 M4
2033-08-25
2.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7560000.00
440072.59
CWL 2004-ECC1 M3
2034-09-25
2.108000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
274326.33
CWL 2005-1 MF3
2035-07-25
5.526900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
133234.81
CWL 2005-12 M2
2036-02-25
0.648000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
358081.00
CWL 2005-13 MV2
2036-04-25
0.617999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
665000.00
325569.26
CWL 2005-IM3 A3
2036-03-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4455000.00
1202039.76
CWL 2006-16 2A2
2046-12-25
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
228000.00
98303.41
CWL 2006-17 2A3
2047-03-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
290201.47
CWL 2006-20 2A4
2047-04-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
129366.35
CWL 2006-25 2A4
2037-06-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
513233.38
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
74923.36
CWL 2007-12 2A3
2047-08-25
0.957999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
454765.35
CWL 2007-7 2A3
2047-10-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
339755.65
CWMBS INC. 2005-HYB2
2043-07-25
3.509300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1360000.00
1333895.66
CWMBS INC. 2005-HYB2
2043-07-25
3.509300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
342000.00
337648.26
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
45000.00
18291.54
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
520000.00
561425.71
FFML 2004-FF1 M2
2034-11-25
1.868000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000.00
7810.88
FFML 2005-FF10 A5
2035-11-25
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
228583.38
FFML 2006-FF11 2A4
2036-08-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
106444.85
FFML 2006-FF9 2A4
2036-06-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
87083.32
Freddie Mac
2042-07-15
0.660000
Government Agency Debt
125000.00
112159.23
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
363.63
GSMS
2039-11-10
5.621999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
763194.35
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
2014821.62
HMBT
2036-12-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5159355.64
HMBT 2005-1 M1
2035-03-25
0.617999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
889648.05
HVMLT
2037-04-19
0.356999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1070000.00
398968.95
HVMLT 2004-8 2A4A
2034-11-19
0.557000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
44190.38
HVMLT 2007-3 2A1B
2047-05-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9390000.00
1259988.77
IMM 2005-3 A2
2035-08-25
0.758000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1156000.00
85908.68
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.837999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
141512.86
IMSA 2007-1 A2
2037-03-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3550000.00
1972642.55
INDX
2034-12-25
0.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5590000.00
351722.16
INDX
2037-06-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4549000.00
2253053.52
INDX 2005-AR15 A2
2035-09-25
4.641899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
30782476.07
JPMCC 2006-LDP8 C
2045-05-15
5.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
79179.77
JPMCC 2007-CB20 AJ
2051-02-12
6.071200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10583.26
JPMCC 2007-LD12 AJ
2051-02-15
5.994100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
75675.37
LBMLT
2036-08-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
79867.92
LONG BEACH MORTGAGE LOAN TRUS
2031-01-01
0.816999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
37507.20
LUM 2007-2 1A2
2037-05-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
674000.00
426907.08
MARM 2007-2 A4
2047-03-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1686000.00
430958.84
MARM 2007-3 12A1
2047-05-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
87710.44
MSAC 2006-HE6 A2C
2036-09-25
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
376300.13
MSAC 2006-HE6 A2D
2036-09-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
370590.32
MSAC 2006-HE8 A2FP
2036-10-25
0.228000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2235000.00
138505.98
MSAC 2007-HE3 A2B
2036-12-25
0.268000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
377003.80
MSAC 2007-NC3 A2C
2037-05-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
965000.00
577425.68
OOMLT
2037-05-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
226965.69
OOMLT 2007-4 2A2
2037-04-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
322277.97
OOMLT 2007-5 2A2
2037-05-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
227082.33
OOMLT 2007-5 2A4
2037-05-25
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1495000.00
822421.46
OPMAC
2036-07-25
0.218000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
49885.81
PHHAM 2007-2 1A3
2037-05-25
0.487999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9405000.00
6741907.38
PHHAM 2007-2 1A5
2037-05-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18323000.00
1255862.23
RALI 2006-QA8 A1
2036-09-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8710000.00
1750709.52
RALI 2006-QO2 A2
2046-02-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
589152.74
RALI 2007-QH6 A1
2037-07-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15564000.00
7163182.42
RAMC 2005-1 M4
2035-05-25
5.604000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6415000.00
509801.63
REPUBLIC OF SRI LANKA
2015-01-22
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5700000.00
5899499.81
RFMS2 2005-HS1 AII
2035-10-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4675000.00
332756.40
RFMSI 2007-SA2 2A1
2037-04-25
3.123600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8125000.00
2179049.53
SAMI 2004-AR1 M
2034-03-19
0.831999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2726760.00
585022.63
United States Treasury Department
2015-01-15
1.625000
Treasury Debt
235000.00
295674.07
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
1020000.00
1303845.50
WAMU
2046-08-25
0.783000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
218470.75
WAMU 2006-AR11 1A
2046-09-25
1.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
612824.57
WAMU 2006-AR19 1A
2047-01-25
0.880000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8645000.00
3185504.16
WAMU 2006-AR9 1A
2046-08-25
1.139999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
112072.57
WAMU 2007-OA5 1A
2047-06-25
0.890000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
12766.22
WBCMT 2007-C33 AJ
2051-02-15
5.921500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20441.61
WMALT
2046-06-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
5991.10
WMALT 2005-3 1CB3
2035-05-25
0.607999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12930000.00
2449411.38
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
347000.00
88867.34
WMALT 2006-AR10 A2A
2036-12-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6254083.00
2947372.10
WMALT 2007-OA5 A1A
2047-05-25
0.979999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4770000.00
2198894.35
WMALT SERIES
2046-07-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11860000.00
2548306.31
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
150000000.00
150000000.00
0.0039
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
150141000.00
150141000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2M49
0001230485
Other Repurchase Agreement
N
144A ARMOR 2005-1A B1
2037-12-10
0.590999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12810000.00
6944868.46
144A ATRM 8A D
2022-10-23
4.736600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
1565843.81
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101000.00
18406.33
144A BACM 2007-1 E
2049-01-15
5.631000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
695000.00
75541.29
144A BAFC 2012-R5 A
2039-10-03
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
829518.00
429525.59
144A BAYRT 2005-E A1
2040-12-28
0.661200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1680000.00
569133.90
144A BSCMS 2006-PW12 E
2038-09-11
5.749299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1550438.11
144A BSSP 2007-R1 A1
2037-02-27
2.657999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17500000.00
190753.82
144A CCMFC 2006-3A A2
2047-08-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
945000.00
199499.10
144A COMM 2005-FL11 K
2017-11-15
2.109999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
297000.00
17428.53
144A CSMC 2007-C5 C
2040-09-15
6.043499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1107363.03
144A CWL 2006-SD1 M1
2036-02-25
0.788000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
34058.87
144A DBUBS 2011-LC2A C
2044-07-10
5.443800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
7620.27
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
10838.28
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4323000.00
385548.33
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9885000.00
2217648.84
144A GSMS 2013-GC16 D
2046-11-10
5.314700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1305000.00
1208273.34
144A JPMCC 2010-C2 G
2043-11-15
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4850.00
3123.67
144A LSSC 2005-1 A2
2045-09-26
0.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
179121.55
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
552908.43
144A MLMS 2005-ACR1 M4
2035-06-28
0.811200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
890000.00
422867.10
144A PALS 1999-1A A1
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4225000.00
314147.67
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 RAAC 2005-RP3 M2
2039-05-25
1.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
510211.35
144A RAIT 2006-1A A1A
2046-11-20
0.467000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
98200.08
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
132310.26
144A SASIF 2006-AA B4
2037-12-25
0.587999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796000.00
15246.83
144A SDART 2012-6 E
2019-11-15
3.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
473855.65
144A SDART 2012-AA E
2019-12-16
3.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
325849.44
144A SMSTR 2005-1A A1
2045-12-06
0.491800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
101145.07
144A SUDSM 2013-1A E
2026-01-17
4.988400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
225598.02
144A TIASF 1A A1
2030-11-25
0.736700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4345000.00
378320.01
ABFC 2004-OPT4 M2
2033-12-25
1.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4010000.00
189423.11
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
174883.67
ABN AMRO MTG CORP 2003-6 B4
2033-05-25
5.382699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698934.00
116070.02
ABS 144A TRITON AVIATN 0.01
2025-06-15
1.018999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1877000.00
356384.65
ABS BOMBARDIER CAP 00A
2030-06-15
7.830000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
820000.00
252508.65
ABS BOMBARDIER CAP99-B
2020-01-15
7.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
11479.82
ACE
2036-08-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
820000.00
305595.99
ACE
2036-12-25
0.278000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
40707.79
ACE 2006-NC3 A2B
2036-12-25
0.268000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2978300.00
1067771.78
AHM 2004-1 1M3
2044-04-25
3.157999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7106500.00
103912.71
AHM 2004-1 3M2
2044-04-25
1.922500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
119795.01
AHM 2005-2 1A2
2045-09-25
0.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60366000.00
4544081.92
AHMA 2007-1 A1
2047-02-25
0.839099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
326000.00
106672.02
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
5919.31
ARMT 2004-3 CB1
2035-02-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2380000.00
187282.63
ARMT 2004-4 5M1
2035-03-25
1.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560000.00
432659.30
ARMT 2005-10 5A2
2036-01-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6712000.00
264668.06
ARMT 2005-5 3A3
2035-09-25
5.120000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1035000.00
879729.54
ARMT 2006-3 4A11
2036-08-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1740000.00
340674.61
ARSI 2006-M3 A2D
2036-10-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1835000.00
655595.16
ARSI 2006-W3 A2D
2036-04-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1220000.00
429897.90
BAFC 2004-D B1
2035-01-25
3.235900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5389000.00
434807.43
BAFC 2005-E 8A1
2035-06-20
2.213000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
50173.18
BALTA 2006-5 1A1
2036-08-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17403000.00
1961119.85
BALTA 2006-8 1A1
2046-06-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12375000.00
2101325.14
BCM 2000-A A2
2030-06-15
7.575000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
116470.64
BCM 2000-A A4
2030-06-15
8.289999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1060000.00
344091.78
BNCMT 2006-2 A5
2036-11-25
0.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18665000.00
1998573.62
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
878461.83
BOAMS 2003-B B2
2033-03-25
3.032600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
61384.32
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
425332.33
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
579267.41
BSABS
2034-10-25
1.358000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15105000.00
1664535.59
BSABS 2004-FR3 M3
2034-09-25
2.258000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
65748.52
BSABS 2005-AC3 1A1
2035-07-25
0.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520000.00
127923.02
BSABS 2005-AC3 1M1
2035-07-25
0.607999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9002000.00
430687.53
BSABS 2005-CL1 A3
2034-09-25
7.341999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
834000.00
29666.12
BSABS 2006-AQ1
2036-03-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
57311.34
BSABS 2006-HE3 M1
2036-04-25
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
25365.67
BSABS 2006-SD3 23A1
2036-07-25
1.139100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1063031.70
BSMSI 1997-6 B2
2031-03-25
6.375499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3762467.00
281752.35
BVMBS 2004-1 1B1
2034-11-20
1.806999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3758000.00
479318.42
CD 2005-CD1 E
2044-07-15
5.218499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1855000.00
1839234.09
CD 2006-CD2 AJ
2046-01-15
5.393399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133679.00
119618.18
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2925000.00
2122479.39
CDCMC 2004-HE3 M2
2034-11-25
1.358000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6800000.00
927632.57
CGCMT 2007-C6 AJ
2049-12-10
5.706999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
16002.29
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
438351.50
CHASE 2007-A1 4A1
2037-02-25
2.710000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
10268.19
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
692781.96
CMLTI 2005-HE4 M2
2035-10-25
0.607999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
34360.85
CMLTI 2007-AMC2 A3B
2037-01-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
157801.15
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
9009741.62
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
1614538.74
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
228913.98
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
0.547000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16933000.00
1393546.54
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR
2045-06-25
3.555200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
571000.00
479942.45
CSFB 2002-AR31 CB1
2032-11-25
2.451499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6231000.00
207110.14
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
496047.82
CSFB 2004-AR7 CB1
2034-11-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
695000.00
290016.08
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
2349752.47
CSMC 2006-C2 AM
2039-03-15
5.681099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
231841.32
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
78195.16
CSMC 2007-C5 A1AJ
2040-09-15
6.043499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
4273641.37
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22671.00
24457.08
CSMC TR 2013-6
2043-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9605000.00
9178539.37
CWALT 2003-10CB M
2033-05-25
5.655000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6175000.00
2502966.32
CWALT 2004-5CB M
2034-03-25
5.528800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
1033648.95
CWALT 2005-14 2A2
2035-05-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1444566.14
CWALT 2005-16 A5
2035-06-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1026819.87
CWALT 2005-56 1A1
2035-11-25
0.888000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144000.00
52060.91
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
17766.60
CWALT INC
2035-07-25
0.798000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
583000.00
496515.39
CWHEL 2004-K 2A
2034-02-15
0.460000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2054000.00
70404.95
CWHEL 2006-A A
2032-04-15
0.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18260000.00
2139527.58
CWHEL 2006-C 2A
2036-05-15
0.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1285000.00
184651.92
CWHEL 2006-H 2A1A
2036-11-15
0.310000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1225000.00
236694.61
CWHL 2003-42 M
2033-10-25
2.550199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2571000.00
332185.76
CWHL 2003-60 M
2034-02-25
2.754700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
2088405.35
CWHL 2004-J4 CB2
2019-05-25
4.673800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295500.00
59793.86
CWHL 2004-J6 B2
2024-08-25
5.116399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216500.00
76694.66
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73000.00
15998.15
CWHL 2005-7 IM1
2035-03-25
0.908000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
1633197.42
CWL
2036-09-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
47796.53
CWL 2005-13 MV2
2036-04-25
0.617999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
78332.45
CWL 2006-17 2A3
2047-03-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
22711.42
CWL 2006-25 2A4
2037-06-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8775000.00
4393778.46
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
7024.06
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
70000.00
16708.88
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
290000.00
313102.80
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
1809904.57
Freddie Mac
2035-05-15
5.500000
Government Agency Debt
1405000.00
1571991.27
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
360967.57
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
858729.34
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
1786.99
GRAND AVENUE CDO I LTD
2046-04-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
24650.65
GS MTG SECS TR 2013-GC13
2046-07-10
4.072499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8551.26
GSAMP 2005-HE3 M4
2035-06-25
1.358000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
138986.84
HEMT 2005-5 A2A
2036-04-25
0.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
388457.81
HVMLT
2037-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3720000.00
1036312.54
HVMLT 2005-6 B1
2045-07-19
0.706999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4548000.00
1325112.69
HVMLT 2005-9 B5
2035-06-20
1.157000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
621303.37
HVMLT 2005-9 B6
2035-06-20
1.306999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4731000.00
346292.50
HVMLT 2007-3 2A1B
2047-05-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6800000.00
912451.93
IMM 2005-3 A2
2035-08-25
0.758000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19057000.00
1416229.84
IMPAC CMB TRUST SERIES 200
2035-06-25
0.803000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
788577.44
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.837999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
20842.98
IMSA 2007-1 A2
2037-03-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2035000.00
1130796.50
INDA 2007-AR3 1A1
2037-07-25
2.986699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
99565.82
INDX 2006-AR29 A1
2036-11-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
35518.71
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.813399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1135000.00
1183126.71
JPMAC 2005-WMC1 M4
2035-09-25
0.758000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3210000.00
811537.04
JPMCC 2006-LDP8 C
2045-05-15
5.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
34641.15
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
899.64
JPMCC 2007-CB20 AJ
2051-02-12
6.071200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3630000.00
3841724.70
JPMMT 2007-A1 5A3
2035-07-25
2.713800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13724000.00
3043600.77
JPMMT 2007-A1 6A2
2035-07-25
2.696299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984000.00
159237.53
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
1087733.21
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
2567.95
LUM 2005-1 A2
2035-11-25
0.498000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
757208.39
MABS 2004-OPT2 M4
2034-09-25
1.157999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
271456.63
MANA 2007-A3 A2C
2037-04-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13333000.00
4324532.32
MARM 2003-2 B1
2033-08-25
2.458100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9150000.00
1004491.01
MARM 2003-5 B1
2033-11-25
2.382299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
138184.12
MARM 2005-1 7A3
2035-02-25
2.582500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
6890.61
MARM 2007-2 A4
2047-03-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19963000.00
5102746.97
MARM 2007-3 12A1
2047-05-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
20240.87
MASTR 2004-9 15B2
2019-09-25
5.269400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
386000.00
72525.14
MASTR 2004-9 15B3
2019-09-25
5.269400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
53468.58
MASTR 2004-9 30B2
2034-09-25
5.624699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
120744.00
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1585527.24
MLCC 2005-1 2A3
2035-04-25
2.124000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3100000.00
429953.63
MLMI 2006-A3 5A2
2036-05-25
2.830800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
224265.95
MSAC 2006-HE6 A2C
2036-09-25
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
75260.03
MSAC 2006-HE8 A2FP
2036-10-25
0.228000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1918000.00
118861.06
MSAC 2007-NC3 A2C
2037-05-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
7778.79
MSC 2005-HQ7 D
2042-11-14
5.207200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2385000.00
2320841.95
MSC 2007-IQ13 AJ
2044-03-15
5.437999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
289985.60
MSHEL 2006-2 M1
2036-02-25
0.498000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1265000.00
609339.34
MSM
2036-08-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5655000.00
1937941.06
MSM 2005-5AR 1M5
2035-09-25
0.857999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4062000.00
2131027.49
MSM 2005-5AR 1M6
2035-09-25
0.908000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4063000.00
1682830.09
MSM 2007-15AR 2A1
2037-11-25
2.528200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
5636003.27
OAK
2019-01-15
5.259999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
98905.35
OAK 2001-D A4
2031-09-15
6.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
47287.99
OOMLT 2007-4 2A2
2037-04-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4920000.00
2366578.53
PHHAM 2007-2 1A5
2037-05-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7390000.00
506512.14
RALI
2046-04-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9258000.00
1777509.39
RALI 2004-QS2 CB
2034-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79000.00
13313.37
RALI 2005-QO4 2A1
2045-12-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
8721.63
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
3894679.61
RALI 2006-QA8 A1
2036-09-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9829195.00
1975667.66
RALI 2006-QO2 A2
2046-02-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18708600.00
2939259.46
RALI 2006-QO2 A3
2046-02-25
0.498000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2360110.00
378837.69
RALI 2006-QO3 A2
2046-04-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4266000.00
930417.45
RALI 2006-QO3 A3
2046-04-25
0.487999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5971000.00
1331186.47
RASC 2006-KS7 A3
2036-09-25
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3650000.00
1773055.45
REPUBLIC OF SRI LANKA
2015-01-22
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
569249.98
RESIDENTIAL ASSET MTG 2003-RM2
2033-05-25
5.432699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499500.00
60489.91
RFMS2 2005-HS1 AII
2035-10-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1545000.00
109969.76
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
41024.52
RFMSI 2005-SA2 3A2
2035-06-25
2.981599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
421896.95
SACO
2036-06-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9305000.00
918923.34
SAMI 2005-AR1 A2
2035-04-19
0.610500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3425000.00
194371.29
SAMI 2007-AR1 2A2
2037-01-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16109000.00
1995718.77
SARM 2004-20 1A3
2035-01-25
2.486200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
148000.00
8845.79
SARM 2005-1 5A2
2035-02-25
2.472300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
488410.96
SASC 2001-15A B2
2031-10-25
2.194799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
4597.80
SASC 2003-2A B2II
2033-02-25
2.390499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000.00
8931.04
SASC 2003-30 B2
2033-10-25
5.387999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4146000.00
1582670.46
SASC 2003-34A B1I
2033-11-25
1.358000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1263260.00
167531.54
SASC 2003-9A B1I
2033-03-25
1.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390925.00
77416.01
SASC 2004-3 B1
2034-03-25
5.621699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10008000.00
4287460.41
SEMT 2005-1 B1
2035-02-20
0.576999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245000.00
305974.44
SEMT 9 B3
2032-09-20
1.564000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3424000.00
170069.85
TMST 2002-3 B1
2042-09-25
2.241699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
100835.24
TMTS
2037-07-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1410000.00
275856.64
United States Treasury Department
2015-01-15
1.625000
Treasury Debt
8210000.00
10329719.64
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
6135000.00
7842247.19
WAMMS 2002-AR1 CB2
2031-02-25
2.495299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3557000.00
110726.59
WAMMS SER 2003-MS2 CL CB4
2033-02-25
5.486200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1499000.00
603354.25
WAMU
2045-01-25
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
207000.00
22358.55
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
712661.00
WAMU 2003-AR7 B4
2033-08-25
2.298600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2674000.00
239034.23
WAMU 2004-AR11 B2
2034-10-25
2.433700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
296000.00
64863.11
WAMU 2004-AR6 B2
2044-05-25
1.258000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3996000.00
746128.95
WAMU 2005-AR11 B2
2045-08-25
0.788000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
786328.84
WAMU 2005-AR13 B1
2045-10-25
0.758000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
865881.52
WAMU 2005-AR18 3A1
2036-01-25
4.719800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5310000.00
1550858.32
WAMU 2006-AR1 1A1B
2046-01-25
1.210000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12380050.00
1178080.30
WAMU 2006-AR10 3A2
2046-08-25
5.893699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6642000.00
3154598.41
WAMU 2006-AR11 1A
2046-09-25
1.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
350185.47
WAMU 2006-AR9 1A
2046-08-25
1.139999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000.00
6629.64
WAMU 2007-HY5 3A1
2037-05-25
4.804000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10575000.00
3450651.13
WAMU 2007-OA5 1A
2047-06-25
0.890000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1659000.00
814583.28
WELLS FARGO MTG BACKED SECS 2
2033-02-25
2.510400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
23454.60
WMALT
2046-06-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5215000.00
781089.75
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
28171.20
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
11483870.31
WMALT 2006-AR10 A3B
2036-12-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9332000.00
2175401.81
WMALT 2007-OC1 A2
2047-01-25
0.278000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9515000.00
1739057.25
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
202000000.00
202000000.00
0.0052
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 ACCDO 11A A
2047-03-15
0.542799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
4393.87
144A ACCDO 12A A1
2047-10-08
0.669300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2490000.00
209711.90
144A APID 2007-5A A1
2021-04-15
0.483599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
336109.88
144A CBRE 2006-1A C
2046-03-25
0.857999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
80190.67
144A CBRE 2007-1A A2
2052-04-07
0.580400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
46567.00
144A CCMFC 2006-2A A1
2047-04-25
0.287999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
72890.49
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
196380.48
144A CSMC 2013-TH1 B4
2043-02-25
3.698999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
233708.38
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
64116.34
144A EMPOR 2006-2A A1
2018-10-18
0.516599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
131469.74
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1182000.00
105417.10
144A GKKRE 2007-1A A1
2056-08-15
0.520599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7766.90
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
20191.04
144A GRAND 2006-2A A1A
2046-11-01
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42220000.00
143782.08
144A HICDO 2006-4A C
2018-05-09
1.191300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
777481.08
144A KING 2007-4A E
2021-04-16
3.916999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
146346.61
144A LCM 9A E
2022-07-14
4.441600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
452558.76
144A LONGP 1A A1A
2035-01-30
0.670599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5865000.00
409915.99
144A MASD 2005-3 M1
2035-11-25
0.908000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
631000.00
457474.79
144A MONT 2006-1A A1A
2042-09-06
0.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
41553.40
144A MONT 2006-1A A1B
2042-09-06
0.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
48099.47
144A NMCRE 2007-2A B
2042-05-21
0.569100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
519806.60
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
16175.66
144A QUEST 2005-X2 A2
2035-12-25
0.443000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
18301.15
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
155937.10
144A SMSTR 2005-1A A1
2045-12-06
0.491800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
32591.19
144A STCF 2006-2WA 2
2016-06-25
0.598099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
292672.52
144A TIASF 1A A1
2030-11-25
0.736700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
168916.18
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
558765.63
ABFC 2006-OPT1 M1
2036-09-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1280000.00
311301.56
ABS GREENTRE 96-2
2027-04-15
7.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8900000.00
699888.83
ACCR 2007-1 M2
2037-02-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5754000.00
159315.48
ACE 2006-ASP3 A2D
2036-06-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1235000.00
633203.37
ACE 2006-ASP6 A2D
2036-12-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
104833.15
ARMT 2005-10 5A1
2036-01-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
19271.72
ARMT 2005-5 3A3
2035-09-25
5.120000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
182745.75
ARSI 2005-W2 M1
2035-10-25
0.648000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000.00
8600.60
ARSI 2006-M3 A2D
2036-10-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520000.00
185781.73
ARSI 2006-W2 A2C
2036-03-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3180000.00
1197058.41
BALTA 2006-5 1A1
2036-08-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
73247.60
BALTA 2006-8 1A1
2046-06-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
38205.91
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-03-25
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2055000.00
586158.88
BCAP 2007-AA1 1A2
2047-02-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
371995.61
BCM 2000-A A2
2030-06-15
7.575000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
38823.55
BCM 2000-A A4
2030-06-15
8.289999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
760000.00
246707.31
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
5915.19
BSABS 2006-HE3 M2
2036-04-25
0.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
918698.91
BSABS 2006-HE9 M1
2036-11-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
4577.90
BSABS 2007-HE1 2M1
2037-01-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7136000.00
2045589.92
BSABS 2007-HE5 M1
2047-06-25
0.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3085000.00
1109475.43
BSABS 2007-HE5 M2
2047-06-25
0.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
71891.25
CBASS 2006-CB4 AV4
2036-05-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2215000.00
1271886.35
CGCMT 2007-C6 AJ
2049-12-10
5.706999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
37652.44
CMLTI
2037-01-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
117440.01
CMLTI 2005-HE4 M2
2035-10-25
0.607999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7635.74
CMLTI 2007-AHL3 A3C
2045-07-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
76448.29
CMLTI 2007-AMC2 A3B
2037-01-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
75470.11
CMLTI 2007-OPX1 A2
2037-01-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
8577.34
CMLTI 2007-WFH1 M1
2037-01-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
155322.04
COMM 2006-C8 MTGE TRUST
2046-12-10
5.376999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
675000.00
652877.41
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
41307.53
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
26678.35
CSMC 2007-C4 A1AJ
2039-09-15
5.759599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
6770.99
CWALT 2005-56 1A1
2035-11-25
0.888000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68878000.00
24901744.97
CWALT 2005-J8 1A1
2035-07-25
0.857999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
2431926.95
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000.00
7018.91
CWHEL 2004-N 2A
2034-02-15
0.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9545000.00
355859.58
CWHEL 2006-A A
2032-04-15
0.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
835000.00
97837.10
CWHEL 2006-C 2A
2036-05-15
0.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2070000.00
297454.84
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
27394.09
CWL
2033-11-25
5.782000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
97023.51
CWL
2036-04-25
0.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
328982.27
CWL
2036-09-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
23898.26
CWL
2037-03-25
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
411496.13
CWL
2046-01-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
15328.61
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
235308.66
CWL 2005-15 M1
2036-04-25
0.607999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2320000.00
1068518.82
CWL 2005-5 M4
2035-10-25
0.957999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
59459.87
CWL 2005-AB1 M1
2035-08-25
0.577999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765000.00
497130.01
CWL 2005-IM3 A3
2036-03-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245000.00
335923.57
CWL 2006-20 2A4
2047-04-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1235000.00
550922.23
CWL 2006-22 2A4
2037-05-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390000.00
715678.31
CWL 2006-6 1A1M
2036-09-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2815000.00
354224.44
CWL 2006-7 2A4
2046-04-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
32016.65
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490000.00
229452.78
CWL 2007-2 2A4
2037-08-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
90807.72
CWL 2007-5 2A4
2047-09-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3390000.00
1066146.12
CWL 2007-7 M1
2047-10-25
0.487999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
41841.33
CWL 2007-8 M1
2037-11-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135000.00
44054.54
EMPOR 2006-2X A3F
2018-10-18
0.694699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
369882.29
FHLT 2006-C 2A2
2036-10-25
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
37639.12
Freddie Mac
2037-05-04
0.00
Government Agency Debt
15000.00
4042.20
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
2257100.00
1235691.79
GCB AERCO A-3 2025 F 0.10
2025-07-15
0.698899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
26558.32
GREYR 2005-1X A2L
2017-11-15
0.660599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
338859.03
GSMS
2039-11-10
5.621999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385000.00
376704.90
GSR 2004-7 3A1
2034-06-25
2.286900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
511000.00
74222.27
GSR 2005-AR1 B1
2035-01-25
2.888799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2035000.00
960506.06
HEAT 2006-6 2A4
2036-11-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5355000.00
1311382.06
HVMLT
2037-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
125360.39
IMM 2005-1 2A2
2035-04-25
0.778000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2952000.00
164996.16
IMM 2005-3 A2
2035-08-25
0.758000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1475000.00
109615.31
IMSA 2007-1 A2
2037-03-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
8335.11
INDX 2006-AR29 A1
2036-11-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26090000.00
6480301.21
INDYMAC INDX MTGE LN TR
2046-04-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
308000.00
74940.75
JPMAC 2006-NC1 M1
2036-04-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530000.00
249170.26
JPMAC 2007-CH4 M4
2037-05-25
0.528000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1789000.00
13700.76
LBMLT
2036-03-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2410000.00
761361.66
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
2241.06
LXS
2046-02-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
596366.75
LXS 2006-13 1A3
2036-09-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
10528.83
MABS 2005-WF1 M6
2035-06-25
0.817999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1445000.00
219193.33
MARM 2005-1 7A3
2035-02-25
2.582500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5890000.00
1159591.77
MARM 2007-2 A4
2047-03-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
49843.99
MARM 2007-3 12A1
2047-05-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1158000.00
390648.79
MARS 2007-1 A2
2037-06-27
5.992099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
9174.60
MSAC 2006-HE6 A2C
2036-09-25
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
341357.97
MSAC 2006-HE6 A2D
2036-09-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1955000.00
1065447.18
MSAC 2006-HE8 A2FP
2036-10-25
0.228000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5120000.00
317293.34
MSAC 2007-HE2 A2D
2037-01-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
616003.69
MSAC 2007-HE3 A2B
2036-12-25
0.268000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
154548.14
MSAC 2007-NC3 A2A
2037-05-25
0.218000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
171000.00
7371.72
MSAC 2007-NC3 A2C
2037-05-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
14959.21
MSC 2007-IQ14 AM
2049-04-15
5.703599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
31515.34
NCHET 2006-2 A2B
2036-08-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
975000.00
376924.09
NCSLT 2007-1 A4
2033-10-25
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31000.00
16503.32
NHEL 2006-5 A2C
2036-11-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4275000.00
1630715.30
NHELI 2006-FM2 2A4
2036-07-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3203000.00
1377232.18
NSTR 2007-A M2
2037-03-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
700221.30
OAK 2000-D A4
2030-07-15
7.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
208384.80
OOMLT
2037-05-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770000.00
421117.06
OOMLT 2007-4 2A2
2037-04-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1030000.00
495442.25
OOMLT 2007-5 2A2
2037-05-25
0.328000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
119517.01
OOMLT 2007-5 2A4
2037-05-25
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
570000.00
313565.37
PHHAM 2007-2 1A5
2037-05-25
0.477999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
26045.28
RALI 2001-QS16 M1
2031-11-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
78865.65
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
137346.78
RAMC 2006-3 AF4
2036-11-25
5.812000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
256272.63
RAMP 2007-RS2 A3
2037-05-25
0.528000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515000.00
242964.49
RASC 2006-EMX3 M1
2036-04-25
0.487999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1720000.00
552037.13
RASC 2007-KS2 M1
2037-02-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1995000.00
222923.41
RASC 2007-KS3 M1S
2037-04-25
0.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
9787.18
RFMS2 2005-HS1 AII
2035-10-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
2491.22
SACO
2036-06-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
148133.80
SAMI 2006-AR6 2A1
2046-07-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58972000.00
23674058.56
SAMI 2007-AR4 A3
2047-09-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
457759.57
SASC 2006-WF2 M2
2036-07-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
128836.02
SAST 2007-1 M1
2047-01-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4820000.00
31392.13
TMST
2038-04-25
6.094400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1635000.00
361464.27
TMTS 2005-14HE AV2
2036-08-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
217000.00
20760.68
UCFCM 1997-1 M
2028-06-15
7.674999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
830000.00
586716.27
United States Treasury Department
2027-01-15
2.375000
Treasury Debt
220000.00
302616.31
WAMU
2045-01-25
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1752000.00
189237.60
WAMU 2006-AR11 1A
2046-09-25
1.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13330000.00
4576443.45
WAMU 2006-AR9 1A
2046-08-25
1.139999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1630000.00
514586.72
WAMU 2007-OA5 1A
2047-06-25
0.890000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99000.00
48609.85
WMABS 2006-HE1 M1
2036-04-25
0.498000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3855000.00
372862.04
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
21768.66
WMALT 2007-OC1 A1
2047-01-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26664144.00
6597431.98
WMALT SERIES
2046-07-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1470000.00
315852.47
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
100000000.00
100000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
100000000.00
100000000.00
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
65971400.00
0.0017
N
65976900.00
65976900.00
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
77005390.00
77005390.00
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
109007630.00
109007630.00
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 0.450000%
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
0.0064
N
250040000.00
250040000.00
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
19002850.00
19002850.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JFG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-17
2014-07-17
N
N
N
94000000.00
94000000.00
0.0024
N
93991540.00
93991540.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.030000%
21599B009_0.0300_M140203_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-06-25
5.384999
Government Agency Debt
9700000.00
10611979.45
Fannie Mae
2030-10-25
4.000000
Government Agency Debt
10800103.00
10871121.01
Fannie Mae
2033-03-25
0.464600
Government Agency Debt
3893840.00
3650536.43
Fannie Mae
2035-03-25
0.607999
Government Agency Debt
80174977.00
13697787.97
Fannie Mae
2041-02-25
4.500000
Government Agency Debt
10000000.00
10723390.00
Fannie Mae
2042-02-25
0.508000
Government Agency Debt
11623500.00
10710077.51
Fannie Mae
2042-03-25
0.508000
Government Agency Debt
13518625.00
12593533.36
Fannie Mae
2042-03-25
0.514599
Government Agency Debt
12166875.00
11286080.30
Fannie Mae
2042-09-25
0.564599
Government Agency Debt
18312778.00
13293370.27
Fannie Mae
2042-10-25
0.464600
Government Agency Debt
2263961.00
2114911.06
Fannie Mae
2042-12-25
0.514599
Government Agency Debt
15287428.00
15029134.66
Fannie Mae
2042-12-25
0.514599
Government Agency Debt
11637286.00
11286119.98
Fannie Mae
2043-07-25
4.000000
Government Agency Debt
36815644.00
38353530.10
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
10849156.00
10799915.30
Freddie Mac
2026-12-15
2.000000
Government Agency Debt
2241668.00
2186005.48
Freddie Mac
2033-11-15
3.500000
Government Agency Debt
7524751.00
7749785.96
GNMA
2042-10-20
3.000000
Government Agency Debt
71496209.00
65461360.94
GNMA
2042-10-20
3.500000
Government Agency Debt
81181074.00
73368425.73
GNMA
2042-12-20
3.000000
Government Agency Debt
269286122.00
249999999.83
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
47900.00
47842.91
United States Treasury Department
2017-01-15
0.750000
Treasury Debt
102019000.00
102196257.17
United States Treasury Department
2022-05-15
1.750000
Treasury Debt
160959700.00
152755966.48
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
805348184.00
805348184.00
0.0207
N
805348184.00
805348184.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
988RGN000_0.2000_M140203_2M49
0001074042
Other Repurchase Agreement
N
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499920.15
AMERICAN EXPRESS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499939.82
CBRE GROUP INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499976.64
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499976.16
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499979.25
FOREST LABS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499974.10
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499977.76
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499872.16
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499983.04
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499976.43
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499914.00
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499952.00
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499989.10
MARATHON PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499962.50
MEAD JOHNSON NUTRITION CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499996.26
METLIFE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499951.60
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499993.75
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499965.60
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499877.60
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
877.60
XEROX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499996.20
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2499973.04
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
50000000.00
50000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
988VHX008_0.2500_M140206_2M49
0001074042
Other Repurchase Agreement
N
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449980.65
AMERICAN EXPRESS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449960.08
CBRE GROUP INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449983.52
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449977.86
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449957.01
FOREST LABS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449983.90
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449969.13
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449954.32
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449999.20
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449993.31
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449973.00
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2450000.00
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449931.40
MARATHON PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2450000.00
MEAD JOHNSON NUTRITION CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449993.16
METLIFE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449972.48
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449937.25
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449999.20
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449955.20
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
526.56
XEROX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449994.95
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449980.94
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
49000000.00
49000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
49000980.00
49000980.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
988VHX008_0.2500_M140207_2M49
0001074042
Other Repurchase Agreement
N
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199982.45
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249966.55
ABBVIE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
222564.17
AIR PRODS & CHEMS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2436160.00
ALAMO GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
52.38
ALASKA AIR GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199969.72
ALASKA AIR GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249953.20
AMERICAN EXPRESS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199971.84
AMERICAN EXPRESS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249954.50
ARCHER DANIELS MIDLAND CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
599643.27
AXIALL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249970.37
BANKUNITED INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
47160.00
CALIX INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1039618.80
CAMBREX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
195777.12
CARDINAL HEALTH INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749975.84
CBRE GROUP INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999980.00
CF INDS HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1535028.00
CLECO CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2272733.13
COEUR D ALENE MINES CORP IDACOM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2424809.80
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199976.10
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249984.66
DISCOVER FINL SVCS COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
137114.34
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199956.84
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249958.67
DTE ENERGY CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1768589.36
EMERSON ELEC CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199964.58
EMERSON ELEC CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249937.94
EMULEX CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1359829.26
EXAR CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
724906.30
FIDELITY NATIONAL FINANCIAL CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999971.32
FIVE STAR QUALITY CARE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
109131.92
FOREST LABS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999948.20
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999987.93
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199913.20
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249951.28
GRAPHIC PACKAGING HLDG CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
306791.76
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199950.88
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4372968.00
HCP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
248545.99
IHS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199907.32
IHS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249929.44
INDEPENDENCE HLDG CO NEW COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
130075.50
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199948.45
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249997.72
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
195641.00
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199950.00
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249940.50
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199992.00
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249968.00
KEYCORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
103513.57
KRATON PERFORMANCE POLYMERS COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1708582.04
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199933.20
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1431333.05
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
30544.85
LAZARD LTD SHS A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
166413.00
LINKEDIN CORP COM CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749922.00
LYON WILLIAM HOMES CL A NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
193430.16
MARATHON PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
577500.00
MEAD JOHNSON NUTRITION CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199925.55
MEAD JOHNSON NUTRITION CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249980.76
MENS WEARHOUSE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199986.00
MENS WEARHOUSE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249984.00
METLIFE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749977.18
NEWMONT MINING CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199984.70
NEWMONT MINING CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249976.00
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199987.00
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249937.75
OCCIDENTAL PETE CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749924.40
OCEANEERING INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1398446.00
OGE ENERGY CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
235074.84
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749985.80
OWENS ILL INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1446400.80
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199948.02
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249984.90
RAYONIER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1649934.55
RED HAT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999999.20
REGIONS FINANCIAL CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199991.23
REGIONS FINANCIAL CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249990.89
RYDER SYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
882340.38
SERVICE CORP INTL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1518912.00
SHERWIN WILLIAMS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1145435.16
SPECTRUM BRANDS HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2929027.32
STATE STR CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
819357.68
SYMETRA FINL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1733386.23
TE CONNECTIVITY LTD REG SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999995.30
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4456111.00
TOWERS WATSON & CO CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
548361.09
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999950.48
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
789.84
WHIRLPOOL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749891.42
XEROX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199997.40
XEROX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249989.95
XL GROUP PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1649979.17
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5199975.82
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999976.75
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2249981.87
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
249000000.00
249000000.00
0.0064
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
249015600.00
249015600.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
991JCA005_0.0400_M140207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-01-01
3.000000
Government Agency Debt
58586995.00
61314571.14
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
14341700.00
14324605.96
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
73000000.00
73000000.00
0.0019
N
73000000.00
73000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140206_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-01
2.349000
Government Agency Debt
5422384.00
4165013.30
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
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 0.090000%
99ETSZ007_0.0900_M140207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
45355212.00
23054778.15
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
27235010.00
23001099.44
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
25739036.00
23146589.61
Fannie Mae
2028-08-01
3.000000
Government Agency Debt
13462084.00
13522607.17
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
60856768.00
9056038.57
Fannie Mae
2041-05-01
3.206999
Government Agency Debt
40691806.00
16853665.38
Fannie Mae
2042-09-01
2.349000
Government Agency Debt
8133576.00
6247519.96
Fannie Mae
2043-10-01
5.000000
Government Agency Debt
20960117.00
23002151.95
Freddie Mac
2034-01-01
4.000000
Government Agency Debt
21649520.00
23031264.53
GNMA
2044-01-20
3.500000
Government Agency Debt
1240000.00
1331805.47
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
156000000.00
156000000.00
0.0040
N
156000000.00
156000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140203_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
3451770.00
3301032.63
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
26042285.00
24227860.74
GNMA
2037-10-16
2.250000
Government Agency Debt
67120266.00
44100904.22
GNMA
2043-09-20
0.457000
Government Agency Debt
24738474.00
24523323.69
GNMA
2044-05-16
2.899999
Government Agency Debt
8444998.00
7723353.22
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
121300.00
121155.42
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-02-01
5.000000
Government Agency Debt
1000000.00
93155.12
Fannie Mae
2019-05-01
5.500000
Government Agency Debt
19625000.00
406248.27
Fannie Mae
2021-12-01
6.000000
Government Agency Debt
1528279.00
347085.50
Fannie Mae
2025-07-01
6.000000
Government Agency Debt
1906000.00
347893.55
Fannie Mae
2026-02-01
7.000000
Government Agency Debt
3161745.00
358963.38
Fannie Mae
2026-05-01
7.000000
Government Agency Debt
1367137.00
401906.04
Fannie Mae
2027-03-01
6.500000
Government Agency Debt
1257389.00
392823.04
Fannie Mae
2027-05-01
7.000000
Government Agency Debt
1068992.00
383160.21
Fannie Mae
2027-06-01
7.000000
Government Agency Debt
3045765.00
383452.31
Fannie Mae
2027-09-01
7.000000
Government Agency Debt
2383786.00
428688.47
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
22766651.00
22495170.89
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
17704730.00
17809715.53
Fannie Mae
2029-08-01
5.500000
Government Agency Debt
1212063.00
375368.70
Fannie Mae
2031-02-01
9.000000
Government Agency Debt
2454078.00
359706.81
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
6000000.00
334756.95
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
1549725.00
411051.03
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
5233486.00
367926.90
Fannie Mae
2036-01-01
7.500000
Government Agency Debt
4377674.00
373741.52
Fannie Mae
2036-02-01
7.500000
Government Agency Debt
2500000.00
409761.24
Fannie Mae
2036-07-01
9.000000
Government Agency Debt
474007.00
395369.82
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
3954698.00
375915.94
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
2660189.00
379474.78
Fannie Mae
2036-11-01
7.000000
Government Agency Debt
1754014.00
404611.27
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
795192.00
172321.65
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
2200000.00
330985.82
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
385828.00
153118.83
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
4023947.00
414305.78
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
1904312.00
357381.24
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
3575550.00
398835.69
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
16585034.00
1693513.52
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
1742000.00
361468.30
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1266717.00
415146.80
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
1300000.00
372383.04
Fannie Mae
2039-07-01
6.000000
Government Agency Debt
1951826.00
369881.13
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
580000.00
341734.56
Fannie Mae
2040-02-25
3.000000
Government Agency Debt
4061975.00
3829932.94
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
31686373.00
23745480.14
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
493000.00
385370.60
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
10155316.00
5342869.28
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
998169.00
1015184.12
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
612783.00
368363.39
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1412600.00
357346.82
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
407856.00
376277.61
Fannie Mae
2043-03-25
3.500000
Government Agency Debt
10507000.00
9801640.57
Fannie Mae
2043-05-25
4.000000
Government Agency Debt
26855989.00
28057823.36
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
31456243.00
30088342.45
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
1395241.00
1333877.06
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
4943681.00
5309064.45
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
22452355.00
23680940.12
Fannie Mae
2044-01-01
4.000000
Government Agency Debt
22580410.00
23701268.20
Fannie Mae
2048-02-01
5.500000
Government Agency Debt
2900000.00
306508.18
Freddie Mac
2028-06-01
2.500000
Government Agency Debt
56513898.00
54207772.60
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
55000000.00
15989095.60
Freddie Mac
2040-02-01
4.500000
Government Agency Debt
17073290.00
9083807.50
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
13258830.00
10887937.51
Freddie Mac
2042-07-15
3.000000
Government Agency Debt
2565565.00
2405752.19
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
18000000.00
15838878.96
Freddie Mac
2043-09-20
4.000000
Government Agency Debt
9909806.00
10095618.78
Freddie Mac
2043-11-20
4.000000
Government Agency Debt
6685415.00
6967332.00
GNMA
2037-07-16
1.800000
Government Agency Debt
74046564.00
73279631.93
GNMA
2043-02-20
3.500000
Government Agency Debt
209675.00
205516.25
GNMA
2043-07-20
4.000000
Government Agency Debt
9557749.00
10035582.73
GNMA
2052-01-15
3.200000
Government Agency Debt
10000000.00
10061626.69
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
414000000.00
414000000.00
0.0106
N
414000000.00
414000000.00
DNB Bank ASA
DNB Bank ASA 0.040000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
555000000.00
555000000.00
0.0143
Security is a time deposit.
N
555000000.00
555000000.00
DNB Bank ASA
DNB Bank ASA 0.050000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
41000000.00
41000000.00
0.0011
Security is a time deposit.
N
40999991.80
40999991.80
DNB Bank ASA
DNB Bank ASA 0.050000%
939RWC006_M140206
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
107000000.00
107000000.00
0.0028
Security is a time deposit.
N
106999828.80
106999828.80
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
81999362.21
0.0021
N
81999918.00
81999918.00
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
49999125.00
0.0013
N
49999850.00
49999850.00
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
93997845.84
0.0024
N
93999718.00
93999718.00
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
6499860.97
0.0002
N
6499980.50
6499980.50
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
44998400.00
0.0012
N
44999820.00
44999820.00
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
14999633.33
0.0004
N
14999940.00
14999940.00
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
35999065.00
0.0009
N
35999820.00
35999820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385TR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
15000000.00
14999322.92
0.0004
N
14999895.00
14999895.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385TW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
48000000.00
47997400.00
0.0012
N
47999616.00
47999616.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385TY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
30000000.00
29998800.00
0.0008
N
29999730.00
29999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385TY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
5000000.00
4999777.78
0.0001
N
4999955.00
4999955.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
81900000.00
81896212.13
0.0021
N
81899181.00
81899181.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385UE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
43000000.00
42998184.45
0.0011
N
42999527.00
42999527.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
5300000.00
5299741.62
0.0001
N
5299941.70
5299941.70
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
279075000.00
279058953.19
0.0072
N
279071372.03
279071372.03
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385UT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
N
22283000.00
22281421.62
0.0006
N
22282688.04
22282688.04
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385UV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
47000000.00
46995848.33
0.0012
N
46999295.00
46999295.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385UV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
21400000.00
21398424.72
0.0006
N
21399679.00
21399679.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.030000%
98599G006_0.0300_M140203_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-05-15
3.875000
Treasury Debt
680495300.00
760001923.32
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
760000000.00
760000000.00
0.0195
N
760000000.00
760000000.00
Freddie Mac
Freddie Mac 0.050000%
313397UR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-24
2014-03-24
N
N
N
16000000.00
15998911.11
0.0004
N
15999776.00
15999776.00
Freddie Mac
Freddie Mac 0.240400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-10
2015-02-10
N
N
N
220000000.00
220000000.00
0.0057
N
220153780.00
220153780.00
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
49966388.89
0.0013
N
49977000.00
49977000.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959JGF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-15
2014-07-15
N
N
N
62000000.00
61941410.00
0.0016
N
61951640.00
61951640.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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 0.040000%
38399H002_0.0400_M140203_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-08-01
6.000000
Government Agency Debt
4550329.00
774196.42
Fannie Mae
2025-02-01
4.500000
Government Agency Debt
2500000.00
767665.70
Fannie Mae
2025-04-01
5.000000
Government Agency Debt
1082227.00
768700.69
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
1721000.00
773621.99
Fannie Mae
2031-12-01
4.500000
Government Agency Debt
1122983.00
777186.87
Fannie Mae
2033-10-01
2.500000
Government Agency Debt
595932.00
579614.81
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
5982736.00
779831.35
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
1362890.00
281010.54
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
3100000.00
774778.19
Fannie Mae
2039-05-01
4.000000
Government Agency Debt
1500000.00
782004.46
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
1180000.00
767572.30
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
1630758.00
774894.88
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1041180.00
776651.95
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1339718.00
770983.37
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
1056102.00
771169.62
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
98066.00
59054.34
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
417111.00
373327.83
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
781041.00
783666.88
Freddie Mac
2022-11-01
4.500000
Government Agency Debt
2730953.00
766815.47
Freddie Mac
2026-03-01
3.500000
Government Agency Debt
1650370.00
782427.37
Freddie Mac
2028-09-01
7.000000
Government Agency Debt
57000000.00
769788.03
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
7746121.00
719933.30
Freddie Mac
2034-03-01
5.500000
Government Agency Debt
11383950.00
769683.52
Freddie Mac
2034-08-01
6.000000
Government Agency Debt
10867662.00
777971.15
Freddie Mac
2036-04-01
5.500000
Government Agency Debt
4354186.00
781701.52
Freddie Mac
2037-12-01
6.500000
Government Agency Debt
6618878.00
776141.05
Freddie Mac
2041-10-20
4.500000
Government Agency Debt
7462950.00
4559885.68
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
1082434.00
776974.85
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1084090.00
777496.08
Freddie Mac
2043-10-01
3.000000
Government Agency Debt
802430.00
776758.89
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
827338.00
775186.27
GNMA
2038-09-20
6.000000
Government Agency Debt
17937518.00
20006969.45
GNMA
2038-12-15
3.950000
Government Agency Debt
16900906.00
17534701.24
GNMA
2054-01-15
4.250000
Government Agency Debt
8559980.00
8931634.36
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
71000000.00
71000000.00
0.0018
N
71000000.00
71000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
38399J008_0.0400_M140207_2M49
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-05-31
0.250000
Treasury Debt
783100.00
783981.63
United States Treasury Department
2015-07-15
0.250000
Treasury Debt
6558200.00
6562000.46
United States Treasury Department
2017-07-15
2.625000
Treasury Debt
6525800.00
8314189.49
United States Treasury Department
2017-07-31
2.375000
Treasury Debt
11189900.00
11728413.94
United States Treasury Department
2018-11-30
1.375000
Treasury Debt
17737800.00
17696205.44
United States Treasury Department
2022-02-15
2.000000
Treasury Debt
8314800.00
8133909.72
United States Treasury Department
2039-11-15
4.375000
Treasury Debt
2504300.00
2881337.24
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
55000000.00
55000000.00
0.0014
N
55000000.00
55000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921ABB008_0.5600_M140320_2M49
0000769993
Other Repurchase Agreement
N
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5194045.00
BRISTOL MYERS SQUIBB CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8198515.71
CHIMERA INVT CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899997.16
CINCINNATI BELL INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
405787.62
COCA COLA CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8514085.69
COCA COLA ENTERPRISES INC NECOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3514402.10
COMMUNITY HEALTH SYS INC NEWCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249972.79
CONSTELLATION BRANDS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8827181.53
DANAHER CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
838013.70
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8287485.80
GRACE W R & CO DEL NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8587493.80
HEALTH NET INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899996.82
HUNTSMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8793094.47
LEUCADIA NATL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8548950.40
MERCK & CO INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5398249.33
MGIC INVT CORP WIS COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5829702.90
NEXTERA ENERGY INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899981.20
OCCIDENTAL PETE CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8639713.50
PEPSICO INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8709856.84
PFIZER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4538399.10
PHILIP MORRIS INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1493456.47
PHILLIPS 66 COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2173771.56
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8621124.24
PRUDENTIAL FINL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8472430.30
TENET HEALTHCARE CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8808661.59
UNITEDHEALTH GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8826563.20
WAL MART STORES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8829096.25
WALGREEN CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8899979.06
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
178000000.00
178000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
178105020.00
178105020.00
Goldman Sachs & Co
Goldman Sachs & Co 0.030000%
992JYE002_0.0300_M140204_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
11806194.00
1398558.26
Fannie Mae
2020-08-01
3.500000
Government Agency Debt
5150000.00
1328016.35
Fannie Mae
2022-09-01
2.500000
Government Agency Debt
1909099.00
1347448.88
Fannie Mae
2022-10-01
2.500000
Government Agency Debt
1696145.00
1432576.84
Fannie Mae
2023-01-01
2.500000
Government Agency Debt
1499797.00
1348023.30
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
9179319.00
1325691.11
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
11033388.00
1338216.24
Fannie Mae
2023-09-01
3.000000
Government Agency Debt
1420822.00
1423430.48
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
3554672.00
1323912.93
Fannie Mae
2024-09-01
5.000000
Government Agency Debt
4528019.00
1319665.23
Fannie Mae
2026-02-01
5.500000
Government Agency Debt
11000000.00
1332054.42
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
2615000.00
1444273.51
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
2316475.00
1418675.22
Fannie Mae
2026-08-01
4.500000
Government Agency Debt
1633910.00
1402108.79
Fannie Mae
2026-11-01
4.500000
Government Agency Debt
1476103.00
1375054.08
Fannie Mae
2027-01-01
4.500000
Government Agency Debt
2235440.00
1394709.05
Fannie Mae
2027-03-01
4.000000
Government Agency Debt
1600316.00
1335888.38
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1679000.00
1436040.02
Fannie Mae
2027-09-01
3.500000
Government Agency Debt
1367902.00
1346702.70
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
1518846.00
1393456.08
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
1500000.00
1438206.45
Fannie Mae
2028-04-01
3.500000
Government Agency Debt
1319633.00
1344392.51
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
1347101.00
1354478.81
Fannie Mae
2028-11-01
3.000000
Government Agency Debt
1393722.00
1418037.59
Fannie Mae
2028-11-01
4.000000
Government Agency Debt
1255445.00
1342141.68
Fannie Mae
2028-11-01
4.000000
Government Agency Debt
1247713.00
1331945.54
Fannie Mae
2028-12-01
3.000000
Government Agency Debt
1337321.00
1365838.72
Fannie Mae
2028-12-01
3.000000
Government Agency Debt
1333591.00
1364627.19
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
109950942.00
1404176.39
Fannie Mae
2029-01-01
3.000000
Government Agency Debt
46983.00
48448.51
Fannie Mae
2029-10-01
6.000000
Government Agency Debt
65957854.00
1377384.92
Fannie Mae
2030-08-01
4.500000
Government Agency Debt
2320451.00
1404032.39
Fannie Mae
2031-02-01
5.000000
Government Agency Debt
6321837.00
1399185.65
Fannie Mae
2032-06-01
4.000000
Government Agency Debt
1503570.00
1389361.04
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
66306464.00
1330373.53
Fannie Mae
2032-08-01
4.000000
Government Agency Debt
1368805.00
1380489.36
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
79686306.00
1327200.93
Fannie Mae
2032-10-01
3.500000
Government Agency Debt
1494000.00
1330375.79
Fannie Mae
2032-11-01
6.500000
Government Agency Debt
34176229.00
1386070.11
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
1388304.00
1404033.39
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
1316986.00
1335295.18
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
7920000.00
1395578.65
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
1404935.00
1429504.74
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
1723021.00
1411946.89
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
1360744.00
1380472.19
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
1251428.00
1341248.56
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
1312758.00
1399554.43
Fannie Mae
2033-11-01
3.500000
Government Agency Debt
1361804.00
1405119.87
Fannie Mae
2033-12-01
6.000000
Government Agency Debt
5381636.00
1417990.94
Fannie Mae
2034-01-01
4.500000
Government Agency Debt
1211953.00
1330903.76
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
3136390.00
1434145.06
Fannie Mae
2034-05-01
5.500000
Government Agency Debt
14700000.00
1411281.77
Fannie Mae
2035-06-01
5.500000
Government Agency Debt
5815174.00
1411714.09
Fannie Mae
2035-07-01
5.500000
Government Agency Debt
3914186.00
1391916.06
Fannie Mae
2035-11-01
2.887000
Government Agency Debt
12273623.00
1332406.01
Fannie Mae
2035-11-01
6.000000
Government Agency Debt
10605656.00
1323710.26
Fannie Mae
2035-12-01
2.137000
Government Agency Debt
13128958.00
1399477.93
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
6448067.00
1400152.01
Fannie Mae
2037-08-01
1.564999
Government Agency Debt
7013778.00
1337578.54
Fannie Mae
2037-09-01
2.152000
Government Agency Debt
7846243.00
1364352.71
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
3188823.00
1435998.19
Fannie Mae
2038-09-01
3.500000
Government Agency Debt
1332094.00
1357242.30
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
5002489.00
1397702.06
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
8458249.00
1343212.86
Fannie Mae
2038-11-01
4.000000
Government Agency Debt
1369252.00
1431343.43
Fannie Mae
2039-01-01
4.000000
Government Agency Debt
1348171.00
1411691.63
Fannie Mae
2039-01-01
4.000000
Government Agency Debt
1327989.00
1393686.39
Fannie Mae
2039-02-01
4.000000
Government Agency Debt
2465674.00
1419936.82
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
3700000.00
1385232.19
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
2335750.00
1350922.33
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
2012744.00
1365959.85
Fannie Mae
2040-03-01
5.500000
Government Agency Debt
1891219.00
1429856.91
Fannie Mae
2040-03-01
5.500000
Government Agency Debt
1578543.00
1363675.04
Fannie Mae
2040-03-01
6.500000
Government Agency Debt
1551997.00
1327528.62
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
2235000.00
1334426.95
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
2700000.00
1364094.91
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
1671626.00
1364730.60
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
2000000.00
1396275.55
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1757016.00
1443821.23
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
2066038.00
1438116.42
Fannie Mae
2041-02-01
3.471000
Government Agency Debt
3000000.00
1422465.35
Fannie Mae
2041-03-01
3.532000
Government Agency Debt
2300000.00
1432711.52
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
1399298.00
1356133.33
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
2157679.00
1323442.61
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1820618.00
1385342.24
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
107764.00
73960.87
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1706993.00
1339221.54
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
1644280.00
1392724.67
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
2087252.00
1384489.97
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
2300000.00
1363083.68
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1803500.00
1341969.53
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1781931.00
1438522.88
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1352586.00
1333086.96
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1850000.00
1380091.47
Fannie Mae
2041-09-01
5.500000
Government Agency Debt
1488067.00
1326235.81
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1645331.00
1346610.57
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
1427995.00
1407633.44
Fannie Mae
2042-03-01
5.000000
Government Agency Debt
1278021.00
1362395.34
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1286162.00
1338108.75
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
1398758.00
1390254.40
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1368575.00
1439677.96
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1706399.00
1398396.10
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1403277.00
1356019.20
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1931847.00
1343264.07
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1386787.00
1417515.48
Fannie Mae
2042-12-01
4.000000
Government Agency Debt
1319633.00
1354809.68
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
1446020.00
1437005.83
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
1546903.00
1435624.18
Fannie Mae
2043-02-01
4.000000
Government Agency Debt
1697652.00
1409972.19
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
1377763.00
1365982.54
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
1425406.00
1352072.39
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
1406783.00
1413302.28
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
1405027.00
1411359.50
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
1317760.00
1371713.58
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
1283773.00
1339675.58
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
1342054.00
1443483.85
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
1244630.00
1335758.75
Fannie Mae
2043-09-01
3.500000
Government Agency Debt
1341903.00
1334259.30
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
1300000.00
1345519.65
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1330050.00
1423385.49
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1270916.00
1359343.69
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
1391496.00
1331239.89
Fannie Mae
2043-10-01
3.000000
Government Agency Debt
1502439.00
1434075.91
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
1376030.00
1429352.67
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1288085.00
1382748.06
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1275141.00
1378486.53
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1281096.00
1376012.01
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
1279423.00
1342078.35
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1337982.00
1437910.90
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1306433.00
1408051.35
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1291220.00
1387142.50
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1237190.00
1331648.41
Fannie Mae
2043-11-01
5.000000
Government Agency Debt
1248400.00
1380963.39
Fannie Mae
2043-12-01
3.500000
Government Agency Debt
1399908.00
1423365.79
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
1279961.00
1380234.92
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
1234930.00
1338170.46
Fannie Mae
2044-01-01
3.500000
Government Agency Debt
1402298.00
1426889.63
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
1286745.00
1387126.55
Freddie Mac
2019-06-01
4.500000
Government Agency Debt
12965015.00
1356257.58
Freddie Mac
2021-09-01
6.000000
Government Agency Debt
15284250.00
1421890.07
Freddie Mac
2023-05-01
3.000000
Government Agency Debt
1424973.00
1396811.69
Freddie Mac
2024-08-01
4.000000
Government Agency Debt
3338877.00
1395594.19
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
3094962.00
1384952.22
Freddie Mac
2028-04-01
6.500000
Government Agency Debt
4000000.00
1428749.26
Freddie Mac
2028-05-01
2.500000
Government Agency Debt
1480376.00
1424608.98
Freddie Mac
2028-08-01
3.000000
Government Agency Debt
1391535.00
1396887.44
Freddie Mac
2028-10-01
4.000000
Government Agency Debt
1229907.00
1327787.10
Freddie Mac
2028-11-01
2.500000
Government Agency Debt
1433247.00
1417869.57
Freddie Mac
2028-11-01
3.000000
Government Agency Debt
1411898.00
1446214.29
Freddie Mac
2028-11-01
3.000000
Government Agency Debt
1335795.00
1369034.82
Freddie Mac
2028-11-01
3.500000
Government Agency Debt
1302231.00
1353326.56
Freddie Mac
2028-11-01
4.000000
Government Agency Debt
1338071.00
1430674.22
Freddie Mac
2028-12-01
3.000000
Government Agency Debt
1405948.00
1447434.00
Freddie Mac
2028-12-01
3.500000
Government Agency Debt
1270203.00
1338455.04
Freddie Mac
2028-12-01
4.000000
Government Agency Debt
1325112.00
1425082.54
Freddie Mac
2028-12-01
4.000000
Government Agency Debt
1274206.00
1373094.89
Freddie Mac
2029-01-01
3.000000
Government Agency Debt
1408185.00
1449519.06
Freddie Mac
2029-01-01
3.500000
Government Agency Debt
1291188.00
1354125.24
Freddie Mac
2029-01-01
4.000000
Government Agency Debt
1313175.00
1420929.33
Freddie Mac
2031-01-01
6.000000
Government Agency Debt
6740000.00
1333794.19
Freddie Mac
2031-10-01
4.500000
Government Agency Debt
1377516.00
1370585.61
Freddie Mac
2032-04-01
4.000000
Government Agency Debt
1361541.00
1358124.05
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
14915540.00
238297.98
Freddie Mac
2032-06-01
4.000000
Government Agency Debt
1337015.00
1343299.34
Freddie Mac
2032-08-01
4.000000
Government Agency Debt
1395931.00
1398982.59
Freddie Mac
2032-09-01
6.000000
Government Agency Debt
4408853.00
1349442.02
Freddie Mac
2032-11-01
4.000000
Government Agency Debt
1311712.00
1340978.23
Freddie Mac
2032-12-01
3.500000
Government Agency Debt
1463062.00
1449403.89
Freddie Mac
2033-08-01
4.000000
Government Agency Debt
1352470.00
1418380.87
Freddie Mac
2033-10-01
4.000000
Government Agency Debt
1305226.00
1378525.76
Freddie Mac
2033-10-01
4.000000
Government Agency Debt
1298859.00
1367484.09
Freddie Mac
2033-11-01
5.000000
Government Agency Debt
5079000.00
1382760.50
Freddie Mac
2033-12-01
3.500000
Government Agency Debt
1290931.00
1334491.74
Freddie Mac
2034-05-01
5.500000
Government Agency Debt
4103156.00
1420580.01
Freddie Mac
2034-06-01
5.500000
Government Agency Debt
9065000.00
1381902.82
Freddie Mac
2034-09-01
6.000000
Government Agency Debt
7182925.00
1351465.62
Freddie Mac
2037-10-01
6.500000
Government Agency Debt
21011652.00
1386087.56
Freddie Mac
2038-07-01
6.000000
Government Agency Debt
3050000.00
1437618.86
Freddie Mac
2038-12-01
3.500000
Government Agency Debt
1401631.00
1418032.27
Freddie Mac
2039-03-01
4.500000
Government Agency Debt
3533530.00
1448184.81
Freddie Mac
2039-12-01
6.000000
Government Agency Debt
3078718.00
1331178.21
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
4669454.00
1422590.73
Freddie Mac
2040-07-01
5.500000
Government Agency Debt
1487011.00
1398090.32
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
2850847.00
1342714.68
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
1745317.00
1374800.22
Freddie Mac
2040-11-01
5.500000
Government Agency Debt
1515676.00
1366879.40
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
2037254.00
1402086.61
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1905478.00
1422816.60
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1639930.00
1395656.14
Freddie Mac
2041-08-01
5.500000
Government Agency Debt
2630031.00
1424606.38
Freddie Mac
2041-08-01
5.500000
Government Agency Debt
1720485.00
1323462.82
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
2113366.00
1397521.15
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
1452768.00
1333107.70
Freddie Mac
2041-11-01
5.000000
Government Agency Debt
1259875.00
1340008.47
Freddie Mac
2041-12-01
3.500000
Government Agency Debt
1799105.00
1411328.19
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
1396780.00
1352580.55
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
1944895.00
1363571.76
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
1534453.00
1367117.38
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1439946.00
1402505.84
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
1517580.00
1411445.71
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
1523638.00
1410026.86
Freddie Mac
2042-09-01
4.500000
Government Agency Debt
1300008.00
1369238.42
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1427890.00
1362001.60
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
1392505.00
1431191.52
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
416963.00
428079.07
Freddie Mac
2042-11-01
4.500000
Government Agency Debt
1284428.00
1345459.99
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
1478248.00
1441897.24
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
1415092.00
1352589.38
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
1330830.00
1367755.20
Freddie Mac
2043-02-01
4.000000
Government Agency Debt
1437010.00
1398578.17
Freddie Mac
2043-02-01
4.000000
Government Agency Debt
1330966.00
1371126.87
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
1474083.00
1335653.15
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
1445798.00
1421673.05
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
1509795.00
1420434.50
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
1483332.00
1412598.58
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
1575316.00
1404190.80
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
1344253.00
1386384.48
Freddie Mac
2043-06-01
3.000000
Government Agency Debt
1454507.00
1373514.96
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
1466869.00
1449365.91
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
1420104.00
1407784.40
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
1315615.00
1365271.70
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
1299113.00
1342479.94
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
873910.00
867797.31
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
1339850.00
1390963.38
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
1300611.00
1346030.85
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
1385614.00
1377506.59
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
1361821.00
1417632.60
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
1320516.00
1368129.09
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
1296187.00
1349846.50
Freddie Mac
2043-08-01
4.500000
Government Agency Debt
1246526.00
1328923.96
Freddie Mac
2043-09-01
3.500000
Government Agency Debt
1421875.00
1413837.30
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
1326797.00
1429819.23
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
1284047.00
1369756.51
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
1271334.00
1360646.24
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
1262387.00
1356927.05
Freddie Mac
2043-10-01
4.000000
Government Agency Debt
1278235.00
1333892.06
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
1298663.00
1392117.75
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
1281331.00
1379730.88
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
1266141.00
1360478.92
Freddie Mac
2043-10-01
5.000000
Government Agency Debt
1251957.00
1370001.22
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
1342552.00
1403175.07
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
1311429.00
1363458.01
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
1238074.00
1328538.75
Freddie Mac
2043-12-01
3.500000
Government Agency Debt
1421467.00
1421395.10
Freddie Mac
2043-12-01
3.500000
Government Agency Debt
1409452.00
1416335.73
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
1317627.00
1380102.04
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
1316172.00
1365060.08
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1313845.00
1407958.39
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1292612.00
1388498.86
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1283436.00
1386888.40
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1275627.00
1377258.82
Freddie Mac
2044-01-01
4.000000
Government Agency Debt
1357218.00
1422569.86
Freddie Mac
2044-01-01
4.000000
Government Agency Debt
1316006.00
1379984.07
Freddie Mac
2044-01-01
4.500000
Government Agency Debt
1307938.00
1417150.82
Freddie Mac
2044-01-01
4.500000
Government Agency Debt
1251169.00
1348662.59
Freddie Mac
2044-01-01
4.500000
Government Agency Debt
1255492.00
1347091.44
GNMA
2041-07-20
4.500000
Government Agency Debt
24276773.00
14485519.64
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
356000000.00
356000000.00
0.0092
N
356000000.00
356000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140205_2M49
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
56587602.00
41417179.04
GNMA
2039-08-15
4.500000
Government Agency Debt
85574000.00
39465197.22
GNMA
2040-05-15
4.500000
Government Agency Debt
14241184.00
10366262.23
GNMA
2040-10-15
4.000000
Government Agency Debt
50000000.00
39953294.08
GNMA
2042-08-20
3.000000
Government Agency Debt
28692572.00
25878067.80
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
154000000.00
154000000.00
0.0040
N
154000000.00
154000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140207_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-20
4.000000
Government Agency Debt
18602000.00
12748644.05
Freddie Mac
2041-12-15
4.000000
Government Agency Debt
12157800.00
9792262.74
GNMA
2026-12-20
3.500000
Government Agency Debt
20000000.00
12104166.48
GNMA
2036-04-15
6.000000
Government Agency Debt
45562799.00
13000549.86
GNMA
2041-03-15
4.500000
Government Agency Debt
22137365.00
12347022.84
GNMA
2041-03-15
4.500000
Government Agency Debt
3521017.00
2707705.30
GNMA
2043-08-15
4.000000
Government Agency Debt
12116847.00
12790499.99
GNMA
2043-09-15
4.000000
Government Agency Debt
11519136.00
12161509.78
GNMA
2043-10-15
4.000000
Government Agency Debt
4915479.00
5241435.23
GNMA
2043-11-15
4.000000
Government Agency Debt
11341110.00
12112034.34
GNMA
2043-11-20
4.000000
Government Agency Debt
11560000.00
12237618.07
GNMA
2044-01-15
4.000000
Government Agency Debt
12001323.00
12853516.94
GNMA
2044-01-15
4.000000
Government Agency Debt
11874511.00
12703035.21
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
140000000.00
140000000.00
0.0036
N
140000000.00
140000000.00
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
43989244.45
0.0011
N
43990320.00
43990320.00
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
20981951.67
0.0005
N
20988870.00
20988870.00
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
6995893.33
0.0002
N
6996430.00
6996430.00
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
141033840.00
141033840.00
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
28000840.00
28000840.00
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
82024600.00
82024600.00
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
36010800.00
36010800.00
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
0.0033
N
128033280.00
128033280.00
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
33010560.00
33010560.00
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
0.0016
N
61015860.00
61015860.00
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
3000240.00
3000240.00
ING Bank NV
ING Bank NV 0.320000%
923LHW000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
121000000.00
121000000.00
0.0031
N
121029040.00
121029040.00
ING Bank NV
ING Bank NV 0.460000%
923NEM001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
209000000.00
209000000.00
0.0054
N
209108680.00
209108680.00
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
90026100.00
90026100.00
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
26991075.00
0.0007
N
26994060.00
26994060.00
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
20978562.50
0.0005
N
20980260.00
20980260.00
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
33969683.33
0.0009
N
33976540.00
33976540.00
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
208526266.68
0.0054
N
208594540.00
208594540.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.040000%
46899T004_0.0400_M140203_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-11-01
4.000000
Government Agency Debt
9849032.00
10392664.37
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
4648591.00
4755164.58
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
82366176.00
72402171.17
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
85000000.00
85000000.00
0.0022
N
85000000.00
85000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140609_2M49
0001168163
Other Repurchase Agreement
N
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4912104.00
4631539.90
CD
2048-10-15
5.687999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24029432.00
22655308.93
CFI HOLDING MATURITY DATE 11 15 2010 12 12 31 2
2044-11-18
6.117799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1752151.00
1925419.53
CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS
2030-05-15
4.517699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40664.00
41225.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2008 C7
2049-12-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59274.00
56356.89
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18452844.00
19669504.65
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12773435.00
14265634.10
CSMC 2007-C1
2040-02-17
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46795927.00
46141210.38
CWS TOWN CENTRE 2000 LP
2030-06-10
3.912999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10959583.00
11000922.24
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31771047.00
32881457.03
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
7.966000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1347570.00
1365004.11
J P MORGAN RESECURITIZATION TRUST SERIES 20
2037-07-27
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
54799328.10
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.899999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9442431.00
9459015.06
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
458799.34
JP MORGAN CHASE COMML MTGE SEC
2043-06-17
6.312100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4882648.00
5330691.30
JPMCC 2007
2049-02-12
5.709299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36150402.00
28212614.30
JPMCC 2008-C2 AM
2051-02-12
6.608200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12500000.00
9700808.52
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
3643887.00
3737545.41
WACHOVIA BANK COMM
2047-04-17
5.591000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5906920.00
6478431.58
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
237000000.00
237000000.00
0.0061
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
237417120.00
237417120.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.417000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-02-21
2014-12-22
N
N
N
250000000.00
250000000.00
0.0064
N
250065500.00
250065500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.336600%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-04-18
2015-02-18
N
N
N
110000000.00
110000000.00
0.0028
N
110095920.00
110095920.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.317100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-04-22
2015-02-20
N
N
N
95000000.00
95000000.00
0.0024
N
95131955.00
95131955.00
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
73001460.00
73001460.00
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
75135000.00
75135000.00
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
31008060.00
31008060.00
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
95181450.00
95181450.00
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
35004550.00
35004550.00
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
10001400.00
10001400.00
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
22039600.00
22039600.00
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
70135100.00
70135100.00
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
87021750.00
87021750.00
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
11001540.00
11001540.00
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
92015645.09
0.0024
N
92022080.00
92022080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
194000000.00
194000000.00
0.0050
N
194097000.00
194097000.00
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
8004000.00
8004000.00
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
25902537.06
0.0007
N
25912950.00
25912950.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
131000000.00
131000000.00
0.0034
N
131039300.00
131039300.00
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
54116771.00
54116771.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PU92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
44000000.00
44000000.00
0.0011
N
44008360.00
44008360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PV26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
52000000.00
52000000.00
0.0013
N
52009880.00
52009880.00
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
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
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
47996933.33
0.0012
N
47997600.00
47997600.00
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
0.0055
N
212061480.00
212061480.00
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
32010240.00
32010240.00
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
20003600.00
20003600.00
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
2000400.00
2000400.00
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
0.0031
N
120024000.00
120024000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.370000%
53944LYR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
287000000.00
287000000.00
0.0074
N
286979910.00
286979910.00
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
6999581.94
0.0002
N
6999650.00
6999650.00
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
48996855.83
0.0013
N
48997550.00
48997550.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.190000%
56274MC75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
15000000.00
14997466.67
0.0004
N
14997750.00
14997750.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M140203_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-06-25
3.000000
Government Agency Debt
25000000.00
12527246.39
Fannie Mae
2033-02-25
2.000000
Government Agency Debt
12900000.00
11772843.53
Fannie Mae
2040-05-25
3.000000
Government Agency Debt
15000000.00
12343963.54
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
8080049.00
7740789.29
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
13455482.00
12525838.26
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
12408751.00
11912443.42
Freddie Mac
2025-04-15
3.500000
Government Agency Debt
11370000.00
11758452.26
Freddie Mac
2030-06-15
4.000000
Government Agency Debt
25000000.00
12412973.57
Freddie Mac
2030-06-15
4.000000
Government Agency Debt
25000000.00
12121877.56
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
11634335.44
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
34957067.00
12669156.87
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
11815714.76
GNMA
2038-05-16
4.000000
Government Agency Debt
41500000.00
12254823.71
GNMA
2047-03-16
2.282000
Government Agency Debt
12700000.00
11450654.27
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
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_M140307_2M49
0000728612
Other Repurchase Agreement
N
ACCO BRANDS CORP
2020-04-30
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
759046.88
ACTIVISION BLIZZARD INC
2021-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2669000.00
2811624.69
ACTIVISION BLIZZARD INC
2021-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
79031.25
ADT CORP
2023-06-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1795000.00
1596025.75
AEP INDUSTRIES INC
2019-04-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
591592.50
AINSWORTH LMBR LTD
2017-12-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
351000.00
378933.75
AIRCASTLE LIMITED
2018-12-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
609566.67
AIRCASTLE LTD
2017-04-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
487000.00
555119.12
AJECORP B V
2022-05-14
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
897000.00
880318.29
AJECORP B V
2022-05-14
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
694000.00
671445.00
AK STEEL CORP
2018-12-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8082353.00
9230720.66
ALCOA INC
2020-08-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2674000.00
2987361.60
ALCOA INC
2022-02-23
5.870000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
1448607.75
ALION SCIENCE AND TCHNOLOGY CORP
2015-02-01
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
121759.00
85079.10
ALLY FINANCIAL INC
2014-02-11
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
461000.00
470796.25
ALLY FINANCIAL INC
2015-06-26
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
529000.00
550020.62
ALLY FINL INC
2016-07-18
2.916599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1230000.00
1257478.40
ALUMINUM CO AMER.
2028-01-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189000.00
202734.63
AMERICAN AIRLS INC
2016-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1073333.33
AMERICAN GREETINGS CORP
2021-12-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
559510.42
AMERIGAS PARTNERS L P
2019-08-20
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
953000.00
1043965.17
AMERISTAR CASINOS INC
2021-04-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698000.00
772744.17
AMKOR TECHNOLOGY INC
2022-10-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
183093.75
AMSOUTH BANK
2015-04-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
391000.00
414703.72
ANDINO INVT HLDG S A A
2020-11-13
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000.00
27680.90
ANGLOGOLD ASHANTI HOLDING PLC
2022-08-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
193000.00
170898.60
APX GROUP INC
2019-12-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1230000.00
1261518.75
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2015-02-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
783000.00
814059.00
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
870372.22
ATLAS PIPELINE PARTNERS LP
2020-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1067083.33
AUDATEX NORTH AMERICA INC
2023-11-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
558000.00
584394.56
AVAYA INC
2019-04-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
830000.00
838991.67
AVIS BUDGET CAR RENTAL LLC FIN
2017-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
422116.67
AVIS BUDGET CAR RENTAL LLC FIN
2019-01-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1079916.67
AVIS BUDGET CAR RENTAL LLC FIN
2020-03-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1196.83
AVIS BUDGET CAR RENTAL LLC FIN
2023-04-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
147875.00
AVON PRODUCTS, INC
2020-03-15
4.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25616.94
AVON PRODUCTS, INC
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3455142.00
3435098.34
BALL CORP
2021-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2790000.00
2963367.50
BALL CORP
2022-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
673525.00
681195.70
BANC AMER FDG 2011 R1 TR
2036-08-26
5.921000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2835657.00
2803589.57
BANC O9F AMER 2007
2047-09-20
4.943399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4510000.00
1341954.10
BANCO DE COSTA RICA
2018-08-12
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
366352.50
BANCO DO BRASIL SA
2023-01-19
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
379000.00
361739.71
BANCO DO BRASIL SA
2099-12-29
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
55379.86
BANCO SANTANDER MEXICO S A INSTITUCION DE BANCA
2024-01-30
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
816000.00
BANCOLOMBIA SA ADR
2020-07-26
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
134173.09
BANK OF AMERICA MORTAGE SEC
2032-12-25
2.693499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
1946.48
Barclays Bank Plc
2099-12-29
7.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
720988.67
BAYVIEW CMCL ASSET
2035-04-25
0.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8927055.00
1824618.67
BE AEROSPACE INC
2020-10-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
2163908.33
BE AEROSPACE INC
2022-04-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3779000.00
3873475.00
BEAR STEARNS ALT A TRUST 2002 1
2035-09-25
2.556700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18139384.00
4053153.29
BERRY PETE CO
2020-11-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2370000.00
2516643.75
BERRY PETE CO
2022-09-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1354058.33
BEST BUY CO INC
2021-03-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
666000.00
669848.00
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
16858.03
BFC BRADDOCK FINANCIAL
2032-09-28
6.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2804000.00
2921.23
BLDG MATERIALS CORP OF AMERICA
2018-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783464.00
1938092.81
BLDG MATERIALS CORP OF AMERICA
2020-02-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000.00
3291.83
BOA COMMERICAL MORTGAGE TRST 2007-05
2051-02-10
5.979700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4686979.00
4449940.49
BR PROPERTIES S A
2099-12-29
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5030.00
BRIGGS & STRATTON CORP
2020-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
555642.36
C & S GROUP ENTERPRISES LLC
2017-05-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2981000.00
3192464.69
CALUMET SPECIALTY PRODS PARTNERS LP CALUME
2019-05-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
424101.56
CALUMET SPECIALTY PROFS PARTNERS LP CALUME
2020-08-01
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333000.00
394781.91
CARDTRONICS INC
2018-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
885000.00
979584.38
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10487.85
CARTERS THE WILLIAM CARTER COMPANY
2021-08-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
403000.00
420161.08
CASE NEW HOLLAND INC
2017-12-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
740234.37
CB CENTY TEL ENTPSE
2028-01-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
462777.78
CB CSC HOLDINGS INC
2018-02-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
177571.87
CB GEO GROUP INC (THE)
2023-04-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
745000.00
702866.11
CB GEO GROUP INC THE
2021-02-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
663000.00
721376.23
CCO HOLDINGS, LLC
2021-04-30
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
191000.00
202494.49
CEDAR FAIR CNANDA
2018-08-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1997585.00
2248531.62
CEMENTOS PACASMAYO
2023-02-08
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
46081.25
CEMEX. S.A. DE C.V.
2018-10-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990000.00
1032075.00
CENTRE SQUARE CDO LTD
2022-02-09
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
17803.25
CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS
2030-05-15
4.517699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2264152.00
2295387.94
CHESAPEAKE ENERGY
2020-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
839000.00
951857.15
CHESAPEAKE ENERGY CORP
2020-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
153558.00
176100.10
CHL MTG PASS THRU TRUST 2007 4
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5253958.00
1406754.95
CHOICE HOTELS INTL INC
2020-08-28
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117000.00
125684.32
CHOICE HOTELS INTL INC
2022-07-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
931000.00
972701.04
CIMENTO TUPI SA
2018-05-11
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293000.00
295319.58
CINEMARK USA INC
2023-06-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1850000.00
1763281.25
CITIGROUP INC
2099-12-29
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4925000.00
4416712.64
CMO CWMBS INC
2031-06-19
2.081300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19277600.00
107590.05
CNL LIFESTYLE PPTYS INC
2019-04-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
111178.96
COGECO CABLE INC
2020-05-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
163917.19
COMMERZBANK AG FR
2023-09-19
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1101011.00
1241160.53
COMPASS BNK
2020-04-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2855000.00
3060569.52
CONSOL ENERGY INC
2017-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3554000.00
3822030.84
CONSTELLATION BRANDS
2014-12-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
479003.13
CONSTELLATION BRANDS INC
2021-05-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
793000.00
768714.38
CONSTELLATION BRANDS INC
2022-05-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142000.00
156555.00
CONSTELLATION BRANDS INC
2023-05-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
402000.00
383658.75
CONTINENTAL AIRLINES INC
2015-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1316000.00
1385748.00
COOPER STRANDARD AUTOMOTIVE INC
2018-05-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
269.00
289.18
CORP GROUP BANKING SA
2023-03-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231000.00
235398.24
CORRECTIONS CORP OF AMERICA
2020-04-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
49187.50
CORRECTIONS CORP OF AMERICA8 SERACUMPFD
2023-05-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
972000.00
924918.75
CREDIT SUISSE FIRST BOSTON MTG SEC
2033-02-25
1.157999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
2221303.28
CRESTWOOD MIDSTREAM PARTNERS LP
2019-04-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
400350.00
CROWN AMERS LLC / CROWN AMERS CAP CORP IV
2023-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1212000.00
1146249.00
CSC HOLDINGS,INC
2019-02-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
828000.00
1001690.25
CSFB MORTGAGE BACKED PASS THROUGH CERT
2034-09-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8442307.00
4479334.88
CSMC MTG TRUST 2006-2
2036-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.12
CWALT 2005-59 1A1
2035-11-20
0.496800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17026206.00
4950346.30
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
26404.64
CWALT, INC. 2004-2CB
2034-10-25
0.924599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83607722.00
5048236.82
CWMBS,INC ALTERNATIVE LOAN TR 2003-19CB MORTGAGE P
2016-11-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
27828.12
CYRUSONE LP CYRUSONE FIN CORP
2022-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3150000.00
3294768.75
D. R. HORTON INC
2015-02-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
143499.38
DANA HOLDING CORP
2021-09-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1507000.00
1555485.63
DAVITA INC
2020-11-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
131000.00
142830.94
DCP MIDSTREAM LLC
2043-05-21
5.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3307670.00
3088950.32
DISCOVER FINL SERVICES
2022-11-21
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2716000.00
2638773.56
DISCOVER FINL SVCS
2022-04-27
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
764000.00
821290.66
DISH DBS CORP
2019-09-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1467578.12
DISH DBS CORP
2020-05-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
419163.78
DISH DBS CORP
2022-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6074000.00
6112637.39
DOLPHIN SUBSIDIARY II INC
2021-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
348000.00
353688.83
DREAWORKS ANIMATION SKG INC
2020-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2475000.00
2710039.06
DRESDNER BANK
2015-09-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127000.00
139685.89
ECHOSTAR DBS CORP
2014-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1298000.00
1368849.17
EDP FINANCE B.V,NL
2019-10-01
4.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3200000.00
3348266.67
EDP FINANCE BV
2018-02-02
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
355229.87
EF HUTTON TRUST 3
2017-10-25
0.995800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11300000.00
427.81
ELDARADO RESORTS
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2050000.00
2175092.71
ELIZABETH ARDEN INC
2021-03-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
220072.22
EMPRESA DE ENERGIA DE BOGOTA SA ESP
2021-11-10
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
435762.97
ENDO PHARMA HLDG INC
2019-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2331000.00
2489767.00
ENDO PHARMA HLDG INC
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
787000.00
840690.89
EP ENERGY LLC
2022-09-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1137291.67
EQUINIX, INC
2023-04-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
997916.67
ESAL GMBH
2023-02-05
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1230847.22
ESTERLINE TECHNOLOGIES CORP
2020-08-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2690000.00
2999350.00
EXPRO FINANCE LUXEMBOURG S.C.A,LU
2016-12-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105586.11
FELCOR LODGING LIMITED PARTNERSHIP
2014-10-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
866666.67
FERREYCORP S A A
2020-04-26
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
388000.00
363891.46
FERRO CORP
2018-08-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
515266.87
FIFTH THIRD BANCORP
2099-12-29
5.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
388000.00
344113.97
FLEXTRONICS INTERNATIONAL LTD
2020-02-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1388000.00
1389792.83
FLEXTRONICS INTERNATIONAL LTD
2023-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
679000.00
674190.42
FRESENIUS MED CARE US FIN INC
2017-07-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
153468.75
FRESENIUS MED CARE US FIN INC
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
535000.00
583291.18
FRESENIUS US FINANCE II INC
2015-07-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
654310.00
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
3713000.00
4268299.78
FRONTIER COMMUNICATIONS CORP
2020-04-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
85877.08
FRONTIER COMMUNICATIONS CORP
2024-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3550000.00
3603077.43
FTI CONSULT INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3796000.00
3901022.67
G FORCE 2005 -RR LLC
2039-12-25
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6590796.00
5242859.07
GANNETT CO INC
2015-09-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
217812.50
GANNETT CO INC
2016-04-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220300.00
264543.58
GANNETT CO INC
2019-10-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
725937.50
GANNETT CO INC
2023-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
288406.25
GCCFC
2037-04-10
5.213400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4220296.00
4096224.20
GCCFC 2007
2049-12-10
5.867000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300019.00
2550301.13
GENESIS ENERGY
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
817546.87
GENESIS ENERGY LP GENESIS ENERGY FIN CORP
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
208302.78
GENON ESCROW CORP
2020-10-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2692000.00
2891413.64
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3812000.00
4679230.00
GOLDMAN SACHS CAPITAL III
2043-09-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3707222.22
GOODYEAR TIRE AND RUBBER CO
2020-08-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
3163989.58
GOODYEAR TIRE RUBBER CO
2020-08-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
122284.72
GRAPHIC PACKAGING INTER INC
2018-10-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
110125.00
GRAPHIC PACKAGING INTERNATIONAL INC
2021-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2094000.00
2097111.92
GRUPO IDESA S A DE C V
2020-12-18
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
384621.09
HARTFORD FINANCIAL SERV GROUP
2068-06-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
158339.06
HCA INC
2020-02-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
223343.28
HERCULES OFFSHORE INC
2021-07-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
547813.00
612941.88
HJ HEINZ FINANCE COMPANY
2039-08-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
722925.00
HOLLEY ENERGY PARTNERS
2018-03-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2375000.00
2561833.33
HUNTSMAN INTL LLC
2020-03-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
851312.50
HVMLT
2038-01-19
0.346999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7959697.00
2808232.54
IAI ANTERO RESOURCES FINANCE CORP
2019-08-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
417000.00
463391.25
IAI ANTERO RESOURCES FINANCE CORP
2021-11-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
4194257.29
IMP CMB TR
2035-08-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27858200.00
4320459.33
INDYMAC INDB MTGE LOAN TRUST 2006-1
2036-07-25
0.234600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28212781.00
2234829.21
INEOS FINANCE PLC
2020-05-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
444500.00
ING U S INC
2053-05-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1117000.00
1085643.33
INMET MNG CORP
2020-06-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
658794.00
760632.57
INSTITUTO COSTA DE ELECTRIC DADS
2043-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
111000.00
92236.37
INTERNATIONAL LEASE FINANCE CORP.
2018-04-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
798000.00
809219.66
INTL LEASE FIN CORP
2015-09-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10735000.00
12211957.09
INTL LEASE FIN CORP
2017-03-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
161906.25
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
467227.70
IRON MOUNTAIN INC
2023-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
578000.00
608923.00
IRON MOUNTAIN INC
2024-08-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1498000.00
1440347.81
JABIL CIRCUIT INC
2020-12-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
478000.00
499360.63
JABIL CIRCUIT INC
2022-09-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
722000.00
702329.51
JAGUAR LD ROVER PLC
2018-05-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1640791.67
JBS S.A
2016-08-04
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
116912.50
JP Morgan Chase & Co
2099-12-31
7.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1126169.45
JPMORGAN ACCEPTANCE CORP I
2037-08-26
6.405100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7014390.00
4027232.04
KENNEDY WILSON INC
2019-04-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
558333.33
KEY ENERGY GROUP INC
2021-03-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
200806.25
KINDER MORGAN INC
2015-03-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
148254.17
LAMAR MEDIA CORP
2018-04-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
214000.00
229394.62
LAMAR MEDIA CORP
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
783000.00
833405.62
LAMAR MEDIA CORP
2024-01-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
1190434.11
LAND OLAKES CAPITAL TRUST I
2028-03-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
775000.00
759999.45
LAND OLAKES INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
787625.00
LAREDO PETE HLDGS INC
2022-05-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1110937.50
LAVENDER TRUST SERIES 2010 RR1
2036-09-26
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3955752.00
2484768.70
LENNAR CORP
2018-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2485000.00
2824409.58
LIBBEY GLASS INC
2020-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167000.00
182575.07
LIBERTY MUTUAL GROUP INC
2087-03-07
7.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
686628.00
758357.74
LINN ENERGY LLC LINN ENERGY FIN CO
2021-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91000.00
99351.78
LKQ CORP
2023-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
188005.56
LYNX II CORP
2023-04-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1610000.00
1672421.04
M & T BANK CORP
2016-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
1339382.78
M/I SCHOTTENST
2018-11-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
544850.62
MANITOWOC INC
2020-11-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
524000.00
602600.00
MARFRIG HLDGS EUROPE B V
2018-05-09
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
472038.19
MARFRIG HOLDINGS EUROPE
2017-07-24
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
64149.81
MARKWEST ENERGY PARTNERS L P
2022-06-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1075486.11
MARKWEST ENERGY PARTNERS LP
2021-08-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1951000.00
2155800.80
MARKWEST ENERGY PARTNERS LP
2023-07-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2480000.00
2336160.00
MCE FINANCE LTD
2021-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
817208.33
MCGRAW HILL GLOBAL ED HLDGS LLC
2021-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
111250.00
MERRILL LYNCH MORTGAGE TRUST 2007-C1
2050-06-12
5.858500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17106412.00
17914347.42
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
4415703.00
4529199.31
MORGAN STANLEY MTGE LOAN TRUST
2036-11-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3946980.00
1172789.13
MORGAN STANLEY SERIES 2007 XLF
2020-10-15
0.460000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
4281153.50
MORTGAGE CPTL TR SER A
2017-07-01
0.746600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1643.21
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1450000.00
1533616.67
NATIONSTAR MORTGAGE LLC
2018-08-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
449284.31
NAVIOS MARITIME HOLDINGS INC.
2022-01-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
791000.00
812085.09
NCR CORP
2022-07-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
458000.00
446422.78
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FIN
2020-03-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178000.00
191127.50
NEWFIELD EXPLORATION CO
2018-05-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000.00
237874.42
NIELSEN CO LUXEMBOURG S AR L
2021-10-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99000.00
103380.75
NRG ENERGY INC
2018-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
913000.00
1032501.56
NRG ENERGY INC
2020-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
1761825.00
NRG ENERGY INC
2022-07-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3130769.00
3140770.07
OFFICE DEPOT DE MEXICO S A DE C V
2020-09-20
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20600.00
OIL STATES ONTERNATIONAL
2019-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1565000.00
1675854.17
OPER PARTNERSHIP CORP
2021-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
123000.00
133109.06
OUTERWALL INC
2019-03-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
628100.00
OWENS BROCKWAY GLASS CONTAINER
2016-05-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
251000.00
289748.12
PACIFIC RUBIALES ENERGY CORP
2019-01-26
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
1093947.48
PACIFIC RUBIALES ENERGY CORP
2021-12-12
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
321000.00
341020.15
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
826196.00
541192.81
PIONEER DRILLING COMPANY
2018-03-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2853000.00
3123480.25
POST HLDGS INC
2022-02-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3005000.00
3310028.36
POTLATCH CORP
2019-11-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1067000.00
1247056.25
PPL CAPITAL FUNDING, INC.
2067-03-30
6.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
7124384.16
PREFERRED ERM SEC XV L
2034-09-26
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3907780.00
PREFERRED TERM
2035-03-23
0.822799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9118353.00
5332126.19
PREFERRED TERM SEC
2038-03-22
0.642800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2393903.00
1548751.92
PRESTAGE BRANDS INC
2021-12-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
2265117.19
PROVIDENT FDG ASSOCIATES
2021-06-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1165000.00
1157573.13
QANTAS AIRWAYS LTD
2016-04-15
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2315120.00
2514576.59
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
815000.00
829183.26
QVC NETWORK INC
2022-07-02
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
351160.00
356900.93
R.R. DONNELLEY & SONS COMPANY
2019-03-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
112923.33
R.R. DONNELLEY & SONS COMPANY
2023-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
230500.00
R.R.DONNELLY & SONS COMPANY
2016-08-15
8.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
291465.61
RANGE RESOURCES CORP
2022-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3415000.00
3463853.47
RAST 2006-A12 A1
2036-11-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2344455.00
488589.57
RBSSP RESC TRUST
2035-10-26
5.159500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3373376.00
2486780.59
RBSSP RESECURITIZATION TRUST 2009-5
2036-12-26
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2536533.00
1931305.86
RECKSON OPERATING PARTNERSHIP LP
2016-03-31
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1059000.00
1158606.01
REGIONS FINANCIAL CORP NEW
2014-11-10
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43000.00
46096.32
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2020-10-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
358000.00
373011.14
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2021-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2925000.00
3244414.06
RFMSI SERIES 2003-S14 TRUST
2035-06-25
2.801000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14807236.00
2331326.81
RHP HOTEL PPTYS LP & RHP FIN CORP
2021-04-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
860000.00
853191.67
RIVERS PITTSBURGH BORROWER LP DE
2019-06-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
276784.72
ROSETTA RESOURCES INC
2022-06-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
389000.00
389998.16
SABINE PASS LIQUEFACTION LLC
2023-04-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
176000.00
169675.00
SABLE INTERNATIONAL FIN LTD
2017-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
161547.92
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
858000.00
881237.50
SAPPI PAPIER HLDG GMBH
2017-07-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2385000.00
2643640.00
SAPPI PAPIER HLDING
2019-06-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
223140.28
SASCO
2032-08-25
2.713000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4800000.00
116294.65
SASCO 2001 6
2032-08-25
2.612899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
245144.34
SCIENTIFIC GAMES INTL INC
2019-06-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
128918.33
SEAGATE HDD CAYMAN
2020-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1057000.00
1158405.94
SEALED AIR CORP
2019-09-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38000.00
43583.89
SEALED AIR CORP
2033-07-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
108136.11
SEARS MTGE SEC
2014-02-25
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
163000.00
0.74
SENECA GAMING CORP
2018-12-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1825000.00
1986968.75
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3352518.00
2484344.35
SENSATA TECHNOLOGIES B V
2023-10-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
67679.79
SENSATA TECHNOLOGIES B.V.
2019-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91918.00
100073.17
SERVICE CORP INTER
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3060000.00
3304120.00
SERVICE CORP INTERNATIONAL
2016-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
368000.00
409400.00
SERVICE CORP INTERNATIONAL
2022-01-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144000.00
145964.00
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
887000.00
1032812.94
SERVICE CORP INTL
2018-10-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
583068.75
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
649500.00
SESI LLC
2021-12-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
686000.00
764275.46
SITEL LLC AND SITEL FIN CORP
2017-08-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310531.00
347794.72
SLM CLORP EDNOTES
2014-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
152741.83
SLM CORP
2014-02-01
3.113999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108000.00
108280.26
SLM CORP
2014-04-01
2.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100235.33
SLM CORP
2014-04-25
2.008000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100041.31
SLM CORP
2016-01-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16140.63
SLM CORP
2017-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
657885.00
SLM CORP
2019-01-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
463475.00
SM ENERGY CO
2024-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1894444.44
SMITHFIELD FOODS
2017-07-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3061974.00
3564010.15
SMURFIT CAPITAL
2025-11-20
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
606000.00
672533.75
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
660675.00
SPCM SA
2022-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
657376.67
SPIRIT AEROSYSTEMS INC
2020-12-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
461603.13
SPRINT CORP
2023-09-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
594573.75
SPRINT NEXTEL
2021-11-15
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
66713.89
SQUARETWO FINANCIAL CORP
2017-04-01
11.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
194943.75
STANDARD PACIFIC CORP
2018-05-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
833126.39
STANDARD PACIFIC CORP
2021-01-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106000.00
124547.06
STANDARD PACIFIC CORP
2021-12-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1171000.00
1230119.24
STEWART ENTERPRISES
2019-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1331000.00
1426351.36
STRUCTURED ASSET SECS 2002-18A
2032-09-25
2.231500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25332000.00
377622.10
SUBURBAN PROPANE PARTNERS
2018-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
468700.00
SUMMIT MIDSTREAM HOLDINGS LLC
2021-07-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
294593.75
TARGA RESOURCES PARTNERS LP FINANCE COR
2022-08-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1086875.00
TARGA RESOURCES PARTNERS LP/FINANCE COR
2023-11-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
223000.00
202700.81
TELECOM ITALIA CAPITAL
2014-06-18
6.174999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4070000.00
4176331.58
TELECOM ITALIA CAPITAL
2033-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146000.00
139140.68
TELECOM ITALIA CAPITAL
2034-09-30
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1710000.00
1577760.00
TELECOM ITALIA CAPTIAL
2036-07-18
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
656000.00
656065.60
THE AES CORP
2017-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1715000.00
2038372.78
THE AES CORP
2021-07-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
896484.90
THE HERTZ CORP
2018-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
381791.67
THE LIMITED
2020-05-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984000.00
1119300.00
THE LIMITED
2021-04-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
543000.00
604540.00
THE LIMITED
2033-03-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000.00
22197.08
THE RYLAND GROUP INC
2020-05-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
48670.31
TOLL BROTHERS FINANCE CORP
2022-02-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
963000.00
1034830.44
TRIUMPH GROUP INC
2018-07-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3525000.00
3785262.50
UNIT CORP INC
2021-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
1173134.72
UNITED STATES STEEL CORP
2017-06-01
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
708554.17
UNITED STATES STEEL CORP
2022-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
547291.67
UNITY HESSEN GMBH
2019-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52279.00
58726.74
UPCB FIN V LTD
2021-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
356786.81
USG CORP
2018-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
618000.00
682679.71
VAIL RESORTS INC
2019-05-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
374937.50
VALEANT PHARMACEUTICALS INTERNATIONAL INC NEW
2021-12-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1010000.00
1057343.75
VALEANT PHARMACEUTICALS INTL INC
2020-10-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1694575.00
1865444.65
VIDOTRON LTEE
2015-12-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189000.00
191106.56
VISKASE COMPANIES INC
2018-01-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13570749.00
14322417.71
VTR FIN B V
2024-01-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
748935.00
WACHOVIA BANK COMM MTG
2020-06-15
0.460000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5234089.00
5014683.55
WELLSFARGO COMMERCIAL MORTGAGE SECURITIES, INC.
2045-12-25
3.164600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
1366378.06
WESCO DISTRIBUTION, INC.
2021-12-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1017204.86
WEX INC
2023-02-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
1634062.50
WF RBS COML MTG TR 2011-C2
2044-02-18
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1032357.00
925706.49
WHITE MOUNTAIN RE GROUP, LTD.
2017-06-30
7.506000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
685000.00
718485.20
WHITING PETROLEUM CORP
2018-10-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315000.00
340331.25
WIND ACQUISITION FINANCE SA
2020-04-30
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
55321.53
WINDSTREAM CORP
2023-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
582000.00
598005.00
YOF SOCIEDAD ANONIMA
2018-12-19
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3382651.00
3299282.75
YPF SOCIEDAD ANONIMA
2018-12-19
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8475000.00
8266126.56
ZIONS BANCORPORATION
2023-09-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
992000.00
1055686.40
ZIONS BANCORPORATION
2099-12-29
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
184482.22
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
416000000.00
416000000.00
0.0107
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
416000000.00
416000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
80000000.00
80000000.00
0.0021
N
80005600.00
80005600.00
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
52005720.00
52005720.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
116000000.00
116000000.00
0.0030
N
116012760.00
116012760.00
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
98007840.00
98007840.00
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
13000780.00
13000780.00
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
1000060.00
1000060.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-07-14
N
N
N
58000000.00
58000000.00
0.0015
N
58001160.00
58001160.00
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 0.260000%
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
34003060.00
34003060.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LHH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
216000000.00
216000000.00
0.0056
N
216019440.00
216019440.00
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
0.0033
N
126505060.00
126505060.00
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
5000200.00
5000200.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
400000000.00
400000000.00
0.0103
N
400000000.00
400000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LNC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
12000000.00
12000000.00
0.0003
N
11999400.00
11999400.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LNS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
45000000.00
45000000.00
0.0012
N
44997750.00
44997750.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.050000%
60686N005_0.0500_M140203_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-01-01
3.500000
Government Agency Debt
1884789.00
1955205.97
Fannie Mae
2040-04-01
3.653999
Government Agency Debt
5917146.00
2685309.34
Fannie Mae
2040-08-01
3.677999
Government Agency Debt
14510354.00
7437452.12
Fannie Mae
2041-01-01
3.214999
Government Agency Debt
57056.00
30661.65
Fannie Mae
2043-04-01
1.792000
Government Agency Debt
19447849.00
17717364.82
Fannie Mae
2043-04-01
2.500000
Government Agency Debt
113713.00
101535.74
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
7217140.00
6784114.33
Freddie Mac
2025-08-01
4.000000
Government Agency Debt
18262723.00
9711999.82
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
45000000.00
45000000.00
0.0012
N
45000000.00
45000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
440000000.00
440000000.00
0.0113
Security is a time deposit.
N
440000000.00
440000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.177000%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
N
272000000.00
272000000.00
0.0070
N
272000000.00
272000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.187700%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-03
2014-03-03
N
N
N
63000000.00
63000000.00
0.0016
N
63000000.00
63000000.00
Nationwide Building Society
Nationwide Building Society 0.205000%
6385E1BA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
132000000.00
131994738.32
0.0034
N
131996040.00
131996040.00
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
74990604.16
0.0019
N
74993250.00
74993250.00
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
91981216.67
0.0024
N
91986200.00
91986200.00
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
45987925.00
0.0012
N
45991260.00
45991260.00
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
1999271.67
0.0001
N
1999440.00
1999440.00
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
82004100.00
82004100.00
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
0.0029
N
111002220.00
111002220.00
Natixis SA
Natixis SA 0.120000%
939UPJ002
0001503859
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
85000000.00
85000000.00
0.0022
Security is a time deposit.
N
84999974.50
84999974.50
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.115000%
6323A1B70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
Y
Natixis SA
N/A
N/A
N
110000000.00
109998594.44
0.0028
N
109997866.00
109997866.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.100000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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
18998100.00
0.0005
N
18998670.00
18998670.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.050000%
65558EYP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
313000000.00
313000000.00
0.0081
N
313000000.00
313000000.00
NRW.BANK
NRW.BANK 0.070000%
62939MB48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
251000000.00
250999511.96
0.0065
N
250997490.00
250997490.00
NRW.BANK
NRW.BANK 0.070000%
62939MB55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
205000000.00
204999202.75
0.0053
N
204997950.00
204997950.00
Old Line Funding, LLC
Old Line Funding, LLC 0.201000%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
110000000.00
110000000.00
0.0028
N
110007700.00
110007700.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.170000%
69033PVA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
91000000.00
91000000.00
0.0023
N
91001820.00
91001820.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.070000%
69033PVB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
105000000.00
105000000.00
0.0027
N
104998950.00
104998950.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.070000%
69033PVG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
9000000.00
9000000.00
0.0002
N
8999910.00
8999910.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PVH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
30000000.00
30000000.00
0.0008
N
29999700.00
29999700.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PVM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.240000%
69033RGN0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
50000000.00
49943666.67
0.0013
N
49941500.00
49941500.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
88000000.00
88000000.00
0.0023
N
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
71007100.00
71007100.00
Rabobank Nederland
Rabobank Nederland 0.248300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-04
2014-03-04
N
N
N
127000000.00
127000000.00
0.0033
N
127007620.00
127007620.00
Rabobank Nederland
Rabobank Nederland 0.239000%
21684BNN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-09-16
N
N
N
226000000.00
226000000.00
0.0058
N
226020340.00
226020340.00
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
113995440.00
113995440.00
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
0.0063
N
244990200.00
244990200.00
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
0.0070
N
274120560.00
274120560.00
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
0.0058
N
224991000.00
224991000.00
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
38988906.66
0.0010
N
38994150.00
38994150.00
Royal Bank of Canada
Royal Bank of Canada 0.289900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-04-07
2015-02-06
N
N
N
75000000.00
75000000.00
0.0019
N
75004275.00
75004275.00
Royal Bank of Canada
Royal Bank of Canada 0.332900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-04-04
2015-02-04
N
N
N
243000000.00
243000000.00
0.0063
N
243121500.00
243121500.00
Royal Bank of Canada
Royal Bank of Canada 0.296600%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-04-01
2015-01-30
N
N
N
125000000.00
125000000.00
0.0032
N
125011250.00
125011250.00
Royal Bank of Canada
Royal Bank of Canada 0.278000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-06-24
N
N
N
305000000.00
305000000.00
0.0078
N
305143350.00
305143350.00
Royal Bank of Canada
Royal Bank of Canada 0.258700%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-10-17
N
N
N
82000000.00
82000000.00
0.0021
N
82020500.00
82020500.00
Royal Bank of Canada
Royal Bank of Canada 0.030000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
110000000.00
110000000.00
0.0028
Security is a time deposit.
N
110000000.00
110000000.00
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
7500825.00
7500825.00
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
121996882.22
0.0031
N
121997560.00
121997560.00
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
36990503.33
0.0010
N
36992970.00
36992970.00
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
49977833.33
0.0013
N
49989000.00
49989000.00
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
83953613.33
0.0022
N
83973120.00
83973120.00
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
36977445.42
0.0010
N
36986680.00
36986680.00
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
10990000.70
0.0003
N
10992080.00
10992080.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UGA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-10
2014-07-10
N
N
N
2000000.00
1997732.22
0.0001
N
1997720.00
1997720.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050UGE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
95000000.00
94885287.50
0.0024
N
94887900.00
94887900.00
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
10001700.00
10001700.00
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
11001980.00
11001980.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.060000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
228000000.00
228000000.00
0.0059
Security is a time deposit.
N
228000091.20
228000091.20
Smithsonian Institution
Taxable Bonds Series 2013B 0.080000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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
32000960.00
32000960.00
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
0.0026
N
100005000.00
100005000.00
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
93006510.00
93006510.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C4W9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
61000000.00
61000000.00
0.0016
N
61000610.00
61000610.00
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
0.0073
N
284002840.00
284002840.00
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
4000120.00
4000120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
41000000.00
41000000.00
0.0011
N
41009020.00
41009020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CG30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
111000000.00
111000000.00
0.0029
N
111022200.00
111022200.00
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
15003000.00
15003000.00
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
32006720.00
32006720.00
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
149007450.00
149007450.00
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
2000100.00
2000100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CM58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
88000000.00
88000000.00
0.0023
N
88018480.00
88018480.00
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
48003360.00
48003360.00
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
0.0028
N
108003240.00
108003240.00
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
18000540.00
18000540.00
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
40001200.00
40001200.00
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
2000060.00
2000060.00
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
14000000.00
14000000.00
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
3999920.00
3999920.00
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
18000000.00
18000000.00
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
53998920.00
53998920.00
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
0.0017
N
64994800.00
64994800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UMH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-14
2014-10-14
N
N
N
21000000.00
21000000.00
0.0005
N
20997060.00
20997060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UQG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
15000000.00
15000000.00
0.0004
N
14997690.00
14997690.00
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
227002270.00
227002270.00
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
24000240.00
24000240.00
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
35001050.00
35001050.00
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
50001500.00
50001500.00
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
21999340.00
21999340.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.040000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
775000000.00
775000000.00
0.0199
Security is a time deposit.
N
775000000.00
775000000.00
Swedbank AB
Swedbank AB 0.055000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
250000000.00
250000000.00
0.0064
Security is a time deposit.
N
250000000.00
250000000.00
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
2014-02-07
2014-02-07
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 0.140000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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 0.140000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
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
55005500.00
55005500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.208500%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-09-02
N
N
N
218000000.00
218000000.00
0.0056
N
218071940.00
218071940.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112TL77
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
27999720.00
27999720.00
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
173029410.00
173029410.00
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
13997433.33
0.0004
N
13999020.00
13999020.00
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
45980948.33
0.0012
N
45990340.00
45990340.00
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
49950527.78
0.0013
N
49965000.00
49965000.00
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
184020240.00
184020240.00
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
7001330.00
7001330.00
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
4000840.00
4000840.00
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
12000480.00
12000480.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.231000%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2015-01-09
N
N
N
75000000.00
75000000.00
0.0019
N
75010500.00
75010500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.230400%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2015-01-14
N
N
N
196000000.00
196000000.00
0.0050
N
196027440.00
196027440.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.207000%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0006
N
25005750.00
25005750.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.182500%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-04-07
N
N
N
282000000.00
282000000.00
0.0073
N
282028200.00
282028200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.218300%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-08-05
N
N
N
46000000.00
46000000.00
0.0012
N
46010580.00
46010580.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-11-18
N
N
N
267000000.00
267000000.00
0.0069
N
267074760.00
267074760.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-11-18
N
N
N
262000000.00
262000000.00
0.0067
N
262073360.00
262073360.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.292900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-02-13
N
N
N
100000000.00
100000000.00
0.0026
N
100005700.00
100005700.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.345900%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-03-24
2015-02-20
N
N
N
275000000.00
275000000.00
0.0071
N
275042900.00
275042900.00
Westpac Banking Corp
Westpac Banking Corp 0.535400%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-04-28
2015-02-27
N
N
N
100000000.00
100000000.00
0.0026
N
100007800.00
100007800.00
Westpac Banking Corp
Westpac Banking Corp 0.270000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-03
2014-04-25
N
N
N
202000000.00
202000000.00
0.0052
N
202084840.00
202084840.00
Westpac Banking Corp
Westpac Banking Corp 0.248000%
96121TTR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-08-27
N
N
N
240000000.00
240000000.00
0.0062
N
240103200.00
240103200.00
Westpac Banking Corp
Westpac Banking Corp 0.257000%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-19
2014-06-19
N
N
N
130000000.00
130000000.00
0.0033
N
130054600.00
130054600.00
Westpac Banking Corp
Westpac Banking Corp 0.227000%
9612C4JZ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-24
2014-09-23
N
N
N
100000000.00
100000000.00
0.0026
N
100030000.00
100030000.00
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
182614.91
182614.91
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
148432.53
148432.53
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
570583.91
570583.91
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
1049850.29
1049850.29
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
159799.38
159799.38
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
114156.75
114156.75
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
45653.51
45653.51