0001145549-14-006918.txt : 20140929
0001145549-14-006918.hdr.sgml : 20140929
20140807135635
ACCESSION NUMBER: 0001145549-14-006918
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140731
FILED AS OF DATE: 20140807
DATE AS OF CHANGE: 20140807
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: 141023041
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
2014-07-31
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
51
89
38031360091.59
12434984.17
1730567.14
38042064508.62
0.0022
1.0001
2014-07-31
1.0001
2014-07-31
C000012378
1.00
38042064508.62
1.00
455127661.64
6954442301.01
6499314639.37
0.0006
1.0001
2014-07-31
1.0001
2014-07-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.160000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
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 0.305500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-09-04
N
Y
Santander UK Plc
N/A
N/A
N
198000000.00
198000000.00
0.0052
N
198005940.00
198005940.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.100000%
00279HZ82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
Y
Santander UK Plc
N/A
N/A
N
120000000.00
120000000.00
0.0032
N
119998800.00
119998800.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.100000%
00279HZ90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
Y
Santander UK Plc
N/A
N/A
N
60000000.00
60000000.00
0.0016
N
59999400.00
59999400.00
Alpine Securitization Corp
Alpine Securitization Corp 0.260000%
02086MK94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-09
2014-10-09
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
90000000.00
89955150.00
0.0024
N
89971200.00
89971200.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.250000%
04821UK76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
50000000.00
49976736.11
0.0013
N
49984500.00
49984500.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.250000%
04821UK84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
50000000.00
49976388.89
0.0013
N
49984000.00
49984000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.090000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
140000000.00
140000000.00
0.0037
Security is a time deposit.
N
139999797.00
139999797.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M140804
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
320000000.00
320000000.00
0.0084
Security is a time deposit.
N
320000384.00
320000384.00
Bank of America, NA
Bank of America, NA 0.355500%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-08-05
2015-03-05
N
N
N
104000000.00
104000000.00
0.0027
N
104003016.00
104003016.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4M2
Other Note
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
16000000.00
16000000.00
0.0004
N
16000640.00
16000640.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4R1
Other Note
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6W8
Other Note
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
43000000.00
43000000.00
0.0011
N
43003010.00
43003010.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6X6
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
109000000.00
109000000.00
0.0029
N
109007630.00
109007630.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HCJ2
Other Note
N
First Tier Security
N/A
N/A
2014-12-08
2014-12-08
N
N
N
96000000.00
96000000.00
0.0025
N
96013440.00
96013440.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HCM5
Other Note
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
45000000.00
45000000.00
0.0012
N
45006750.00
45006750.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HCP8
Other Note
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
N
91000000.00
91000000.00
0.0024
N
91013650.00
91013650.00
Bank of America, NA
Bank of America, NA 0.200000%
06053HDG7
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
90000000.00
90000000.00
0.0024
N
90011700.00
90011700.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDL6
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
145000000.00
145000000.00
0.0038
N
145013050.00
145013050.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDR3
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
118000000.00
118000000.00
0.0031
N
118010620.00
118010620.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDV4
Other Note
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
21000000.00
21000000.00
0.0006
N
21002100.00
21002100.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDZ5
Other Note
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
90000000.00
90000000.00
0.0024
N
89991000.00
89991000.00
Bank of Montreal
Bank of Montreal 0.090000%
06366BQ78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
395000000.00
395000000.00
0.0104
N
395000000.00
395000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366BQ86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366BR36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
490000000.00
490000000.00
0.0129
N
490000000.00
490000000.00
Bank of Montreal
Bank of Montreal 0.060000%
06366BR93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
64000000.00
64000000.00
0.0017
N
64000000.00
64000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.060000%
06405XH57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
268000000.00
267998213.30
0.0070
N
267997320.00
267997320.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.060000%
06405XH65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
42000000.00
41999650.00
0.0011
N
41999580.00
41999580.00
Bank of Nova Scotia
Bank of Nova Scotia 0.223400%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-11
2014-09-09
N
N
N
171000000.00
171000000.00
0.0045
N
171010260.00
171010260.00
Bank of Nova Scotia
Bank of Nova Scotia 0.222000%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-09-16
N
N
N
347000000.00
347000000.00
0.0091
N
347027760.00
347027760.00
Bank of Nova Scotia
Bank of Nova Scotia 0.225000%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-11-25
N
N
N
100000000.00
100000000.00
0.0026
N
100015000.00
100015000.00
Bank of the West
Bank of the West 0.230000%
06426GEB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
11000000.00
11000000.00
0.0003
N
11000220.00
11000220.00
Bank of the West
Bank of the West 0.260000%
06426GET0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2014-11-10
N
N
N
108000000.00
108000000.00
0.0028
N
108030240.00
108030240.00
Bank of the West
Bank of the West 0.250000%
06426GEU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-12
2014-11-12
N
N
N
70000000.00
70000000.00
0.0018
N
70018200.00
70018200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GS78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
8000000.00
8000000.00
0.0002
N
8000240.00
8000240.00
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
0.0013
N
48008160.00
48008160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HFJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
N
83000000.00
83000000.00
0.0022
N
83010790.00
83010790.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HHH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
193000000.00
193000000.00
0.0051
N
193021230.00
193021230.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HHM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
2000000.00
2000000.00
0.0001
N
2000220.00
2000220.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HJW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
104000000.00
104000000.00
0.0027
N
104031200.00
104031200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
149000000.00
149000000.00
0.0039
N
149044700.00
149044700.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HMB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
N
57000000.00
57000000.00
0.0015
N
57017670.00
57017670.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HNC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
31000000.00
31000000.00
0.0008
N
31009610.00
31009610.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HPX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
10000000.00
10000000.00
0.0003
N
10001300.00
10001300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HQS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
110000000.00
110000000.00
0.0029
N
110023100.00
110023100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.100000%
06538HVG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
23000000.00
23000000.00
0.0006
N
22999770.00
22999770.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XD96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
92000000.00
92000000.00
0.0024
N
92009200.00
92009200.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
11000000.00
11000000.00
0.0003
N
11001100.00
11001100.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-05
2015-02-05
N
N
N
141000000.00
141000000.00
0.0037
N
141014100.00
141014100.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
99000000.00
99000000.00
0.0026
N
99010890.00
99010890.00
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
0.0022
N
82037720.00
82037720.00
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
85044200.00
85044200.00
Barclays Bank Plc
Barclays Bank Plc 0.290000%
06741XZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-29
2014-09-29
N
N
N
206000000.00
206000000.00
0.0054
N
206057680.00
206057680.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M140801_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-12-15
0.250000
Treasury Debt
27293900.00
27298218.10
United States Treasury Department
2018-02-28
0.750000
Treasury Debt
26547800.00
26076794.42
United States Treasury Department
2019-03-31
1.500000
Treasury Debt
100000000.00
99625000.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
150000000.00
150000000.00
0.0039
N
150000000.00
150000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M140804_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-06-20
1.750000
Government Agency Debt
42130000.00
42018905.53
Farm Federal Credit Bank
2016-09-19
0.280000
Government Agency Debt
35000000.00
35045383.33
Farm Federal Credit Bank
2017-03-13
0.176499
Government Agency Debt
5700000.00
5701073.02
Freddie Mac
2018-06-13
4.875000
Government Agency Debt
55899805.00
63495191.00
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
142000000.00
142000000.00
0.0037
N
141998580.00
141998580.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M140805_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-09-01
5.000000
Government Agency Debt
12462309.00
363549.49
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
11000303.00
579731.07
Fannie Mae
2017-12-01
5.500000
Government Agency Debt
12000316.00
735859.53
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
6236329.00
571782.46
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
8583554.00
565782.83
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
6971406.00
556369.75
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
9363715.00
508011.86
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
5203923.00
470195.88
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
10536264.00
689915.75
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
13290267.00
624038.90
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
7921089.00
611581.46
Fannie Mae
2018-02-01
5.500000
Government Agency Debt
13927164.00
784994.97
Fannie Mae
2018-02-01
5.500000
Government Agency Debt
8372784.00
609734.26
Fannie Mae
2018-02-01
5.500000
Government Agency Debt
8024897.00
581241.55
Fannie Mae
2018-03-01
5.000000
Government Agency Debt
24555201.00
866838.57
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
9087281.00
753358.28
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
5913599.00
556861.13
Fannie Mae
2018-10-01
5.000000
Government Agency Debt
6701606.00
614291.36
Fannie Mae
2019-02-01
5.000000
Government Agency Debt
5544703.00
525699.89
Fannie Mae
2019-11-01
5.500000
Government Agency Debt
4806051.00
702634.35
Fannie Mae
2020-10-01
3.290000
Government Agency Debt
775000.00
804214.75
Fannie Mae
2020-10-01
3.430000
Government Agency Debt
4393000.00
4392002.57
Fannie Mae
2020-12-01
9.000000
Government Agency Debt
1833745.00
584545.40
Fannie Mae
2022-11-01
6.500000
Government Agency Debt
950316.00
649381.92
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
6610000.00
618938.73
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
2213466.00
513217.81
Fannie Mae
2023-11-01
3.000000
Government Agency Debt
800000.00
740904.71
Fannie Mae
2024-09-01
4.500000
Government Agency Debt
2700000.00
550729.28
Fannie Mae
2025-04-01
4.500000
Government Agency Debt
1885284.00
663202.54
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
3000000.00
718399.71
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1525000.00
657815.08
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
2142931.00
606185.67
Fannie Mae
2026-09-01
4.000000
Government Agency Debt
1260709.00
782700.94
Fannie Mae
2028-12-01
2.500000
Government Agency Debt
1250000.00
1213548.28
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
1063000.00
1096261.04
Fannie Mae
2030-10-01
4.000000
Government Agency Debt
2119250.00
738319.41
Fannie Mae
2032-03-01
7.000000
Government Agency Debt
6035000.00
547541.62
Fannie Mae
2032-04-01
7.500000
Government Agency Debt
2308089.00
1372635.77
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
4330877.00
556345.24
Fannie Mae
2034-09-01
7.500000
Government Agency Debt
5000000.00
698788.71
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
5000000.00
583050.04
Fannie Mae
2037-04-01
7.000000
Government Agency Debt
7500000.00
669135.80
Fannie Mae
2037-08-01
7.500000
Government Agency Debt
1400000.00
659136.24
Fannie Mae
2037-09-01
5.500000
Government Agency Debt
3454135.00
345896.86
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
3286800.00
603787.36
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1784010.00
684349.58
Fannie Mae
2040-08-25
2.000000
Government Agency Debt
312706.00
227562.38
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
1949856.00
934431.10
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
1500000.00
1031083.26
Fannie Mae
2043-12-01
4.000000
Government Agency Debt
1241515.00
1298941.03
Fannie Mae
2044-08-01
2.904999
Government Agency Debt
622750.00
642964.98
Farm Federal Credit Bank
2043-04-01
7.000000
Government Agency Debt
1316998.00
1157556.94
Freddie Mac
2020-08-01
5.000000
Government Agency Debt
5000000.00
544559.20
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
5145014.00
558177.99
Freddie Mac
2021-01-01
5.500000
Government Agency Debt
8177862.00
610463.04
Freddie Mac
2021-12-17
7.750000
Government Agency Debt
5713698.00
134365.56
Freddie Mac
2022-05-17
9.500000
Government Agency Debt
1770.00
20.55
Freddie Mac
2023-10-01
5.500000
Government Agency Debt
10702475.00
990103.91
Freddie Mac
2023-12-01
5.500000
Government Agency Debt
4538755.00
974109.55
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
2420000.00
841172.42
Freddie Mac
2026-12-01
4.000000
Government Agency Debt
1500000.00
755966.68
Freddie Mac
2027-07-01
2.500000
Government Agency Debt
1000000.00
616705.03
Freddie Mac
2032-06-01
7.500000
Government Agency Debt
23204943.00
561074.57
Freddie Mac
2033-01-01
3.500000
Government Agency Debt
1351221.00
1161560.15
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
1590025.00
704643.73
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
3504339.00
647513.87
Freddie Mac
2039-01-01
7.000000
Government Agency Debt
2134420.00
576128.90
Freddie Mac
2039-12-15
0.510000
Government Agency Debt
577568.00
617722.84
Freddie Mac
2040-09-01
7.000000
Government Agency Debt
1060000.00
596570.43
Freddie Mac
2040-09-01
9.000000
Government Agency Debt
1500000.00
570076.69
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
850371.00
613806.32
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
885400.00
916936.88
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
1249792.00
1363743.73
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
1096950.00
1191917.59
GNMA
2038-04-20
2.750000
Government Agency Debt
26410539.00
17081335.20
GNMA
2039-06-20
2.600000
Government Agency Debt
38402328.00
23832987.70
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
92000000.00
92000000.00
0.0024
N
91999080.00
91999080.00
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
0.0044
N
167040080.00
167040080.00
BNP Paribas
BNP Paribas 0.300000%
05572NTA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
8000000.00
8000000.00
0.0002
N
8000800.00
8000800.00
BNP Paribas
BNP Paribas 0.300000%
05572NTB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
27000000.00
27000000.00
0.0007
N
27002700.00
27002700.00
BNP Paribas
BNP Paribas 0.300000%
05572NTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
34000000.00
34000000.00
0.0009
N
34004420.00
34004420.00
BNP Paribas
BNP Paribas 0.300000%
05572NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
87500000.00
87500000.00
0.0023
N
87511375.00
87511375.00
BNP Paribas
BNP Paribas 0.300000%
05572NTL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
183000000.00
183000000.00
0.0048
N
183020130.00
183020130.00
BNP Paribas
BNP Paribas 0.300000%
05572NTT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
25000000.00
25000000.00
0.0007
N
25004500.00
25004500.00
BNP Paribas
BNP Paribas 0.300000%
05572NTU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
3000000.00
3000000.00
0.0001
N
3000360.00
3000360.00
BNP Paribas
BNP Paribas 0.290000%
05572NUN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
40000000.00
40000000.00
0.0011
N
40002000.00
40002000.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.230000%
923JDF006_0.2300_M140806_2M49
0001197610
Other Repurchase Agreement
N
3M CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
791144.96
ACCENTURE PLC IRELAND SHS CLAS
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
568742.34
ADVANCED MICRO DEVICES INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2092164.34
ALLERGAN INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1887155.37
AMERICAN ELEC PWR INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
114851.00
AMERICAN EXPRESS CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
32545.78
BANC CALIF INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
181775.10
BANK OF AMERICA CORPORATION COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5078441.22
CBS CORP NEW CL B
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2910776.98
CHURCH & DWIGHT INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
106634.00
COVIDIEN PLC SHS
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5003623.20
DIAMOND OFFSHORE DRILLING INCOM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1350904.17
ENERGIZER HLDGS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2953821.85
EQUITY RESIDENTIAL SH BEN I
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3192628.71
FIDELITY & GTY LIFE COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
13715.52
GENERAL GROWTH PPTYS INC NEWCOM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1900166.26
GRAPHIC PACKAGING HLDG CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3675503.04
GREAT PLAINS ENERGY INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1847313.17
HUNTINGTON INGALLS INDS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1182792.60
INTERPUBLIC GROUP COS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4910144.46
ITC HLDGS CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
32598.48
JOHNSON & JOHNSON
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5016894.30
JPMORGAN CHASE & CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5023196.79
KIRBY CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
92072.68
LAREDO PETE HLDGS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2726437.00
LILLY ELI & CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449694.40
LOCKHEED MARTIN CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2765254.82
LYON WILLIAM HOMES CL A NEW
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11104.17
MARCUS & MILLICHAP INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
10450.02
MASCO CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4451360.66
MCDONALDS CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
288041.90
MCGRAW HILL COS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1300680.48
MEDTRONIC INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1830777.90
MIDSOUTH BANCORP INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8936.20
MONSTER WORLDWIDE INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
54108.00
MRC GLOBAL INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1884390.00
NORCRAFT COS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2435.16
PEPSICO INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2123081.89
PFIZER INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1115683.80
PROGRESSIVE CORP OHIO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1399985.28
PROLOGIS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1327707.21
QUANTUM CORP COM DSSG
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
26389.68
QUINTILES TRANSNATIO HLDGS ICOM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
34035.18
RALPH LAUREN CORP CL A
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
500837.05
SEMGROUP CORP CL A
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
140263.20
STANLEY BLACK & DECKER INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4923586.68
STONE ENERGY CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
96003.61
SUPERIOR ENERGY SVCS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2033978.77
TIME WARNER CABLE INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5052128.30
TRAVELERS COMPANIES INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
724518.98
UDR INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3611343.72
VANTAGE DRILLING COMPANY ORD SHS
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
145.53
VERIZON COMMUNICATIONS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3596802.40
VOYA FINL INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1954435.20
WALGREEN CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5000155.26
WELLPOINT INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1587963.93
WYNDHAM WORLDWIDE CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2012468.95
Unrated Security
N/A
N/A
2014-08-06
2014-08-06
N
Y
BNP Paribas
N/A
N/A
N
100000000.00
100000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
100001000.00
100001000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M140801_2M49
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
3.000000
Government Agency Debt
32704461.00
29085156.61
United States Treasury Department
2016-03-31
0.375000
Treasury Debt
364600.00
364884.75
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
1815000.00
1815284.05
United States Treasury Department
2018-04-15
0.125000
Treasury Debt
23458000.00
24711223.21
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
550000.00
534958.88
United States Treasury Department
2018-04-30
2.625000
Treasury Debt
35000.00
36793.77
United States Treasury Department
2019-01-15
2.125000
Treasury Debt
29000000.00
35838189.10
United States Treasury Department
2021-01-15
1.125000
Treasury Debt
57525000.00
67233526.87
United States Treasury Department
2021-07-15
0.625000
Treasury Debt
25400000.00
28036875.00
United States Treasury Department
2023-01-15
0.125000
Treasury Debt
54000000.00
55194421.14
United States Treasury Department
2023-07-15
0.375000
Treasury Debt
70800000.00
73446058.71
United States Treasury Department
2025-01-15
2.375000
Treasury Debt
35608800.00
54245066.74
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
363000000.00
363000000.00
0.0095
N
363000000.00
363000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.230000%
988VYS000_0.2300_M140807_2M49
0001197610
Other Repurchase Agreement
N
GREENPOINT MTGE FDG TR
2037-06-25
0.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3352302.00
1523639.18
GSAMP TRUST 2005
2036-01-25
0.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9646437.00
4155848.10
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.062900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112226000.00
28781268.97
SANTANDER US DEBT SA UNIPERSONAL
2015-01-20
3.724000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35338.00
35831.60
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
30000000.00
30000000.00
0.0008
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
30002400.00
30002400.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M140807_2M49
0001197610
Other Repurchase Agreement
N
ADT CORP
2023-06-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2760812.50
ADVANCED MICRO DEVICES INC
2020-08-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133802.00
144338.91
ALLY FINL INC
2016-07-18
2.913600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2575000.00
2620447.03
ARDAGH FIN HLDGS S A
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3048750.00
AUSDRILL FIN PTY LTD
2019-11-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2650000.00
2470296.88
BARCLAYS PLC
2099-12-29
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1076791.67
BARMINCO FIN PTY LTD
2018-06-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2914000.00
2702735.00
BNP PARIBAS BNP PARIBA
2015-08-27
9.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85439.00
85242.49
CNH INDL CAP LLC
2019-07-15
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1575000.00
1542171.09
COLUMBUS INTERNATIONAL INC
2021-03-30
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
65525.00
ENQUEST PLC
2022-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
723994.44
FIRST HORIZON MOTRGAGE PASS THROUGH TRUST 2004 7
2019-09-24
14.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
373.00
439.67
FIRST QUANTUM VENTURES
2020-02-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67000.00
70881.81
GENERAL MTRS CO
2018-10-02
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2548000.00
2583035.00
GSAMP TRUST 2005
2036-01-25
0.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1002207.00
431767.71
HELIOS LEASING I LLC
2024-05-29
2.017999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
74744.45
HERTZ CORP
2020-10-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2512000.00
2649654.11
ICAHN ENTERPRISES L P
2020-08-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
324750.00
ICAHN ENTERPRISES L P
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
1053187.50
ICAHN ENTERPRISES LP
2017-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
407000.00
409730.29
INTERNATIONAL LEASE FINANCE CORP
2019-04-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2190000.00
2410825.00
LYNX I CORP
2021-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2225000.00
2302043.72
MEG ENERGY CORP.ED
2023-01-30
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
2386657.29
NUMERICABLE GROUP S A
2024-05-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2970000.00
3014550.00
NUMERICABLE GROUP S A
2024-05-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
104381.94
QVC NETWORK INC
2024-04-01
4.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
763752.36
SCHAEFFLER HLDG FIN B V
2018-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2245000.00
2431225.87
Societe Generale
2099-12-31
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1459500.00
THE HERTZ CORP
2019-04-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1371159.00
1460112.94
THOMPSON REEK METALS COMPANY INC F RR
2017-12-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2342500.00
VERSIGN, INC.
2023-05-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2485156.25
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
40000000.00
40000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
40000000.00
40000000.00
BPCE SA
BPCE SA 0.220000%
05571CH79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
29000000.00
28998936.67
0.0008
N
28999130.00
28999130.00
BPCE SA
BPCE SA 0.100000%
05571CH79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
22000000.00
21999633.33
0.0006
N
21999340.00
21999340.00
BPCE SA
BPCE SA 0.220000%
05571CHB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-11
2014-08-11
N
N
N
138000000.00
137991566.66
0.0036
N
137994480.00
137994480.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.130000%
10513DE55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
282000000.00
282000000.00
0.0074
N
282008460.00
282008460.00
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
8999812.50
0.0002
N
8999910.00
8999910.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
77000000.00
76982781.94
0.0020
N
76987680.00
76987680.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-10
2014-09-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
58000000.00
57985177.78
0.0015
N
57988980.00
57988980.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FL46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
27000000.00
26983612.50
0.0007
N
26986230.00
26986230.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FLH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
56000000.00
55961360.00
0.0015
N
55966400.00
55966400.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FN28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21976472.22
0.0006
N
21978880.00
21978880.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JBQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
115000000.00
115000000.00
0.0030
N
115000000.00
115000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.220000%
13606JBT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
160000000.00
160000000.00
0.0042
N
160000000.00
160000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.242500%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-08-11
2015-04-02
N
N
N
312000000.00
312000000.00
0.0082
N
312006240.00
312006240.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KJ99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-09
2014-09-09
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
5000000.00
4998970.83
0.0001
N
4999050.00
4999050.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KKP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-23
2014-10-23
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
142000000.00
141937796.11
0.0037
N
141934680.00
141934680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KNW3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-30
2015-01-30
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
3000000.00
2996208.34
0.0001
N
2996010.00
2996010.00
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
13999708.33
0.0004
N
13999860.00
13999860.00
Charta, LLC
Charta, LLC 0.230000%
16115XJS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
67000000.00
66976028.89
0.0018
N
66981240.00
66981240.00
Charta, LLC
Charta, LLC 0.230000%
16115XLK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
140000000.00
139901611.11
0.0037
N
139914600.00
139914600.00
Charta, LLC
Charta, LLC 0.250000%
16115XN27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
42000000.00
41955083.33
0.0011
N
41959680.00
41959680.00
Charta, LLC
Charta, LLC 0.250000%
16115XN84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
108000000.00
107879999.99
0.0028
N
107889840.00
107889840.00
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
0.0039
N
149093870.00
149093870.00
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
0.0009
N
33022770.00
33022770.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CH55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35999000.00
0.0009
N
35999280.00
35999280.00
Ciesco, LLC
Ciesco, LLC 0.220000%
17178CHE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49996027.78
0.0013
N
49997500.00
49997500.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CHJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11998696.67
0.0003
N
11999160.00
11999160.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CJ53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
193000000.00
192956843.04
0.0051
N
192969120.00
192969120.00
Citibank, NA
Citibank, NA 0.230000%
17304URA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
68000000.00
68000000.00
0.0018
N
68008160.00
68008160.00
Citibank, NA
Citibank, NA 0.230000%
17304USF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
147000000.00
147000000.00
0.0039
N
147032340.00
147032340.00
Citibank, NA
Citibank, NA 0.230000%
17304UTF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
128000000.00
128000000.00
0.0034
N
128023040.00
128023040.00
Citibank, NA
Citibank, NA 0.230000%
17304UTJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
106000000.00
106000000.00
0.0028
N
106019080.00
106019080.00
Citibank, NA
Citibank, NA 0.200000%
17304UWQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
N
251000000.00
251000000.00
0.0066
N
251030120.00
251030120.00
Citibank, NA
Citibank, NA 0.200000%
17304UWR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
100000000.00
100000000.00
0.0026
N
100012000.00
100012000.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
50000000.00
50000000.00
0.0013
Security is a time deposit.
N
49998497.50
49998497.50
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, 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
80997300.00
0.0021
N
80999190.00
80999190.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, 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
60996441.66
0.0016
N
60998780.00
60998780.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.300000%
19422GHK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
157000000.00
156976450.00
0.0041
N
156989010.00
156989010.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.270000%
19422GKU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
43000000.00
42971620.00
0.0011
N
42981940.00
42981940.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225200%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-11-26
N
N
N
47000000.00
47000000.00
0.0012
N
47005170.00
47005170.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225500%
20272AGB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-12-05
N
N
N
150000000.00
150000529.41
0.0039
N
150013500.00
150013500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.223400%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-11
2015-01-09
N
N
N
100000000.00
100000000.00
0.0026
N
100007000.00
100007000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.233400%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2015-07-02
N
N
N
111500000.00
111500000.00
0.0029
N
111505575.00
111505575.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224800%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2015-01-23
N
N
N
325000000.00
325000000.00
0.0085
N
325006825.00
325006825.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235500%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2015-03-04
N
N
N
80000000.00
80000000.00
0.0021
N
80002320.00
80002320.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.236200%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-19
2015-06-19
N
N
N
100000000.00
100000000.00
0.0026
N
100012900.00
100012900.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VH64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
133000000.00
132995381.95
0.0035
N
132997340.00
132997340.00
CRC Funding, LLC
CRC Funding, LLC 0.240000%
12622VHJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49994333.33
0.0013
N
49996500.00
49996500.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VJS4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99964222.22
0.0026
N
99972000.00
99972000.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VL36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
146000000.00
145912318.88
0.0038
N
145927000.00
145927000.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VM27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998428.33
0.0001
N
1998600.00
1998600.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VNF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5993041.67
0.0002
N
5993520.00
5993520.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MJT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
133000000.00
133000000.00
0.0035
N
133017290.00
133017290.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MMY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
3000000.00
3000000.00
0.0001
N
2999760.00
2999760.00
Credit Agricole SA
Credit Agricole SA 0.240000%
924FJY006
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
N
98000000.00
98000000.00
0.0026
N
98000000.00
98000000.00
Credit Agricole SA
Credit Agricole SA 0.240000%
924JGJ004
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-09
2014-10-09
N
N
N
143000000.00
143000000.00
0.0038
N
143000000.00
143000000.00
Credit Agricole SA
Credit Agricole SA 0.240000%
924RQD008
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-15
2014-10-15
N
N
N
94000000.00
94000000.00
0.0025
N
94000000.00
94000000.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TH43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
58000000.00
58000000.00
0.0015
N
58002320.00
58002320.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TK31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-11
2014-09-11
N
N
N
88000000.00
88000000.00
0.0023
N
88002640.00
88002640.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TK98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
N
46000000.00
46000000.00
0.0012
N
46001840.00
46001840.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TM21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
3000000.00
3000000.00
0.0001
N
3000120.00
3000120.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TM47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
24000000.00
24000000.00
0.0006
N
24000960.00
24000960.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549TP44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
7000000.00
7000000.00
0.0002
N
7000140.00
7000140.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549TQ43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
69000000.00
69000000.00
0.0018
N
69000690.00
69000690.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549TQ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
10000000.00
10000000.00
0.0003
N
10000100.00
10000100.00
Credit Suisse AG
Credit Suisse AG 0.270000%
22549TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
N
211000000.00
211000000.00
0.0055
N
211013504.00
211013504.00
Credit Suisse AG
Credit Suisse AG 0.280000%
22549TWR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
77000000.00
77000000.00
0.0020
N
77005390.00
77005390.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.280000%
988WZK004_0.2800_M140806_2M49
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A2
2047-04-25
0.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1673249.07
144A CCMFC 2006-3A A1
2047-08-25
0.284999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3991945.98
144A CCMFC 2006-4A A1
2047-11-25
0.284999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2920154.93
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
161600000.00
9085975.34
ADJ RATE MTGE TR
2035-01-25
0.805000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12695000.00
4236519.77
AHM 2007-1 GA1A
2047-05-25
0.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
3034202.52
AHM200602
2046-07-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
54419.60
ARMT 2004-4 5M1
2035-03-25
1.304999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
10240768.49
BSARM 2004-12 1A1
2035-02-25
2.658399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
48280.45
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.901500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9502369.89
CWALT 2005-51 3A3A
2035-11-20
0.476200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5666666.00
1837558.04
CWALT 2005-79CB A1
2036-01-25
0.704999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
3161213.28
CWALT 2006-OA16 A1C
2046-10-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
914085.58
CWHL 2004-29 2A1
2035-02-25
0.814999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1211637.00
126402.52
CWHL 2005-2 2A3
2035-03-25
0.495000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128582.00
14604.10
CWHL 2005-HYB7 6A1
2035-11-20
4.871699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
104770000.00
26350798.89
CWMBS INC 2005-7
2035-03-25
0.775000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1211636.00
78851.50
HMBT
2036-12-25
0.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5009822.37
HMBT 2005-1 B2
2035-03-25
1.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
223039.01
HMBT 2005-1 M1
2035-03-25
0.614999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
954737.22
IMSA 2005-2 A1
2036-05-25
0.474999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
310226.34
IMSA 2005-2 A2C
2036-03-25
0.435000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6294750.00
2489199.77
INDX 2004-AR7 A5
2034-09-25
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2238094.35
INDX 2005-AR15 A2
2035-09-25
4.553099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4105000.00
1171708.80
JPMCC 2007-LDPX AJS
2049-01-15
5.394999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
11138383.27
LUM 2006-1 A1
2036-04-25
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
84.96
NAA 2007-2 A3
2047-04-25
0.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11245000.00
4414837.27
RALI 2007-QA2 A3
2037-02-25
0.304999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2029337.00
475232.72
RFMSI 2005-SA5 1A
2035-11-25
2.856500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
499318.66
RFMSI 2007-SA1 2A1
2037-02-25
3.374600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1833078.53
SAMI 2006-AR5 2A1
2046-05-25
0.364999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13187000.00
3544457.57
SAMI 2006-AR7 A1A
2036-08-25
0.364999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4537000.00
1627772.27
SARM 2007-6 2A1
2037-07-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
479871.99
WAMU
2046-08-25
0.667000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
221637.65
WAMU 2006-AR9 1A
2046-08-25
1.123300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12447773.00
3918500.63
WAMU 2007-OA5 1A
2047-06-25
0.873299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6097000.00
2928963.89
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
105000000.00
105000000.00
0.0028
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
105000000.00
105000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140814_2M49
0001230485
Other Repurchase Agreement
N
144A BSCMS 2006-PW12 E
2038-09-11
5.751100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1698148.43
144A MESC 11PA B3
2032-09-28
2.404199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
12698172.51
ABN AMRO MTG CORP 2003-6 B4
2033-05-25
5.394700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698934.00
112927.48
BALTA 2007-1 1A1
2047-01-25
0.315000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38289205.00
5176639.80
BANC OF AMERICA MTG SEC. INC.
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
572000.00
76814.06
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
860082.14
BSABS 2006-ST1 A1
2036-10-25
0.604999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81657000.00
12951357.69
BSABS 2007-AC5 A5
2037-07-25
0.604999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
113000000.00
25027182.42
BSMSI 1997-6 B2
2031-03-25
6.350699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3762467.00
244105.41
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
482061.55
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7630000.00
7081325.61
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
2096795.36
CWALT 2006-OA9 2A1B
2046-07-20
0.356200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34450000.00
7927087.91
CWHL 2004-J4 CB2
2019-05-25
4.675500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295500.00
57421.17
CWHL 2004-J6 B2
2024-08-25
5.122200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216500.00
71734.33
DBALT 2006-AB2 A8
2036-06-25
5.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60848000.00
22644043.04
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
788176.94
HALO 2006-2 1A7
2036-12-25
0.525000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84471991.00
14449142.77
HVMLT
2036-11-19
0.396200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45746000.00
10645315.98
IMPAC CMB TRUST SERIES 200
2035-06-25
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
810034.69
JPMMT 2005-A7 3A2
2035-10-25
5.041400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15451100.00
1629511.39
LMT
2036-12-25
0.574999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000000.00
24050401.30
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.594999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1604383.89
MSM 2006-1AR 3A
2036-02-25
2.807300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23173290.00
4713177.18
NAA 2006-AR2 3A1
2036-04-25
0.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68944000.00
4361946.83
RALI 2006-QA8 A1
2036-09-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20304195.00
4123365.60
SEMT 9 B3
2032-09-20
1.582000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3424000.00
134202.00
TBW 2006-3 4A1
2036-07-25
0.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
141986000.00
11233390.01
WAMU 2003-AR1 B3
2033-03-25
2.142199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7720000.00
224793.98
WMALT 2007-OC1 A2
2047-01-25
0.275000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66798000.00
11777674.15
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
165000000.00
165000000.00
0.0043
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
165031350.00
165031350.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140904_2M49
0001230485
Other Repurchase Agreement
N
ML CFC COMMERCIAL MORTGAGE TRUST 2007 9
2049-09-12
6.222000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2292000.00
2233767.26
MLCFC 2007-9 AJ
2049-09-12
6.192999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13980000.00
13657996.67
WBCMT 2006-C28 C
2048-10-15
5.690999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7775000.00
5959157.92
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
19000000.00
19000000.00
0.0005
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
19009120.00
19009120.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141021_2M49
0001230485
Other Repurchase Agreement
N
144A BSCMS 2006-T24 C
2041-10-12
5.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
255096.17
144A CCMFC 2003-4A B3
2034-10-25
0.726400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1915000.00
75335.02
144A CCMFC 2005-BA B1
2036-06-25
0.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457000.00
316274.04
144A CDMC 2003-4 B5
2033-05-25
5.396200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
29605.67
144A GSAA 2005-R1 1A1
2035-04-25
0.655000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36478000.00
3394850.66
144A JPMRR 2009-12 9A2
2036-05-26
2.659061
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3919767.00
2939319.66
144A MLCC 2003-F B4
2028-10-25
1.881300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3313000.00
95141.14
144A MLCFC 2007-6 G
2051-03-12
5.780999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15142000.00
289477.56
144A OAK 1998-D M1
2029-01-15
7.415000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5750000.00
4930118.89
144A PHHMC 2006-3 B2
2036-10-18
6.113400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
819925.00
518864.80
AHM 2006-2 4A
2026-02-25
0.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
200978.00
BAFC 2004-2 3B3
2034-09-20
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1251000.00
53368.35
BALTA 2005-5 1M2
2035-07-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
298356.99
BALTA 2007-2 2A1
2037-04-25
2.572499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142500.00
42708.02
BOAA 2003-6 1B2
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4005000.00
588299.70
BOAA 2003-9 XB3
2033-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1586000.00
98452.76
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
226410.89
BOAMS 2005-6 1A15
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
448087.88
BSABS 2003-AC6 BB
2033-11-25
5.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
406077.62
BSARM 2005-7 1A2
2035-08-25
2.284400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15242000.00
664588.80
BSMF 2007-SL1 1A
2037-03-25
0.315000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
8992341.76
CENDANT MTG CAP LLC 2004-2 CL
2034-05-25
5.199700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
206002.00
28399.94
CMLTI 2005-2 2B3
2035-05-25
5.759199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
821000.00
61198.16
CMLTI 2005-7 1A1
2035-09-25
2.691900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2358649.82
CMO INDYMAC INDX MTGE LN TR
2037-04-25
2.577000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
33839935.06
CSMC 2006-5 3A4
2036-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
6977126.78
CWALT 2005-24 4A2
2035-07-20
0.454199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23670531.00
1543078.62
CWALT 2005-61 2A4
2035-12-25
0.655000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
22336.88
CWALT 2005-J2 1A12
2035-04-25
0.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1199818.10
CWALT 2006-OA9 2A1A
2046-07-20
0.366200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19537000.00
4121360.18
CWHL 2004-6 M
2034-05-25
2.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795500.00
1949162.00
CWHL 2005-14 A3
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
231044.05
CWHL 2005-HYB8 3A2
2035-12-20
2.507299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2162000.00
146169.11
CWHL 2006-HYB2 1A1
2036-04-20
2.730100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
8272158.79
CWHL 2006-HYB5 1A1
2036-09-20
2.523099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10566400.00
2214700.77
CWHL 2006-HYB5 4A1
2036-09-20
4.857400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79086000.00
17940547.38
DBALT 2006-AB2 A5A
2036-06-25
6.091999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5470000.00
3388685.11
DBALT 2007-AR1 A5
2047-01-25
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16272000.00
5234395.54
GMACM 2003-AR2 M3
2033-12-19
3.200299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699000.00
189797.37
GMACM 2004-J4 M2
2034-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
793702.13
IMM 2005-5 M1
2035-08-25
0.920000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
818489.16
IMSA
2036-11-25
0.354999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21775000.00
10213836.74
IMSA 2004-3 M3
2034-11-25
1.205000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
548094.12
IMSA 2006-3 A7
2036-11-25
0.424999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
4084550.44
INDX 2006-AR21 A1
2036-08-25
0.275000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23320000.00
5196963.00
INDX 2006-AR7 3A1
2036-05-25
2.626300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47167500.00
10608637.39
JP MORGAN MTG 2005-A1 CL IB4
2035-02-25
2.848700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1456866.00
111518.14
JPMMT 2004-A6 B2
2034-12-25
3.180899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
168667.38
LMT 2006-8 4A1
2036-12-25
0.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21651000.00
809674.64
LXS 2007-14H A3
2047-07-25
0.704999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78920000.00
6451961.51
MARM 2004-7 B1
2034-08-25
2.328300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547000.00
5006364.36
MARS 2007-1 A2
2037-06-27
5.992099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14300000.00
6066998.41
MASTR 2004-9 30B2
2034-09-25
5.621699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1969000.00
42714.08
MLMI 2005-A6 M1
2035-08-25
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
975434.75
MLMI 2005-A7 2A1
2035-09-25
5.085399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12142000.00
3095799.95
MLMI 2005-A8 M2
2036-08-25
0.785000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9766000.00
3803300.44
MSSTR 2005-1 30B1
2032-09-25
6.621800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5015000.00
3074638.47
NAA 2004-AR1 CB1
2034-08-25
3.043000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
322965.71
NAA 2004-AR4 M2
2034-12-25
1.655000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1507000.00
626572.75
RAAC 2004-SP3 MII4
2034-09-25
2.004999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
414000.00
174933.30
RAAC 2005-SP1 M3
2034-09-25
5.476899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
323000.00
13128.58
RALI 2003-QS19 M2
2033-10-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
214460.97
RALI 2003-QS9 M2
2018-05-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
418300.00
27118.77
RALI 2005-QS4 A6
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1008286.89
RALI 2006-QA8 A1
2036-09-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13170000.00
2674556.91
RAST 2006-A11 2A1
2046-06-25
4.914399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15038000.00
5030196.88
RAST 2006-A6 1A4
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9364890.00
3836981.65
RFMSI 2003-S11 M3
2018-06-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
711200.00
32517.73
RFMSI 2003-S6 M3
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
32513.40
SAMI 2003-AR4 B2
2034-01-19
2.406200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
18886.03
SAMI 2004-AR3 B1
2034-07-19
1.056200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
1288315.00
SASC 2003-2A B2II
2033-02-25
2.388900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
726000.00
27925.78
SASC 2003-9A B2II
2033-03-25
2.357600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
133884.92
SASC 2005-GEL3 M5
2035-06-25
2.404999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2654000.00
1154665.12
WAMU 2003-ARP
2033-09-25
2.440700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
31527.57
WAMU 2005-AR15 A1C3
2045-11-25
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
75707.79
WASHINGTON MTL.
2033-09-25
2.440799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
18043.61
WFMBS 2005-6 B1
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2940719.72
WMALT 2007-OC1 A1
2047-01-25
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26664144.00
6262543.97
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
176000000.00
176000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
176000000.00
176000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141027_2M49
0001230485
Other Repurchase Agreement
N
BSABS 2007-AC4 A1
2037-02-25
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149000000.00
42140946.18
BSMF 2006-AC1 A3
2036-08-25
0.704999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95818000.00
19518357.05
CFLX 2007-3 2A1
2037-07-25
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50760000.00
16541768.19
First Tier Security
N/A
N/A
2014-10-27
2014-10-27
N
N
N
68000000.00
68000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
68000000.00
68000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141028_2M49
0001230485
Other Repurchase Agreement
N
AHM
2036-06-25
6.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10324000.00
4418070.52
CDMC 2004-2 B3
2034-05-25
5.199700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
412004.00
56451.69
CGCMT 2007-C6 AJ
2049-12-10
5.709600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2845000.00
2761698.38
CMT 2007-A1
2037-02-25
2.477500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11180000.00
1938512.87
CWALT 2006-OA17 1A1A
2046-12-20
0.351200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85797619.00
35561172.17
CWHL 2006-OA4 A3
2046-04-25
0.495000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12271000.00
2176108.61
GMACM 2005-AR5 4A1
2035-09-19
3.073300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
33876.47
HVMLT
2037-07-19
0.386199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
11966562.19
IMM 2005-3 A2
2035-08-25
0.755000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55615000.00
4080006.93
LBUBS 2006-C7 B
2038-11-15
5.447000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12647000.00
3247431.06
MASTR 2004-5 B2
2034-05-25
5.212600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
384201.76
MLCC 2005-B B1
2030-07-25
0.755000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5900000.00
1841665.49
RALI SERIES 2006 Q06
2046-06-25
0.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52380500.00
10236236.96
SASC 2005-3 1A6
2035-03-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
147457.12
SASC 2006-S2 A2
2036-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
841866.91
SASC 2006-S3 A1
2036-09-25
0.284999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76490000.00
10564128.27
TMST
2038-04-25
5.775999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130926000.00
35150493.90
TMST
2038-04-25
6.166599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43825000.00
9148267.38
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
117000000.00
117000000.00
0.0031
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
117000000.00
117000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141103_2M49
0001230485
Other Repurchase Agreement
N
ARMT 2005-5 3A3
2035-09-25
5.064800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
16901543.14
BALTA 2005-5 24A1
2035-07-25
5.366699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
8814410.27
BSABS 2004-AC4 M1
2034-08-25
1.054999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
3094228.97
CWALT 2006-OA3 1A1
2036-05-25
0.354999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
6829284.58
CWALT 2007-23CB A7
2037-09-25
0.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23415520.00
6612589.88
IMM 2005-5 A4
2035-08-25
0.915000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2721105.72
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.834999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
3049409.75
INDA
2037-03-25
4.963199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22700000.00
5336285.64
NAA 2007-2 A2
2047-04-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21636500.00
8425396.37
NAA 2007-2 A3
2047-04-25
0.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7395000.00
2903310.06
RFMSI 2007-SA2 4A
2037-04-25
3.792500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27804800.00
7855307.58
WAMU 2006-AR17 1A
2046-12-25
0.943300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
9109066.15
WAMU 2006-AR19 1A
2047-01-25
0.863299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24595000.00
8954738.47
WAMU 2007-OA2 2A
2047-03-25
0.667000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25719000.00
8948386.74
WMALT 2006-AR10 A2A
2036-12-25
0.325000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30095000.00
14373230.54
WMALT 2007-5 A10
2037-06-25
0.574999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
5672008.54
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
104000000.00
104000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1K77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
169000000.00
168927658.63
0.0044
N
168940850.00
168940850.00
Deutsche Bank AG
Deutsche Bank AG 0.320000%
25152XTC4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-24
2014-10-24
N
N
N
62000000.00
62000000.00
0.0016
N
62009920.00
62009920.00
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
0.0066
N
250132500.00
250132500.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
46000000.00
46000000.00
0.0012
N
46004600.00
46004600.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
22000000.00
22000000.00
0.0006
N
22002200.00
22002200.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
131000000.00
131000000.00
0.0034
N
131009170.00
131009170.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JKB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
65000000.00
65000000.00
0.0017
N
65004550.00
65004550.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155JLW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
199000000.00
199000000.00
0.0052
N
199023880.00
199023880.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M140801_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-06-01
4.815000
Government Agency Debt
16168000.00
15499039.01
Fannie Mae
2015-09-01
4.955000
Government Agency Debt
5755000.00
3423442.69
Fannie Mae
2016-02-01
5.134000
Government Agency Debt
3740000.00
2522267.53
Fannie Mae
2016-06-01
5.000000
Government Agency Debt
20892989.00
781938.33
Fannie Mae
2016-12-01
5.450000
Government Agency Debt
2810000.00
3075338.93
Fannie Mae
2017-04-01
5.129999
Government Agency Debt
23000000.00
23237413.26
Fannie Mae
2017-05-01
5.440000
Government Agency Debt
4538000.00
4894974.21
Fannie Mae
2019-09-25
4.450000
Government Agency Debt
31561000.00
34942487.62
Fannie Mae
2020-11-01
3.000000
Government Agency Debt
3000000.00
1132365.02
Fannie Mae
2020-12-01
3.379999
Government Agency Debt
7681000.00
7621635.89
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
8199391.00
746151.41
Fannie Mae
2021-08-01
5.000000
Government Agency Debt
6869830.00
732675.29
Fannie Mae
2023-06-01
5.500000
Government Agency Debt
6190222.00
1347436.27
Fannie Mae
2023-07-01
2.500000
Government Agency Debt
1447000.00
1268543.27
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
11000000.00
1197106.74
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
566000.00
214376.50
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
1703160.00
974099.74
Fannie Mae
2027-03-01
2.500000
Government Agency Debt
905000.00
656709.84
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
509000.00
352585.51
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
132000.00
93904.83
Fannie Mae
2028-06-01
5.000000
Government Agency Debt
9825000.00
827653.94
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
2362177.00
2315975.17
Fannie Mae
2029-10-01
6.500000
Government Agency Debt
1641973.00
184605.10
Fannie Mae
2031-07-01
2.277000
Government Agency Debt
11518146.00
26338.52
Fannie Mae
2031-08-01
6.500000
Government Agency Debt
5523464.00
110864.42
Fannie Mae
2032-04-01
2.250000
Government Agency Debt
38567836.00
53423.59
Fannie Mae
2032-05-01
6.500000
Government Agency Debt
1977062.00
175448.74
Fannie Mae
2032-07-01
2.357000
Government Agency Debt
25571987.00
58400.24
Fannie Mae
2032-07-01
2.439999
Government Agency Debt
15009034.00
51207.64
Fannie Mae
2032-10-01
2.500000
Government Agency Debt
11048036.00
69577.44
Fannie Mae
2032-12-01
6.500000
Government Agency Debt
46520000.00
1854695.96
Fannie Mae
2034-02-01
2.221000
Government Agency Debt
18799978.00
6594053.58
Fannie Mae
2034-10-01
1.970000
Government Agency Debt
50000000.00
1446169.33
Fannie Mae
2035-06-01
1.889000
Government Agency Debt
565000.00
58094.80
Fannie Mae
2036-04-01
2.601999
Government Agency Debt
31746000.00
3914300.26
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
1091243.00
98628.80
Fannie Mae
2038-04-01
4.500000
Government Agency Debt
597792.00
70325.45
Fannie Mae
2040-01-01
4.379999
Government Agency Debt
33804044.00
7918556.26
Fannie Mae
2040-07-01
3.908999
Government Agency Debt
13701000.00
3335503.05
Fannie Mae
2042-05-25
1.750000
Government Agency Debt
4000000.00
3376781.25
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
520000.00
438107.08
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
2780000.00
2327352.07
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
4500000.00
4140624.37
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
500000.00
404724.33
Fannie Mae
2043-10-01
3.278000
Government Agency Debt
980000.00
904685.38
Fannie Mae
2043-10-01
3.418000
Government Agency Debt
6450000.00
5417924.61
Fannie Mae
2044-01-01
3.337000
Government Agency Debt
1066432.00
1040120.70
Fannie Mae
2044-01-01
4.000000
Government Agency Debt
553000.00
571796.72
Fannie Mae
2044-02-01
3.266999
Government Agency Debt
6400915.00
6524515.50
Fannie Mae
2044-03-01
3.423000
Government Agency Debt
18340000.00
18326516.53
Fannie Mae
2044-04-01
4.000000
Government Agency Debt
4500000.00
4716013.16
Fannie Mae
2047-05-01
6.000000
Government Agency Debt
2499511.00
288568.49
Fannie Mae
2047-06-01
6.500000
Government Agency Debt
1202865.00
102438.80
Fannie Mae
2047-07-01
6.500000
Government Agency Debt
2702000.00
263332.12
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
3850000.00
454149.61
Freddie Mac
2026-09-01
3.000000
Government Agency Debt
1062000.00
487830.83
Freddie Mac
2026-11-01
3.500000
Government Agency Debt
10080000.00
7293039.35
Freddie Mac
2028-11-01
2.000000
Government Agency Debt
17117747.00
16302537.09
Freddie Mac
2039-01-15
3.625000
Government Agency Debt
49795000.00
8211214.87
Freddie Mac
2040-10-01
4.500000
Government Agency Debt
2892391.00
1340580.20
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
148605.00
79627.85
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
2700000.00
1544849.09
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
1200000.00
735578.02
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
7700000.00
3600226.09
GNMA
2039-09-16
3.000000
Government Agency Debt
22000.00
13335.18
GNMA
2040-05-20
2.500000
Government Agency Debt
90000.00
64501.56
GNMA
2040-12-16
2.000000
Government Agency Debt
189000.00
92057.11
GNMA
2042-10-20
3.500000
Government Agency Debt
27773293.00
23670554.89
United States Treasury Department
2014-11-06
0.00
Treasury Debt
991200.00
991090.97
United States Treasury Department
2014-11-30
2.125000
Treasury Debt
1460000.00
1475098.83
United States Treasury Department
2015-01-22
0.00
Treasury Debt
1270000.00
1269627.89
United States Treasury Department
2015-02-05
0.00
Treasury Debt
1835000.00
1834515.56
United States Treasury Department
2015-03-05
0.00
Treasury Debt
1700000.00
1699354.00
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
2189000.00
2208657.22
United States Treasury Department
2017-07-31
2.375000
Treasury Debt
1835000.00
1906106.25
United States Treasury Department
2017-08-31
0.625000
Treasury Debt
2256000.00
2228721.59
United States Treasury Department
2017-09-30
0.625000
Treasury Debt
1340000.00
1320807.63
United States Treasury Department
2018-02-28
2.750000
Treasury Debt
1369000.00
1451815.50
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
1811400.00
2010197.40
United States Treasury Department
2039-08-15
4.500000
Treasury Debt
1129000.00
1403849.81
United States Treasury Department
2043-02-15
0.625000
Treasury Debt
2717000.00
2581475.34
United States Treasury Department
2043-08-15
3.625000
Treasury Debt
120300.00
129668.11
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
259417390.00
259417390.00
0.0068
N
259417390.00
259417390.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
991JCA005_0.0900_M140806_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-11-15
3.750000
Government Agency Debt
277851000.00
56291628.92
GNMA
2042-10-20
3.000000
Government Agency Debt
196923929.00
175130949.72
United States Treasury Department
2043-02-15
3.125000
Treasury Debt
11268600.00
11060334.98
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
235000000.00
235000000.00
0.0062
N
235000000.00
235000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
991JCA005_0.1000_M140807_2M49
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-09-15
0.875000
Treasury Debt
45537200.00
45900097.33
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
45000000.00
45000000.00
0.0012
N
45000000.00
45000000.00
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
355000000.00
355000000.00
0.0093
Security is a time deposit.
N
354997710.25
354997710.25
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006_M140805
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
405000000.00
405000000.00
0.0106
Security is a time deposit.
N
404998258.50
404998258.50
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385A30
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
125000000.00
125000000.00
0.0033
N
125000000.00
125000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385A71
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
3083000.00
3082976.02
0.0001
N
3082993.83
3082993.83
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385A89
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
124000000.00
123998880.55
0.0033
N
123999628.00
123999628.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385A89
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
5000000.00
4999958.33
0.0001
N
4999985.00
4999985.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385B21
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
50000000.00
49999416.67
0.0013
N
49999800.00
49999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385B70
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
65000000.00
64998483.33
0.0017
N
64999610.00
64999610.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385B96
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
23000000.00
22999418.61
0.0006
N
22999839.00
22999839.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385C87
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-22
2014-08-22
N
N
N
259100000.00
259088664.43
0.0068
N
259097149.90
259097149.90
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385D52
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
91000000.00
90995399.44
0.0024
N
90998726.00
90998726.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385D78
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-29
2014-08-29
N
N
N
30000000.00
29998600.00
0.0008
N
29999550.00
29999550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385F35
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-10
2014-09-10
N
N
N
65000000.00
64994944.45
0.0017
N
64998245.00
64998245.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385G26
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-17
2014-09-17
N
N
N
38000000.00
37996031.11
0.0010
N
37998822.00
37998822.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M140801_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-02-29
2.125000
Treasury Debt
671855800.00
696372435.23
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
994487200.00
1103630109.80
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
1800000000.00
1800000000.00
0.0473
N
1800000000.00
1800000000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.340000%
3686M1K13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
40000000.00
39976955.56
0.0011
N
39987600.00
39987600.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.330000%
3686M1K62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
2000000.00
1998790.00
0.0001
N
1999320.00
1999320.00
General Electric Capital Corp
General Electric Capital Corp 0.060000%
36959JH48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
100000000.00
99999500.00
0.0026
N
100000000.00
100000000.00
General Electric Capital Corp
General Electric Capital Corp 0.060000%
36959JH55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
45000000.00
44999700.00
0.0012
N
44999748.00
44999748.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JH89
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
100000000.00
99996111.12
0.0026
N
99999000.00
99999000.00
General Electric Co
General Electric Co 0.060000%
36960MH48
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
150000000.00
149999250.00
0.0039
N
150000000.00
150000000.00
General Electric Co
General Electric Co 0.060000%
36960MH55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
103000000.00
102999313.32
0.0027
N
102998970.00
102998970.00
General Electric Co
General Electric Co 0.060000%
36960MH63
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
100000000.00
99999166.66
0.0026
N
99999000.00
99999000.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4055000.00
4055000.00
0.0001
N
4055000.00
4055000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M140804_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-05-01
3.500000
Government Agency Debt
8329973.00
8731175.59
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
13002906.00
9569846.92
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
9536325.00
9566027.63
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
8862789.00
9565804.33
Freddie Mac
2040-07-15
4.000000
Government Agency Debt
95521340.00
102036404.83
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
8827511.00
8430741.29
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
145000000.00
145000000.00
0.0038
N
144998550.00
144998550.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M140806_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-07-01
2.293000
Government Agency Debt
33368031.00
14193023.33
Fannie Mae
2039-12-01
3.355000
Government Agency Debt
40485067.00
14401887.58
Fannie Mae
2043-02-01
2.144000
Government Agency Debt
17000000.00
14414634.71
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
8331966.00
8630618.22
Fannie Mae
2043-11-01
3.172000
Government Agency Debt
15021080.00
14135190.95
Fannie Mae
2044-03-01
4.500000
Government Agency Debt
6809445.00
7377779.15
Freddie Mac
2040-10-01
5.000000
Government Agency Debt
24100790.00
14405561.17
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
14140000.00
14441305.32
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M140807_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-02-01
4.000000
Government Agency Debt
11513946.00
10563533.67
Fannie Mae
2036-07-01
5.500000
Government Agency Debt
8025023.00
1527363.41
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
13800278.00
10569340.67
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
10363896.00
10580397.09
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
10159202.00
10520401.54
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
10417840.00
10544722.50
Freddie Mac
2026-01-01
3.000000
Government Agency Debt
41698.00
27693.48
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
14632473.00
10575701.63
Freddie Mac
2044-03-01
4.500000
Government Agency Debt
10246363.00
10570846.57
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
74000000.00
74000000.00
0.0019
N
74000000.00
74000000.00
Govco, LLC
Govco, LLC 0.190000%
38362WKL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-20
2014-10-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62000000.00
61973822.09
0.0016
N
61973960.00
61973960.00
Govco, LLC
Govco, LLC 0.200000%
38362WL33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
70000000.00
69963444.44
0.0018
N
69965000.00
69965000.00
HSBC Bank USA
HSBC Bank USA 0.215000%
40428AXY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
130000000.00
130000000.00
0.0034
N
130013000.00
130013000.00
HSBC Bank USA
HSBC Bank USA 0.210000%
40428AYF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
N
57000000.00
57000000.00
0.0015
N
57006840.00
57006840.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.140000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
15450000.00
15450000.00
0.0004
N
15450000.00
15450000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.310000%
4497W1M11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
Y
ING Bank NV
N/A
N/A
N
44000000.00
43953775.56
0.0012
N
43964800.00
43964800.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1M11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
Y
ING Bank NV
N/A
N/A
N
18000000.00
17981700.00
0.0005
N
17985600.00
17985600.00
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
0.0055
N
209129580.00
209129580.00
ING Bank NV
ING Bank NV 0.330000%
923WQZ009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
123000000.00
123000000.00
0.0032
N
123025830.00
123025830.00
ING Bank NV
ING Bank NV 0.310000%
923ZBH008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
14000000.00
14000000.00
0.0004
N
14002940.00
14002940.00
ING Bank NV
ING Bank NV 0.320000%
924AEU000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
N
134000000.00
134000000.00
0.0035
N
134036180.00
134036180.00
ING Bank NV
ING Bank NV 0.320000%
924BYU006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-23
2014-12-23
N
N
N
15000000.00
15000000.00
0.0004
N
15004800.00
15004800.00
ING Bank NV
ING Bank NV 0.320000%
924LDP008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
204000000.00
204000000.00
0.0054
N
204010200.00
204010200.00
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
208941944.44
0.0055
N
208972830.00
208972830.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
46899T004_0.0900_M140801_2M49
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-05-15
2.000000
Government Agency Debt
42000000.00
21592066.27
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
14973993.00
12932714.00
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
36023144.00
30690815.25
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
31855171.00
28377323.61
Freddie Mac
2043-05-15
3.000000
Government Agency Debt
9698641.00
9407080.93
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M141029_2M49
0001168163
Other Repurchase Agreement
N
144A JPMCC 2006-FL2A H
2018-11-15
0.651800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4351578.00
1346678.37
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9083247.00
9403450.63
144A UBSCM 2007-FL1 D
2024-07-15
0.726800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5962866.00
5963003.28
AI COMMERCIAL MORTGAGE PASS THROUGH
2022-02-15
0.651800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6882197.00
6633472.26
BANC OF AMER FDNG 2006
2036-07-20
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
792099.00
200759.03
BCAP LLC 2012 RR1 TR
2046-12-26
0.339299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189064.00
178782.72
BEAR STAERNS COMMERCIAL MTGE
2038-09-11
5.936899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700505.00
672015.66
BEAR STEARNS CMBS 2007-TOP28
2042-09-12
6.147599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
763766.00
657973.97
BEAR STEARNS COMML MTGE SEC TR
2050-06-13
6.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8945137.00
8462019.10
BSCMS 2007-PW17 AJ
2050-06-13
6.078800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1254679.00
1285827.80
CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS
2030-05-15
4.501999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17952155.00
18122985.71
CGWF COML MTG 2013 RKWH
2030-11-15
3.952000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17820918.00
17889322.61
CITIGROUP MORTGAGE LOAN TRUST 2010-9
2035-11-26
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3839755.00
3355572.13
COBALT CMBS COMMERCIAL MORTGAGE TRUST 2007-C2
2047-04-17
5.567999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4771388.00
4952336.53
COMM 2007-C9 MORTGAGE TRUST
2049-12-10
5.987599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19055000.00
19829238.31
COMM 2010 C1 MORTGAGE TRUST
2046-07-12
6.079200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4958495.00
5117643.85
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.944200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8524261.00
9873953.70
CWALT 2007
2047-09-25
0.445000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46922662.00
20611209.06
EQTY 2014 INNS MTG TR
2031-05-10
4.054000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6460000.00
6490905.00
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11753267.00
11829245.34
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32549539.00
34189431.31
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4113194.00
4355038.15
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-17
4.190999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2282096.00
2348200.71
J P MORGAN CHASE COML MTG SECSTR 2013 WT
2025-02-17
4.844699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133481.00
139002.79
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2046-02-16
5.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14540463.00
16176588.21
JP MORGAN CHASE COML MTG SECSTR 2013 C10
2047-12-17
4.298400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125193.00
118050.41
JP MORGAN CHASE COMM
2047-05-15
5.371999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62826.00
66076.65
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU
2043-06-15
3.769000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4369684.00
3247466.61
JP MORGAN CHASE COMML MTGE SEC
2043-06-17
6.522400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14603226.00
16277103.91
JPMBB COML MTG SEC TR
2047-02-15
4.969199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
14334683.01
JPMMT 2005-A3 7CA1
2035-06-25
2.504400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48875000.00
10835657.38
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
583858.00
527779.09
MORGAN STANLEY DEAN WITTER
2052-10-12
5.456699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2544648.00
2683898.58
SG STRUCTURED PRODUCTS INC
2026-11-15
3.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3959590.00
3974268.20
WBCMT 2006-C29
2048-11-18
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10872796.00
10603561.41
First Tier Security
N/A
N/A
2014-10-29
2014-10-29
N
N
N
237000000.00
237000000.00
0.0062
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
237000000.00
237000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.416200%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-08-21
2014-12-22
N
N
N
250000000.00
250000000.00
0.0066
N
250034750.00
250034750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.383600%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-10-20
2015-08-18
N
N
N
110000000.00
110000000.00
0.0029
N
110081840.00
110081840.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.351600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-10-22
2015-08-21
N
N
N
95000000.00
95000000.00
0.0025
N
95119795.00
95119795.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
131000000.00
131000000.00
0.0034
N
131000000.00
131000000.00
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
54101623.00
54101623.00
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
0.0012
N
44032120.00
44032120.00
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
0.0014
N
52037960.00
52037960.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
52000000.00
52000000.00
0.0014
N
52027040.00
52027040.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.220000%
52952MH45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
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
SOCIETE GENERALE
N/A
N/A
1000000.00
999981.67
0.0000
N
999990.00
999990.00
Lloyds Bank Plc
Lloyds Bank Plc 0.190000%
53943SK71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
N
174000000.00
173938471.68
0.0046
N
173951280.00
173951280.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
12000000.00
12000000.00
0.0003
N
12011160.00
12011160.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
4000000.00
4000000.00
0.0001
N
4003800.00
4003800.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
66000000.00
66000000.00
0.0017
N
66062700.00
66062700.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
63000000.00
63000000.00
0.0017
N
63059850.00
63059850.00
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
0.0075
N
287149240.00
287149240.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.180000%
56274MHR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999760.00
0.0001
N
1999780.00
1999780.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.090000%
06399U000_0.0900_M140801_2M49
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2037-04-20
1.625000
Government Agency Debt
15193856.00
1499915.09
GNMA
2061-04-20
4.854000
Government Agency Debt
1899824.00
2181286.45
GNMA
2063-07-20
4.661999
Government Agency Debt
638698.00
683777.96
GNMA
2064-03-20
2.101999
Government Agency Debt
2037596.00
2149243.74
GNMA
2064-04-20
4.711999
Government Agency Debt
2444044.00
2716987.75
GNMA
2064-04-20
4.780999
Government Agency Debt
2355951.00
2571632.20
GNMA
2064-05-20
4.710000
Government Agency Debt
2298156.00
2538942.94
GNMA
2064-05-20
4.775000
Government Agency Debt
2166318.00
2390108.10
GNMA
2064-06-20
2.109000
Government Agency Debt
2094998.00
2188031.62
GNMA
2064-06-20
2.153999
Government Agency Debt
2162931.00
2266115.79
GNMA
2064-06-20
2.185000
Government Agency Debt
2211149.00
2321509.29
GNMA
2064-06-20
5.200000
Government Agency Debt
1980019.00
2242449.40
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
25000000.00
25000000.00
0.0007
N
25000000.00
25000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M140904_2M49
0000728612
Other Repurchase Agreement
N
144A CBAC 2006-2A A
2039-01-25
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5677657.00
1440098.77
144A NGTON MUTUAL MTGE
2037-02-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
524758.00
165341.63
144A WAMU MTGE
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2339532.00
751391.21
AI CHS COMMUNITY HEALTH SYSTEMS INC
2020-07-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1030000.00
1109224.17
ALION SCIENCE AND TCHNOLOGY CORP
2014-11-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2830323.00
2911694.78
ALT LOAN TR
2035-06-25
0.325000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10653500.00
4161052.02
ALTERNATIVE
2036-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3511218.00
2196370.55
ALTERNATIVE LN TR
2046-07-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1446406.00
782394.03
AMAC CDO FDG I,KY
2050-11-23
6.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1252122.00
AMERICAN GEN FINANCE
2017-09-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
316000.00
347459.56
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2040-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49812074.00
49502607.90
AMERICAN HOME MORT INV TR
2034-10-25
2.173200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
10188.33
AMERICAN SEAFOODS GROUP
2016-05-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
387260.42
AMERIGAS FIN CORP AMERIGAS FIN LLC
2020-05-20
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
230224.69
AMERIQUEST MORTGAGE SECURITIES INC
2034-07-25
2.027000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4508568.00
525859.07
ARCH COAL, INC.
2019-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801843.00
627536.81
BAMLL COML MTG SECS TR 2014 IP
2028-06-15
2.807599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4802551.00
4809398.50
BANC AMER FDG 2014-R3 TR
2035-06-26
2.564800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3425000.00
3506343.75
BANC AMER FDG 2014-R3 TR
2035-06-26
2.564800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
653882.00
669411.70
BANC OF AMERICA ALT LOAN TRUST
2046-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4817754.00
1126488.80
BANC OF AMERICA COMM
2045-10-10
5.389999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2814000.00
3034491.44
BANK OF AMERICA MORTAGE SEC
2032-12-25
2.621500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
2004.33
BAYVIEW COMMERCIAL ASET TRUST 2006
2036-10-25
0.452000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1940659.53
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-04-25
0.515000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3935000.00
1120999.23
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
17539.87
BFC BRADDOCK FINANCIAL
2032-09-28
6.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2804000.00
2957.07
BOA MORT SEC INC
2034-04-25
5.462299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
731000.00
97326.78
BUMBLE BEE ACQUISITION CORP
2017-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2487747.00
2671840.28
CABLEVISION SYSTEMS CORP
2018-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
912000.00
1044531.33
CALPINE CORP ESCROW 4 SECURITY IN DEFAULT
2020-04-15
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
194198.60
CB RICHARD ELLIS SERVICES INC
2020-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41000.00
43952.28
CD 2007 CD4 COMML MTGE TR
2049-12-11
5.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8870811.00
9423507.87
CDW LLC
2019-04-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
799958.33
CEMEX ESPANA LUXEMBORG
2019-04-30
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
578730.90
CHASE MORTGAGE FINANCE TRUST,SERIES 2003-S9
2035-12-25
2.518800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151303800.00
3430109.90
CHASEFLEX TR
2037-08-25
0.382000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
584983.00
211828.22
CHESAPEAKE ENERGY CORPORATION
2016-03-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
506138.89
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4548527.00
5108185.34
CITGROUP COMM MTG TRUST
2043-05-15
5.158000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
4304888.67
CITIGROUP INC
2099-12-29
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4529336.00
4625111.32
CLEAR CHANNEL WORLDWIDE HLDGS INC
2020-03-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3125000.00
3402517.36
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.011899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
12695867.23
CONCHO RESOURCES INC
2022-01-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
199000.00
214002.39
COUNTRYWIDE COMMERCIAL MORTGAGE TRUST 2
2043-11-12
6.049000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7198000.00
5124627.29
CREDIT SUISSE FIRST BOSTON
2037-07-17
4.952000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3825000.00
3664185.10
CSFB NIMS TRUST ARMT NIM A4
2045-10-17
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1952246.00
1736843.20
CSMC SERIES 2009-4R
2036-04-26
4.293499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19553085.00
17602561.36
CWALT 2005-17 2A2
2035-07-25
0.711999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.06
CWALT 2005-59 1A2A
2035-11-20
0.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58175000.00
3528033.22
CWALT INC
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2325680.00
2684549.32
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
27314.13
CWMBS INC
2034-11-25
2.498100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20805000.00
2982203.05
CWMBS INC
2035-04-25
0.471999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
15087.33
CWMBS INC. 2005-19
2046-05-20
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52500000.00
118861.11
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.385000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.27
DEUTSCHE ALT-A SECURITIES MTG LOAN TRUST, SERIES 2
2047-08-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5200000.00
2337018.47
DIRECTVUY HLDGS INC
2017-02-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
129755.50
DOWNSTREAM DEV AUTH
2019-07-01
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
624950.00
EAGLE MIDCO INC
2018-06-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
1762050.00
EF HUTTON TRUST 3
2017-10-25
0.982600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11300000.00
205.97
EMPRTESA DE ENERGIA DE BOGOTA SA
2021-11-10
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
440512.50
ENDEAVOR ENERGY RES L P EER FIN INC
2021-08-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1314979.00
1439609.79
FIRST HORIZON ALTERN MTG SEC TRUST
2036-08-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7375000.00
4168643.10
FIRST QUANTUM VENTURES
2019-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
453197.57
GCCFC
2037-04-10
5.241500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16701724.00
16973720.72
GENERAL MTRS FINL CO INC
2018-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
466000.00
531822.50
GOODYEAR TIRE AND RUBBER COMPANY
2021-03-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44000.00
48271.67
GRACE 2014 GRCE MTG TR
2028-06-10
3.590100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5317049.00
5057413.38
GS MORTGAGE SECURIITES CORPORAT
2049-03-18
5.536600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10780771.00
3762368.20
GSAA HOME EQUITY TRUST 2006
2036-06-25
6.447499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34039002.00
15516657.98
HARBOR VIEW MTG LOAN TRUST 2000 1
2035-09-19
1.617699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8468020.00
801244.34
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1705764.00
545399.35
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.286200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25123695.00
7748270.32
HARBORVIEW MORTGAGE LOAN TRUST 2000-1
2036-03-19
1.682700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000000.00
2444440.15
HARBORVIEW MTG LN TR 2004-1
2034-04-19
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34481207.00
1221643.33
HARBORVIEW MTG LN TR 2004-11
2035-01-19
0.506199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
261228449.00
27205710.85
HAWKER BEECHCRAFT
2017-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
67463.20
HOMER CITY GENERATION L P
2026-10-01
8.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1839584.00
2003515.47
HVMLT
2036-03-19
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29516382.00
7789407.64
HVMLT
2036-12-19
0.346200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1101677.00
383787.17
IAI ANTERO RESOURCES FINANCE CORP
2020-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
439900.00
INDEPENCIA INTERNATIONAL LTD
2016-12-30
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560280.00
14616.58
INDY MAC BANK
2034-11-25
1.092000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11240000.00
271930.06
INDYMAC INDX MTGE LOAN TRUST 2004-AR14
2034-12-25
2.480200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50774000.00
6148894.88
INDYMAC INDX MTGE LOAN TRUST 2006
2036-06-25
2.695700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18059000.00
3447880.24
INMAN SQUARE FUNDING II LTD
2040-10-06
4.180399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
445035.10
INTELSAT JACKSON HLDGS S A
2021-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
372000.00
409665.00
INTERLINE BRANDS INC
2018-11-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
497938.89
J2 GLOBAL INC
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
512900.00
JBS USA LLC/JBS USA FINANCE, INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294000.00
318867.50
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.804999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1791692.00
1907148.63
JPMCC 2006-LDP7 AJ
2045-04-15
6.056700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9983225.00
10206328.79
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87835.00
93511.30
JURASSIC HLDGS III INC
2021-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
396000.00
411138.75
LB UBS CMCL
2040-09-15
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6535219.00
6585377.53
LB-UBS COMMERCIAL MTG 2007-C1
2040-02-15
5.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10364566.00
10290377.59
LEHMAN XS TRUST SERIES 2005 3
2035-10-25
0.711999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45716000.00
3397421.40
LMT 2006-1 1A1
2036-02-25
0.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15790000.00
3903616.78
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34828891.00
9083155.10
LXS 2007-10H I-A1-1
2037-07-25
0.270000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69000000.00
8026747.10
LXS 2007-7N 1-A1A
2047-06-25
0.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
2853443.41
MANA 2007-OAR3 A1
2047-05-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18370053.00
8496781.97
MANITOWOC INC
2022-10-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5523.99
MASTR ADJ MTG 2004-14
2035-01-25
1.151999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
238102.00
166789.74
MEMORIAL PROD PARTNERS
2021-05-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3035000.00
3183904.69
MERRILL LYNCH MTG 2007 C1
2050-06-12
0.811500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16471697.00
7764038.02
ML CFC COMMERCIAL MORTGAGE TRUST 2007 9
2049-09-12
6.222000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3700000.00
3598959.78
MLCFC 2007-9 AJ
2049-09-12
6.192999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19779704.00
19286685.53
MMCAPS FUNDING XVIII LTD CORP
2039-12-26
0.733600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1599349.00
1113723.03
MORGAN STANLEY CAPITAL I TRUST 2006-HQ9
2044-07-14
5.890500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
5436584.31
MORTGAGE CPTL TR SER A
2017-07-01
0.733400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
644.52
MUELLER WATER PRODUCTS INC
2020-09-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2643588.00
2991109.67
NAVIOS MARITIME ACQUISITION CORPORATION
2021-11-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1890000.00
1964943.75
NAVIOS MARITIME HOLDINGS
2019-02-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
84997.22
NEENAH PAPER INC
2021-05-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
509291.67
NEW ENTERPRISE STONE LIME CO INC
2018-03-15
13.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
559840.00
653115.57
NEW PLAN EXCEL REALTY
2015-01-15
5.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1870294.00
1898078.26
NEW PLAN EXCEL REALTY
2015-09-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3566476.00
3681792.06
NEWFIELD EXPLORATION COMPANY
2022-01-30
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1050000.00
1149917.71
NII CAPITAL CORP
2021-04-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3337600.00
1027702.67
NXL 7.650 11/02/26 MT
2026-11-02
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2114567.00
2156842.48
OMEGA HEALTHCARE INV INC
2024-04-01
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
647000.00
665116.00
PREFERRED TERM SEC IV,L
2031-12-23
2.480599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51499999.00
4765227.84
PREFERRED TERM SEC XV111
2035-09-23
0.710600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
607603.00
407568.42
PRESTAGE BRANDS INC
2021-12-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
450171.94
RALI SERIES 2005 QS9 TRUST
2035-12-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2048041.00
1101607.38
RALI SERIES 2006 QS12 TRUST
2036-09-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3480737.00
744685.24
RALI SERIES 2006 QS5 TRUST
2036-05-25
0.452000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1006310.65
REGAL ENTERTAINMENT GROUP CLASS A
2023-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293000.00
296617.74
REGENCY ENERGY PARTNERS LP
2020-09-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
477911.46
REGS S PREFERRED TERM
2037-03-22
0.530599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5955000.00
3481572.24
RES CARE INC
2019-01-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
472965.83
RESIDENTIAL ASSET MORTGAGE PRODUCTS
2031-06-25
2.719500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24087900.00
1147680.04
RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED
2046-06-05
2.457100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5250000.00
29109.00
RYERSON INC/ JOSEPH T RYERSON & SON INC
2018-10-15
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3421874.99
SABINE PASS LIQUEFACTION LLC
2021-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
521250.00
SACO I INC
2040-09-25
7.406100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168500.00
43158.21
SEQUOIA MORTGAGE TRUST 2004 1
2034-12-20
1.002999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530505.00
146454.12
SERVICE CORPORATION INTERNATIONAL
2020-11-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
473874.25
STEEL DYNAMICS INC
2022-08-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385000.00
421342.40
STRUCTURED ADJ RATE 2007-4
2037-05-25
0.411999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
872762.30
STRUCTURED ASSET SECS 2003-40A
2034-01-25
2.491400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
2056288.95
STUDIO CITY FIN LTD
2020-12-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1119166.67
SYNIVERSE TECH INC
2019-01-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
111934.00
118544.32
TMST 2007-3 4A1
2047-06-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11091644.00
2727295.71
TX CPMPETITIVE ELEC HLDGS CO TCEH FI
2020-10-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38120.00
33148.52
UNITYMEDIA HESSEN GMBH CO KG UNITYMEDIA NRW GMB
2023-01-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27042.00
27378.52
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4357587.00
4671393.79
VERSO PAPER HLDGS LLC VERSO PAPER
2019-01-15
11.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1905000.00
2043535.83
WAMU MTGE
2046-09-25
1.037700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48762947.00
10420431.34
WAMU MTGE
2046-11-25
0.957700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19673394.00
5452814.44
WAMU MTGE CTFS
2047-01-25
0.817699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124454.00
37190.21
WAMU MTGE PASS THROUGH CTFS 2007
2047-03-25
0.817699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
774979.00
279697.22
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.840899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87216.00
22184.89
WASHINGTON MUTUAL MSC MTGE P/T CERT
2035-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3261885.53
WASHINGTON MUTUAL MTGE
2037-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1323480.00
460888.37
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6445231.00
6608649.12
WIND ACQUISITION FINANCE SA
2021-04-23
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
301721.39
WYNN LAS VEGAS, LLC
2020-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4206000.00
4698043.58
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
411000000.00
411000000.00
0.0108
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
411000000.00
411000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
992JYF009_0.0700_M140806_2M49
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2039-02-20
6.320999
Government Agency Debt
19320508.00
19512016.98
GNMA
2043-05-20
2.000000
Government Agency Debt
25000000.00
20981024.80
GNMA
2061-04-20
4.719999
Government Agency Debt
20519930.00
22333596.35
GNMA
2061-04-20
4.761000
Government Agency Debt
20422210.00
22410636.08
GNMA
2062-03-20
4.565000
Government Agency Debt
19929269.00
21415869.77
GNMA
2062-03-20
4.665000
Government Agency Debt
20191576.00
22301792.64
GNMA
2062-06-20
4.456999
Government Agency Debt
19641983.00
21877538.91
GNMA
2062-06-20
4.562999
Government Agency Debt
19148764.00
20856520.54
GNMA
2062-07-20
4.113999
Government Agency Debt
20051141.00
21406052.67
GNMA
2062-07-20
4.549000
Government Agency Debt
9791531.00
11195017.54
GNMA
2062-08-20
4.498000
Government Agency Debt
19037203.00
18230672.40
GNMA
2062-10-20
4.631000
Government Agency Debt
20148413.00
21366064.44
GNMA
2062-12-20
4.533000
Government Agency Debt
20025811.00
22355857.74
GNMA
2062-12-20
4.589000
Government Agency Debt
19324933.00
21529778.88
GNMA
2064-06-20
2.185000
Government Agency Debt
20992450.00
22041691.14
GNMA
2064-06-20
4.560999
Government Agency Debt
8532946.00
9485869.86
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
310000000.00
310000000.00
0.0081
N
309996900.00
309996900.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.110000%
59157UH11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
32000000.00
32000000.00
0.0008
N
32000000.00
32000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ALR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
75000000.00
75000000.00
0.0020
N
75005250.00
75005250.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
N
132000000.00
132000000.00
0.0035
N
132007920.00
132007920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
217000000.00
217000000.00
0.0057
N
217015190.00
217015190.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-23
2014-10-23
N
N
N
25000000.00
25000000.00
0.0007
N
25001750.00
25001750.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
75000000.00
75000000.00
0.0020
N
75005250.00
75005250.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ANA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
50000000.00
50000000.00
0.0013
N
50001500.00
50001500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ANZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
4000000.00
4000000.00
0.0001
N
3999640.00
3999640.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
N
50000000.00
50000000.00
0.0013
N
49995500.00
49995500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
21000000.00
21000000.00
0.0006
N
20997900.00
20997900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
12000000.00
12000000.00
0.0003
N
11998440.00
11998440.00
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
45000900.00
45000900.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LTB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
150000000.00
150000000.00
0.0039
N
150013500.00
150013500.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
229000000.00
229000000.00
0.0060
N
229002290.00
229002290.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LTL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-27
2014-10-27
N
N
N
231000000.00
231000000.00
0.0061
N
231023100.00
231023100.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LXS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-29
2014-09-29
N
N
N
19000000.00
19000000.00
0.0005
N
19000000.00
19000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LZU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
48000000.00
48000000.00
0.0013
N
48000000.00
48000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.090000%
60686N005_0.0900_M140801_2M49
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
1127400.00
1159812.75
United States Treasury Department
2017-10-31
1.875000
Treasury Debt
1040000.00
1067462.76
United States Treasury Department
2017-11-15
4.250000
Treasury Debt
4906700.00
5431803.57
United States Treasury Department
2018-01-31
2.625000
Treasury Debt
5000000.00
5224220.00
United States Treasury Department
2018-04-30
2.625000
Treasury Debt
5000000.00
5256252.50
United States Treasury Department
2018-05-15
3.875000
Treasury Debt
1500000.00
1649740.52
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
1100000.00
1140013.25
United States Treasury Department
2018-07-31
1.375000
Treasury Debt
4594400.00
4570711.27
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
25000000.00
25000000.00
0.0007
N
25000000.00
25000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
760000000.00
760000000.00
0.0200
Security is a time deposit.
N
760000000.00
760000000.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1HU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
40000000.00
39994000.00
0.0011
N
39996000.00
39996000.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1J51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
N
145000000.00
144970395.84
0.0038
N
144979700.00
144979700.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1JG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-16
2014-09-16
N
N
N
70000000.00
69982111.11
0.0018
N
69986000.00
69986000.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1JR3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
60000000.00
59980750.00
0.0016
N
59984400.00
59984400.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1K26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
38000000.00
37986256.67
0.0010
N
37988600.00
37988600.00
Nationwide Building Society
Nationwide Building Society 0.190000%
6385E1KE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-14
2014-10-14
N
N
N
15000000.00
14994141.66
0.0004
N
14994450.00
14994450.00
Natixis SA
Natixis SA 0.220000%
63873E2W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
110000000.00
110000000.00
0.0029
N
110001100.00
110001100.00
Natixis SA
Natixis SA 0.220000%
63873E2Z3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
81000000.00
81000000.00
0.0021
N
81001620.00
81001620.00
Natixis SA
Natixis SA 0.220000%
63873E4P3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
105000000.00
105000000.00
0.0028
N
105002100.00
105002100.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.100000%
6323A1H58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
Y
Natixis SA
N/A
N/A
N
84000000.00
83999066.67
0.0022
N
83999160.00
83999160.00
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
2014-08-07
2014-08-07
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
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558EY93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
172000000.00
172000000.00
0.0045
N
172000000.00
172000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558EZ84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
207000000.00
207000000.00
0.0054
N
206997930.00
206997930.00
Northern Trust Co
Northern Trust Co 0.060000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
150000000.00
150000000.00
0.0039
Security is a time deposit.
N
149999160.00
149999160.00
NRW.BANK
NRW.BANK 0.075000%
62939MH42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
183000000.00
182998856.30
0.0048
N
182998170.00
182998170.00
NRW.BANK
NRW.BANK 0.080000%
62939MH59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
8000000.00
7999928.89
0.0002
N
7999920.00
7999920.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UNV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
22000000.00
21975665.56
0.0006
N
21979760.00
21979760.00
Old Line Funding, LLC
Old Line Funding, LLC 0.215500%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
100000000.00
100000000.00
0.0026
N
100002000.00
100002000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PH52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
32000000.00
31998472.96
0.0008
N
31998400.00
31998400.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PH94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
75000000.00
75000000.00
0.0020
N
75000000.00
75000000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PJ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
75000000.00
75000000.00
0.0020
N
75000000.00
75000000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033PXZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
75000000.00
75000000.00
0.0020
N
75011250.00
75011250.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033PYE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
N
54000000.00
54000000.00
0.0014
N
54008100.00
54008100.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033RL53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
40000000.00
39973333.33
0.0011
N
39981200.00
39981200.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033RL79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
20000000.00
19986388.89
0.0005
N
19990400.00
19990400.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBD3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
60000000.00
60000000.00
0.0016
N
60015600.00
60015600.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
54000000.00
54000000.00
0.0014
N
54014040.00
54014040.00
Rabobank Nederland
Rabobank Nederland 0.232000%
21684BNN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-09-16
N
N
N
226000000.00
226000000.00
0.0059
N
226009040.00
226009040.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21684BRV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
128000000.00
128000000.00
0.0034
N
128000000.00
128000000.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-08
2015-05-07
N
N
N
114000000.00
114000000.00
0.0030
N
113920393.80
113920393.80
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.250000%
76582KH46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
46000000.00
45999041.67
0.0012
N
45999080.00
45999080.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.250000%
76582KH53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
90000000.00
89997500.00
0.0024
N
89998200.00
89998200.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.310000%
76582KH79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
45000000.00
44997675.00
0.0012
N
44998650.00
44998650.00
Royal Bank of Canada
Royal Bank of Canada 0.282100%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-10-07
2015-08-07
N
N
N
75000000.00
75000000.00
0.0020
N
75002250.00
75002250.00
Royal Bank of Canada
Royal Bank of Canada 0.322100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2015-08-04
N
N
N
243000000.00
243000000.00
0.0064
N
243021870.00
243021870.00
Royal Bank of Canada
Royal Bank of Canada 0.324600%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-10-01
2015-07-31
N
N
N
125000000.00
125000000.00
0.0033
N
125000000.00
125000000.00
Royal Bank of Canada
Royal Bank of Canada 0.254200%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-10-17
N
N
N
82000000.00
82000000.00
0.0022
N
82014760.00
82014760.00
Royal Bank of Canada
Royal Bank of Canada 0.235500%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2015-03-04
N
N
N
175000000.00
175000000.00
0.0046
N
175005250.00
175005250.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB Series 2003A 0.250000%
79818CAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
9700000.00
9700000.00
0.0003
N
9700582.00
9700582.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MHR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
14000000.00
13998133.33
0.0004
N
13998740.00
13998740.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MJ35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
35000000.00
34993583.33
0.0009
N
34995100.00
34995100.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MJB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-11
2014-09-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
57000000.00
56987665.84
0.0015
N
56990310.00
56990310.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MJC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
28000000.00
27993793.33
0.0007
N
27994960.00
27994960.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MJG6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-16
2014-09-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6000000.00
5998466.67
0.0002
N
5998800.00
5998800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MKA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49981527.78
0.0013
N
49983500.00
49983500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MKG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-16
2014-10-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
24000000.00
23990373.33
0.0006
N
23991120.00
23991120.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MKH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-17
2014-10-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
31000000.00
30987401.94
0.0008
N
30988530.00
30988530.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MNG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-16
2015-01-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49941666.67
0.0013
N
49945500.00
49945500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MNL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
49000000.00
48941472.23
0.0013
N
48944630.00
48944630.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UK31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
N
97000000.00
96955865.00
0.0025
N
96976720.00
96976720.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050UNM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
76000000.00
75908694.45
0.0020
N
75909560.00
75909560.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.245000%
83051HD29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
97000000.00
96997403.34
0.0025
N
96998060.00
96998060.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HWX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
95000000.00
95000000.00
0.0025
N
95010450.00
95010450.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051HZS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
16000000.00
16000000.00
0.0004
N
16000640.00
16000640.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.090000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
120000000.00
120000000.00
0.0032
Security is a time deposit.
N
119999832.00
119999832.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.100000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Northern Trust Co
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.220000%
8574P1CZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
135000000.00
135000000.00
0.0035
N
135006750.00
135006750.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.222000%
8574P1DJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2015-04-13
N
N
N
247000000.00
247000000.00
0.0065
N
247007410.00
247007410.00
State Street Corp
State Street Corp 0.210000%
85747KM84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-08
2014-12-08
N
N
N
187000000.00
186859282.50
0.0049
N
186874710.00
186874710.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562U3N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
105000000.00
105000000.00
0.0028
N
105003150.00
105003150.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U5H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
18000000.00
18000000.00
0.0005
N
18000000.00
18000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U6M9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U6W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
22000000.00
22000000.00
0.0006
N
22000000.00
22000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U7L0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
31000000.00
31000000.00
0.0008
N
31000000.00
31000000.00
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
18003060.00
18003060.00
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
0.0006
N
21003570.00
21003570.00
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
15000150.00
15000150.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562URN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
65000000.00
65000000.00
0.0017
N
65030550.00
65030550.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562USH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
77000000.00
77000000.00
0.0020
N
77036960.00
77036960.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562USP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
N
50000000.00
50000000.00
0.0013
N
50008500.00
50008500.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UTF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
N
58000000.00
58000000.00
0.0015
N
58010440.00
58010440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UVV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
26000000.00
26000000.00
0.0007
N
26001820.00
26001820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UXB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-10
2014-09-10
N
N
N
154000000.00
154000000.00
0.0040
N
154012320.00
154012320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YAL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
43000000.00
43000000.00
0.0011
N
43000000.00
43000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YAV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
63000000.00
63000000.00
0.0017
N
63000000.00
63000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YBM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
51000000.00
51000000.00
0.0013
N
51000000.00
51000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562YDJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
3000000.00
3000000.00
0.0001
N
3000150.00
3000150.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YEA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
46000000.00
46000000.00
0.0012
N
45995860.00
45995860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YHA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
N
4000000.00
4000000.00
0.0001
N
3999600.00
3999600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
70000000.00
70000000.00
0.0018
N
69993000.00
69993000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-28
2015-01-28
N
N
N
99000000.00
99000000.00
0.0026
N
98990100.00
98990100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KMH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
35000000.00
35000000.00
0.0009
N
35000700.00
35000700.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KMR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
71000000.00
71000000.00
0.0019
N
71001420.00
71001420.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KNT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
136000000.00
136000000.00
0.0036
N
136005440.00
136005440.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KPH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
130000000.00
130000000.00
0.0034
N
129996100.00
129996100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KQC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-30
2014-10-30
N
N
N
25000000.00
25000000.00
0.0007
N
24999000.00
24999000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KQD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-31
2014-10-31
N
N
N
68000000.00
68000000.00
0.0018
N
67997280.00
67997280.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.060000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
758000000.00
758000000.00
0.0199
Security is a time deposit.
N
758000000.00
758000000.00
Swedbank AB
Swedbank AB 0.250000%
87019SKF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-15
2014-10-15
N
N
N
65000000.00
64966145.83
0.0017
N
64977900.00
64977900.00
Swedbank AB
Swedbank AB 0.250000%
87019SKL7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-20
2014-10-20
N
N
N
126000000.00
125930000.00
0.0033
N
125953380.00
125953380.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
260000000.00
260000000.00
0.0068
Security is a time deposit.
N
259999194.00
259999194.00
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
2014-08-07
2014-08-07
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
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UNL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29968466.76
0.0008
N
29969700.00
29969700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.205000%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-29
2014-09-02
N
N
N
218000000.00
218000000.00
0.0057
N
218008720.00
218008720.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.222000%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2015-06-16
N
N
N
26000000.00
26000000.00
0.0007
N
26001040.00
26001040.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.224200%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2015-06-17
N
N
N
230000000.00
230000000.00
0.0060
N
230188600.00
230188600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112UJT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
313000000.00
313000000.00
0.0082
N
313031300.00
313031300.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.226200%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-21
2015-07-21
N
N
N
160000000.00
160000000.00
0.0042
N
160008000.00
160008000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112UPZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
8000000.00
8000000.00
0.0002
N
8000000.00
8000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.205000%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
100000000.00
100000000.00
0.0026
N
99998000.00
99998000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HKL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-20
2014-10-20
N
N
N
358000000.00
357809066.64
0.0094
N
357917660.00
357917660.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HKM5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
2000000.00
1998920.00
0.0001
N
1999520.00
1999520.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HKV5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-29
2014-10-29
N
N
N
214000000.00
213883607.76
0.0056
N
213940080.00
213940080.00
UBS AG
UBS AG 0.180000%
90267RYE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
257000000.00
257000000.00
0.0068
N
257007710.00
257007710.00
United States Treasury Department
United States Treasury Department 0.070000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-08-01
2016-01-31
N
N
N
264000000.00
263953028.04
0.0069
N
263969904.00
263969904.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2014-08-01
2016-07-31
N
N
N
170000000.00
170000000.00
0.0045
N
169762340.00
169762340.00
Wells Fargo & Co
Wells Fargo & Co 0.210000%
9497F1MB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-11
2014-12-11
N
N
N
158000000.00
157878340.00
0.0042
N
157906780.00
157906780.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222500%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-11
2015-01-09
N
N
N
75000000.00
75000000.00
0.0020
N
75005250.00
75005250.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.221500%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-14
2015-01-14
N
N
N
196000000.00
196000000.00
0.0052
N
196013720.00
196013720.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2015-04-07
N
N
N
27000000.00
27000000.00
0.0007
N
27000810.00
27000810.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.205500%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
46000000.00
46000000.00
0.0012
N
46000000.00
46000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-11-18
N
N
N
267000000.00
267000000.00
0.0070
N
267026700.00
267026700.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226200%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-19
2014-11-18
N
N
N
262000000.00
262000000.00
0.0069
N
262026200.00
262026200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.320600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-09-15
2015-08-14
N
N
N
100000000.00
100000000.00
0.0026
N
100000400.00
100000400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.369600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-09-22
2015-08-21
N
N
N
275000000.00
275000000.00
0.0072
N
275005225.00
275005225.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225200%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2015-05-01
N
N
N
22000000.00
22000000.00
0.0006
N
22000880.00
22000880.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.236200%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2015-05-20
N
N
N
226000000.00
226000000.00
0.0059
N
226015820.00
226015820.00
Westpac Banking Corp
Westpac Banking Corp 0.535100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-10-28
2015-07-28
N
N
N
100000000.00
100000000.00
0.0026
N
100025300.00
100025300.00
Westpac Banking Corp
Westpac Banking Corp 0.244300%
96121TTR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
240000000.00
240000000.00
0.0063
N
240016800.00
240016800.00
Westpac Banking Corp
Westpac Banking Corp 0.224300%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2015-03-27
N
N
N
77000000.00
77000000.00
0.0020
N
77036960.00
77036960.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-11
2015-05-11
N
N
N
71000000.00
71000000.00
0.0019
N
71002840.00
71002840.00
Westpac Banking Corp
Westpac Banking Corp 0.224800%
9612C4JZ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-09-23
N
N
N
100000000.00
100000000.00
0.0026
N
100010000.00
100010000.00
Westpac Banking Corp
Westpac Banking Corp 0.226200%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2015-02-19
N
N
N
30000000.00
30000000.00
0.0008
N
30012300.00
30012300.00
Westpac Banking Corp
Westpac Banking Corp 0.232000%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2015-06-12
N
N
N
84000000.00
84000000.00
0.0022
N
84003360.00
84003360.00
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
186767.48
186767.48
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
151807.82
151807.82
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
583558.72
583558.72
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
1073723.38
1073723.38
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
163433.15
163433.15
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
116752.63
116752.63
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
46691.64
46691.64