0001145549-14-009433.txt : 20141229
0001145549-14-009433.hdr.sgml : 20141225
20141107143747
ACCESSION NUMBER: 0001145549-14-009433
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20141031
FILED AS OF DATE: 20141107
DATE AS OF CHANGE: 20141107
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: 141204360
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
2014-10-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
53
89
38703804272.79
11881227.06
115269204.05
38600416295.80
0.0021
1.0001
2014-10-31
1.0001
2014-10-31
C000012378
1.00
38600416295.80
1.00
-192223633.17
7571975566.81
7764199199.98
0.0006
1.0001
2014-10-31
1.0001
2014-10-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.160000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
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 North America, LLC
Abbey National North America, LLC 0.060000%
0027A1L31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
Y
Santander UK Plc
N/A
N/A
N
165000000.00
165000000.00
0.0043
N
164999043.00
164999043.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-11
2015-02-11
N
Y
Santander UK Plc
N/A
N/A
N
22000000.00
22000000.00
0.0006
N
21998020.00
21998020.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.302000%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-12-05
N
Y
Santander UK Plc
N/A
N/A
N
198000000.00
198000000.00
0.0051
N
198003960.00
198003960.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
170000000.00
170000000.00
0.0044
Security is a time deposit.
N
170000000.00
170000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M141106
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
233000000.00
233000000.00
0.0060
Security is a time deposit.
N
233000314.55
233000314.55
Automatic Data Processing, Inc
Automatic Data Processing, Inc 0.090000%
0530A3L63
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
113000000.00
112999152.50
0.0029
N
112998870.00
112998870.00
Bank of America, NA
Bank of America, NA 0.352000%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-11-05
2015-03-05
N
N
N
104000000.00
104000000.00
0.0027
N
104001768.00
104001768.00
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
96015360.00
96015360.00
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
45007650.00
45007650.00
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
91017290.00
91017290.00
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
145031900.00
145031900.00
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
118027140.00
118027140.00
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
0.0005
N
21006090.00
21006090.00
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
0.0023
N
90020700.00
90020700.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HED3
Other Note
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
58000000.00
58000000.00
0.0015
N
58015660.00
58015660.00
Bank of America, NA
Bank of America, NA 0.200000%
06053HEG6
Other Note
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
140000000.00
140000000.00
0.0036
N
140014000.00
140014000.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAM9
Other Note
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
54000000.00
54000000.00
0.0014
N
54004860.00
54004860.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAS6
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
50000000.00
50000000.00
0.0013
N
50005000.00
50005000.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PAX5
Other Note
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
75000000.00
75000000.00
0.0019
N
74988750.00
74988750.00
Bank of Montreal
Bank of Montreal 0.170000%
06366CFZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
50000000.00
50000000.00
0.0013
N
49993000.00
49993000.00
Bank of New York Mellon
Bank of New York Mellon 0.050000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
575000000.00
575000000.00
0.0149
Security is a time deposit.
N
575000000.00
575000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.070000%
06405XL37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
215000000.00
215000000.00
0.0056
N
214998925.00
214998925.00
Bank of Nova Scotia
Bank of Nova Scotia 0.222000%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-25
2014-11-25
N
N
N
100000000.00
100000000.00
0.0026
N
100003000.00
100003000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.222500%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2015-06-09
N
N
N
171000000.00
171000000.00
0.0044
N
171005130.00
171005130.00
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
108006480.00
108006480.00
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
70004200.00
70004200.00
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
83004150.00
83004150.00
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
0.0050
N
193013510.00
193013510.00
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
2000140.00
2000140.00
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
104028080.00
104028080.00
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
149040230.00
149040230.00
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
57016530.00
57016530.00
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
31008990.00
31008990.00
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
10001100.00
10001100.00
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
0.0028
N
110033000.00
110033000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HU40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
100000000.00
100000000.00
0.0026
N
100009000.00
100009000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HXM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
N
N
48000000.00
48000000.00
0.0012
N
48006240.00
48006240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HZM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-10
2015-03-10
N
N
N
5000000.00
5000000.00
0.0001
N
5000550.00
5000550.00
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
92014720.00
92014720.00
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
11001760.00
11001760.00
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
141022560.00
141022560.00
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
99015840.00
99015840.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XH84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
N
80000000.00
80000000.00
0.0021
N
80000000.00
80000000.00
Barclays Bank Plc
Barclays Bank Plc 0.180000%
06741XK23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-30
2014-12-30
N
N
N
276000000.00
276000000.00
0.0072
N
276019320.00
276019320.00
Barclays Bank Plc
Barclays Bank Plc 0.360000%
06741XL30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
4000000.00
4000000.00
0.0001
N
4000360.00
4000360.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M141103_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-05-31
0.250000
Treasury Debt
1725700.00
1729122.20
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
1695151.00
1695151.00
0.0000
N
1695151.00
1695151.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M141104_2M49
0000851376
Government Agency Repurchase Agreement
Y
2.875 TVBD 24 A
2024-09-15
2.875000
Government Agency Debt
64992000.00
65380363.31
4.70 TVBD 33B
2033-07-15
4.700000
Government Agency Debt
14966000.00
17314448.09
Fannie Mae
2015-04-22
0.00
Government Agency Debt
54833000.00
54818743.42
Fannie Mae
2017-10-26
0.875000
Government Agency Debt
331000.00
329592.10
Fannie Mae
2032-07-26
3.000000
Government Agency Debt
61803000.00
56121244.20
Freddie Mac
2015-04-14
0.102999
Government Agency Debt
86000000.00
86012782.94
Freddie Mac
2015-05-28
0.101999
Government Agency Debt
29020000.00
29022858.47
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
300000000.00
300000000.00
0.0078
N
300000000.00
300000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M141107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-08-28
2.660000
Government Agency Debt
2340000.00
2286542.70
Fannie Mae
2024-10-01
3.250000
Government Agency Debt
6063785.00
6295896.58
Fannie Mae
2041-04-01
3.113999
Government Agency Debt
52699998.00
19361020.53
Fannie Mae
2044-10-01
2.116000
Government Agency Debt
22806362.00
23791802.10
Fannie Mae
2044-10-01
2.232000
Government Agency Debt
53853499.00
56204204.23
Fannie Mae
2044-10-01
2.283000
Government Agency Debt
28975555.00
30245930.26
Fannie Mae
2044-10-01
2.299000
Government Agency Debt
44740296.00
46704573.96
Fannie Mae
2044-10-01
3.204000
Government Agency Debt
1409827.00
1476572.44
Freddie Mac
2019-10-02
1.250000
Government Agency Debt
45021902.00
44064148.58
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
222000000.00
222000000.00
0.0058
N
222000000.00
222000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.300000%
06737JPL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-20
2015-02-20
N
Y
Barclays Bank Plc
N/A
N/A
N
4000000.00
3996366.67
0.0001
N
3997280.00
3997280.00
Barclays US Funding Corp
Barclays US Funding Corp 0.300000%
06737JR15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Barclays Bank Plc
N/A
N/A
N
13000000.00
12983858.34
0.0003
N
12985570.00
12985570.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.130000%
08224ML36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
11750000.00
11750000.00
0.0003
N
11749882.50
11749882.50
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
0.0010
N
40000800.00
40000800.00
BNP Paribas
BNP Paribas 0.240000%
05572NVH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
89000000.00
89000000.00
0.0023
N
89000890.00
89000890.00
BNP Paribas
BNP Paribas 0.250000%
05572NVN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
29000000.00
29000000.00
0.0008
N
29001740.00
29001740.00
BNP Paribas
BNP Paribas 0.250000%
05572NVQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
17000000.00
17000000.00
0.0004
N
17001020.00
17001020.00
BNP Paribas
BNP Paribas 0.245000%
05572NVR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
230000000.00
230000000.00
0.0060
N
230016100.00
230016100.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.230000%
923JDF006_0.2300_M141105_2M49
0001197610
Other Repurchase Agreement
N
ADVANCED MICRO DEVICES INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1841356.00
ALLEGION PUB LTD CO ORD SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
791547.68
ALLIANCE ONE INTL INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
40092.96
ALLIANT ENERGY CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1051231.80
AMERICAN INTL GROUP INC COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3150128.95
AMERICAN TOWER CORP NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3150063.90
APACHE CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
503075.16
ARCHER DANIELS MIDLAND CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3062448.68
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3129463.58
BLACK HILLS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1042860.00
BLOCK H & R INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
981998.22
BOOZ ALLEN HAMILTON HLDG CORCL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
956137.49
CAPITAL ONE FINL CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1668599.68
CENTRAL PAC FINL CORP COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
9228.66
CHENIERE ENERGY INC COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2250112.50
CHEVRON CORP NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2212501.60
CONAGRA FOODS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
882.18
CORPORATE OFFICE PPTYS TR SH BEN I
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
854986.96
DEVON ENERGY CORP NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
437424.90
EQUITY RESIDENTIAL SH BEN I
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
67154.36
EXXON MOBIL CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1031771.80
FIVE STAR QUALITY CARE INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
165446.08
FREEPORT-MCMORAN COPPER & GOCOM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
109118.88
GNC HLDGS INC COM CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
389017.20
HECLA MNG CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
88103.68
INTERNATIONAL RECTIFIER CORPCOM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
930666.75
ITC HLDGS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1033122.50
LACLEDE GROUP INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1040550.72
LAZARD LTD SHS A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2035625.04
MCDERMOTT INTL INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
542358.80
MCDONALDS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3150080.92
MIDSTATES PETE CO INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
244.36
MONSTER WORLDWIDE INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3150137.08
NABORS INDUSTRIES LTD SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3076307.50
NISOURCE INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2116847.57
OASIS PETE INC NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2819.52
PRECISION CASTPARTS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1374777.72
QUANTUM CORP COM DSSG
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
24988.04
QUICKSILVER RESOURCES INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
18182.88
QUINTILES TRANSNATIO HLDGS ICOM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
972019.50
RESOLUTE FST PRODS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3069833.07
ROCKWELL COLLINS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1160905.82
SOUTHWEST GAS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1020639.84
STILLWATER MNG CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
872144.55
TABLEAU SOFTWARE INC CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
670775.97
TEAM HEALTH HOLDINGS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1019758.95
THIRD PT REINS LTD COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
787925.84
TREMOR VIDEO INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
94557.63
TRW AUTOMOTIVE HLDGS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3128669.82
TYCO INTERNATIONAL LTD SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
919564.80
VANTAGE DRILLING COMPANY ORD SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
135288.62
VERIZON COMMUNICATIONS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3143400.60
VONAGE HLDGS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
652082.40
XEROX CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1023928.92
Unrated Security
N/A
N/A
2014-11-05
2014-11-05
N
Y
BNP Paribas
N/A
N/A
N
63000000.00
63000000.00
0.0016
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
63000000.00
63000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M141103_2M49
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-04-15
0.125000
Treasury Debt
1531200.00
1594990.99
United States Treasury Department
2044-02-15
1.375000
Treasury Debt
2225300.00
2522906.50
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
4037109.00
4037109.00
0.0001
N
4037109.00
4037109.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M141103_2M49
0001197610
Government Agency Repurchase Agreement
Y
1.875 FHLB 19 5B
2019-03-08
1.875000
Government Agency Debt
1305000.00
1320477.84
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
13786990.00
10203478.47
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
62117452.00
57860609.07
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
77249008.00
71747487.60
Fannie Mae
2032-02-01
4.000000
Government Agency Debt
17500000.00
12489299.61
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
2184548.00
1779446.17
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
10786815.00
10155125.86
Freddie Mac
2043-12-20
4.500000
Government Agency Debt
782206.00
598984.42
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
56040845.00
59683494.70
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
37088998.00
39516559.46
GNMA
2039-11-20
3.500000
Government Agency Debt
323477.00
120700.00
GNMA
2042-08-15
3.500000
Government Agency Debt
11098918.00
8695511.69
GNMA
2044-05-20
4.500000
Government Agency Debt
21610002.00
22843038.32
GNMA
2044-07-20
4.500000
Government Agency Debt
36976953.00
39782841.20
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
327000000.00
327000000.00
0.0085
N
327000000.00
327000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M141107_2M49
0001197610
Other Repurchase Agreement
N
144A FREMF 2014-K36 C
2046-12-25
4.501699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65004.00
65694.04
BP CAPITAL MARKETS
2016-11-07
0.657100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1012.00
1015.37
DEUTSCHE ALT-A SEC MTGE LN TR
2047-02-25
0.354499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22562645.00
8724323.42
FHAMS 2006
2037-02-25
0.654499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13113590.00
2785868.35
GSAMP TRUST 2004-HE2
2035-06-25
0.584500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9941878.00
8192807.55
GSR MTGE 2007
2037-05-25
2.714900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28911205.00
8893802.18
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.333000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18716787.00
5836392.75
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
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
30003000.00
30003000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M141107_2M49
0001197610
Other Repurchase Agreement
N
ALT LOAN TR
2046-09-25
0.404500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6755737.00
3123175.69
ALTERNATIVE LOAN TRUST 2006 41CB
2037-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5803566.00
2955004.04
BALTA 2005-9
2035-11-25
5.652599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15149427.00
4144973.95
Bank of America Corp
2099-12-31
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435.00
437.05
BEAR STEARNS ALT A TRUST 2002-1
2035-05-25
2.554899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1152975.00
200051.69
CMALT 2007-A8 A1
2037-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8700000.00
3060189.97
CWALT 2007
2047-05-25
0.294499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2067000.00
823128.94
CWALT 2007-9T1 2A3
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5700000.00
2221654.69
CWALT INC 2005 13CB
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5170477.00
2978101.34
CWALT INC 2006-41CB
2037-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12697815.00
3758999.70
CWMBS 2005-19
2036-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.57
CWMBS INC
2035-03-25
0.580600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14725000.00
1749527.25
CWMBS INC
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51000000.00
1343490.54
DEUTSCHE BK FINL LLC
2015-03-02
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
30756.34
FED HOME LAON MTG
2023-02-25
2.871000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
251378.03
HARBORVIEW MTGE LOAN TRUST
2035-09-19
0.574400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19377527.00
4239343.58
LEHMAN XS TRUST SERIES 2005-3
2036-04-25
0.364499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11057993.00
1834073.97
MORTGAGEIT TRUST 2005-2
2035-12-25
0.464500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9703000.00
2940384.96
RALI SERIES 2006 QA10 TRUST
2036-12-25
0.332000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4843596.00
1112932.11
RALI SERIES 2007 QS3 TRUST
2037-02-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1487854.28
WAMU 2006-AR9 1A
2046-08-25
1.115200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15881515.00
4806369.29
WASHINGTON MUTUAL MSC MTG
2035-03-25
2.405800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2514870.00
535042.51
WMALT 2006-AR3
2046-05-25
1.085199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8130000.00
2403571.49
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
40000000.00
40000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
40004800.00
40004800.00
BPCE SA
BPCE SA 0.250000%
05571CM16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
142000000.00
141972388.89
0.0037
N
141981540.00
141981540.00
BPCE SA
BPCE SA 0.230000%
05571CMK4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-19
2014-12-19
N
N
N
238000000.00
237930054.42
0.0062
N
237935740.00
237935740.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.050000%
105993000
0000764116
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
285000000.00
285000000.00
0.0074
Security is a time deposit.
N
285000000.00
285000000.00
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
26999827.50
0.0007
N
26999730.00
26999730.00
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
55994991.11
0.0015
N
55996080.00
55996080.00
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
21990833.33
0.0006
N
21993400.00
21993400.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-11
2015-02-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
60000000.00
59958333.44
0.0016
N
59967000.00
59967000.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24982465.28
0.0006
N
24986000.00
24986000.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-13
2015-02-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19985833.31
0.0005
N
19988600.00
19988600.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11991000.00
0.0003
N
11992560.00
11992560.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FQ33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35970000.11
0.0009
N
35973720.00
35973720.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FQ90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
73000000.00
72936125.00
0.0019
N
72943060.00
72943060.00
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
0.0041
N
159996800.00
159996800.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
90000000.00
90000000.00
0.0023
N
89999100.00
89999100.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
105000000.00
105000000.00
0.0027
N
104998950.00
104998950.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
85000000.00
85000000.00
0.0022
N
84999150.00
84999150.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
213000000.00
213000000.00
0.0055
N
213000000.00
213000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.241800%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-11-10
2015-07-07
N
N
N
312000000.00
312000000.00
0.0081
N
312006240.00
312006240.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KMP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-23
2014-12-23
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
9000000.00
8997375.00
0.0002
N
8997570.00
8997570.00
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
2998166.67
0.0001
N
2998410.00
2998410.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
13738KP50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-05
2015-02-05
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
141000000.00
140926366.67
0.0037
N
140918220.00
140918220.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KPC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
5000000.00
4996493.06
0.0001
N
4996850.00
4996850.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
13738KQ26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
7000000.00
6993983.89
0.0002
N
6994540.00
6994540.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KRL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
43000000.00
42945820.00
0.0011
N
42946250.00
42946250.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.210000%
15060YM31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
Y
Guaranty
UBS AG
N/A
N/A
18000000.00
17996850.00
0.0005
N
17997480.00
17997480.00
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
139985688.89
0.0036
N
139988800.00
139988800.00
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
41982500.00
0.0011
N
41986560.00
41986560.00
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
107950499.99
0.0028
N
107962200.00
107962200.00
Charta, LLC
Charta, LLC 0.250000%
16115XPC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29978958.33
0.0008
N
29983200.00
29983200.00
Charta, LLC
Charta, LLC 0.250000%
16115XPJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29977708.29
0.0008
N
29982000.00
29982000.00
Charta, LLC
Charta, LLC 0.250000%
16115XQR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29970416.67
0.0008
N
29973900.00
29973900.00
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
149028310.00
149028310.00
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
33013530.00
33013530.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CPA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69951874.93
0.0018
N
69962200.00
69962200.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CPJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21983652.75
0.0006
N
21986580.00
21986580.00
Citibank, NA
Citibank, NA 0.250000%
17304UB66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
187000000.00
187000000.00
0.0048
N
187014960.00
187014960.00
Citibank, NA
Citibank, NA 0.250000%
17304UD80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
34000000.00
34000000.00
0.0009
N
34003060.00
34003060.00
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
0.0033
N
128001280.00
128001280.00
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
0.0027
N
106001060.00
106001060.00
Citibank, NA
Citibank, NA 0.250000%
17304UYA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
N
51000000.00
51000000.00
0.0013
N
51013260.00
51013260.00
Citibank, NA
Citibank, NA 0.250000%
17304UYX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
87000000.00
87000000.00
0.0023
N
87025230.00
87025230.00
Citibank, NA
Citibank, NA 0.250000%
17304UZB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
N
8000000.00
7999998.66
0.0002
N
8001440.00
8001440.00
Citibank, NA
Citibank, NA 0.250000%
17304UZW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
143000000.00
143000000.00
0.0037
N
143028600.00
143028600.00
Citibank, NA
Citibank, NA 0.250000%
17304UZX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-27
2015-03-27
N
N
N
120000000.00
120000000.00
0.0031
N
120024000.00
120024000.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
71000000.00
71000000.00
0.0018
Security is a time deposit.
N
71000000.00
71000000.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.280000%
19422GQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
211000000.00
210804707.77
0.0055
N
210848080.00
210848080.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.380000%
19422GT87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
17000000.00
16961060.56
0.0004
N
16965320.00
16965320.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.400000%
19422DTA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
192000000.00
191532799.99
0.0050
N
191602560.00
191602560.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.222000%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-26
N
N
N
47000000.00
47000000.00
0.0012
N
47000940.00
47000940.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.223000%
20272AGB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-12-05
N
N
N
150000000.00
150000134.46
0.0039
N
150003000.00
150003000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.222500%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-10
2015-01-09
N
N
N
100000000.00
100000000.00
0.0026
N
100003000.00
100003000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.233000%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-10
2015-07-02
N
N
N
111500000.00
111500000.00
0.0029
N
111503345.00
111503345.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.223000%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-01-23
N
N
N
325000000.00
325000000.00
0.0084
N
325002600.00
325002600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.232000%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2015-03-04
N
N
N
80000000.00
80000000.00
0.0021
N
80001360.00
80001360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.237000%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2015-06-19
N
N
N
100000000.00
100000000.00
0.0026
N
100009100.00
100009100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.242500%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2015-10-09
N
N
N
36000000.00
36000000.00
0.0009
N
36001620.00
36001620.00
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
146000000.00
0.0038
N
145998540.00
145998540.00
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
1999629.44
0.0001
N
1999720.00
1999720.00
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
5996958.33
0.0002
N
5997780.00
5997780.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VPJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29977708.29
0.0008
N
29981700.00
29981700.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VQ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18983902.75
0.0005
N
18985750.00
18985750.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VQ98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49956250.00
0.0013
N
49961000.00
49961000.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VQR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43956611.11
0.0011
N
43958200.00
43958200.00
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
3000060.00
3000060.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22533MQV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
10000000.00
10000000.00
0.0003
N
10000900.00
10000900.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MRC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
131000000.00
131000000.00
0.0034
N
131015720.00
131015720.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.220000%
22533MSN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
242000000.00
242000000.00
0.0063
N
241992740.00
241992740.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T4U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
85000000.00
85000000.00
0.0022
N
85005950.00
85005950.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5E4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
139000000.00
139000000.00
0.0036
N
139011120.00
139011120.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
79000000.00
79000000.00
0.0020
N
79006320.00
79006320.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T6R4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
83000000.00
83000000.00
0.0022
N
83006640.00
83006640.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549T6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
397000000.00
397000000.00
0.0103
N
397000000.00
397000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141103_2M49
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A2
2047-04-25
0.332000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1669980.90
144A CCMFC 2006-4A A1
2047-11-25
0.281999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2828883.83
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
221600000.00
12724388.50
144A WBCMT 2004-C15 H
2041-10-15
5.903299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
602524.28
ADJ RATE MTGE TR
2035-01-25
0.802000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12695000.00
5493339.61
AHM 2007-1 GA1A
2047-05-25
0.314500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2858224.97
ARMT 2004-4 5M1
2035-03-25
1.302000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
10082118.14
ARMT 2005-5 3A3
2035-09-25
5.047900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1495000.00
1042101.03
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.200899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11560000.00
3367616.44
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.902500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9475731.51
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
826426.17
CWALT 2005-51 3A3A
2035-11-20
0.477200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5666666.00
1746942.21
CWALT 2005-79CB A1
2036-01-25
0.701999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
3000967.74
CWALT 2006-OA16 A1C
2046-10-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
846320.10
CWHL 2005-2 2A3
2035-03-25
0.491999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128582.00
13180.59
HMBT
2036-12-25
0.332000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
4778398.04
HMBT 2005-1 B2
2035-03-25
1.452000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
217655.46
IMSA 2005-2 A1
2036-05-25
0.471999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
289903.49
IMSA 2005-2 A2C
2036-03-25
0.432000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6294750.00
2325055.31
INDX 2004-AR7 A5
2034-09-25
1.372000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2121156.50
INDX 2005-AR15 A2
2035-09-25
4.535199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118660000.00
32117341.11
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
4811335.09
LUM 2006-1 A1
2036-04-25
0.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
80.68
MERRILL LYNCH MORTGAGE INVESTO
2036-05-25
2.788400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31487200.00
8366125.97
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.591999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1615962.62
RALI 2006-QA4 A
2036-05-25
0.332000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2505963.00
535579.18
RALI 2007-QA2 A3
2037-02-25
0.301999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2029337.00
458745.25
RFMSI 2007-SA1 2A1
2037-02-25
3.401400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1681210.94
WAMU 2006-AR9 1A
2046-08-25
1.117499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12447773.00
3704705.07
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
N
104000000.00
104000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141218_2M49
0001230485
Other Repurchase Agreement
N
ZUNI
2036-06-25
2.462400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195070000.00
27600090.47
First Tier Security
N/A
N/A
2014-12-18
2014-12-18
N
N
N
24000000.00
24000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
24000000.00
24000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150203_2M49
0001230485
Other Repurchase Agreement
N
144A ARMOR 2005-1A B2
2037-12-10
0.601800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5693000.00
443167.26
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
255993.19
144A CCMFC 2003-4A B3
2034-10-25
0.725800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1915000.00
74447.16
144A CCMFC 2005-BA B1
2036-06-25
0.552000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457000.00
849647.15
144A CDMC 2003-4 B5
2033-05-25
5.405199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
29408.20
144A JPMCC 2007-LDPX B
2049-01-15
5.581999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
453230.39
144A JPMRR 2009-12 9A2
2036-05-26
2.661944
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3919767.00
2954900.63
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
289477.17
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
5094217.81
AHM 2006-2 4A
2026-02-25
0.332000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
187931.27
BAFC 2005-A 4B1
2035-02-20
5.085200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2451000.00
1474688.41
BALTA 2005-2 2B1
2035-04-25
3.464799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4722000.00
214580.27
BALTA 2005-5 1M2
2035-07-25
1.127000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
603011.50
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
608907.98
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
77558.90
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
171414.38
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
377911.83
BSABS 2003-AC6 BB
2033-11-25
5.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
431697.76
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
533346.84
BSMF 2006-SL1 A1
2036-08-25
0.291999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
67430.91
BSMF 2007-SL1 1A
2037-03-25
0.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
8880351.48
CENDANT MTG CAP LLC 2004-2 CL
2034-05-25
5.098700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
206002.00
25498.74
CMLTI 2005-2 2B3
2035-05-25
5.761800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
821000.00
63320.17
CMLTI 2005-7 1A1
2035-09-25
2.688000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2649423.78
CWALT 2005-24 4A2
2035-07-20
0.457200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23670531.00
1547316.88
CWALT 2005-61 2A4
2035-12-25
0.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
32801.48
CWALT 2006-OA12 A1C
2046-09-20
0.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24341000.00
6109056.05
CWALT 2006-OC5 2A3
2036-06-25
0.411999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18205000.00
3446303.09
CWHL 2004-6 M
2034-05-25
2.415900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795500.00
1976490.28
CWHL 2004-9 B1
2034-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
136798.91
CWHL 2005-13 A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
648832.39
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
201245.96
CWHL 2005-HYB8 3A2
2035-12-20
2.507400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2162000.00
148686.76
CWHL 2006-HYB1 1A1
2036-03-20
2.465800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
39676.17
CWHL 2006-HYB2 1A1
2036-04-20
2.730599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
7865639.74
CWHL 2006-HYB5 1A1
2036-09-20
2.495400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10566400.00
2135994.95
CWHL 2006-HYB5 4A1
2036-09-20
4.754500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79086000.00
16685394.43
DBALT 2005-2 M
2035-04-25
5.618100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
1200702.90
DBALT 2007-AR1 A5
2047-01-25
0.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16272000.00
4799866.87
GMACM 2003-AR2 M3
2033-12-19
2.974899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699000.00
176651.53
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
768437.01
GSR 2005-AR1 B1
2035-01-25
2.840100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12686000.00
5836889.03
HVMLT
2036-11-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45746000.00
10183380.58
IMSA
2036-11-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21775000.00
10384082.42
IMSA 2004-3 M3
2034-11-25
1.202000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
526092.71
IMSA 2006-4 A2C
2037-01-25
0.411999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71205000.00
32190486.66
INDX 2006-AR7 3A1
2036-05-25
2.589599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47167500.00
10144532.54
JP MORGAN MTG 2005-A1 CL IB4
2035-02-25
2.675800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1456866.00
71812.44
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
1308997.34
JPMMT 2004-A6 B2
2034-12-25
2.700499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
168717.64
LMT 2006-8 3A1
2036-12-25
0.502000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2334504.57
LXS 2007-14H A3
2047-07-25
0.701999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78920000.00
6344627.43
MARM 2004-7 B1
2034-08-25
2.325699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547000.00
4975214.59
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
5832360.65
MASTR 2004-9 30B2
2034-09-25
5.615499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1969000.00
45503.29
MLMI 2005-A8 M2
2036-08-25
0.782000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9766000.00
3941582.99
MSM 2006-8AR 3B1
2036-06-25
2.160499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278000.00
50474.44
NAA 2004-AR1 CB1
2034-08-25
3.049900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
305449.99
NAA 2004-AR4 M2
2034-12-25
1.651999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1507000.00
641587.85
PHHMC 2006-4 B1
2036-12-18
5.461199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3125000.00
1816790.36
RAAC 2004-SP3 MII4
2034-09-25
2.001999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
414000.00
174689.37
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
206828.73
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
26399.71
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
953841.89
RALI 2006-QA10 A1
2036-12-25
0.337000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
880978.00
181613.97
RALI 2006-QA8 A1
2036-09-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33474195.00
6405005.82
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
27134.17
SAMI 2002-AR4 B1
2033-02-19
1.431999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
548.69
SAMI 2003-AR4 B2
2034-01-19
2.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
21889.46
SAMI 2004-AR3 B1
2034-07-19
1.056999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
1213768.75
SASC 2003-26A B1II
2033-09-25
2.425399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2493329.94
SASC 2003-2A B2II
2033-02-25
2.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
726000.00
25648.35
SASC 2003-9A B2II
2033-03-25
2.352199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
127078.78
SASC 2006-S4 A
2037-01-25
0.491999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
3998979.08
WAMU 2003-ARP
2033-09-25
4.882200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
31393.66
WASHINGTON MTL.
2033-09-25
4.882200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
17828.30
WMALT 2007-OC1 A1
2047-01-25
0.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26664144.00
6358225.81
WMALT 2007-OC1 A2
2047-01-25
0.272000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66798000.00
11753207.02
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
179000000.00
179000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
179000000.00
179000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150209_2M49
0001230485
Other Repurchase Agreement
N
ARMT 2005-10 5A1
2036-01-25
0.411999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
175989.25
ARMT 2005-5 3A3
2035-09-25
5.047900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18505000.00
12899049.87
BALTA 2005-10 11A1
2036-01-25
0.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
4247008.59
BALTA 2005-5 24A1
2035-07-25
5.344699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
8135181.07
BSABS 2004-AC4 M1
2034-08-25
1.052000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
2983287.33
CWALT 2007-23CB A7
2037-09-25
0.552000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23415520.00
6127907.98
CWL 2005-IM3 A3
2036-03-25
0.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8708792.84
IMM 2005-5 A4
2035-08-25
0.912000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2632137.33
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.831999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
2900478.39
NAA 2007-2 A2
2047-04-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21636500.00
8190313.15
RFMSI 2007-SA2 4A
2037-04-25
3.829000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27804800.00
6826896.64
WAMU 2006-AR17 1A
2046-12-25
0.937500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
8718731.04
WMALT 2007-5 A10
2037-06-25
0.571999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
5654473.60
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
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_M150210_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.601999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1446651.08
144A ARMOR 2005-1A B1
2037-12-10
0.581799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1722105.50
144A BSSP 2007-R1 A1
2037-02-27
2.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17500000.00
61096.74
144A MARM 2005-5 A2
2045-04-26
0.562699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11900000.00
680166.11
144A RESIX 2003-CB1 B7
2035-06-10
6.151799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2150000.00
374388.04
144A SASIF 2006-AA B4
2037-12-25
0.581999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796000.00
6491.62
AHM 2004-1 1M3
2044-04-25
3.152000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7106500.00
82386.91
AHM 2004-1 3M2
2044-04-25
1.893599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
111245.75
ARMT 2004-3 CB1
2035-02-25
1.127000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2380000.00
156442.04
BOAMS 2003-B B2
2033-03-25
3.073100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
47188.83
BOAMS 2003-D B2
2033-05-25
2.705099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4328000.00
406568.02
BOAMS 2005-9 1A8
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2980000.00
128389.80
BSABS
2034-10-25
1.952000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14333000.00
1387073.34
BSABS 2005-AC3 1M1
2035-07-25
0.601999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9002000.00
341158.00
BVMBS 2004-1 1B1
2034-11-20
1.806999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3758000.00
490384.13
CMLTI 2005-11 A2B
2035-12-25
2.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
955867.47
CMLTI 2006-AR9 1M1
2036-11-25
0.491999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3858536.78
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
1433259.24
COMM 2006-C7 AJ
2046-06-10
5.780899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2595000.00
2509251.80
CSFB 2002-AR25 CB1
2032-09-25
2.420100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10509000.00
481931.31
CSFB 2002-AR31 CB1
2032-11-25
2.401800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6231000.00
204597.34
CSFB 2003-AR26 CB1
2033-11-25
1.255800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5600000.00
532476.01
CSFB 2004-AR6 CB1
2034-10-25
0.851999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1925388.46
CSFB 2005-5 DB1
2035-07-25
5.758000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6954947.00
1449460.36
CWALT
2034-11-25
1.202000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
474795.11
CWALT 2003-10CB M
2033-05-25
5.666100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6175000.00
2234748.15
CWALT 2004-5CB M
2034-03-25
5.572300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
894361.00
CWALT 2005-14 2A2
2035-05-25
0.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1647674.28
CWALT 2005-16 A5
2035-06-25
0.432000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1171030.48
CWALT 2005-J1 1A5
2035-02-25
0.752000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3662000.00
371763.71
CWALT 2006-OA17 1A1A
2046-12-20
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10620000.00
4152973.27
CWHL 2003-42 M
2033-10-25
2.405500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2571000.00
288463.17
CWHL 2003-60 M
2034-02-25
2.575299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
2074008.28
CWHL 2004-7 1B1
2034-06-25
2.459400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
463648.23
CWHL 2004-HYB2 B1
2034-07-20
2.460900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3263000.00
638283.94
CWHL 2005-7 IM1
2035-03-25
0.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
2315855.16
DSLA
2045-08-19
0.457000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
3173277.78
FHLT 2005-E
2036-01-25
0.601999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
8255754.41
GSR 2004-7 B1
2034-06-25
2.272899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
137931.57
HEMT 2005-5 A2A
2036-04-25
0.851999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
418576.67
HVMLT
2037-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
10536604.09
HVMLT 2005-6 B1
2045-07-19
1.149500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4548000.00
1375295.24
HVMLT 2005-9 B5
2035-06-20
1.157000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
2951302.18
HVMLT 2005-9 B6
2035-06-20
1.306999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4731000.00
1960382.64
IMM 2004-4 2M2
2034-09-25
2.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
1038332.75
IMM 2004-6 M4
2034-10-25
1.877000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
784793.36
INDX 2004-AR3 B1
2034-07-25
0.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15770000.00
1947594.72
MANA 2007-A1 A2A
2037-01-25
0.222000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8186000.00
1125318.38
MANA 2007-A1 A2C
2037-01-25
0.382000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22884000.00
6383080.01
MARM 2003-2 B1
2033-08-25
2.366299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9150000.00
1074705.19
MARM 2003-5 B1
2033-11-25
2.359999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
127979.84
MARM 2003-5 B2
2033-11-25
2.359999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6076000.00
301952.91
MARM 2004-2 B
2034-03-25
3.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
291000.00
125758.27
MASTR 2004-9 15B2
2019-09-25
5.240999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
386000.00
52320.79
MASTR 2004-9 15B3
2019-09-25
5.240999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
38678.64
MERRILL LYNCH ALTER NOTE ASSET
2037-01-25
0.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4499000.00
877556.44
MLCC 2006-2 M1
2036-05-25
2.553900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6189500.00
4393372.80
MLMI 2006-A3 5A2
2036-05-25
2.788400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
218617.73
PHHAM 2007-2 1A5
2037-05-25
0.471999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2534750.80
RALI 2005-QS2 A3
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
3545842.41
RAST 2005-A2 A2
2035-03-25
0.601999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13550000.00
2515037.86
RESIDENTIAL ASSET MTG 2003-RM2
2033-05-25
5.441399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499500.00
47971.71
RFMSI 2003-S6 M1
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014700.00
71002.79
RFMSI 2003-S6 M2
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
27750.90
SAMI 2005-AR5 B2
2035-07-19
0.856999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6856000.00
1310852.31
SAMI 2005-AR5 B3
2035-07-19
1.506999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5755200.00
449055.34
SARM 2004-5 B1
2034-05-25
2.431800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
2076563.86
SASC 2003-15A B1
2033-04-25
2.485900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
413917.03
SASC 2003-30 B1
2033-10-25
5.392400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13184000.00
5302808.11
SASC 2003-30 B2
2033-10-25
5.392400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4146000.00
1278678.81
SASC 2003-34A B1I
2033-11-25
1.352000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1263260.00
154881.85
SASC 2003-9A B1I
2033-03-25
1.401999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390925.00
75759.27
SASC 2004-2AC B1
2034-02-25
2.390099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8920000.00
1772584.20
SASC 2004-3 B1
2034-03-25
5.581599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10008000.00
4041331.02
SASC 2006-S3 A1
2036-09-25
0.281999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76490000.00
10072122.03
WAMMS SER 2003-MS2 CL CB4
2033-02-25
5.522400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1499000.00
560381.12
WAMU 2002-S8 1B3
2033-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3074000.00
642290.86
WAMU 2004-AR14 B1
2035-01-25
2.395600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
1696039.32
WAMU 2004-AR6 B2
2044-05-25
1.252000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3996000.00
680481.02
WAMU 2005-AR11 B1
2045-08-25
0.762000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
7022600.77
WAMU 2005-AR13 B1
2045-10-25
0.752000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
821525.01
WAMU 2007-HY5 3A1
2037-05-25
4.602599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1189852.71
WELLS FARGO MTG BACKED SECS 2
2033-02-25
2.491400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
22450.53
WFMBS 2005-AR14 A6
2035-08-25
5.351399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2555713.22
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
118000000.00
118000000.00
0.0031
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
118000000.00
118000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1N66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
40000000.00
39983644.45
0.0010
N
39985600.00
39985600.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1ND1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
59000000.00
58973236.94
0.0015
N
58975810.00
58975810.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
2284K1P23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
16000000.00
15989484.45
0.0004
N
15991040.00
15991040.00
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
0.0065
N
250037500.00
250037500.00
DNB Bank ASA
DNB Bank ASA 0.090000%
23290QNK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
235000000.00
235000000.00
0.0061
N
235000000.00
235000000.00
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
2014-11-04
2014-11-04
N
N
N
282000000.00
282000000.00
0.0073
Security is a time deposit.
N
282000098.70
282000098.70
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006_M141105
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
255000000.00
255000000.00
0.0066
Security is a time deposit.
N
255000051.00
255000051.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385P42
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
215000000.00
214996386.80
0.0056
N
214999140.00
214999140.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385Q33
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
28000000.00
27999160.00
0.0007
N
27999804.00
27999804.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385R73
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
63400000.00
63397094.16
0.0016
N
63399175.80
63399175.80
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385R73
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
8000000.00
7999600.00
0.0002
N
7999896.00
7999896.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385R73
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
5000000.00
4999708.33
0.0001
N
4999935.00
4999935.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385S80
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
225000000.00
224986593.75
0.0058
N
224996400.00
224996400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385S80
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
59000000.00
58996165.00
0.0015
N
58999056.00
58999056.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385T55
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
65000000.00
64994438.89
0.0017
N
64998830.00
64998830.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385T55
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
15000000.00
14998900.00
0.0004
N
14999730.00
14999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385T71
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-19
2014-12-19
N
N
N
33450000.00
33447008.09
0.0009
N
33449364.45
33449364.45
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M141103_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2042-05-15
3.000000
Treasury Debt
2638808900.00
2664661769.71
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
2650000000.00
2650000000.00
0.0687
N
2650000000.00
2650000000.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JPC1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
N
86000000.00
85946918.88
0.0022
N
85975060.00
85975060.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
200000000.00
199806888.88
0.0052
N
199858000.00
199858000.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
80000000.00
79920800.00
0.0021
N
79939200.00
79939200.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRG0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
165000000.00
164834633.33
0.0043
N
164871300.00
164871300.00
General Electric Co
General Electric Co 0.060000%
36960ML43
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
200000000.00
199999666.68
0.0052
N
199998000.00
199998000.00
General Electric Co
General Electric Co 0.060000%
36960ML50
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
85000000.00
84999716.66
0.0022
N
84999150.00
84999150.00
General Electric Co
General Electric Co 0.050000%
36960ML76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
50000000.00
49999722.22
0.0013
N
49999515.00
49999515.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.150000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
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 0.080000%
992JYE002_0.0800_M141103_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
11695100.00
7906341.26
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
3222528.00
2327512.87
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
4363960.00
3414864.25
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
2420724.00
2054470.29
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
4266873.00
3220083.14
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
1973000.00
1608962.86
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
5024841.00
4059653.82
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
3715100.00
2736962.45
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
2606284.00
1910133.04
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1902158.00
1737895.67
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
2706350.00
1672083.46
Fannie Mae
2027-11-01
3.000000
Government Agency Debt
6007282.00
4998449.57
Fannie Mae
2027-11-01
3.000000
Government Agency Debt
2807494.00
1997122.81
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
5033865.00
4418000.30
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
2165920.00
1999263.56
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
3014863.00
2200494.19
Fannie Mae
2028-03-01
3.000000
Government Agency Debt
3423996.00
2869398.80
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
3515414.00
2580328.99
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
3062252.00
2855330.66
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
4509494.00
4149579.60
Fannie Mae
2028-07-01
3.000000
Government Agency Debt
4701338.00
4165917.48
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
7879086.00
7424032.51
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
5400627.00
5096847.12
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
3227023.00
3238517.46
Fannie Mae
2028-11-01
3.000000
Government Agency Debt
5097561.00
4982502.23
Fannie Mae
2028-12-01
3.500000
Government Agency Debt
1601434.00
1573823.58
Fannie Mae
2029-05-01
4.000000
Government Agency Debt
9570043.00
1964302.25
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
2289472.00
2274759.80
Fannie Mae
2029-08-01
4.000000
Government Agency Debt
6955457.00
2006194.43
Fannie Mae
2030-01-01
4.000000
Government Agency Debt
16431968.00
3640756.29
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
18598325.00
3845823.86
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
5761362.00
4413342.19
Fannie Mae
2035-05-01
1.917999
Government Agency Debt
23866226.00
5833755.17
Fannie Mae
2037-04-01
4.000000
Government Agency Debt
1853163.00
1656780.45
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
7180747.00
4389886.74
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
4659880.00
4183289.98
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
7848807.00
3567078.88
Fannie Mae
2042-04-01
3.000000
Government Agency Debt
4697520.00
4151918.05
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
2045167.00
1881833.81
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
4394266.00
4051569.48
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
4101119.00
4173595.85
Fannie Mae
2043-07-01
3.290000
Government Agency Debt
20197666.00
15028134.06
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1133188.00
769960.39
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
3804226.00
4166786.05
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
4107857.00
4195454.11
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
29494.00
26353.96
Fannie Mae
2044-04-01
4.500000
Government Agency Debt
32270.00
26339.82
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1912383.00
2063918.60
Fannie Mae
2044-06-25
3.500000
Government Agency Debt
2040169.00
2000765.47
Fannie Mae
2044-09-01
4.000000
Government Agency Debt
3856788.00
4150347.27
Freddie Mac
2020-12-15
8.250000
Government Agency Debt
15.00
0.15
Freddie Mac
2027-07-01
2.500000
Government Agency Debt
8965844.00
6278882.76
Freddie Mac
2030-09-01
4.000000
Government Agency Debt
9903252.00
3355548.73
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
1.00
0.19
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
4000135.00
4155631.81
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
13508763.00
8296493.77
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
12279931.00
7797741.61
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
9670088.00
6458364.84
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
2275103.00
1726142.83
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
6745829.00
5919243.04
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
7947294.00
8036404.22
Freddie Mac
2043-10-01
4.000000
Government Agency Debt
3953095.00
4168906.88
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
4566459.00
4832195.56
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
4211278.00
4381835.61
Freddie Mac
2044-01-01
4.000000
Government Agency Debt
4944364.00
4895158.90
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
3591496.00
3855930.80
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
241000000.00
241000000.00
0.0062
N
241000000.00
241000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
992JYE002_0.1000_M141107_2M49
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
1.00
0.19
Freddie Mac
2036-05-15
0.453000
Government Agency Debt
9700000.00
3513628.48
GNMA
2037-12-20
2.750000
Government Agency Debt
189300154.00
109706371.70
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
111000000.00
111000000.00
0.0029
N
111000000.00
111000000.00
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
70000000.00
0.0018
N
69999300.00
69999300.00
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
57002850.00
57002850.00
HSBC Bank USA
HSBC Bank USA 0.240000%
40428AYZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
137000000.00
137000000.00
0.0035
N
136993150.00
136993150.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.120000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
12560000.00
12560000.00
0.0003
N
12560000.00
12560000.00
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
43989391.11
0.0011
N
43995160.00
43995160.00
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
17995800.00
0.0005
N
17998020.00
17998020.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1PP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
Y
ING Bank NV
N/A
N/A
N
8000000.00
7992533.33
0.0002
N
7994320.00
7994320.00
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
14000140.00
14000140.00
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
134010720.00
134010720.00
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
15003300.00
15003300.00
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
0.0053
N
204032640.00
204032640.00
ING Bank NV
ING Bank NV 0.290000%
924RUL005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
129000000.00
129000000.00
0.0033
N
128978070.00
128978070.00
ING Bank NV
ING Bank NV 0.300000%
924UWV004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
205000000.00
205000000.00
0.0053
N
204934400.00
204934400.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.680600%
46623EJX8
Other Note
N
First Tier Security
N/A
N/A
2015-01-23
2015-04-23
N
N
N
50000000.00
50082142.67
0.0013
N
50087950.00
50087950.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.120000%
46899T004_0.1200_M141103_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
26862871.00
22825799.35
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
36824815.00
31410034.36
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
111574864.00
83011108.88
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
2628317.00
2260930.23
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
31859915.00
28476470.85
GNMA
2038-01-16
2.750000
Government Agency Debt
64409093.00
38015656.87
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
200000000.00
200000000.00
0.0052
N
200000000.00
200000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150129_2M49
0001168163
Other Repurchase Agreement
N
144A JPMCC 2012-LC9 E
2047-12-17
4.427900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2994401.00
2904356.29
144A JPMCC 2012-LC9 E
2047-12-17
4.427900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420358.00
407717.40
AI COMMERCIAL MORTGAGE PASS THROUGH
2022-02-15
0.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6882197.00
6642168.91
APIDOS CDO V
2021-04-15
0.930599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1971823.00
1843122.11
AT T INC
2015-12-01
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1188460.00
1191803.53
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
829797.00
949271.52
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98935.00
113179.70
BANK MONTREAL QUE
2019-01-25
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4277420.00
BBCMS TR 2014-BXO
2027-08-15
3.154999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10553969.00
10571543.70
BEAR STEARNS COMM MTG SEC TRUST
2042-09-11
5.073999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4940689.00
4880723.31
BEST BUY CO., INC.
2018-08-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3993164.00
4162873.47
BHMS 2014-ATLS MTG TR
2033-07-05
4.846899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6398770.00
6460300.57
BHMS 2014-ATLS MTG TR
2033-07-05
4.846899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3852602.00
3889648.62
BSCMS 2007-PW18 AJ
2050-06-13
6.382799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13758971.00
13420995.79
CGWF COML MTG 2013 RKWH
2030-11-15
3.954000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8020706.00
7992243.19
CGWF COML MTG 2013 RKWH
2030-11-15
3.954000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5697096.00
5676878.91
CHURCH & DWIGHT INC
2015-12-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5320121.00
5548490.15
CITIGROUP COMMERCIAL MTGE TRUST ,NY
2022-04-15
0.505000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1491703.00
1482614.72
COMM 2007-C9 MORTGAGE TRUST
2049-12-10
5.799599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18401336.00
19133785.15
COMM 2007-C9 MORTGAGE TRUST
2049-12-10
5.799599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
653664.00
679682.53
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.798300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8470193.00
9690538.93
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.798300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
229807.00
262916.52
COOPERATIEVE CENTRALE
2021-01-11
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8507000.00
9495853.68
CSMC TR 2013 IVR3
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
16907920.16
CWS TOWN CENTRE 2000 LP
2030-06-10
3.942499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915355.00
914965.81
CWS TOWN CENTRE 2000 LP 11 12 31 2010009
2030-06-10
4.902999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
14167116.65
DAIMLER FIN NORTH AMER LLC
2018-01-11
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8638125.00
8726399.44
DBUBS 2011 LC1 MTG TR
2044-07-12
5.625899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10340538.00
10945105.75
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
844893.00
1000068.86
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
791033.00
936316.76
EDF SA
2114-01-22
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
712443.75
EQTY 2014 INNS MTG TR
2031-05-10
4.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15628000.00
15535707.54
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5484223.00
5501615.91
FIFTH THIRD BANCORP
2024-01-16
4.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10100000.00
10723579.61
FIRSTENERGY TRANSMISSION LLC
2044-07-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1296000.00
1339079.04
FORD MOTOR CREDIT COMPANY
2017-09-08
1.683999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
671655.00
671318.65
FORD MOTOR CREDIT COMPANY
2017-09-08
1.683999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
609518.00
609212.77
Freddie Mac
2018-10-25
1.669999
Government Agency Debt
294149.00
246466.34
Freddie Mac
2018-10-25
1.669999
Government Agency Debt
189924.00
159136.60
GCB DUKE CAPITAL CORP
2019-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33763.00
42137.12
GENWORTH FINANCIAL
2021-09-24
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3388381.00
4165800.31
HANSON PLC NEW SPONS ADR
2016-08-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5445902.78
HILTON USA TR 2013 HLT
2030-11-07
2.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1309768.00
1312526.23
HILTON USA TR 2013 HLT
2030-11-07
2.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1132900.00
1135285.76
HSBC HLDGS PLC
2022-03-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2009000.00
2140859.60
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135908.00
1782148.24
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144449.00
120524.63
IBM CORP
2039-11-30
5.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1908292.00
2309355.61
IR 6.230 11/19/27 MT
2027-11-19
6.230000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3088052.00
3704480.35
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
137484.98
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.152000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29352529.00
28810368.22
JEFFERIES GROUP INC NEW
2023-01-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1186956.00
1276996.67
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.893600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12908125.00
12956652.95
JP MORGAN CHASE CO
2022-01-24
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8704000.00
9589414.40
JP MORGAN CHASE COML MT SECSTR 2014 INN MZ
2019-06-15
6.380499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8576353.00
8669713.27
JP MORGAN CHASE COML MT SECSTR 2014 INN MZ
2019-06-15
6.380499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5895647.00
5959825.70
JP MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
3.254000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7277566.00
7223720.91
JP MORGAN CHASE COMM
2047-05-15
5.371999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15961000.00
16638090.45
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.490199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7354098.00
8380277.95
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
3288113.41
JP MORGAN CHASE COMML MTGE SEC
2043-06-17
6.523100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14603226.00
16033059.51
JP MORGAN MTG 2014 I9VR3
2044-09-26
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
501894.00
509763.20
JP MORGAN MTG TR 2014 IVR3
2044-09-26
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13284516.00
13338477.70
JP MORGAN TAX EXEMPT PASS THRU
2042-09-17
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000000.00
9410459.46
JPMCC RE REMIC TR 2014 FRR1
2049-11-27
3.667600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5401994.00
5241114.57
JPMCC RE REMIC TR 2014 FRR1
2049-11-27
4.234300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
14325702.40
JPMMT 2005-A3 7CA1
2035-06-25
5.120400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45158000.00
9486569.22
KINDER MORGAN
2039-09-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3234802.00
3687005.76
KONINKLIJKE PHILIPS ELECTRONICS NV NEW
2042-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1546000.00
1687704.64
LB UBS COMMERCIAO
2039-03-15
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
343985.00
350281.72
LBUBS 2006-C1 AJ
2041-02-15
5.275999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5073196.00
5169550.65
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1268375.00
2041765.60
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300557.00
483821.38
MERRILL LYNCH & CO INC
2037-01-29
6.110000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2586884.00
3072531.23
METRO EDISON CO
2025-04-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2026177.00
2050754.53
ML-CFC 2007
2049-08-12
6.166000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11878842.00
12218960.00
MORGAN STANLEY DEAN WITTER
2052-10-12
5.271899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2544648.00
2661005.59
NIAGARA MOHAWK PWR CORP
2042-11-28
4.118999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1820000.00
1857393.27
NY LIFE GBL FNDG
2016-05-23
0.583099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5400000.00
5426133.72
NY LIFE GBL GDG
2019-06-18
2.149999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9227566.00
9337586.78
OMEGA HEALTHCARE INVESTORS INC
2024-04-01
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56000.00
57769.74
ONCOR ELECTRIC DEL CO LLC
2022-06-01
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82000.00
89730.41
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4463059.00
4580399.03
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84075.00
86285.45
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3492790.00
3757042.84
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2092519.00
2250832.01
PRAXAIR INC
2021-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5302842.00
5441829.49
PRAXAIR INC
2021-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
384116.00
394183.68
QWEST CORP
2021-12-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7281000.00
8592490.12
RIO TINTO FINANCE (USA) LIMITED
2021-05-20
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9738000.00
10573110.60
ROCKIES EXPRESS PIPELINE LLC
2018-07-15
6.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5056236.00
5512153.99
ROYAL BK OF SCOTLAND GROUP PLC
2019-10-21
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3031053.00
3547355.83
ROYAL BK OF SCOTLAND GROUP PLC
2019-10-21
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43177.00
50531.67
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3261824.00
3398956.52
SPECTRA ENERGY PARTNERS LP
2016-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2497.00
2604.68
TRANSCONTINENTAL GAS PIPE LINECO LLC
2042-08-01
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10070000.00
9911749.94
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
4.958700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17520000.00
18778541.66
UNION BANK OF CALIFORNIA
2018-09-26
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5305000.00
5420182.60
WACHOVIA BANK COMMERCIAL MORTG
2044-12-16
5.383099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4029958.00
4115217.76
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4632583.00
4580628.58
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765716.00
757128.50
WBCMT 2006-C29
2048-11-18
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4987793.89
WBCMT 2007-C34 AJ
2046-05-17
6.000400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4955439.00
5117391.83
WEA FIN LLC WESTFIELD UK EUROPE FIN PLC
2017-09-15
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8521368.00
8567714.77
WEATHERFORD INTERNATIONAL LTD.
2022-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
582848.00
601365.08
WFRBS COML MTG TR 2012 C9
2045-11-17
4.962799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2585994.00
2549696.21
WFRBS COML MTG TR 2013-C15
2046-08-15
4.634699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5685334.00
4797221.56
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3415209.00
3433675.79
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4962.00
4988.83
YUM BRANDS INC COM
2037-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
308986.00
401604.98
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
N
501000000.00
501000000.00
0.0130
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
501000000.00
501000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.295700%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-10-22
N
N
N
100000000.00
100000000.00
0.0026
N
100008000.00
100008000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.293000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-10-23
N
N
N
170000000.00
170000000.00
0.0044
N
170015300.00
170015300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.417200%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-11-21
2014-12-22
N
N
N
250000000.00
250000000.00
0.0065
N
250019000.00
250019000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-01-20
2015-11-18
N
N
N
110000000.00
110000000.00
0.0028
N
110076560.00
110076560.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.352100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-01-22
2015-11-20
N
N
N
95000000.00
95000000.00
0.0025
N
95115425.00
95115425.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PU92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
44000000.00
44000000.00
0.0011
N
44015400.00
44015400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PV26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
52000000.00
52000000.00
0.0013
N
52018200.00
52018200.00
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
0.0013
N
52017680.00
52017680.00
Lloyds Bank Plc
Lloyds Bank Plc 0.090000%
53943SL54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
125000000.00
124999375.00
0.0032
N
124998750.00
124998750.00
Lloyds Bank Plc
Lloyds Bank Plc 0.080000%
53943SL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
156000000.00
155998960.01
0.0040
N
155998440.00
155998440.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53943SRL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
137000000.00
136827380.00
0.0035
N
136823270.00
136823270.00
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
12010080.00
12010080.00
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
4003480.00
4003480.00
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
66058080.00
66058080.00
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
0.0016
N
63055440.00
63055440.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.120000%
06399U000_0.1200_M141103_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-03-25
3.500000
Government Agency Debt
5876298.00
6180000.75
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
6000000.00
6000000.00
0.0002
N
6000000.00
6000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M141205_2M49
0000728612
Other Repurchase Agreement
N
144A WAMU MTGE
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5645000.00
1726283.08
ACT 2005-RR
2041-09-22
0.455699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
618021.00
209737.12
ADJUSTABLE RATE MTG 2006-3
2036-08-25
0.434500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3.00
1.01
AERCAP IRELAND CAP LTD
2021-10-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2083888.89
AK STEEL CORP
2018-12-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
168968.75
ALPHA NATURAL RESOURCES, INC
2020-08-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2232000.00
1849305.00
ALT LOAN TR
2046-09-25
0.404500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
323609.84
ALTERNATIVE
2036-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3511218.00
2074132.42
ALTERNATIVE LN TR
2046-07-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1446406.00
743910.28
ALTERNATIVE LOAN
2036-07-25
0.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2794930.00
745179.02
ALTERNATIVE LOAN TRUST 2006-46
2047-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370307.00
197028.25
ALTERNATIVE LOAN TRUST 2007
2047-08-25
0.432000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5825011.00
3091412.68
ALTERNATIVE LOAN TRUST 2007-7T2
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36704245.00
8126781.11
ALTERNATIVE LOAN TRUST 2007-OH2
2047-08-25
0.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9225354.00
1971070.20
ALTERNATIVE LOAN TUST 2007 5CB
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
244991.56
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
1277862.00
AMAC CDO FUNDING I
2050-11-23
1.653999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
1124.93
AMERICAN GREETINGS CORP
2021-12-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1248000.00
1351870.00
AMERICAN HOME MORT INV TR
2034-10-25
2.343500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
10185.09
AMERICAN HOME MORTGAGE ASSETS TRUST 2005 1
2035-11-25
2.569599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1313000.00
481152.15
AMERIQUEST MORTGAGE SECURITIES INC
2034-07-25
2.039600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4508568.00
538435.56
ARDAGH PACKAGING FIN PLC ARDAGH HSDGS USA INC
2019-12-15
3.234100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2055000.00
2017254.71
ASSOCIATES MANUFACTURED HOUSING CONTRACT
2035-12-15
7.530000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3392000.00
93282.83
ATLAS PIPELINE PARTNERS LP
2020-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205000.00
1283952.60
AVIV HEALTHCARE PPTYS
2019-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1599541.67
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
593133.89
BANC OF AMER 2006
2036-10-25
5.877600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112721000.00
8271017.98
BANC OF AMER 2006
2036-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
620436.74
BANC OF AMER FDG CORP
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2102000.00
542392.05
BANC OF AMERICA COMM
2045-10-10
5.389999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1066726.17
BANK OF AMERICA MORTAGE SEC
2032-12-25
2.838400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
1937.83
BARCLAYS PLC
2099-12-29
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
1759995.83
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.834500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3801000.00
172015.77
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.834500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7159000.00
3574.05
BEAR STEARNS ATL A TRUST
2035-05-25
2.895000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6229361.00
789827.76
BEAR STERNS ALT A TRUST 2002 1
2035-01-25
2.598900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4632000.00
618001.40
BEAR STERNS ASSET BACKED SEC 2004 AC
2035-04-25
0.614500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4986969.00
566854.98
BEAR STERNS ASSET BACKED SECURITIES I TRUST 2006-
2036-05-25
0.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107746015.00
20811504.14
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
15578.17
BFC BRADDOCK FINANCIAL
2032-09-28
6.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2804000.00
2626.44
BNK OF AMER MORT SEC 2005-5
2036-01-25
5.234499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5781000.00
66265.34
BNK OF AMER STRU NOTES
2036-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
843756.00
211842.30
BOA COMMERICAL MORTGAGE TRST 2007-05
2051-02-10
5.904499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15719145.00
15953380.56
BRUNWICK CORP
2021-05-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1137000.00
1138508.10
BSCMS 2007-PW17 AJ
2050-06-13
5.887800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4987323.00
5073214.64
CENTENE CORP
2022-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1409000.00
1464528.30
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
3223779.86
CHESAPEAKE MIDSTREAM PARTNERS LP CHKM FIN CORP
2021-04-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2345000.00
2480098.06
CINEMARK USA INC
2023-06-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1790000.00
1799509.37
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
4753226.67
CITIGROUP COML MTG 2007-FL3
2022-04-15
0.583500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2016494.00
1963948.87
CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C4
2049-03-17
5.920600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850978.00
889696.12
CITIGROUP MORTGAGE LOAN TRUST 2007-10
2037-09-25
2.676200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5400000.00
989101.71
CITIGROUP MORTGAGE LOAN TRUST INC
2034-12-25
5.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
8569.34
CLEAR CHANNEL WORLDWIDE HLDGS INC
2022-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2531000.00
2682789.69
CNL LIFESTYLE PPTYS INC
2019-04-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1310000.00
1346971.11
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.039900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
12322467.30
CONSTELLIUM N V
2024-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
1347650.21
COUNTRYWIDE COMMERCIAL MORTGAGE TRUST 2
2043-11-12
6.033999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37572051.00
16727681.37
COVANTA HLDGS CORP
2024-03-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1865000.00
1920950.00
Credit Suisse AG
2099-12-29
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1304000.00
1426310.85
CREDIT SUISSE FIRST BOSTON MORTGAGE SEC COR
2036-11-15
6.301000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
833294.00
598263.80
CRESTWOOD MIDSTREAM PARTNERS LP
2019-04-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2112916.67
CSC HLDGS LLC
2024-06-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1491167.00
1487439.08
CSFB 2006-9
2036-03-25
2.849299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
157289.27
CSMC SERIES 2009-4R
2036-04-26
4.243599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16501004.00
8185994.63
CWALT 2005-17 2A2
2035-07-25
0.434500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5.00
0.29
CWALT 2005-76 2A2
2036-02-25
1.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32370502.00
2381323.87
CWALT INC
2026-05-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5140000.00
371441.65
CWALT INC
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3477673.00
478846.86
CWALT INC
2036-01-25
0.411999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13725000.00
1582996.86
CWALT INC
2036-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135330.00
583836.48
CWALT INC
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4260159.00
1299926.67
CWALT INC 2005 79 CB
2036-04-25
0.854999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
283117.66
CWALT INC 2005 13CB
2035-10-25
4.949300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3854882.00
907614.58
CWALT INC 2005-13CB
2035-06-25
0.654499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30539.00
4419.31
CWALT INC 2005-43
2035-11-20
0.516800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44449089.00
9577624.78
CWALT INC 2005-79CB
2036-05-25
0.854500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7866396.00
2634643.36
CWALT INC 2007-24
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11210.00
3180.20
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
28350.12
CWALT, INC. 2004-2CB
2034-06-25
1.202000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3157759.00
526849.79
CWMBS
2022-11-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1872000.00
CWMBS INC
2035-04-25
5.639999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
24609.26
CWMBS INC
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1410000.00
571995.67
CWMBS INC. 2005-19
2046-05-20
0.549799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52500000.00
582483.34
CWMBS, INC 2003-53A-R MTG PASS-THRU 2003-53 CLAS
2035-09-27
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3761315.00
3053870.58
D. R. HORTON, INC
2022-09-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1710000.00
1676809.37
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18953982.00
5770588.53
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.382000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20.00
2.53
DEUTSCHE ALT-A SECURITIES MTG LOAN TRUST, SERIES 2
2047-08-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305632.00
129591.14
DFC FINANCE CORP SR SEC NOTE
2020-06-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2403186.00
2409794.76
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
3786408.17
FMG RESOURCES PTY LTD
2018-02-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125878.00
131031.13
FMG RESOURCES PTY LTD
2022-04-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000.00
8305.83
GCB 144A DRESDNER FDG
2031-06-30
8.150999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
47795.86
GCB LUCENT TECHNOLOGY
2029-03-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2484000.00
2405112.30
GCCFC
2037-04-10
5.237599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796782.00
806361.92
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
535050.00
GP PORTFOLIO TR 2014 GPP
2027-02-15
4.003300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2006850.49
GROUP 1AUTOMOTIVEINC
2022-06-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1621000.00
1634733.47
GS MTGE SEC CORP
2049-03-18
5.277999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
552132.00
103177.11
GS MTGE SEC CORP 11
2049-12-20
5.481900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22500000.00
1676218.47
GSAA 2005-11 M1
2035-10-25
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5839177.00
641834.55
GSAA HOME EQUITY
2036-11-25
5.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
832500.00
385374.17
GSAA HOME EQUITY TRUST 2006
2036-06-25
6.447499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34539002.00
14896754.38
GSAA HOME EQUITY TRUST 2006-10
2036-06-25
5.825199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
182531.70
GSR MORT LOAN TRUST 2001-1
2034-01-25
6.637100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730613.00
363063.91
GSR MTG TR 2005-9F
2036-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
220226.44
H J HEINZ COMPANY
2020-10-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
996000.00
1005351.33
HARBOR VIEW MTG LOAN TRUST 2000 1
2035-09-19
1.614500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8468020.00
754927.15
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.333000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1705764.00
531902.65
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.286999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25123695.00
7250167.94
HARBORVIEW MTG LN TR 2004-1
2034-04-19
0.472499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34481207.00
1201861.06
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
146517500.00
14026386.40
HARBORVIEW MTG LN TR 2006-4
2046-05-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9999999.00
15524.00
HCA INC
2022-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
781004.93
HCA THE HEALTHCARE COMPANY
2019-10-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
543849.00
552905.60
HERTZ CORP
2022-10-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1537916.67
HOMEBANC MORTGAGE
2029-08-25
1.928700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11240000.00
293140.85
HVMLT
2034-06-19
0.906200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4863000.00
637198.47
HVMLT
2036-03-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29516382.00
7402986.20
HVMLT
2036-12-19
0.346999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32973572.00
10762961.94
HVMLT
2046-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84341000.00
731574.05
IMPAC SECURED ASSET CORP
2036-08-25
0.334500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2411222.00
516513.68
INDX 2005-AR4
2035-03-25
0.435000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
63757.62
INTERNATIONAL LEASE FINANCE CORP
2019-04-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1165000.00
1265709.40
INTERNATIONAL LEASE FINANCE CORP.
2018-04-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1989000.00
1998651.07
IRON MOUNTAIN INC
2023-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1137346.00
1218571.46
J P MORGAN MTG TR 2014 OAK4
2044-09-25
4.123599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8357000.00
8360094.32
JP MORGAN ALT LOAN TRAUT 2005 S1
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
678233.00
459364.43
JP MORGAN CHASE
2043-04-15
5.565000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3769000.00
3943121.52
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.785700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
174402.00
183277.91
JP MORGAN CHASE COMMERCIAL MTGE
2049-06-15
5.785700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1881000.00
1354256.84
JP MORGAN CHASE COMML MTGE SEC
2018-11-15
2.453300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
468684.00
137982.77
JP MORGAN MORTGAGE TRUST 2007 S3
2037-08-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1394000.00
552720.57
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.123599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7469000.00
7334081.98
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.123599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7824000.00
7281806.71
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.123599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5512000.00
4419848.28
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.123599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6046626.00
3612153.19
JP MORGAN MTGE TRUST 2006
2036-10-25
2.509399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
526278.03
JPALT 2008-R4
2036-12-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16296889.00
7054554.36
JPMCC 2006-LDP7 AJ
2045-04-15
6.059700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9983225.00
10093272.09
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
93082.05
JPMCC 2007
2049-02-12
5.702700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1646000.00
1500615.01
JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUS
2027-06-10
3.804600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2269236.00
2152906.08
KINDER MORGAN FIN CO LLC
2018-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1355000.00
1512744.58
LAMAR MEDIA CORP
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1803000.00
1925942.06
LB UBS COMM MTD
2040-07-15
5.110999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
1701469.25
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
685542.00
691952.58
LMT 2006-1 1A1
2036-02-25
0.908000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15790000.00
3589166.70
LMT 2006-8 4A1
2036-12-25
0.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21651000.00
749919.85
LUM 2006-1 A2
2036-04-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23152298.00
98690.89
LXS 2007-7N 1-A1A
2047-06-25
0.372000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547333.00
3424064.36
MANA 2007-OAR3 A1
2047-05-25
0.345499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18370053.00
8031290.72
MARKWEST ENERGY PARTNERS L P
2022-06-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1160000.00
1268588.89
MASTR ADJ MTG 2004-14
2035-01-25
1.193300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
238102.00
200434.68
MASTR ADJUSTABLE RATE MORTGAGE TRUST 2001 1
2035-04-25
0.633499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2887560.00
2114591.17
MERRILL LYNCH ALT NOTE ASSET TR
2047-10-25
1.712199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1342793.00
544440.42
MERRILL LYNCH MTG INV TRUST 2004
2035-04-25
0.804499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
129865.80
MERRILL LYNCH MTG INV TRUST 2004 A1
2035-12-25
2.379900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10100000.00
1508209.21
METROPCS WIRELESS INC
2020-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169000.00
1267545.07
MICRON TECHNOLOGY, INC
2025-02-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1845000.00
1889664.38
ML CFC COMMERCIAL MTG TRUST 2007 5
2048-08-14
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7492187.00
7159334.52
ML-CFC 2007
2049-08-12
5.882100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
748656.00
434972.46
MLMI 2005-A6 M1
2035-08-25
0.632000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
986534.33
MSC 2007-IQ14 AJ
2049-04-15
5.722000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4257968.00
2879655.72
NATIONAL CINEMEDIA LLC
2021-07-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1619000.00
1761775.56
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1154000.00
1171502.33
NEWFIELD EXPLORATION COMPANY
2022-01-30
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
1797732.29
OAS FIN LTD
2021-07-02
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1725000.00
1665736.67
OASIS PETE INC NEW
2019-02-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1414000.00
1499723.75
OPETEUM MTG ACCEPT CORP
2035-04-25
0.804499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6630000.00
4641736.48
PACIFIC RUBIALES ENERGY CORP
2019-01-26
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1920000.00
1961633.33
PACIFIC RUBIALES ENERGY CORP
2023-03-28
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390000.00
1340930.10
PREF TERM SEC XVIII
2035-09-23
0.984099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1148561.32
PREFERRED TERM SECURITIES XXII
2036-09-22
0.864099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
2468729.41
PRIME MORTGAGE TRUST 2006 DR1
2035-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
901167.12
QUAD GRAPHICS INC
2022-05-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1992333.33
RALI 2005-QS14 3A3
2035-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
443814.91
RALI 2006-QS12 2A4
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5875099.00
2400556.82
RALI SERIES
2046-02-25
0.481999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84680800.00
136968.04
RALI SERIES 2003-QS4 TRUST
2034-12-25
3.689900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
306000.00
16580.82
RBSGC MTG LN TR 2007-A
2037-01-25
0.502000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17462.00
3361.52
REGENCY ENERGY PARTNERS LP
2022-03-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1962000.00
2110560.19
RESIDENTAL ASSET SECURITIZATION TRUST 2005 A8
2037-08-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
699382.00
298173.72
RESIDENTIAL ASSET MORTGAGE PRODUCTS
2031-06-25
2.719599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24087900.00
1089259.18
REVLON CONSUMER PRODUCTS CORP
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1315000.00
1315000.00
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2019-08-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1413000.00
1535401.13
RFMSI
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
309730.79
SACO I INC
2040-09-25
6.218700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168500.00
42610.91
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10298550.00
6794008.36
SEQUOIA MORTGAGE TRUST 2004 1
2034-12-20
0.999299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
663670.76
STRUCT ASSET MTG INV II TRUST 200
2036-08-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1044839.00
742709.41
STRUCTURED ADJ RATE 2007-4
2037-05-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
780475.73
STRUCTURED ASSET SECS 2003-40A
2034-01-25
2.251799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
2052199.58
SUN MERGER SUB INC
2018-08-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1652000.00
1723242.50
SWIFT SVCS HOLDINGS
2018-11-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275000.00
1397541.67
T MOBILE USA INC
2021-04-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1308000.00
1367132.50
TELMAR NORTE LESTE
2020-10-23
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1660000.00
1608078.89
TESORO LOGISTICS LP / TESORO LOGISTICS FIN CORP
2020-10-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2107000.00
2159455.52
TESORO LOGISTICS LP TESORO LOGISTICS FIN CORP
2022-10-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
324000.00
333832.50
THE AES CORPORATON
2019-06-01
3.233600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2131000.00
2133274.58
WACHOVIA BANK COMM MTG
2020-06-15
0.453299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8537000.00
8197410.66
WACHOVIA NATIONAL BANK ASSOCIATION
2021-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1671000.00
1742296.00
WAMU MTGE
2046-09-25
1.034500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52198487.00
10609092.24
WAMU 2006-AR15 1A
2046-11-25
0.954500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1354829.00
450088.65
WAMU MORT PASS-THROUGH TRU 2003-S7
2036-01-25
2.375300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32554000.00
412330.00
WAMU MTGE
2046-11-25
0.954500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19673394.00
4972163.58
WAMU MTGE
2047-04-25
0.887800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1338399.00
570594.00
WAMU MTGE 2006
2036-09-25
4.764800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66543.00
28553.33
WAMU MTGE CTFS
2047-01-25
0.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124455.00
35363.40
WAMU MTGE P/T TR
2045-04-25
0.754499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5579196.00
1272771.29
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.835200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87216.00
20452.68
WAMU PASS-THROUGH CTFS
2046-07-25
2.166999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11588889.00
3617757.41
WASHINGTON MUTUAL MORT PASS-THROUGH CERT
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
880307.00
569293.97
WELLS FARGO MORTGAGE BACKED SECURITIES 2005 AR16
2035-10-25
2.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
488553.72
WELLS FARGO MTGE BCKD SEC
2035-05-25
2.603499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11646000.00
5018075.07
WINDSTREAM CORP
2020-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1147000.00
1222638.28
WMALT 2006-AR3
2046-05-25
1.085199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68880000.00
84216.65
WTS SIRUS SATELLITE RADIO INC
2020-10-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
845916.67
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
411000000.00
411000000.00
0.0106
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
411176730.00
411176730.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M141104_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
3.762999
Government Agency Debt
77212336.00
83430000.91
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
81000000.00
81000000.00
0.0021
N
81000000.00
81000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.110000%
59157ULH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
43961000.00
43959119.45
0.0011
N
43958801.95
43958801.95
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.110000%
59157ULJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
70000000.00
69996791.67
0.0018
N
69995800.00
69995800.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.110000%
59157ULQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
29245000.00
29243123.45
0.0008
N
29242660.40
29242660.40
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
50000500.00
50000500.00
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
4000240.00
4000240.00
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
50003000.00
50003000.00
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
0.0005
N
21001470.00
21001470.00
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
12000840.00
12000840.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
N
N
4000000.00
4000000.00
0.0001
N
4000320.00
4000320.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-24
2015-02-24
N
N
N
33000000.00
33000000.00
0.0009
N
33002640.00
33002640.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AQL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
52000000.00
52000000.00
0.0013
N
52000000.00
52000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682AQQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
36000000.00
36000000.00
0.0009
N
35997840.00
35997840.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
78000000.00
78000000.00
0.0020
N
77992980.00
77992980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.200000%
60682ARD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
240000000.00
240000000.00
0.0062
N
239980800.00
239980800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.200000%
60682ARF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
N
30000000.00
30000000.00
0.0008
N
29998500.00
29998500.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-13
2015-02-13
N
N
N
107000000.00
107000000.00
0.0028
N
107006420.00
107006420.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LG83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
10000000.00
10000000.00
0.0003
N
10000600.00
10000600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LK88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
27000000.00
27000000.00
0.0007
N
27001080.00
27001080.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LV29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
122000000.00
122000000.00
0.0032
N
121990240.00
121990240.00
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
0.0012
N
48002880.00
48002880.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.140000%
60686N005_0.1400_M141103_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-02-25
9.000000
Government Agency Debt
6379500.00
70290.75
Fannie Mae
2020-09-25
8.500000
Government Agency Debt
8500000.00
64749.54
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
52569843.00
38081392.11
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
1792287.00
1433821.43
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
1207923.00
783838.17
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
861096.00
700511.42
Fannie Mae
2027-02-01
3.500000
Government Agency Debt
1120402.00
632933.04
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
8723795.00
6524888.26
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
1562666.00
1128492.94
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1094603.00
776295.79
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
1940000.00
1448055.15
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
1750000.00
1162593.10
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
700000.00
565265.89
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
2190217.00
1597974.26
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
1983806.00
1481356.65
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
1963715.00
1411031.59
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
8914606.00
7156181.37
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
2553941.00
1739323.37
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1753036.00
1155956.40
Fannie Mae
2027-09-01
3.500000
Government Agency Debt
1049452.00
694789.45
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
2077678.00
1769348.18
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
1971649.00
1681240.83
Fannie Mae
2029-07-25
7.000000
Government Agency Debt
10000000.00
1381827.16
Fannie Mae
2039-04-25
4.000000
Government Agency Debt
5942596.00
6154616.17
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
2061107.00
1518224.75
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
5248143.00
4041694.45
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
1822000.00
1363308.19
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
84000000.00
84000000.00
0.0022
N
84000000.00
84000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
770000000.00
770000000.00
0.0199
Security is a time deposit.
N
770000000.00
770000000.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1M32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
40000000.00
39993333.33
0.0010
N
39995200.00
39995200.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1MG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-16
2014-12-16
N
N
N
62000000.00
61985188.89
0.0016
N
61988220.00
61988220.00
Nationwide Building Society
Nationwide Building Society 0.220000%
6385E1MV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
154000000.00
153947297.78
0.0040
N
153956880.00
153956880.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1N56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
60000000.00
59977950.00
0.0016
N
59980800.00
59980800.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1NF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
N
35000000.00
34985805.55
0.0009
N
34986700.00
34986700.00
Natixis SA
Natixis SA 0.230000%
63873FDP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
79000000.00
79000000.00
0.0020
N
79003160.00
79003160.00
Natixis SA
Natixis SA 0.220000%
63873FEW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
122000000.00
122000000.00
0.0032
N
121997560.00
121997560.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.070000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.070000%
65409SL30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
18201000.00
18201000.00
0.0005
N
18200848.93
18200848.93
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4P0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
386000000.00
385992502.65
0.0100
N
386030880.00
386030880.00
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
2014-11-04
2014-11-04
N
N
N
355000000.00
355000000.00
0.0092
Security is a time deposit.
N
354995598.00
354995598.00
NRW.BANK
NRW.BANK 0.060000%
62939ML54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
140000000.00
139999533.33
0.0036
N
139998600.00
139998600.00
NRW.BANK
NRW.BANK 0.055000%
62939ML62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
325000000.00
324998510.40
0.0084
N
324996750.00
324996750.00
NRW.BANK
NRW.BANK 0.050000%
62939ML70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
113000000.00
112999372.22
0.0029
N
112998677.90
112998677.90
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
21988303.33
0.0006
N
21990100.00
21990100.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983URH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9989916.67
0.0003
N
9989200.00
9989200.00
Old Line Funding, LLC
Old Line Funding, LLC 0.212000%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
100000000.00
100000000.00
0.0026
N
100001000.00
100001000.00
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
31999307.51
0.0008
N
32004160.00
32004160.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PN63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
43000000.00
42998389.44
0.0011
N
43003440.00
43003440.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.180000%
69033PP79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
105000000.00
105000000.00
0.0027
N
105002100.00
105002100.00
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
39999444.44
0.0010
N
39999600.00
39999600.00
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
19999444.44
0.0005
N
19999600.00
19999600.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.225000%
69033RRL2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
125000000.00
124868750.00
0.0032
N
124867500.00
124867500.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.100000%
71838MLE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
230000000.00
229992972.21
0.0060
N
229990800.00
229990800.00
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
54008640.00
54008640.00
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
0.0033
N
128012800.00
128012800.00
Rabobank Nederland
Rabobank Nederland 0.228000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2015-05-07
N
N
N
114000000.00
114000000.00
0.0030
N
114005700.00
114005700.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KLL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
155000000.00
154980969.44
0.0040
N
154986050.00
154986050.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KMK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-19
2014-12-19
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
133000000.00
132955814.44
0.0034
N
132964090.00
132964090.00
Royal Bank of Canada
Royal Bank of Canada 0.321600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-11-06
N
N
N
75000000.00
75000000.00
0.0019
N
75091500.00
75091500.00
Royal Bank of Canada
Royal Bank of Canada 0.351200%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-11-04
N
N
N
243000000.00
243000000.00
0.0063
N
243002430.00
243002430.00
Royal Bank of Canada
Royal Bank of Canada 0.325100%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-01-02
2015-10-30
N
N
N
125000000.00
125000000.00
0.0032
N
125000000.00
125000000.00
Royal Bank of Canada
Royal Bank of Canada 0.232000%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2015-03-04
N
N
N
175000000.00
175000000.00
0.0045
N
175003500.00
175003500.00
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
49974305.56
0.0013
N
49980500.00
49980500.00
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
48973458.34
0.0013
N
48979910.00
48979910.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MNP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
11000000.00
10993812.50
0.0003
N
10995270.00
10995270.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124MP38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
14000000.00
13992128.87
0.0004
N
13992860.00
13992860.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MPH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
40000000.00
39970555.56
0.0010
N
39975600.00
39975600.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MPJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
22000000.00
21983652.78
0.0006
N
21986360.00
21986360.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MPK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
17000000.00
16987250.00
0.0004
N
16989290.00
16989290.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQ52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
24000000.00
23979666.67
0.0006
N
23982240.00
23982240.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
86000000.00
85922958.34
0.0022
N
85931200.00
85931200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
23000000.00
22979236.12
0.0006
N
22981370.00
22981370.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.270000%
82124MQG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
10850000.00
10839177.13
0.0003
N
10840994.50
10840994.50
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MR77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
67000000.00
66924997.23
0.0017
N
66930990.00
66930990.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.270000%
82124MRH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19975250.00
0.0005
N
19977400.00
19977400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MRP7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
52000000.00
51935780.00
0.0013
N
51938120.00
51938120.00
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
75958305.56
0.0020
N
75971120.00
75971120.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.265000%
83050UQH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
19000000.00
18981258.61
0.0005
N
18983090.00
18983090.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.255000%
83050URG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
28000000.00
27967473.42
0.0007
N
27966120.00
27966120.00
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
97014550.00
97014550.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HN51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
21000000.00
21000000.00
0.0005
N
20998110.00
20998110.00
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
16002080.00
16002080.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.070000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
320000000.00
320000000.00
0.0083
Security is a time deposit.
N
320000000.00
320000000.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.070000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
Northern Trust Co
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
Societe Generale
Societe Generale 0.230000%
83368NM73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
8000000.00
8000000.00
0.0002
N
7999600.00
7999600.00
Societe Generale
Societe Generale 0.230000%
83368NN98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
37000000.00
37000000.00
0.0010
N
36998150.00
36998150.00
Societe Generale
Societe Generale 0.220000%
83368NP62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
50000000.00
50000000.00
0.0013
N
49996000.00
49996000.00
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
135018900.00
135018900.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.222800%
8574P1DJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-13
2015-04-13
N
N
N
247000000.00
247000000.00
0.0064
N
246995060.00
246995060.00
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
186961820.84
0.0048
N
186979430.00
186979430.00
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
0.0027
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
18003060.00
18003060.00
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
100017000.00
100017000.00
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
22003740.00
22003740.00
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
31005270.00
31005270.00
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
65022750.00
65022750.00
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
77028490.00
77028490.00
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
50002500.00
50002500.00
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
58004060.00
58004060.00
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
43007740.00
43007740.00
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
0.0016
N
63011340.00
63011340.00
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
51009180.00
51009180.00
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
46002300.00
46002300.00
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
4000280.00
4000280.00
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
70004900.00
70004900.00
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
99006930.00
99006930.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000060.00
2000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YLE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
19000000.00
19000000.00
0.0005
N
19000570.00
19000570.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YQL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
39000000.00
39000000.00
0.0010
N
39000000.00
39000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YRQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
153000000.00
153000000.00
0.0040
N
153000000.00
153000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YRZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YTH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-20
2015-03-20
N
N
N
21000000.00
21000000.00
0.0005
N
21000000.00
21000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YVH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
7000000.00
7000000.00
0.0002
N
6999440.00
6999440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
18000000.00
18000000.00
0.0005
N
17998380.00
17998380.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
8000000.00
8000000.00
0.0002
N
7999280.00
7999280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KQV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
179000000.00
179000000.00
0.0046
N
179003580.00
179003580.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KQX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
60000000.00
60000000.00
0.0016
N
60001200.00
60001200.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
14000000.00
14000000.00
0.0004
N
13999440.00
13999440.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
121000000.00
121000000.00
0.0031
N
120995160.00
120995160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
50000000.00
50000000.00
0.0013
N
49997500.00
49997500.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
78000000.00
78000000.00
0.0020
N
77996100.00
77996100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KTC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-30
2015-01-30
N
N
N
17000000.00
17000000.00
0.0004
N
16999150.00
16999150.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.050000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
770000000.00
770000000.00
0.0199
Security is a time deposit.
N
770000000.00
770000000.00
Swedbank AB
Swedbank AB 0.250000%
87019SQR8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
N
98000000.00
97903361.12
0.0025
N
97920620.00
97920620.00
Swedbank AB
Swedbank AB 0.235000%
87019SRH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
65000000.00
64929989.59
0.0017
N
64932400.00
64932400.00
Swedbank AB
Swedbank AB 0.080000%
87019TWM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
25000000.00
25000000.00
0.0006
N
25000000.00
25000000.00
Swedbank AB
Swedbank AB 0.080000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
202000000.00
202000000.00
0.0052
Security is a time deposit.
N
202000101.00
202000101.00
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
2014-11-07
2014-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
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
29985700.04
0.0008
N
29985900.00
29985900.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UQH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
66000000.00
65943496.66
0.0017
N
65944560.00
65944560.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UQL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-20
2015-03-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23000000.00
22979868.61
0.0006
N
22980450.00
22980450.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602URF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
11000000.00
10989042.78
0.0003
N
10988780.00
10988780.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.242800%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2015-10-14
N
N
N
60000000.00
60000000.00
0.0016
N
60003000.00
60003000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89112UB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
N
300000000.00
300000000.00
0.0078
N
300000000.00
300000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243500%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2015-10-19
N
N
N
115000000.00
115000000.00
0.0030
N
115005750.00
115005750.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112UF22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
72000000.00
72000000.00
0.0019
N
72000000.00
72000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.221800%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2015-06-16
N
N
N
26000000.00
26000000.00
0.0007
N
26000780.00
26000780.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.223500%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2015-06-17
N
N
N
230000000.00
230000000.00
0.0060
N
230135700.00
230135700.00
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
0.0081
N
313059470.00
313059470.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.227200%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2015-07-21
N
N
N
160000000.00
160000000.00
0.0041
N
160004800.00
160004800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112UWA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
272000000.00
272000000.00
0.0070
N
272087040.00
272087040.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.202000%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HS47
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
230000000.00
229744188.90
0.0060
N
229786100.00
229786100.00
UBS AG
UBS AG 0.250000%
90267RA41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
5000000.00
5000000.00
0.0001
N
5000000.00
5000000.00
UBS AG
UBS AG 0.250000%
90267RZB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
183000000.00
183000000.00
0.0047
N
183021960.00
183021960.00
UBS AG
UBS AG 0.250000%
90267RZY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
180000000.00
180000000.00
0.0047
N
180000000.00
180000000.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.250000%
91127QQ36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
50000000.00
49958333.40
0.0013
N
49965500.00
49965500.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.250000%
91127QQ44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
65000000.00
64945381.81
0.0017
N
64954500.00
64954500.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-11-03
2016-01-31
N
N
N
264000000.00
263961085.27
0.0068
N
264003960.00
264003960.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2014-11-03
2016-07-31
N
N
N
170000000.00
170000000.00
0.0044
N
170074970.00
170074970.00
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
157964976.68
0.0041
N
157979460.00
157979460.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.221800%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2015-01-09
N
N
N
75000000.00
75000000.00
0.0019
N
75002250.00
75002250.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222800%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2015-01-14
N
N
N
196000000.00
196000000.00
0.0051
N
196005880.00
196005880.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.223000%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2015-04-07
N
N
N
27000000.00
27000000.00
0.0007
N
27000540.00
27000540.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
N
267000000.00
267000000.00
0.0069
N
267002670.00
267002670.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
N
262000000.00
262000000.00
0.0068
N
262002620.00
262002620.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.324100%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-12-15
2015-11-13
N
N
N
100000000.00
100000000.00
0.0026
N
100000600.00
100000600.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.373100%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-12-22
2015-11-20
N
N
N
275000000.00
275000000.00
0.0071
N
275023925.00
275023925.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226500%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2015-05-01
N
N
N
22000000.00
22000000.00
0.0006
N
22000440.00
22000440.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.237000%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-20
2015-05-20
N
N
N
226000000.00
226000000.00
0.0059
N
226013560.00
226013560.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.242000%
94988E6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-28
2015-08-27
N
N
N
74000000.00
74000000.00
0.0019
N
74002960.00
74002960.00
Westpac Banking Corp
Westpac Banking Corp 0.533100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2015-01-28
2015-07-28
N
N
N
100000000.00
100000000.00
0.0026
N
100026900.00
100026900.00
Westpac Banking Corp
Westpac Banking Corp 0.222000%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-28
2015-03-27
N
N
N
77000000.00
77000000.00
0.0020
N
77022330.00
77022330.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-12
2015-05-11
N
N
N
71000000.00
71000000.00
0.0018
N
71002130.00
71002130.00
Westpac Banking Corp
Westpac Banking Corp 0.247000%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2015-08-19
N
N
N
100000000.00
100000000.00
0.0026
N
100004000.00
100004000.00
Westpac Banking Corp
Westpac Banking Corp 0.242000%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-25
2015-08-25
N
N
N
226000000.00
226000000.00
0.0059
N
226009040.00
226009040.00
Westpac Banking Corp
Westpac Banking Corp 0.253000%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-10-23
N
N
N
85000000.00
85000000.00
0.0022
N
85004250.00
85004250.00
Westpac Banking Corp
Westpac Banking Corp 0.227000%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-19
2015-02-19
N
N
N
30000000.00
30000000.00
0.0008
N
30006600.00
30006600.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-12
2015-06-12
N
N
N
84000000.00
84000000.00
0.0022
N
84002520.00
84002520.00
Westpac Banking Corp
Westpac Banking Corp 0.232000%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-28
2015-07-27
N
N
N
110000000.00
110000000.00
0.0028
N
110004400.00
110004400.00
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
189109.45
189109.45
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
153711.42
153711.42
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
590876.26
590876.26
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
1087187.35
1087187.35
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
165482.52
165482.52
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
118216.65
118216.65
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
47277.14
47277.14