0001145549-14-010311.txt : 20150129
0001145549-14-010311.hdr.sgml : 20150129
20141205154703
ACCESSION NUMBER: 0001145549-14-010311
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20141130
FILED AS OF DATE: 20141205
DATE AS OF CHANGE: 20141205
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: 141269510
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
2014-11-30
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
52
92
38625112321.89
12024200.65
2686030.90
38634450491.64
0.0022
1.0001
2014-11-30
1.0001
2014-11-30
C000012378
1.00
38634450491.64
1.00
33984619.19
5816280756.46
5782296137.27
0.0006
1.0001
2014-11-30
1.0001
2014-11-30
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.160000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
6500000.00
6500000.00
0.0002
N
6500000.00
6500000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
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
22000440.00
22000440.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
Y
Santander UK Plc
N/A
N/A
N
121000000.00
121000000.00
0.0031
N
121002420.00
121002420.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3V6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
Y
Santander UK Plc
N/A
N/A
N
44000000.00
44000000.00
0.0011
N
44000880.00
44000880.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.305900%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-01-02
N
Y
Santander UK Plc
N/A
N/A
N
198000000.00
198000000.00
0.0051
N
198001980.00
198001980.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.245500%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-10
2015-11-10
N
N
N
187000000.00
187000000.00
0.0048
N
187009350.00
187009350.00
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
2014-12-01
2014-12-01
N
N
N
215000000.00
215000000.00
0.0056
Security is a time deposit.
N
215000032.25
215000032.25
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.090000%
052992005_M141203
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
52000000.00
52000000.00
0.0013
Security is a time deposit.
N
51999963.60
51999963.60
Bank of America, NA
Bank of America, NA 0.355500%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-12-05
2015-03-05
N
N
N
104000000.00
104000000.00
0.0027
N
104001352.00
104001352.00
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
96004800.00
96004800.00
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
45002700.00
45002700.00
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
91008190.00
91008190.00
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
145024650.00
145024650.00
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
118022420.00
118022420.00
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
21005460.00
21005460.00
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
90019800.00
90019800.00
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
140002800.00
140002800.00
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
54010260.00
54010260.00
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
50010000.00
50010000.00
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
75003000.00
75003000.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBK2
Other Note
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
69000000.00
69000000.00
0.0018
N
68993100.00
68993100.00
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
50005500.00
50005500.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
135000000.00
135000000.00
0.0035
N
134993250.00
134993250.00
Bank of Montreal
Bank of Montreal 0.090000%
06366CLJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
29000000.00
29000000.00
0.0008
N
29000000.00
29000000.00
Bank of Montreal
Bank of Montreal 0.090000%
06366CLV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2014-12-04
N
N
N
749000000.00
749000000.00
0.0194
N
749000000.00
749000000.00
Bank of New York Mellon
Bank of New York Mellon 0.070000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
576000000.00
576000000.00
0.0149
Security is a time deposit.
N
575998502.40
575998502.40
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.070000%
06405XM10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
275000000.00
275000000.00
0.0071
N
274998394.00
274998394.00
Bank of Nova Scotia
Bank of Nova Scotia 0.225500%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2015-06-09
N
N
N
171000000.00
171000000.00
0.0044
N
171005130.00
171005130.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
924HZZ001_0.1000_M141201_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
998231.00
599471.57
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
240617.00
126633.73
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
55417.00
38760.53
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
267088.00
211985.47
Fannie Mae
2028-11-01
3.500000
Government Agency Debt
35877.00
33144.49
Fannie Mae
2029-09-01
3.000000
Government Agency Debt
22885663.00
23144076.39
Fannie Mae
2029-09-01
3.000000
Government Agency Debt
836306.00
866127.81
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
51574.00
53215.83
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
21964050.00
14643492.39
Fannie Mae
2041-03-01
3.037999
Government Agency Debt
309779.00
113034.70
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
915924.00
676933.68
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
23499678.00
17046864.26
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
24803088.00
21536337.29
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
20838742.00
19694431.87
Fannie Mae
2044-05-01
2.924999
Government Agency Debt
293704.00
287341.61
Fannie Mae
2044-11-01
2.817000
Government Agency Debt
693400.00
721669.74
Fannie Mae
2044-11-01
2.987000
Government Agency Debt
1683588.00
1756036.33
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
3372.00
3220.10
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
14462881.00
11802865.34
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
5742203.00
5091723.25
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
1066240.00
1134846.90
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
1583056.00
1694474.06
Freddie Mac
2044-12-01
3.500000
Government Agency Debt
267087.00
278355.67
GNMA
2043-11-20
3.500000
Government Agency Debt
1367669.00
1014957.54
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
119000000.00
119000000.00
0.0031
N
119000000.00
119000000.00
Bank of the West
Bank of the West 0.220000%
06426GFS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
192000000.00
192000000.00
0.0050
N
192034560.00
192034560.00
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
193003860.00
193003860.00
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
2000040.00
2000040.00
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
104023920.00
104023920.00
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
149035760.00
149035760.00
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
57014820.00
57014820.00
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
31008060.00
31008060.00
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
10000700.00
10000700.00
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
110031900.00
110031900.00
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
100012000.00
100012000.00
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
48005760.00
48005760.00
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
92018400.00
92018400.00
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
11002310.00
11002310.00
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
0.0036
N
141029610.00
141029610.00
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
99020790.00
99020790.00
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
80020800.00
80020800.00
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
0.0071
N
276011040.00
276011040.00
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
4001720.00
4001720.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
00799J004_0.0800_M141201_2M49
0000851376
Treasury Repurchase Agreement
Y
5 1/4 BOND 28
2028-11-15
5.250000
Treasury Debt
170000.00
225517.81
United States Treasury Department
2015-02-15
11.250000
Treasury Debt
1840000.00
1942468.10
United States Treasury Department
2015-11-15
9.875000
Treasury Debt
340000.00
372762.15
United States Treasury Department
2018-05-15
9.125000
Treasury Debt
270000.00
344628.52
United States Treasury Department
2018-07-31
1.375000
Treasury Debt
15645400.00
15813332.96
United States Treasury Department
2020-02-15
8.500000
Treasury Debt
2443000.00
3348138.14
United States Treasury Department
2021-02-15
7.875000
Treasury Debt
17486000.00
24141074.19
United States Treasury Department
2021-05-15
8.125000
Treasury Debt
180000.00
249487.71
United States Treasury Department
2021-08-15
8.125000
Treasury Debt
170000.00
241250.53
United States Treasury Department
2021-11-15
8.000000
Treasury Debt
786000.00
1100693.12
United States Treasury Department
2023-02-15
7.125000
Treasury Debt
400000.00
562006.99
United States Treasury Department
2025-02-15
7.625000
Treasury Debt
5000000.00
7576750.57
United States Treasury Department
2025-08-15
6.875000
Treasury Debt
2300000.00
3352087.09
United States Treasury Department
2026-02-15
6.000000
Treasury Debt
4765000.00
6574630.57
United States Treasury Department
2027-08-15
6.375000
Treasury Debt
9000000.00
13060426.84
United States Treasury Department
2031-02-15
5.375000
Treasury Debt
6332600.00
8781684.14
United States Treasury Department
2037-02-15
4.750000
Treasury Debt
4826000.00
6512643.51
United States Treasury Department
2039-02-15
3.500000
Treasury Debt
1175000.00
1318827.54
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
15521800.00
18545545.76
United States Treasury Department
2041-02-15
4.750000
Treasury Debt
10919600.00
14944051.22
United States Treasury Department
2041-11-15
3.125000
Treasury Debt
162300.00
169227.81
United States Treasury Department
2042-05-15
3.000000
Treasury Debt
159604000.00
161945605.84
United States Treasury Department
2042-08-15
2.750000
Treasury Debt
204665600.00
198628469.79
United States Treasury Department
2043-05-15
2.875000
Treasury Debt
5930300.00
5847468.29
United States Treasury Department
2043-08-15
3.625000
Treasury Debt
4927000.00
5638488.71
United States Treasury Department
2044-11-15
3.000000
Treasury Debt
210478200.00
213204386.91
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
700432961.00
700432961.00
0.0181
N
700432961.00
700432961.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M141201_2M49
0000851376
Government Agency Repurchase Agreement
Y
0.125 FHLB 15 BQ
2015-09-02
0.125000
Government Agency Debt
4125000.00
4124664.27
0.19 FHLB 15 BU
2015-09-03
0.190000
Government Agency Debt
10500000.00
10505025.42
4.125 FHLB 20 JT
2020-03-13
4.125000
Government Agency Debt
6025000.00
6758867.59
4.875 FHLB 17 G917
2017-05-17
4.875000
Government Agency Debt
5620000.00
6181885.26
5.00 FHLB 21 AK
2021-03-12
5.000000
Government Agency Debt
10000000.00
11786055.56
5.25 TVBD 39 C
2039-09-15
5.250000
Government Agency Debt
5620000.00
7060551.18
Fannie Mae
2015-03-16
0.00
Government Agency Debt
9200000.00
9198068.00
Fannie Mae
2015-04-15
0.00
Government Agency Debt
11500000.00
11496435.00
Fannie Mae
2015-04-22
0.00
Government Agency Debt
7070000.00
7067666.90
Fannie Mae
2015-07-28
2.375000
Government Agency Debt
11932000.00
12202577.99
Fannie Mae
2015-12-03
1.500000
Government Agency Debt
10000000.00
10202216.67
Fannie Mae
2016-07-15
5.375000
Government Agency Debt
10700000.00
11768476.74
Fannie Mae
2017-08-28
0.875000
Government Agency Debt
7191000.00
7202271.89
Fannie Mae
2019-10-09
0.00
Government Agency Debt
40993737.00
37039891.07
Fannie Mae
2030-11-15
6.625000
Government Agency Debt
4505000.00
6547253.28
Fannie Mae
2031-03-15
0.00
Government Agency Debt
1800000.00
1021374.00
Farm Federal Credit Bank
2021-12-21
5.049999
Government Agency Debt
4347000.00
5180552.95
FHDN 02/27/15
2015-02-27
0.00
Government Agency Debt
10000000.00
9998500.00
Freddie Mac
2014-12-15
0.00
Government Agency Debt
10000000.00
9999900.00
Freddie Mac
2015-04-02
0.00
Government Agency Debt
8900000.00
8897508.00
Freddie Mac
2015-04-10
0.00
Government Agency Debt
11000000.00
10996700.00
Freddie Mac
2015-04-16
0.00
Government Agency Debt
9100000.00
9097179.00
Freddie Mac
2016-07-18
5.500000
Government Agency Debt
6744000.00
7432219.21
Freddie Mac
2018-06-13
4.875000
Government Agency Debt
6540000.00
7515792.52
Freddie Mac
2019-03-27
3.750000
Government Agency Debt
7168000.00
7867626.67
Freddie Mac
2020-05-01
1.375000
Government Agency Debt
12446000.00
12158015.12
Freddie Mac
2025-12-11
0.00
Government Agency Debt
45000.00
32618.70
Freddie Mac
2028-06-27
3.500000
Government Agency Debt
2064000.00
2099295.55
Freddie Mac
2033-10-11
4.125000
Government Agency Debt
9791000.00
10185630.33
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
254000000.00
254000000.00
0.0066
N
254000000.00
254000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M141205_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-08-25
7.000000
Government Agency Debt
5000000.00
153811.03
Fannie Mae
2022-09-13
2.500000
Government Agency Debt
41612000.00
41200804.09
Fannie Mae
2026-02-25
3.500000
Government Agency Debt
4206000.00
4470029.98
Fannie Mae
2040-04-25
2.250000
Government Agency Debt
554884.00
389202.98
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
3986500.00
4051230.00
Fannie Mae
2042-05-25
4.000000
Government Agency Debt
14426775.00
15864287.71
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
1877181.00
1714162.59
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
515506.00
61937.44
Freddie Mac
2029-10-15
4.000000
Government Agency Debt
3000000.00
1049111.14
Freddie Mac
2037-03-15
4.000000
Government Agency Debt
5000000.00
2222240.05
Freddie Mac
2042-02-15
3.500000
Government Agency Debt
2833980.00
2958794.15
Freddie Mac
2044-08-15
0.602999
Government Agency Debt
7468598.00
7355633.50
GNMA
2038-02-20
0.645000
Government Agency Debt
63975720.00
5655925.20
GNMA
2038-10-20
2.500000
Government Agency Debt
107381842.00
57433048.66
GNMA
2039-06-20
2.600000
Government Agency Debt
111500732.00
63304474.36
GNMA
2044-10-20
5.000000
Government Agency Debt
1208996.00
1316112.14
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
200000000.00
200000000.00
0.0052
N
200000000.00
200000000.00
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
3997300.00
0.0001
N
3998320.00
3998320.00
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
12986891.67
0.0003
N
12989860.00
12989860.00
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
29000580.00
29000580.00
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
17000170.00
17000170.00
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
230009200.00
230009200.00
BNP Paribas
BNP Paribas 0.310000%
05572NWK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.240000%
988VYS000_0.2400_M141201_2M49
0001197610
Other Repurchase Agreement
N
ABERCROMBIE & FITCH CO CL A
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
586458.64
ALLIANT ENERGY CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
656769.80
ALLISON TRANSMISSION HLDGS ICOM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
630980.55
AMERICAN EXPRESS CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3198646.65
ATMOS ENERGY CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3154914.18
AVALONBAY CMNTYS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
308468.43
BALL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
120382.64
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3200014.86
BERRY PLASTICS GROUP INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
38857.05
BEST BUY INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3200130.00
BORGWARNER INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1371925.50
CENTERPOINT ENERGY INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3082.29
COUSINS PPTYS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
716298.30
COVIDIEN PLC SHS
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11964.26
DELTA AIR LINES INC DEL COM NEW
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3185.28
DIGITAL RLTY TR INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3191666.63
EQUITY RESIDENTIAL SH BEN I
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3035112.96
EXXON MOBIL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1328672.24
FLEETMATICS GROUP PLC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
131280.70
GIGAMON INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2106715.30
GLIMCHER RLTY TR SH BEN I
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
95246.72
HALLIBURTON CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
782151.48
HEADWATERS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3325.24
HEWLETT PACKARD CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
426569.88
JPMORGAN CHASE & CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2606446.64
KIRBY CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1167850.59
LOWES COS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3160915.10
MARATHON OIL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
592995.00
MARATHON PETE CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1823087.52
MCDONALDS CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2381541.22
MCGRAW HILL COS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2011574.25
NEWFIELD EXPL CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
61354.72
PARKWAY PPTYS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
19895.32
PINNACLE WEST CAP CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
36611.19
RESOLUTE FST PRODS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2725797.20
SALESFORCE COM INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3194214.67
SCHLUMBERGER LTD COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3016789.05
TIME WARNER CABLE INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2032411.76
TIMKEN CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
137831.60
T-MOBILE US INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3192452.44
U S SILICA HLDGS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
344163.20
UNION PAC CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3200141.12
UNITED PARCEL SERVICE INC CL B
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3200092.74
W P CAREY INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1172156.89
WHITING PETE CORP NEW COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2821999.70
Unrated Security
N/A
N/A
2014-12-01
2014-12-01
N
Y
BNP Paribas
N/A
N/A
N
64000000.00
64000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
64000000.00
64000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M141201_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-01
6.500000
Government Agency Debt
600000.00
35084.70
Fannie Mae
2017-10-01
5.500000
Government Agency Debt
2000000.00
34840.89
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
2108422.00
230220.52
Fannie Mae
2019-09-01
4.500000
Government Agency Debt
750000.00
50851.39
Fannie Mae
2020-08-01
4.000000
Government Agency Debt
1100000.00
50770.26
Fannie Mae
2023-03-01
2.500000
Government Agency Debt
655468.00
506263.61
Fannie Mae
2023-11-01
3.791999
Government Agency Debt
1500000.00
1610259.40
Fannie Mae
2024-09-01
5.000000
Government Agency Debt
100000.00
29073.34
Fannie Mae
2024-12-01
4.500000
Government Agency Debt
121578.00
35406.87
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
59890.00
35501.69
Fannie Mae
2026-05-01
3.500000
Government Agency Debt
29198083.00
16928759.89
Fannie Mae
2026-06-01
6.000000
Government Agency Debt
2300000.00
239258.05
Fannie Mae
2026-08-01
5.000000
Government Agency Debt
2800000.00
42478.50
Fannie Mae
2027-01-01
4.500000
Government Agency Debt
50262.00
46977.56
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
1973400.00
880314.14
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
13786990.00
10185696.76
Fannie Mae
2028-01-01
3.500000
Government Agency Debt
1195838.00
860364.05
Fannie Mae
2030-07-01
4.500000
Government Agency Debt
2500000.00
799971.64
Fannie Mae
2033-01-01
2.339999
Government Agency Debt
5717.00
167.89
Fannie Mae
2033-07-01
2.251999
Government Agency Debt
450000.00
33387.84
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
521375.00
48829.95
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
750000.00
42997.14
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
85064472.00
10866009.56
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
502349.00
31519.90
Fannie Mae
2033-12-01
4.500000
Government Agency Debt
1000000.00
43845.03
Fannie Mae
2034-05-01
4.500000
Government Agency Debt
1085000.00
51550.05
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
1050000.00
95301.21
Fannie Mae
2035-04-01
5.000000
Government Agency Debt
652000.00
64150.87
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
1100000.00
25584.83
Fannie Mae
2036-02-01
2.049999
Government Agency Debt
5583060.00
1579710.48
Fannie Mae
2036-02-01
4.500000
Government Agency Debt
750000.00
48336.66
Fannie Mae
2036-04-01
2.109999
Government Agency Debt
538000.00
70330.88
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
415000.00
27277.62
Fannie Mae
2036-08-01
5.500000
Government Agency Debt
1500000.00
36789.61
Fannie Mae
2036-09-01
6.270999
Government Agency Debt
13570000.00
297989.55
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
574389.00
22784.05
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
635540.00
63518.47
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
590000.00
29950.16
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
277217043.00
20246927.27
Fannie Mae
2037-07-01
5.798000
Government Agency Debt
619338.00
54445.76
Fannie Mae
2037-08-01
2.351000
Government Agency Debt
2322918.00
2349010.44
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
2000000.00
746704.83
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
386000.00
84937.84
Fannie Mae
2037-08-01
6.480000
Government Agency Debt
480395.00
15974.65
Fannie Mae
2037-09-01
5.000000
Government Agency Debt
600000.00
29088.28
Fannie Mae
2037-12-01
5.000000
Government Agency Debt
1000000.00
44220.52
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
1453100.00
173816.20
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
975010.00
151690.49
Fannie Mae
2038-07-01
5.847000
Government Agency Debt
2600000.00
817930.68
Fannie Mae
2038-09-01
2.354000
Government Agency Debt
1926000.00
467410.68
Fannie Mae
2038-12-01
2.501999
Government Agency Debt
8497058.00
1571628.42
Fannie Mae
2040-04-01
3.508999
Government Agency Debt
7969463.00
1502409.82
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
67703.00
36478.70
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
232775.00
52918.71
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1033659.00
712517.94
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
80557.00
33762.90
Fannie Mae
2041-10-01
2.770999
Government Agency Debt
5272664.00
2237656.63
Fannie Mae
2042-04-20
5.000000
Government Agency Debt
2510939.00
1230911.37
Fannie Mae
2042-05-01
2.500999
Government Agency Debt
4149741.00
1868457.38
Fannie Mae
2042-05-01
2.540000
Government Agency Debt
1090370.00
773028.25
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
285060.00
244672.22
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
6493775.00
5980712.96
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
111000.00
97002.99
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
12666233.00
11269589.80
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
102226.00
90430.74
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
10786818.00
10093250.60
Fannie Mae
2044-07-01
3.500000
Government Agency Debt
61564.00
63882.98
Fannie Mae
2044-08-01
3.052000
Government Agency Debt
16094.00
16771.88
Fannie Mae
2044-09-01
4.000000
Government Agency Debt
6874604.00
7339703.40
Freddie Mac
2017-02-01
6.500000
Government Agency Debt
6704000.00
52622.74
Freddie Mac
2017-05-01
6.000000
Government Agency Debt
2531051.00
32557.29
Freddie Mac
2017-07-01
5.000000
Government Agency Debt
515000.00
42889.94
Freddie Mac
2017-10-01
5.500000
Government Agency Debt
1000000.00
43530.15
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
1000000.00
27153.46
Freddie Mac
2018-08-01
5.000000
Government Agency Debt
500000.00
36646.49
Freddie Mac
2019-02-01
6.000000
Government Agency Debt
1940000.00
38786.18
Freddie Mac
2019-06-01
5.500000
Government Agency Debt
672133.00
53160.58
Freddie Mac
2021-08-01
5.500000
Government Agency Debt
309022.00
32328.22
Freddie Mac
2022-04-01
4.500000
Government Agency Debt
1135000.00
31149.51
Freddie Mac
2022-06-01
4.500000
Government Agency Debt
550000.00
45002.77
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
400000.00
38734.72
Freddie Mac
2026-06-01
5.000000
Government Agency Debt
100000.00
39764.14
Freddie Mac
2026-08-20
3.000000
Government Agency Debt
2396584.00
936287.24
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
21957.00
17984.04
Freddie Mac
2027-09-01
3.000000
Government Agency Debt
756004.00
605956.92
Freddie Mac
2028-03-01
3.000000
Government Agency Debt
1199279.00
959475.03
Freddie Mac
2029-03-01
3.500000
Government Agency Debt
106004.00
107219.94
Freddie Mac
2032-01-01
3.500000
Government Agency Debt
50000.00
33654.53
Freddie Mac
2034-11-01
3.500000
Government Agency Debt
709411.00
746786.32
Freddie Mac
2037-05-01
4.500000
Government Agency Debt
1218430.00
43382.07
Freddie Mac
2037-07-01
5.000000
Government Agency Debt
1100000.00
38909.67
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
1080863.00
33045.45
Freddie Mac
2038-03-20
6.500000
Government Agency Debt
3196263.00
871820.55
Freddie Mac
2038-10-01
6.500000
Government Agency Debt
314307.00
24275.07
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
10000000.00
1205778.26
Freddie Mac
2040-04-20
5.000000
Government Agency Debt
5000000.00
990436.58
Freddie Mac
2040-10-20
6.500000
Government Agency Debt
1693496.00
994814.59
Freddie Mac
2041-11-20
5.000000
Government Agency Debt
2156613.00
938346.64
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
363619.00
236304.89
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
24622634.00
21445474.12
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
13407892.00
12032103.74
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
3484.00
3082.89
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
28170.00
25084.29
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
7903.00
7908.31
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
10496609.00
10931331.29
Freddie Mac
2044-05-01
4.000000
Government Agency Debt
800000.00
848504.73
Freddie Mac
2044-05-20
3.500000
Government Agency Debt
956000.00
967464.45
Freddie Mac
2044-07-20
4.500000
Government Agency Debt
1530463.00
1423245.16
GNMA
2031-06-20
4.000000
Government Agency Debt
1111413.00
1173971.58
GNMA
2033-06-20
4.000000
Government Agency Debt
1182805.00
1251667.12
GNMA
2034-05-15
4.000000
Government Agency Debt
332406.00
341779.61
GNMA
2037-05-15
5.500000
Government Agency Debt
2526000.00
971261.97
GNMA
2038-08-20
6.500000
Government Agency Debt
8403690.00
928545.67
GNMA
2038-10-20
6.500000
Government Agency Debt
2298499.00
1106342.37
GNMA
2039-02-20
6.500000
Government Agency Debt
2903158.00
1247071.58
GNMA
2039-03-15
5.000000
Government Agency Debt
7186595.00
940642.73
GNMA
2039-05-20
4.000000
Government Agency Debt
1015666.00
1088686.61
GNMA
2039-05-20
7.000000
Government Agency Debt
4057297.00
1178014.72
GNMA
2039-08-20
4.500000
Government Agency Debt
1012642.00
1119749.09
GNMA
2039-11-20
3.500000
Government Agency Debt
323477.00
117672.70
GNMA
2040-05-20
5.000000
Government Agency Debt
1453614.00
918980.23
GNMA
2040-08-20
4.000000
Government Agency Debt
12908968.00
4352503.92
GNMA
2040-12-20
4.500000
Government Agency Debt
1200000.00
876678.05
GNMA
2041-07-15
4.000000
Government Agency Debt
4890.00
2901.64
GNMA
2041-07-20
5.500000
Government Agency Debt
74259374.00
28351780.97
GNMA
2041-08-20
1.625000
Government Agency Debt
1001000.00
428724.23
GNMA
2042-01-20
3.500000
Government Agency Debt
1432682.00
610253.80
GNMA
2042-02-15
3.500000
Government Agency Debt
1028673.00
879990.36
GNMA
2042-03-15
3.500000
Government Agency Debt
1257893.00
1260771.52
GNMA
2042-03-15
3.500000
Government Agency Debt
1024340.00
1029734.34
GNMA
2042-03-15
3.500000
Government Agency Debt
1149542.00
1024174.26
GNMA
2042-04-15
3.500000
Government Agency Debt
1167550.00
1180609.81
GNMA
2042-05-15
4.500000
Government Agency Debt
1033579.00
1032101.16
GNMA
2042-06-15
3.500000
Government Agency Debt
1108517.00
1121106.06
GNMA
2042-06-15
3.500000
Government Agency Debt
976267.00
982383.75
GNMA
2042-07-15
3.500000
Government Agency Debt
1009523.00
1020121.08
GNMA
2042-07-15
3.500000
Government Agency Debt
1014828.00
942519.05
GNMA
2042-07-20
3.500000
Government Agency Debt
341095.00
343403.57
GNMA
2042-09-15
3.000000
Government Agency Debt
1351281.00
1125448.75
GNMA
2042-11-15
3.500000
Government Agency Debt
1309816.00
1134974.89
GNMA
2042-12-20
3.000000
Government Agency Debt
1045549.00
920290.66
GNMA
2043-01-20
3.500000
Government Agency Debt
1050449.00
975655.88
GNMA
2043-07-20
2.500000
Government Agency Debt
1329466.00
1234105.50
GNMA
2043-10-15
2.990000
Government Agency Debt
22197.00
21001.89
GNMA
2043-11-20
4.500000
Government Agency Debt
557964.00
609492.46
GNMA
2044-04-20
4.000000
Government Agency Debt
1514287.00
1502326.48
GNMA
2044-05-15
4.000000
Government Agency Debt
293352.00
313185.73
GNMA
2044-05-20
5.000000
Government Agency Debt
62510.00
64669.90
GNMA
2044-08-20
4.500000
Government Agency Debt
1121802.00
1241885.68
GNMA
2044-08-20
4.500000
Government Agency Debt
1078198.00
1197342.99
GNMA
2044-09-20
4.500000
Government Agency Debt
1133346.00
1264085.24
GNMA
2044-10-20
4.500000
Government Agency Debt
1169006.00
1295752.61
GNMA
2044-10-20
4.500000
Government Agency Debt
1146859.00
1275456.33
GNMA
2044-10-20
4.500000
Government Agency Debt
1098040.00
1227113.51
GNMA
2044-10-20
4.500000
Government Agency Debt
1088360.00
1216282.80
GNMA
2044-10-20
4.500000
Government Agency Debt
1042248.00
1159019.00
GNMA
2044-10-20
4.500000
Government Agency Debt
1023382.00
1143775.83
GNMA
2044-10-20
4.500000
Government Agency Debt
1003331.00
1121018.42
GNMA
2044-11-15
3.000000
Government Agency Debt
1185056.00
1215656.52
GNMA
2044-11-20
4.500000
Government Agency Debt
1114430.00
1236835.65
GNMA
2044-11-20
4.500000
Government Agency Debt
1100169.00
1221009.36
GNMA
2062-11-20
4.488000
Government Agency Debt
1157473.00
1220764.98
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
250000000.00
250000000.00
0.0065
N
250000000.00
250000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M141202_2M49
0001197610
Other Repurchase Agreement
N
ALT LOAN TR
2046-09-25
0.405299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6345307.00
2928173.55
ALTERNATIVE LOAN TRUST 2006 41CB
2037-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5808000.00
2920114.01
ALTERNATIVE LOAN TRUST 2006-45T1
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51497.00
26015.90
BALTA 2005-9
2035-11-25
2.430699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15149427.00
4114417.75
CB 144A BELLSOUTH
2021-04-26
4.182000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98468.00
99840.64
CWALT 2007
2047-05-25
0.295300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2067000.00
819485.10
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
2184903.74
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
3776031.01
CWMBS INC
2035-03-25
0.471999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14725000.00
1712343.15
Fannie Mae
2024-05-25
2.755300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
274042.00
241399.11
FHAMS 2006
2037-02-25
0.655299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13113590.00
2754723.84
GSAMP TRUST 2004-HE2
2035-06-25
0.585300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4424831.00
3645949.13
HARBORVIEW MTGE LOAN TRUST,NY
2036-11-19
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32312.00
10231.20
LEHMAN XS TRUST SERIES 2005-3
2036-04-25
0.365300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11057993.00
1822049.46
MORTGAGEIT TRUST 2005-2
2035-12-25
0.465299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9703000.00
2892745.72
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.055200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1412044.00
343954.68
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
1474708.63
WASHINGTON MUTUAL MSC MTG
2035-03-25
2.396900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2514870.00
529250.78
WMALT 2006-AR3
2046-05-25
1.084500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8130000.00
2425770.23
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
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
30000000.00
30000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.460000%
988VYS000_0.4600_M141205_2M49
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.155300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4254662.33
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.355299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12325998.00
11431599.51
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.055299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
10731511.30
Fannie Mae
2023-10-25
5.405300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
817222.00
888033.01
Fannie Mae
2024-01-25
1.755300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3289363.00
2943250.54
Fannie Mae
2024-05-25
1.105299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3247202.00
2932111.30
Fannie Mae
2024-05-25
1.105299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3303483.00
2920178.14
Fannie Mae
2024-05-25
2.755300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9805000.00
8514030.64
Fannie Mae
2024-05-25
2.755300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2760000.00
2431238.76
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-11-25
1.605200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
13156359.75
FEDERAL HOME LN MTG CORP SRUCTURED AGY CR RI
2024-02-25
1.155300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3157219.00
2954062.99
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.555299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10431430.00
8696610.91
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-25
1.805299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22022495.00
21851255.66
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-25
2.555299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3007173.00
2983792.05
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-25
4.155300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
321727.00
304759.85
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-25
4.255300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9385896.08
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-09-25
2.355300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2032290.00
1968574.20
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-09-25
3.905300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13752274.00
12495968.59
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
4.705300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
6408629.50
Freddie Mac
2023-11-25
4.405199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2480000.00
2506853.70
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.055200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5503679.00
1340621.20
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
114000000.00
114000000.00
0.0030
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
114063840.00
114063840.00
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
142000000.00
0.0037
N
141998580.00
141998580.00
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
237972630.00
0.0062
N
237980960.00
237980960.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.080000%
105993000
0000764116
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
273000000.00
273000000.00
0.0071
Security is a time deposit.
N
272996833.20
272996833.20
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
21995111.11
0.0006
N
21996480.00
21996480.00
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
59970000.08
0.0016
N
59978400.00
59978400.00
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
24987326.39
0.0006
N
24990750.00
24990750.00
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
19989722.20
0.0005
N
19992600.00
19992600.00
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
11993333.33
0.0003
N
11995080.00
11995080.00
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
35977000.08
0.0009
N
35982360.00
35982360.00
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
72950319.44
0.0019
N
72961310.00
72961310.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FS49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15982888.89
0.0004
N
15982880.00
15982880.00
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
160027200.00
160027200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.080000%
13606JLR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
110000000.00
110000000.00
0.0028
N
110000000.00
110000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.245500%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-12-10
2015-08-06
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
8998845.00
0.0002
N
8999100.00
8999100.00
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
2998750.00
0.0001
N
2998980.00
2998980.00
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
140948299.98
0.0036
N
140946420.00
140946420.00
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
4997465.28
0.0001
N
4997900.00
4997900.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KPS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-26
2015-02-26
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
281000000.00
280857392.50
0.0073
N
280853880.00
280853880.00
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
6995399.45
0.0002
N
6996080.00
6996080.00
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
42954850.00
0.0011
N
42958290.00
42958290.00
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
17999790.00
0.0005
N
17999640.00
17999640.00
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
41990666.67
0.0011
N
41993280.00
41993280.00
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
107971499.99
0.0028
N
107979480.00
107979480.00
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
29984791.67
0.0008
N
29988300.00
29988300.00
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
29983541.64
0.0008
N
29987100.00
29987100.00
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
29976250.00
0.0008
N
29980500.00
29980500.00
Charta, LLC
Charta, LLC 0.250000%
16115XSB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9988819.43
0.0003
N
9989600.00
9989600.00
Charta, LLC
Charta, LLC 0.250000%
16115XSN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33959388.88
0.0009
N
33960900.00
33960900.00
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
149005960.00
149005960.00
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
33009240.00
33009240.00
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
69965486.06
0.0018
N
69974800.00
69974800.00
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
21987930.53
0.0006
N
21991200.00
21991200.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CS46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
45000000.00
44951875.00
0.0012
N
44951850.00
44951850.00
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
187005610.00
187005610.00
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
34001360.00
34001360.00
Citibank, NA
Citibank, NA 0.250000%
17304UG53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
28000000.00
28000000.00
0.0007
N
27998880.00
27998880.00
Citibank, NA
Citibank, NA 0.250000%
17304UG87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
129000000.00
129000000.00
0.0033
N
128994840.00
128994840.00
Citibank, NA
Citibank, NA 0.250000%
17304UH86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-15
2015-05-15
N
N
N
85000000.00
85000000.00
0.0022
N
84995750.00
84995750.00
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
51007650.00
51007650.00
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
87014790.00
87014790.00
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
7999998.96
0.0002
N
8000880.00
8000880.00
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
143018590.00
143018590.00
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
120015600.00
120015600.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
43000000.00
43000000.00
0.0011
Security is a time deposit.
N
42998707.85
42998707.85
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
210850658.88
0.0055
N
210902940.00
210902940.00
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
16966085.00
0.0004
N
16972630.00
16972630.00
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
191592533.34
0.0050
N
191685120.00
191685120.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225500%
20272AGB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
150000000.00
150000016.80
0.0039
N
150000000.00
150000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225500%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-09
2015-01-09
N
N
N
100000000.00
100000000.00
0.0026
N
100002000.00
100002000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235500%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-08
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 0.250000%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2015-10-29
N
N
N
17000000.00
16998597.79
0.0004
N
17000850.00
17000850.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225000%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-23
2015-01-23
N
N
N
325000000.00
325000000.00
0.0084
N
325001300.00
325001300.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235900%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-03-04
N
N
N
80000000.00
80000000.00
0.0021
N
80000960.00
80000960.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.234000%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-19
2015-06-19
N
N
N
100000000.00
100000000.00
0.0026
N
100007900.00
100007900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.245500%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2015-10-09
N
N
N
36000000.00
36000000.00
0.0009
N
36001476.00
36001476.00
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
1999987.22
0.0001
N
1999960.00
1999960.00
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
5998125.00
0.0002
N
5998680.00
5998680.00
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
29983541.64
0.0008
N
29988000.00
29988000.00
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
18987597.20
0.0005
N
18990500.00
18990500.00
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
49965972.22
0.0013
N
49973500.00
49973500.00
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
43965166.67
0.0011
N
43970520.00
43970520.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VS47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
90000000.00
89903750.00
0.0023
N
89903700.00
89903700.00
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
10001100.00
10001100.00
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
131018340.00
131018340.00
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
242012100.00
242012100.00
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
85007650.00
85007650.00
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
139013900.00
139013900.00
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
79007900.00
79007900.00
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
0.0021
N
83008300.00
83008300.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549VEN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
N
397000000.00
397000000.00
0.0103
N
397019850.00
397019850.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141218_2M49
0001230485
Other Repurchase Agreement
N
BOAMS
2019-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68750000.00
3028115.61
COMM 2006-C8 MTGE TRUST
2046-12-10
5.376999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16302000.00
16565844.72
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7940000.00
8009574.08
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
24005520.00
24005520.00
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
0.605500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5693000.00
570891.34
144A BSCMS 2006-T24 C
2041-10-12
5.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
165951.61
144A CDMC 2003-4 B5
2033-05-25
5.408599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
29162.89
144A CSFB 2003-11 1B5
2033-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
906293.00
81613.59
144A CSMC 2009-14R 4A10
2035-10-26
2.667700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24448000.00
14071768.20
BALTA 2004-3 B
2034-04-25
3.080200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400600.00
2830736.27
BALTA 2005-5 1M2
2035-07-25
1.130200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
598604.41
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
157126.27
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
371346.06
BSMF 2006-SL1 A1
2036-08-25
0.295200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
67193.74
BSMF 2006-SL6 1A
2037-01-25
0.495199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
132380000.00
17455128.11
BSMF 2007-SL1 1A
2037-03-25
0.315199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
8855324.69
CENDANT MTG CAP LLC 2004-2 CL
2034-05-25
5.098600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
206002.00
25478.44
CMLTI 2005-7 1A1
2035-09-25
2.686300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2650492.49
CSMC 2008-1R
2037-03-25
0.342600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
625731.86
CWALT 2005-24 4A2
2035-07-20
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23670531.00
1521546.40
CWALT 2005-61 2A4
2035-12-25
0.655200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
31448.36
CWALT 2006-OC10 2A3
2036-11-25
0.385199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12332000.00
2672682.00
CWALT 2006-OC5 2A3
2036-06-25
0.415200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18205000.00
3452649.85
CWALT 2006-OC6 2A3
2036-07-25
0.425200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49084000.00
9297599.51
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
509739.38
CWHL 2006-HYB2 1A1
2036-04-20
2.713400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
7953637.84
CWHL 2006-HYB5 1A1
2036-09-20
2.479000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10566400.00
2127996.56
CWHL 2006-HYB5 4A1
2036-09-20
4.755700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79086000.00
16324624.88
DBALT 2005-2 M
2035-04-25
5.630600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
1209201.79
DBALT 2007-AR1 A5
2047-01-25
0.395200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16272000.00
4902276.73
HVMLT
2036-11-19
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45746000.00
10382046.05
IMM
2035-05-25
0.845199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
183279.70
IMSA
2036-11-25
0.355200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21775000.00
10577291.04
IMSA 2006-4 A2C
2037-01-25
0.415200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81300000.00
36888289.14
INDX 2006-AR11 4A1
2036-06-25
2.651300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10800000.00
2299927.18
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
1306103.99
LXS 2007-14H A3
2047-07-25
0.705200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78920000.00
6216651.62
MLMI 2005-A8 M2
2036-08-25
0.785200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9766000.00
3925330.79
NAA 2004-AR4 M2
2034-12-25
1.655200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1507000.00
632724.40
NAA 2007-3 A1
2037-07-25
0.415200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50950000.00
16031633.07
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
939574.15
RALI 2006-QA8 A1
2036-09-25
0.345200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33474195.00
6378527.29
SAMI 2003-AR4 B2
2034-01-19
2.403999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
19534.39
SAMI 2004-AR3 B1
2034-07-19
1.054000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
1211816.03
SASC 2006-S4 A
2037-01-25
0.495199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
3946695.49
WAMU 2003-ARP
2033-09-25
2.441300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
29706.00
WASHINGTON MTL.
2033-09-25
2.441300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
16545.87
WMALT 2007-OC1 A1
2047-01-25
0.395200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26664144.00
6305184.68
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
IMSA 2007-2 1A1C
2037-05-25
0.535200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7640000.00
3690001.68
INDX
2036-10-25
0.465200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
132825000.00
25963548.88
INDX 2006-AR29 A1
2036-11-25
0.325199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000000.00
17898320.41
SARM
2037-05-25
0.375199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97700000.00
30648296.90
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
BAFC 2007-1 TA4
2037-01-25
6.089599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
403099.62
CMT 2007-A1
2037-02-25
2.464399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11180000.00
1748617.08
CWALT 2005-14 2A2
2035-05-25
0.405200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1631422.70
CWALT 2005-J11 1A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
494766.33
CWALT 2006-HY12 A5
2036-08-25
3.594300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4300000.00
4101148.64
CWALT 2006-OA17 1A1A
2046-12-20
0.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85797619.00
33393231.26
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
4508746.15
DSLA
2045-08-19
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
3246260.95
FIRST HOR ALTER MORT SEC TRUS
2035-07-25
2.285699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
357246.10
HVMLT
2037-07-19
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
10526292.42
LBUBS 2007-C7 C
2045-09-15
6.455800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2020000.00
1948646.89
MANA 2007-A1 A2C
2037-01-25
0.385199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22884000.00
6408719.66
PHHAM 2007-2 1A5
2037-05-25
0.475200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2528150.68
SASC 2006-S2 A2
2036-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3085000.00
1216720.88
TMST
2038-04-25
5.775999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130926000.00
33851602.50
TMST
2038-04-25
6.168499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154052000.00
26839804.21
WAMU 2005-AR11 B1
2045-08-25
0.765199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
28113.51
WBCMT 2006-C26 D
2045-06-15
6.244399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
841750.06
WELLS FARGO MTG B SEC
2034-09-25
2.613100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3958000.00
1627556.56
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
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150217_2M49
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-4A A1
2047-11-25
0.285200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8230000.00
2321810.97
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
218655000.00
12650596.75
ADJ RATE MTGE TR
2035-01-25
0.805200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12695000.00
5482692.35
AHM 2007-1 GA1A
2047-05-25
0.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2825642.14
ARMT 2004-4 5M1
2035-03-25
1.305199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
9718218.67
ARMT 2005-5 3A3
2035-09-25
5.021499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
14015593.53
BALTA 2005-5 24A1
2035-07-25
5.572300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12690000.00
3487389.03
BSABS 2004-AC4 M1
2034-08-25
1.055199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
2934582.77
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.906700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9470412.31
CWALT 2005-51 3A3A
2035-11-20
0.474999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5666666.00
1758562.66
CWALT 2005-56 1A1
2035-11-25
0.885199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17600000.00
6163168.53
CWALT 2005-56 4A1
2035-11-25
0.465200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1070000.00
276425.24
CWALT 2005-79CB A1
2036-01-25
0.705200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
3008843.06
CWALT 2006-OA16 A1C
2046-10-25
0.345200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
841091.35
CWALT 2007-23CB A7
2037-09-25
0.555200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23415520.00
6082426.46
CWL 2005-IM2 A3
2036-01-25
0.425200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3900000.00
760413.96
HMBT
2036-12-25
0.335200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
4717740.06
HMBT 2005-1 B2
2035-03-25
1.455200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
216062.17
IMM 2005-5 A4
2035-08-25
0.915200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2612860.09
IMM 2005-6 1A2
2035-10-25
0.435199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13300000.00
1815510.66
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.835200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
2902788.82
IMSA 2005-2 A1
2036-05-25
0.475200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
287998.94
IMSA 2005-2 A2C
2036-03-25
0.435199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6294750.00
2309848.42
INDX 2004-AR7 A5
2034-09-25
1.375200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2167944.23
LUM 2006-1 A1
2036-04-25
0.395200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
80.92
RFMSI 2007-SA1 2A1
2037-02-25
3.388599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1674898.73
RFMSI 2007-SA2 4A
2037-04-25
3.728100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27804800.00
6712905.39
SAMI 2006-AR4 2A1
2036-06-25
0.345200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
27301.93
WAMU 2006-AR17 1A
2046-12-25
0.935799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
8675824.22
WAMU 2006-AR9 1A
2046-08-25
1.115799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12447773.00
3681089.70
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
104000000.00
104000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
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
39990800.00
0.0010
N
39992800.00
39992800.00
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
58983791.39
0.0015
N
58987020.00
58987020.00
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
15992720.00
0.0004
N
15994240.00
15994240.00
DNB Bank ASA
DNB Bank ASA 0.090000%
23290QQJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
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
2014-12-02
2014-12-02
N
N
N
312000000.00
312000000.00
0.0081
Security is a time deposit.
N
311999703.60
311999703.60
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006_M141201
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
223000000.00
223000000.00
0.0058
Security is a time deposit.
N
222999910.80
222999910.80
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
63399806.28
0.0016
N
63399936.60
63399936.60
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
7999973.33
0.0002
N
7999992.00
7999992.00
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
4999980.56
0.0001
N
4999995.00
4999995.00
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
224996218.74
0.0058
N
224998875.00
224998875.00
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
58998918.33
0.0015
N
58999705.00
58999705.00
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
64997977.78
0.0017
N
64999545.00
64999545.00
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
14999600.00
0.0004
N
14999895.00
14999895.00
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
33448829.25
0.0009
N
33449732.40
33449732.40
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385U46
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-24
2014-12-24
N
N
N
209486000.00
209475292.92
0.0054
N
209483905.14
209483905.14
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.070000%
98599G006_0.0700_M141201_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
540688300.00
603390878.97
United States Treasury Department
2040-02-15
4.625000
Treasury Debt
322840700.00
430460400.05
United States Treasury Department
2042-05-15
3.000000
Treasury Debt
594437100.00
603158293.60
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
1637000000.00
1637000000.00
0.0424
N
1637000000.00
1637000000.00
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
85961634.44
0.0022
N
85984520.00
85984520.00
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
199841111.12
0.0052
N
199892000.00
199892000.00
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
79934488.89
0.0021
N
79953600.00
79953600.00
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
164862866.65
0.0043
N
164901000.00
164901000.00
General Electric Co
General Electric Co 0.080000%
36960MM26
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
100000000.00
99999777.78
0.0026
N
99999000.00
99999000.00
General Electric Co
General Electric Co 0.080000%
36960MM34
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
110000000.00
109999511.11
0.0028
N
109998900.00
109998900.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
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 0.060000%
992JYE002_0.0600_M141201_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
11326878.00
1631729.11
Fannie Mae
2024-11-01
4.500000
Government Agency Debt
6000000.00
1233400.07
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
1565351.00
1651954.78
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
4450537.00
1641174.33
Fannie Mae
2029-04-01
3.500000
Government Agency Debt
1591002.00
1639764.01
Fannie Mae
2029-05-05
3.000000
Government Agency Debt
1628138.00
1651371.06
Fannie Mae
2029-08-01
2.500000
Government Agency Debt
1651451.00
1655531.43
Fannie Mae
2029-11-01
4.000000
Government Agency Debt
1550222.00
1658704.99
Fannie Mae
2032-11-01
6.000000
Government Agency Debt
9574272.00
1516517.99
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
6094418.00
1471361.01
Fannie Mae
2035-07-01
5.500000
Government Agency Debt
3914186.00
1385949.99
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
5000000.00
1640201.49
Fannie Mae
2039-03-01
4.000000
Government Agency Debt
1336033.00
1130664.27
Fannie Mae
2039-04-01
5.500000
Government Agency Debt
7046134.00
1647860.80
Fannie Mae
2039-12-01
3.548000
Government Agency Debt
4672502.00
1123742.15
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
3000000.00
1643243.99
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
3533758.00
1630233.56
Fannie Mae
2041-01-01
2.958000
Government Agency Debt
3942000.00
1654969.41
Fannie Mae
2041-04-01
2.946000
Government Agency Debt
4700000.00
1658685.73
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
2999800.00
1638428.99
Fannie Mae
2041-10-01
5.500000
Government Agency Debt
1246464.00
1129188.79
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
1978576.00
1641676.48
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
2053670.00
1635649.47
Fannie Mae
2042-03-01
3.422000
Government Agency Debt
1920000.00
1314453.53
Fannie Mae
2043-07-01
2.500000
Government Agency Debt
1900048.00
1662667.88
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
1993445.00
1649124.45
Fannie Mae
2043-11-01
5.000000
Government Agency Debt
323483.00
356812.14
Fannie Mae
2044-05-01
4.500000
Government Agency Debt
1490785.00
1638282.45
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
1049636.00
1129078.31
Fannie Mae
2044-08-01
4.500000
Government Agency Debt
1502288.00
1658860.01
Fannie Mae
2044-08-01
4.500000
Government Agency Debt
1602308.00
1651473.71
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
1504182.00
1659171.07
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
1499907.00
1652662.72
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
1019525.00
1127640.74
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1400000.00
1505922.41
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1275493.00
1370915.18
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
1143592.00
1264638.93
Freddie Mac
2017-01-01
5.500000
Government Agency Debt
108216197.00
1128528.23
Freddie Mac
2018-05-01
4.000000
Government Agency Debt
1701650.00
1639385.26
Freddie Mac
2024-11-01
2.500000
Government Agency Debt
1095874.00
1130042.26
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
4647384.00
1641540.90
Freddie Mac
2032-07-01
4.500000
Government Agency Debt
1319013.00
1129809.91
Freddie Mac
2033-07-01
5.500000
Government Agency Debt
33200935.00
1647440.32
Freddie Mac
2036-06-01
5.500000
Government Agency Debt
2972050.00
1168945.49
Freddie Mac
2036-08-01
6.000000
Government Agency Debt
56968529.00
1637729.78
Freddie Mac
2037-12-01
5.000000
Government Agency Debt
6770671.00
1644232.07
Freddie Mac
2038-12-01
5.000000
Government Agency Debt
15883527.00
1656071.57
Freddie Mac
2039-06-01
4.000000
Government Agency Debt
297595.00
263785.85
Freddie Mac
2040-09-01
4.000000
Government Agency Debt
3299141.00
1464486.78
Freddie Mac
2040-12-01
5.000000
Government Agency Debt
1336379.00
1129390.93
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
4744733.00
1562766.15
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
2000000.00
1635618.53
Freddie Mac
2041-11-01
5.000000
Government Agency Debt
1544144.00
1632628.17
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
2470851.00
1660558.60
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1767465.00
1636393.57
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
1601189.00
1639458.03
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
1668153.00
1653227.34
Freddie Mac
2043-02-01
4.000000
Government Agency Debt
1733094.00
1655689.31
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
1139937.00
1129305.37
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
1604357.00
1648494.28
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
1648623.00
1647558.23
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
1516675.00
1651408.59
Freddie Mac
2044-07-01
4.500000
Government Agency Debt
1504032.00
1659017.20
Freddie Mac
2044-11-01
4.500000
Government Agency Debt
1038935.00
1150648.56
GNMA
2044-02-20
4.500000
Government Agency Debt
5885061.00
5762132.28
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
98000000.00
98000000.00
0.0025
N
98000000.00
98000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M141203_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-09-15
3.000000
Government Agency Debt
43825160.00
36720000.38
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
36000000.00
36000000.00
0.0009
N
36000000.00
36000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M141205_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-04-01
6.500000
Government Agency Debt
19628941.00
1849973.75
Fannie Mae
2022-10-01
5.500000
Government Agency Debt
59750000.00
1854933.79
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
2832307.00
1873204.03
Fannie Mae
2026-11-01
4.500000
Government Agency Debt
2811195.00
1832216.79
Fannie Mae
2027-01-01
4.500000
Government Agency Debt
4806000.00
2028497.30
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
2248159.00
2022248.97
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
2057530.00
1863658.51
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
2126626.00
2012334.73
Fannie Mae
2029-06-01
3.500000
Government Agency Debt
1975937.00
2013327.50
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
1761329.00
1836597.63
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
14432.00
9712.00
Fannie Mae
2033-07-01
3.500000
Government Agency Debt
2091851.00
2015720.44
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
14418893.00
2027796.90
Fannie Mae
2033-12-01
3.500000
Government Agency Debt
1826698.00
1862755.37
Fannie Mae
2033-12-01
3.500000
Government Agency Debt
1818167.00
1860679.03
Fannie Mae
2034-02-01
3.500000
Government Agency Debt
1899671.00
1845875.73
Fannie Mae
2036-02-01
5.500000
Government Agency Debt
15572000.00
1863802.51
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
20818573.00
1862170.79
Fannie Mae
2036-07-01
2.248000
Government Agency Debt
21790962.00
2008191.48
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
3555685.00
2009861.41
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
17487733.00
1847642.29
Fannie Mae
2038-11-01
3.500000
Government Agency Debt
1992128.00
1844837.13
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
716384.00
780286.24
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
4595665.00
1863567.96
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
3000000.00
1832757.35
Fannie Mae
2040-10-01
3.079000
Government Agency Debt
27847984.00
2018477.81
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
2222292.00
2013137.76
Fannie Mae
2042-03-01
5.000000
Government Agency Debt
2267681.00
2019986.56
Fannie Mae
2042-04-01
1.917000
Government Agency Debt
9004173.00
2026156.18
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
2185153.00
1872982.87
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
1669045.00
1835229.22
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
2010917.00
2027918.83
Fannie Mae
2044-01-01
5.000000
Government Agency Debt
2057504.00
2030156.79
Fannie Mae
2044-05-01
4.500000
Government Agency Debt
1709882.00
1877871.15
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1717438.00
1876363.21
Fannie Mae
2044-06-01
5.000000
Government Agency Debt
1669015.00
1859025.79
Fannie Mae
2044-07-01
4.500000
Government Agency Debt
1688660.00
1860242.88
Freddie Mac
2020-10-01
4.500000
Government Agency Debt
2723925.00
1863967.29
Freddie Mac
2026-03-01
4.500000
Government Agency Debt
3456473.00
1859940.11
Freddie Mac
2029-06-01
3.000000
Government Agency Debt
1839211.00
1875544.12
Freddie Mac
2030-10-01
4.000000
Government Agency Debt
4907813.00
2012780.39
Freddie Mac
2031-08-01
5.000000
Government Agency Debt
3403428.00
2024644.06
Freddie Mac
2031-12-01
7.000000
Government Agency Debt
6255718.00
1865958.17
Freddie Mac
2033-07-01
3.500000
Government Agency Debt
2007824.00
2019910.98
Freddie Mac
2033-12-01
4.000000
Government Agency Debt
1987523.00
1868786.50
Freddie Mac
2034-09-01
3.500000
Government Agency Debt
1794528.00
1882874.40
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
2776576.00
1843088.56
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
2382699.00
1840400.85
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
2684964.00
2009274.69
Freddie Mac
2041-11-01
5.000000
Government Agency Debt
1999025.00
1832985.73
Freddie Mac
2042-07-01
4.500000
Government Agency Debt
1956858.00
1831731.10
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
2400297.00
2018682.18
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
2045000.00
1874717.85
Freddie Mac
2043-08-01
4.500000
Government Agency Debt
1881590.00
2018453.50
Freddie Mac
2043-10-01
4.000000
Government Agency Debt
1952910.00
2030633.12
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
1863812.00
2012414.11
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
2053426.00
1858971.87
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
1864972.00
2027052.96
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
1788848.00
1843622.97
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
1886410.00
2029412.46
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
1863394.00
2011287.85
Freddie Mac
2044-11-01
4.500000
Government Agency Debt
1690659.00
1872967.83
GNMA
2042-03-20
4.000000
Government Agency Debt
82048007.00
64923817.39
GNMA
2042-07-15
3.500000
Government Agency Debt
49856109.00
38105880.35
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
215000000.00
215000000.00
0.0056
N
215000000.00
215000000.00
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
137010960.00
137010960.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.110000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
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
44000000.00
0.0011
N
43999560.00
43999560.00
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
18000000.00
0.0005
N
17999820.00
17999820.00
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
7994400.00
0.0002
N
7996400.00
7996400.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1T14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
Y
ING Bank NV
N/A
N/A
N
33000000.00
32949950.00
0.0009
N
32948275.80
32948275.80
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
15001650.00
15001650.00
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
128996130.00
128996130.00
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
204971300.00
204971300.00
ING Bank NV
ING Bank NV 0.300000%
924WBT008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
15000000.00
15000000.00
0.0004
N
14997900.00
14997900.00
ING Bank NV
ING Bank NV 0.300000%
924WXT004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
100000000.00
100000000.00
0.0026
N
99986000.00
99986000.00
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
50068692.41
0.0013
N
50058450.00
50058450.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150226_2M49
0001168163
Other Repurchase Agreement
N
144A FREMF 2013-K24 C
2045-11-25
3.501900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10987382.00
10453821.82
144A JPMCC 2012-LC9 E
2047-12-17
4.572499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2994401.00
2945721.56
144A JPMCC 2012-LC9 E
2047-12-17
4.572499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420358.00
413524.32
AI COMMERCIAL MORTGAGE PASS THROUGH
2022-02-15
0.654699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6882197.00
6867995.03
AMERICAN EXPRESS CR CORP
2019-03-18
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15137065.00
15234728.50
AMERICAN EXPRESS CR CORP
2019-03-18
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5314357.00
5348644.94
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
829798.00
950895.95
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
568716.00
651712.52
BANC OF AMERICA COMM MTG
2049-06-10
5.785000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5517414.00
5738162.98
BANC OF AMERICA COMM MTG
2049-06-10
5.785000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4115638.00
4280302.62
BANK OF NY COMPNY INC
2015-10-23
0.699999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3747982.00
3759902.66
BANK OF NY COMPNY INC
2015-10-23
0.699999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52232.00
52398.13
BANK OF TOKYO MITSUBISHI UFJ LTD
2017-09-08
1.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1368230.00
1367206.87
BBCMS TR 2014-BXO
2027-08-15
2.714199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10553969.00
10570265.68
BHMS 2014 ATLS MTG TR
2033-07-05
3.155500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18242500.00
18279131.19
BHMS 2014-ATLS MTG TR
2033-07-05
4.846899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6412195.00
6495072.62
BHMS 2014-ATLS MTG TR
2033-07-05
4.846899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3878996.00
3929132.02
CGWF COML MTG 2013 RKWH
2030-11-15
3.955000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20050001.00
19981554.19
CGWF COML MTG 2013 RKWH
2030-11-15
3.955000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13667801.00
13621141.78
CGWF COML MTG 2013 RKWH
2030-11-15
3.254999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4917587.00
4904675.47
CHURCH & DWIGHT INC
2015-12-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5320121.00
5544460.15
CISCO CYSTEMS INC
2039-02-15
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5276502.00
6587082.51
CITIGROUP COMMERCIAL MTGE TRUST ,NY
2022-04-15
0.404700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1491703.00
1483227.35
COMM 2007-C9 MORTGAGE TRUST
2049-12-10
5.988800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3717879.00
3863978.26
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.945000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2913462.00
3351575.30
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.241100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5079632.00
5250594.89
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.241100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105819.00
109380.50
COOPERATIEVE CENTRALE
2021-01-11
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8507000.00
9550255.96
CWS TOWN CENTRE 2000 LP
2030-06-10
3.906000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915355.00
914875.35
CWS TOWN CENTRE 2000 LP 11 12 31 2010009
2030-06-10
4.905999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
14432847.28
DBUBS 2011 LC1 MTG TR
2044-07-12
5.624600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
4786354.35
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
844893.00
1006570.32
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
791033.00
942403.76
EQTY 2014 INNS MTG TR
2031-05-10
3.605500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13412196.00
13462626.60
EQTY 2014 INNS MTG TR
2031-05-10
3.605500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1198420.00
1202926.13
EQTY 2014 INNS MTG TR
2031-05-10
4.055500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
928905.00
923478.39
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5484223.00
5496851.95
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14644970.00
15352664.30
FIFTH THIRD BANCORP
2024-01-16
4.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10100000.00
10552435.11
FIRSTENERGY TRANSMISSION LLC
2044-07-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1296000.00
1361888.64
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
671307.23
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
609202.41
GCB DUKE CAPITAL CORP
2019-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117085.00
146620.47
GCB DUKE CAPITAL CORP
2019-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1080.00
1352.44
GCMO 144A COMMERCIAL
2028-11-15
7.946100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7474696.00
7538518.13
GE COML MTG SECS TR 2007 C1
2049-12-10
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8163623.00
8582914.84
GEORGIA POWER COMPANY
2040-06-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
109792.80
HSBC HLDGS PLC
2022-03-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1996000.00
2142734.83
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135908.00
1731553.92
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144449.00
117103.00
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
3607337.97
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-17
4.191099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4756667.26
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
137379.97
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.155000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29352529.00
28799510.24
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
301562.00
254729.99
J P MPRGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-17
4.572499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2502512.00
2615355.72
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
1293298.03
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.894699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12908125.00
12948261.78
JP MORGAN CHASE COML MT SECSTR 2014 INN MZ
2019-06-15
6.382500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8576353.00
8662672.21
JP MORGAN CHASE COML MT SECSTR 2014 INN MZ
2019-06-15
6.382500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
895647.00
904661.50
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2046-02-16
5.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3671183.00
4086575.72
JP MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
3.254999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7277566.00
7221917.49
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
16632908.44
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5084032.00
5819352.93
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4615729.00
5283317.67
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
3305967.58
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
497774.81
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
13073199.71
KINDER MORGAN
2039-09-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3156802.00
3579871.34
LB UBS COMMERCIAO
2039-03-15
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
343985.00
350536.04
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
2065111.63
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
489353.51
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1047265.00
1462991.39
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
3108314.30
MITSUNBISHI UFJ TR
2017-10-16
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15788613.00
15781771.27
ML-CFC 2007
2049-08-12
6.078100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9856682.00
10114536.53
ML-CFC 2007
2049-08-12
6.078100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1972976.00
2024589.80
MORGAN STANLEY DEAN WITTER
2052-10-12
5.460600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2544648.00
2653444.26
NATIONAL AUSTRALIA BK
2015-08-07
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3034057.00
3074298.71
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
1854598.20
NN GAS PIPELINE
2017-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
519831.00
592771.09
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4468990.00
4563817.01
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
469300.00
479258.03
PERNOD RICHARD S A
2022-07-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
720000.00
767168.20
PHILLIP MORRIS INTL INC
2023-11-15
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5611565.00
5803087.71
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
3773947.94
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
2260959.80
PRAXAIR INC
2021-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5302842.00
5436526.65
PRAXAIR INC
2021-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
384116.00
393799.56
QWEST CORP
2021-12-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2211000.00
2615320.05
RIO TINTO FINANCE (USA) LIMITED
2021-05-20
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9713000.00
10282149.42
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6427734.00
6705819.20
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
711357.00
742132.68
ROCKIES EXPRESS PIPELINE LLC
2018-07-15
6.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4694802.00
5165723.23
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
2751000.00
3229557.85
SG STRUCTURED PRODUCTS INC
2026-11-15
3.404700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4893526.00
4910839.29
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3161824.00
3291450.00
SOC GEN
2018-10-01
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4964261.00
5076236.11
SOUTHERN POWER COMPANY
2043-07-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134000.00
154741.30
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
2605.56
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7555862.00
7615393.38
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3982491.00
4558808.34
TIAA ASSET MGMT FIN CO LLC
2019-11-01
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
1107718.03
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
9657658.66
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4237188.00
4580496.20
VERIZON COMMUNICATIONS
2034-03-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
624631.00
674445.15
VERIZON COMMUNICATIONS
2034-03-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87398.00
94367.97
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
14910.13
WEATHERFORD INTERNATIONAL LTD.
2022-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
582848.00
585258.08
WF RBS COML MTG TR 2011-C2
2044-02-18
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2688648.00
2631768.46
WFRBS COML MTG TR 2012 C8
2045-08-17
5.038999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18907000.00
20341032.40
WFRBS COML MTG TR 2013 C17
2046-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6574168.00
5128580.04
WFRBS COML MTG TR 2013 C17
2046-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5255889.00
4100176.24
WFRBS COML MTG TR 2013-C15
2046-08-15
4.632200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17347662.00
14821508.28
WFRBS COML MTG TR 2013-C15
2046-08-15
4.632200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
1.71
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3415209.00
3492398.42
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4962.00
5074.15
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
392178.21
YUM BRANDS INC COM
2015-09-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
736730.00
763692.89
First Tier Security
N/A
N/A
2015-02-26
2015-02-26
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 0.295000%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-22
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 0.295000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-23
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 0.415000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-12-21
2014-12-21
N
N
N
250000000.00
250000000.00
0.0065
N
250014750.00
250014750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-01-20
2015-12-18
N
N
N
110000000.00
110000000.00
0.0028
N
110070510.00
110070510.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.352100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-01-22
2015-12-22
N
N
N
95000000.00
95000000.00
0.0025
N
95026885.00
95026885.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PU92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
44000000.00
44000000.00
0.0011
N
44008360.00
44008360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PV26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
52000000.00
52000000.00
0.0013
N
52009880.00
52009880.00
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
52013520.00
52013520.00
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
136856150.00
0.0035
N
136867110.00
136867110.00
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
12009000.00
12009000.00
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
4003120.00
4003120.00
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
66052140.00
66052140.00
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
63049770.00
63049770.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150102_2M49
0000728612
Other Repurchase Agreement
N
144A CBAC 2006-2A A
2039-01-25
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14214724.00
3481781.47
144A WAMU MTGE
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
365875.81
ACT 2005-RR
2041-09-22
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59198.00
19336.87
ADJUSTABLE RATE MTG 2006-3
2036-08-25
0.432000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3.00
1.00
ALT LOAN TR
2046-09-25
0.405299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
323029.52
ALTERNATIVE
2036-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3511218.00
2102662.06
ALTERNATIVE LN TR
2046-07-25
0.345300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1446406.00
747198.19
ALTERNATIVE LOAN
2036-07-25
0.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2794930.00
734174.03
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
199222.99
ALTERNATIVE LOAN TRUST 2006-46
2047-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60916.00
32772.45
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
3190611.60
ALTERNATIVE LOAN TRUST 2007-OH2
2047-08-25
0.395299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9225354.00
2104816.41
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
245589.95
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
1284277.50
AMAC CDO FUNDING I
2050-11-23
1.655000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
714.67
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2040-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24728502.00
25816134.78
AMERICAN HOME MORT INV TR
2034-10-25
2.068600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
10201.36
AMERIQUEST MORTGAGE SECURITIES INC
2034-07-25
2.027000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4508568.00
539493.25
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
74669.22
BANC OF AMER ALT LOAN TR
2046-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
591021.83
BEAR STEARNS ALT-A 2004-12
2035-01-25
1.730299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1854.00
905.43
BEAR STEARNS ARM TR
2035-06-25
2.612299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24175237.00
5510046.94
BEAR STEARNS ARM TRUST 2007-4
2047-06-25
2.688400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81322734.00
24571027.75
BEAR STEARNS ATL A TRUST
2035-05-25
2.895300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6229361.00
795645.11
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
34000000.00
6665735.35
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
15449.97
BFC BRADDOCK FINANCIAL
2032-09-28
6.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2804000.00
2605.00
BSCMS 2007-PW17 AJ
2050-06-13
6.090099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4987323.00
5087148.66
CCO HOLDINGS LLC
2024-01-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3882326.00
3989063.00
CHASE MORTGAGE FINANCE TRUST,SERIES 2003-S9
2035-12-25
2.496900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151303800.00
3226751.34
CITGROUP COMM MTG TRUST
2043-05-15
5.158000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
4902411.67
CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C4
2049-03-17
5.964599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850978.00
891246.18
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
8482.08
COMM 2014 TWC MTG TR
2032-02-13
2.403999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
522432.00
521373.38
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.241100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
12403878.60
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
597917.91
CSMC 2007-3 1A3A
2037-04-25
5.745599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10530642.00
4345042.91
CWALT 2005-17 2A2
2035-07-25
0.435300
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
1.813199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32370502.00
2308876.87
CWALT 2007
2047-09-25
0.495300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21008.00
1655.44
CWALT INC
2035-10-25
5.200499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83457000.00
22917724.58
CWALT INC
2036-01-25
0.415300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13725000.00
1581230.62
CWALT INC
2036-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135330.00
576088.36
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
279143.93
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
917886.32
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
4447.68
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
28573.98
CWALT, INC. 2004-2CB
2034-06-25
1.205300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3157759.00
539172.60
CWMBS INC
2035-04-25
5.639999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
24686.49
CWMBS INC
2035-08-20
2.383500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7117825.00
1570187.21
CWMBS INC
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1410000.00
555160.71
CWMBS INC. 2005-19
2046-05-20
0.465000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52500000.00
509232.69
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
3053860.55
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.405299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18953982.00
5934360.55
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.385299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20.00
2.45
DEUTSCHE ALT-A SECURITIES MTG LOAN TRUST, SERIES 2
2047-08-25
0.345300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305632.00
128878.75
DISH DBS CORPORATION
2024-11-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150100.00
1160227.27
FIRST HORIZON ALTERNATIVE MORTGAGE SEC TRUS
2036-11-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5827000.00
525873.52
FREMF 2014 KF05 MTG FAMILY
2021-09-25
8.199999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7553294.00
7553294.00
GCCFC
2037-04-10
5.411800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6147133.00
6211720.31
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
100867.73
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
1691840.87
GSAA 2005-11 M1
2035-10-25
0.632000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5839177.00
635516.56
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
15009057.91
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
183448.30
GSR 2007-4F,NY
2027-06-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15800000.00
1322757.07
GSR MORT LOAN TRUST 2001-1
2034-01-25
6.633200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730613.00
355785.30
GSR MTGE LOAN TRUST 2006
2036-03-25
5.734300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5647816.00
2508079.10
HARBOR VIEW MTG LOAN TRUST 2000 1
2035-09-19
1.613100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8468020.00
763142.01
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1705764.00
527639.65
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.283999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25123695.00
7325317.93
HARBORVIEW MTG LN TR 2004-1
2034-04-19
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34481207.00
1180096.28
HARBORVIEW MTG LN TR 2004-11
2035-01-19
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146517500.00
13984123.30
HARBORVIEW MTG LN TR 2006-4
2046-05-19
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9999999.00
14128.94
HOMEBANC MORTGAGE
2029-08-25
1.928700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11240000.00
284364.37
HVMLT
2036-03-19
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29516382.00
7528671.47
HVMLT
2036-12-19
0.343999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32973572.00
10971060.92
HVMLT
2046-07-19
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84341000.00
734401.88
HVMLT 2006-14
2037-02-19
0.303999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
6975043.55
INDX 2005-AR4
2035-03-25
0.435000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
63546.92
INDYMAC INDX MTGE LOAN TRUST 2004-AR14
2034-12-25
2.472300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50774000.00
5680514.21
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
450748.57
JP MORGAN CHASE COMMERCIAL MTGE
2049-06-15
5.974599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1881000.00
1365285.28
JP MORGAN CHASE COMML MTGE SEC
2018-11-15
2.454699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
468684.00
137821.12
JPALT 2008-R4
2036-12-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16296889.00
7010280.11
JPMCC 2006-LDP7 AJ
2045-04-15
6.057000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9983225.00
10044105.20
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
92934.87
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
1691652.69
LB UBS COMMERCIAL MORTGAGE TRUST 2000 C3
2036-06-15
6.779700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
253385.56
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
687050.21
LCCM 2014 909 MTG TR
2031-05-15
4.027800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9553904.83
LMT 2006-1 1A1
2036-02-25
0.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9050000.00
2074709.25
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
87100.25
LXS 2006-4N A1D1
2046-04-25
0.485200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43508000.00
15838089.26
MASTR ADJ MTG 2004-14
2035-01-25
1.151999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
238102.00
201126.43
MASTR RES TRUST SER 2008
2037-08-27
0.516399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85336358.00
26172948.86
MSC 2007-IQ14 AJ
2049-04-15
5.904499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4257968.00
2910952.08
MSM 2005-5AR 1M6
2035-09-25
0.905299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4063000.00
3201036.34
NOMURA RESECURITIZATION TR 2011 4R
2036-12-29
2.198199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6268192.30
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
2389570.50
RALI SERIES
2046-02-25
0.481999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84680800.00
98249.23
RALI SERIES 2003-QS4 TRUST
2034-12-25
3.658100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
306000.00
16600.33
RESIDENTIAL ASSET MORTGAGE PRODUCTS
2031-06-25
2.722500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24087900.00
1035904.53
SACO I INC
2040-09-25
4.027199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168500.00
42566.94
SEQUOIA MORTGAGE TRUST 2004 1
2034-12-20
1.004999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
649799.66
SPRINGLEAF MTG LN
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24269000.00
22840890.70
SPRINGLEAF MTG TR 2013 3
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24304331.00
23886126.38
STRUCT ASSET MTG INV II TRUST 200
2036-08-25
0.355300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1044839.00
752894.25
STRUCTURED
2034-12-25
2.464399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000000.00
22299699.54
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
725370.52
STRUCTURED ADJUSTABLE RATE MORTGAGE
2035-12-25
5.187700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73155000.00
21030826.76
STRUCTURED ASSET SECS 2003-40A
2034-01-25
2.251500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
2040329.19
WAMU MTGE
2046-09-25
1.033099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52198487.00
10537716.63
WAMU 2006-AR15 1A
2046-11-25
0.953099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1354829.00
447548.23
WAMU MTGE
2046-11-25
0.953099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19673394.00
4985576.63
WAMU MTGE CTFS
2047-01-25
0.813100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124455.00
35321.31
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.834500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87216.00
20635.21
WAMU PASS-THROUGH CTFS
2046-07-25
2.162999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11588889.00
3596605.36
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
567132.04
WASHINGTON MUTUAL MSC MTGE P/T CERT
2035-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
996024.00
616706.29
WBCMT 2006-C29
2048-11-18
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16162162.00
16297042.43
WMALT 2006-AR3
2046-05-25
1.084500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68880000.00
75558.87
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
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
411000000.00
411000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
992JYF009_0.0800_M141201_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-09-25
3.000000
Government Agency Debt
96895150.00
92742663.44
Fannie Mae
2044-03-25
3.000000
Government Agency Debt
34453424.00
34872035.13
Fannie Mae
2044-09-25
3.500000
Government Agency Debt
88785143.00
89742846.91
Freddie Mac
2043-10-15
3.000000
Government Agency Debt
15760632.00
15422454.71
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
226000000.00
226000000.00
0.0058
N
226000000.00
226000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.115000%
59157UMJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-18
2014-12-18
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
83000000.00
82995492.64
0.0021
N
82994190.00
82994190.00
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
4000200.00
4000200.00
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
33002970.00
33002970.00
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
52001560.00
52001560.00
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
36000720.00
36000720.00
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
78000000.00
78000000.00
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
239990400.00
239990400.00
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
30000000.00
30000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
95000000.00
95000000.00
0.0025
N
94991450.00
94991450.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ASK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
79000000.00
79000000.00
0.0020
N
78992100.00
78992100.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.100000%
60688L2L9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
91000000.00
91000000.00
0.0024
N
91000000.00
91000000.00
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
10000700.00
10000700.00
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
27000810.00
27000810.00
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
121995120.00
121995120.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LY26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
317000000.00
317000000.00
0.0082
N
316987320.00
316987320.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LZ66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
10000000.00
10000000.00
0.0003
N
9999200.00
9999200.00
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
48003360.00
48003360.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M141201_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-02-01
3.709000
Government Agency Debt
10584332.00
11361102.90
Fannie Mae
2024-05-01
3.000000
Government Agency Debt
1962478.00
1937954.13
Fannie Mae
2024-07-01
3.202999
Government Agency Debt
12607000.00
13051500.76
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
8112514.00
6928042.77
Fannie Mae
2032-08-01
3.000000
Government Agency Debt
25675334.00
21005555.29
Farm Federal Credit Bank
2024-05-13
3.299999
Government Agency Debt
3000000.00
3018765.00
Farm Federal Credit Bank
2024-06-26
3.299999
Government Agency Debt
7213000.00
7369257.62
United States Treasury Department
2015-01-31
0.250000
Treasury Debt
1627300.00
1629131.07
United States Treasury Department
2015-02-05
0.00
Treasury Debt
444000.00
443991.12
United States Treasury Department
2015-02-12
0.00
Treasury Debt
840000.00
840000.00
United States Treasury Department
2015-02-15
4.000000
Treasury Debt
360000.00
367146.38
United States Treasury Department
2016-01-15
0.375000
Treasury Debt
19210500.00
19274583.72
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
85000000.00
85000000.00
0.0022
N
85000000.00
85000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.080000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
770000000.00
770000000.00
0.0199
Security is a time deposit.
N
770000077.00
770000077.00
National Bank of Canada
National Bank of Canada 0.080000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
386000000.00
386000000.00
0.0100
Security is a time deposit.
N
385999594.70
385999594.70
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
39999555.55
0.0010
N
39999600.00
39999600.00
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
61994833.33
0.0016
N
61996280.00
61996280.00
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
153973648.88
0.0040
N
153983060.00
153983060.00
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
59987750.00
0.0016
N
59991000.00
59991000.00
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
34991250.00
0.0009
N
34992650.00
34992650.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1P96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
20000000.00
19992222.29
0.0005
N
19992800.00
19992800.00
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
79001580.00
79001580.00
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
122004880.00
122004880.00
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
2014-12-05
2014-12-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4P0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
386000000.00
385994002.10
0.0100
N
386023160.00
386023160.00
NRW.BANK
NRW.BANK 0.090000%
62939MM20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
386000000.00
385999035.00
0.0100
N
385996140.00
385996140.00
NRW.BANK
NRW.BANK 0.090000%
62939MM46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-04
2014-12-04
N
N
N
184000000.00
183998620.00
0.0048
N
183998160.00
183998160.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UNV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
22000000.00
21992067.78
0.0006
N
21993840.00
21993840.00
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
9991627.78
0.0003
N
9991700.00
9991700.00
Old Line Funding, LLC
Old Line Funding, LLC 0.215500%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
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
31999556.09
0.0008
N
32002880.00
32002880.00
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
42998723.48
0.0011
N
43000000.00
43000000.00
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
105001050.00
105001050.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.220000%
69033PS43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
12000000.00
11999483.41
0.0003
N
11998440.00
11998440.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PS68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
12000000.00
12000000.00
0.0003
N
11998800.00
11998800.00
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
124890625.00
0.0032
N
124882500.00
124882500.00
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
128016640.00
128016640.00
Rabobank Nederland
Rabobank Nederland 0.230500%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-08
2015-05-07
N
N
N
114000000.00
114000000.00
0.0030
N
114004560.00
114004560.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VDD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-11
2015-06-11
N
N
N
597000000.00
597000000.00
0.0155
N
597000000.00
597000000.00
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
132982710.00
0.0034
N
132988030.00
132988030.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KQ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
122000000.00
121919818.89
0.0032
N
121915820.00
121915820.00
Royal Bank of Canada
Royal Bank of Canada 0.321600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-12-07
N
N
N
75000000.00
75000000.00
0.0019
N
75090150.00
75090150.00
Royal Bank of Canada
Royal Bank of Canada 0.351200%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-12-04
N
N
N
243000000.00
243000000.00
0.0063
N
243004860.00
243004860.00
Royal Bank of Canada
Royal Bank of Canada 0.325100%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-01-02
2015-12-01
N
N
N
125000000.00
125000000.00
0.0032
N
125005000.00
125005000.00
Royal Bank of Canada
Royal Bank of Canada 0.235900%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-03-04
N
N
N
175000000.00
175000000.00
0.0045
N
175001750.00
175001750.00
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
49984027.78
0.0013
N
49989500.00
49989500.00
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
48982986.11
0.0013
N
48988240.00
48988240.00
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
10995951.39
0.0003
N
10997140.00
10997140.00
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
13994524.43
0.0004
N
13995380.00
13995380.00
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
39978333.33
0.0010
N
39983600.00
39983600.00
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
21987930.55
0.0006
N
21990760.00
21990760.00
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
16990555.55
0.0004
N
16992690.00
16992690.00
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
23984333.33
0.0006
N
23987280.00
23987280.00
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
85939680.55
0.0022
N
85950980.00
85950980.00
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
22983708.34
0.0006
N
22986660.00
22986660.00
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
10841455.63
0.0003
N
10843381.50
10843381.50
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
66938546.11
0.0017
N
66947740.00
66947740.00
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
19979450.00
0.0005
N
19982600.00
19982600.00
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
51946295.56
0.0013
N
51952160.00
51952160.00
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
75973083.34
0.0020
N
75986320.00
75986320.00
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
18985174.72
0.0005
N
18989170.00
18989170.00
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
27973026.74
0.0007
N
27975640.00
27975640.00
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
97017460.00
97017460.00
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
21000840.00
21000840.00
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
16000960.00
16000960.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.090000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
131000000.00
131000000.00
0.0034
Security is a time deposit.
N
131000320.95
131000320.95
Smithsonian Institution
Taxable Bonds Series 2013B 0.070000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
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
8000400.00
8000400.00
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
37002220.00
37002220.00
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
50002000.00
50002000.00
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
135024300.00
135024300.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.223300%
8574P1DJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-15
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
186992364.16
0.0048
N
186996260.00
186996260.00
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
18002880.00
18002880.00
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
100016000.00
100016000.00
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
22003520.00
22003520.00
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
31004960.00
31004960.00
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
65018850.00
65018850.00
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
77023870.00
77023870.00
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
43007310.00
43007310.00
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
63010710.00
63010710.00
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
51008670.00
51008670.00
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
46003220.00
46003220.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YH31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
105000000.00
105000000.00
0.0027
N
104990550.00
104990550.00
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
4000440.00
4000440.00
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
70008400.00
70008400.00
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
99011880.00
99011880.00
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
2000120.00
2000120.00
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
19001140.00
19001140.00
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
39001170.00
39001170.00
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
153016830.00
153016830.00
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
2000060.00
2000060.00
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
21000630.00
21000630.00
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
7000000.00
7000000.00
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
18000000.00
18000000.00
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
8000000.00
8000000.00
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
179000000.00
179000000.00
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
60000000.00
60000000.00
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
14000280.00
14000280.00
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
121003630.00
121003630.00
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
50001500.00
50001500.00
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
78002340.00
78002340.00
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
17000510.00
17000510.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.070000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
770000000.00
770000000.00
0.0199
Security is a time deposit.
N
769999461.00
769999461.00
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
97922416.67
0.0025
N
97950020.00
97950020.00
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
64941870.14
0.0017
N
64951250.00
64951250.00
Swedbank AB
Swedbank AB 0.100000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
414000000.00
414000000.00
0.0107
Security is a time deposit.
N
414000621.00
414000621.00
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
2014-12-05
2014-12-05
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
29990833.36
0.0008
N
29991300.00
29991300.00
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
65955303.33
0.0017
N
65956440.00
65956440.00
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
22983983.05
0.0006
N
22984360.00
22984360.00
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
10990925.00
0.0003
N
10990760.00
10990760.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.242800%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-15
2015-10-14
N
N
N
60000000.00
60000000.00
0.0016
N
60002400.00
60002400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.244700%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-17
2015-10-19
N
N
N
115000000.00
115000000.00
0.0030
N
115004600.00
115004600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.224700%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-16
2015-06-16
N
N
N
26000000.00
26000000.00
0.0007
N
26000780.00
26000780.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.224700%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-17
2015-06-17
N
N
N
230000000.00
230000000.00
0.0060
N
230117300.00
230117300.00
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
313037560.00
313037560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112UN23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
152000000.00
152000000.00
0.0039
N
152001520.00
152001520.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.225000%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-22
2015-07-21
N
N
N
160000000.00
160000000.00
0.0041
N
160004800.00
160004800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112UR60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
71000000.00
71000000.00
0.0018
N
71000000.00
71000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112US28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
142000000.00
142000000.00
0.0037
N
142000000.00
142000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89112UT27
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
2000000.00
2000000.00
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
272119680.00
272119680.00
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
229783544.43
0.0059
N
229811400.00
229811400.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSD7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
202000000.00
201789639.42
0.0052
N
201816180.00
201816180.00
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
5000150.00
5000150.00
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
183029280.00
183029280.00
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
180007200.00
180007200.00
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
49968055.61
0.0013
N
49978000.00
49978000.00
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
64958020.73
0.0017
N
64970750.00
64970750.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-12-01
2016-01-31
N
N
N
264000000.00
263963485.29
0.0068
N
263980200.00
263980200.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2014-12-01
2016-07-31
N
N
N
170000000.00
170000000.00
0.0044
N
170021590.00
170021590.00
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
157990783.32
0.0041
N
157995260.00
157995260.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-10
2015-01-09
N
N
N
75000000.00
75000000.00
0.0019
N
75001500.00
75001500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222800%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-15
2015-01-14
N
N
N
196000000.00
196000000.00
0.0051
N
196003920.00
196003920.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-08
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 0.324100%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-12-15
2015-12-15
N
N
N
100000000.00
100000000.00
0.0026
N
99998400.00
99998400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.373100%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-12-22
2015-12-22
N
N
N
275000000.00
275000000.00
0.0071
N
275009350.00
275009350.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226700%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-02
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 0.235000%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-22
2015-05-20
N
N
N
226000000.00
226000000.00
0.0058
N
226045200.00
226045200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.245800%
94988E6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-08-27
N
N
N
74000000.00
74000000.00
0.0019
N
74002220.00
74002220.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.253000%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-18
2015-11-18
N
N
N
135000000.00
135000000.00
0.0035
N
135006750.00
135006750.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.255000%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-22
2015-11-23
N
N
N
224000000.00
224000000.00
0.0058
N
224011200.00
224011200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.255300%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-11-25
N
N
N
173000000.00
173000000.00
0.0045
N
173007958.00
173007958.00
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
100017400.00
100017400.00
Westpac Banking Corp
Westpac Banking Corp 0.225800%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-03-27
N
N
N
77000000.00
77000000.00
0.0020
N
77017710.00
77017710.00
Westpac Banking Corp
Westpac Banking Corp 0.234300%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-11
2015-05-11
N
N
N
71000000.00
71000000.00
0.0018
N
71001420.00
71001420.00
Westpac Banking Corp
Westpac Banking Corp 0.244000%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-19
2015-08-19
N
N
N
100000000.00
100000000.00
0.0026
N
100004000.00
100004000.00
Westpac Banking Corp
Westpac Banking Corp 0.245300%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-08-25
N
N
N
226000000.00
226000000.00
0.0058
N
226006780.00
226006780.00
Westpac Banking Corp
Westpac Banking Corp 0.255000%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-23
2015-10-23
N
N
N
85000000.00
85000000.00
0.0022
N
85003400.00
85003400.00
Westpac Banking Corp
Westpac Banking Corp 0.224000%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-19
2015-02-19
N
N
N
30000000.00
30000000.00
0.0008
N
30004800.00
30004800.00
Westpac Banking Corp
Westpac Banking Corp 0.234300%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-12
2015-06-12
N
N
N
84000000.00
84000000.00
0.0022
N
84001680.00
84001680.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2015-07-27
N
N
N
110000000.00
110000000.00
0.0028
N
110003300.00
110003300.00
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
190369.00
190369.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
154735.20
154735.20
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
594811.75
594811.75
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
1094428.48
1094428.48
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
166584.70
166584.70
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
119004.01
119004.01
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
47592.02
47592.02