0001145549-15-000704.txt : 20150302
0001145549-15-000704.hdr.sgml : 20150302
20150108161024
ACCESSION NUMBER: 0001145549-15-000704
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150108
DATE AS OF CHANGE: 20150108
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: 15516554
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
2014-12-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
46
85
39315216575.60
13105052.81
4752358.21
39323569270.20
0.0022
1.0000
2014-12-31
1.0000
2014-12-31
C000012378
1.00
39323569270.20
1.00
689118778.56
9314723558.78
8625604780.22
0.0006
1.0000
2014-12-31
1.0000
2014-12-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.160000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
6500000.00
6500000.00
0.0002
N
6500000.00
6500000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
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
22001760.00
22001760.00
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
121012100.00
121012100.00
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
44004840.00
44004840.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.308300%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-02-04
N
Y
Santander UK Plc
N/A
N/A
N
198000000.00
198000000.00
0.0050
N
198001980.00
198001980.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.251700%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-12
2015-11-10
N
N
N
187000000.00
187000000.00
0.0048
N
187007480.00
187007480.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.070000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
150000000.00
150000000.00
0.0038
Security is a time deposit.
N
150000000.00
150000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
73000000.00
73000000.00
0.0019
Security is a time deposit.
N
73000000.00
73000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005_M150105
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
225000000.00
225000000.00
0.0057
Security is a time deposit.
N
224999302.50
224999302.50
Bank of America, NA
Bank of America, NA 0.357000%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-03-05
N
N
N
104000000.00
104000000.00
0.0026
N
104000832.00
104000832.00
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
0.0037
N
145002900.00
145002900.00
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
0.0030
N
118004720.00
118004720.00
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
21002520.00
21002520.00
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
90011700.00
90011700.00
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
58011020.00
58011020.00
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
54011340.00
54011340.00
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
50011000.00
50011000.00
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
75005250.00
75005250.00
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
69000000.00
69000000.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBR7
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
66000000.00
66000000.00
0.0017
N
66000000.00
66000000.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBY2
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
218000000.00
218000000.00
0.0055
N
218030520.00
218030520.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBZ9
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
92000000.00
92000000.00
0.0023
N
92012880.00
92012880.00
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
50001000.00
50001000.00
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
0.0034
N
134985150.00
134985150.00
Bank of Montreal
Bank of Montreal 0.120000%
06366CQW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
256000000.00
256000000.00
0.0065
N
256000000.00
256000000.00
Bank of Montreal
Bank of Montreal 0.120000%
06366CRG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
535000000.00
535000000.00
0.0136
N
535000000.00
535000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.228000%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-06-09
N
N
N
171000000.00
171000000.00
0.0043
N
171003420.00
171003420.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
924HZZ001_0.1000_M150102_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
72766174.00
79310000.80
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
77000000.00
77000000.00
0.0020
N
77000000.00
77000000.00
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
0.0049
N
192024960.00
192024960.00
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
0.0026
N
104013520.00
104013520.00
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
0.0038
N
149020860.00
149020860.00
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
0.0014
N
57008550.00
57008550.00
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
31004960.00
31004960.00
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
110017600.00
110017600.00
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
0.0025
N
100003000.00
100003000.00
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
48003360.00
48003360.00
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
5000300.00
5000300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000%
06538JBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
110000000.00
110000000.00
0.0028
N
110000000.00
110000000.00
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
0.0023
N
92010120.00
92010120.00
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
11001320.00
11001320.00
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
141016920.00
141016920.00
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
0.0025
N
99011880.00
99011880.00
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
0.0020
N
80015200.00
80015200.00
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
4001320.00
4001320.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M150102_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
551200.00
552271.23
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
541361.00
541361.00
0.0000
N
541361.00
541361.00
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
3998333.33
0.0001
N
3999000.00
3999000.00
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
12990250.00
0.0003
N
12992720.00
12992720.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.280000%
08224MQG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
76000000.00
75956257.78
0.0019
N
75966560.00
75966560.00
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
999870.00
999870.00
BNP Paribas
BNP Paribas 0.300000%
05572NWM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
246000000.00
246000000.00
0.0063
N
245958180.00
245958180.00
BNP Paribas
BNP Paribas 0.300000%
05572NWN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
30000000.00
30000000.00
0.0008
N
29994900.00
29994900.00
BNP Paribas
BNP Paribas 0.310000%
05572NWQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-11
2015-06-11
N
N
N
79000000.00
79000000.00
0.0020
N
78988940.00
78988940.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M150102_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-06-01
6.000000
Government Agency Debt
20825000.00
459774.20
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
16749990.00
421594.36
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
22600000.00
932562.19
Fannie Mae
2018-04-01
4.500000
Government Agency Debt
17287413.00
600527.90
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
23580000.00
738617.30
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
8683537.00
568144.17
Fannie Mae
2019-07-01
4.500000
Government Agency Debt
2650198.00
418533.00
Fannie Mae
2019-09-01
6.000000
Government Agency Debt
22454150.00
955203.81
Fannie Mae
2020-08-01
5.019999
Government Agency Debt
915000.00
841913.40
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
3078354.00
443046.31
Fannie Mae
2021-09-01
7.000000
Government Agency Debt
21816477.00
414250.02
Fannie Mae
2021-10-01
2.490000
Government Agency Debt
1179851.00
1182862.11
Fannie Mae
2021-10-01
6.000000
Government Agency Debt
8719859.00
893713.09
Fannie Mae
2022-01-01
3.379999
Government Agency Debt
1006938.00
1028984.79
Fannie Mae
2022-03-01
5.000000
Government Agency Debt
4000000.00
368322.07
Fannie Mae
2022-09-01
2.500000
Government Agency Debt
1050000.00
687219.00
Fannie Mae
2022-12-01
6.000000
Government Agency Debt
6890000.00
804720.32
Fannie Mae
2023-07-01
4.500000
Government Agency Debt
11700000.00
942178.29
Fannie Mae
2023-09-01
3.500000
Government Agency Debt
1002577.00
1051674.96
Fannie Mae
2023-11-01
6.000000
Government Agency Debt
2178599.00
328207.62
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
1152531.00
879786.10
Fannie Mae
2024-03-01
3.770000
Government Agency Debt
1085000.00
1169752.58
Fannie Mae
2024-07-01
3.189999
Government Agency Debt
930000.00
964584.79
Fannie Mae
2025-01-01
5.000000
Government Agency Debt
2038204.00
642516.06
Fannie Mae
2025-02-01
2.375000
Government Agency Debt
17423849.00
1222221.54
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
3026797.00
1130259.84
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
3174489.00
1183207.99
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
3000000.00
841462.90
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1530659.00
398218.62
Fannie Mae
2026-04-01
5.820000
Government Agency Debt
550000.00
433754.62
Fannie Mae
2026-07-01
7.000000
Government Agency Debt
5194675.00
440539.96
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1526509.00
1070193.26
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
934643.00
664237.39
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
2500000.00
490980.90
Fannie Mae
2026-10-01
5.960000
Government Agency Debt
550000.00
564662.93
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
962063.00
661465.79
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
1836409.00
956035.39
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
2072925.00
1172958.58
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
723827.00
486316.49
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
1049721.00
675897.11
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
1673751.00
1159177.15
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
1162550.00
953408.85
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
1118821.00
917910.23
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
812708.00
664849.31
Fannie Mae
2028-01-01
3.000000
Government Agency Debt
1081968.00
941680.57
Fannie Mae
2028-01-01
3.500000
Government Agency Debt
1195838.00
851895.65
Fannie Mae
2028-02-01
2.000000
Government Agency Debt
600000.00
501779.33
Fannie Mae
2028-05-01
3.000000
Government Agency Debt
1048955.00
914196.70
Fannie Mae
2028-06-01
3.500000
Government Agency Debt
1140669.00
928677.06
Fannie Mae
2028-06-01
3.500000
Government Agency Debt
675388.00
587456.19
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
600000.00
545249.65
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
1174965.00
1130060.52
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
718950.00
703681.74
Fannie Mae
2028-10-01
3.000000
Government Agency Debt
400000.00
365201.33
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
1300071.00
1222456.15
Fannie Mae
2029-02-01
3.000000
Government Agency Debt
440143.00
417019.65
Fannie Mae
2029-02-01
4.000000
Government Agency Debt
1124851.00
1149501.78
Fannie Mae
2029-02-01
4.000000
Government Agency Debt
749664.00
745977.07
Fannie Mae
2029-05-01
3.500000
Government Agency Debt
956273.00
978233.59
Fannie Mae
2029-07-01
3.500000
Government Agency Debt
1102741.00
1143145.23
Fannie Mae
2029-09-01
2.294999
Government Agency Debt
3956113.00
945547.20
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
1160771.00
1204302.48
Fannie Mae
2029-11-01
3.500000
Government Agency Debt
1132629.00
1204705.64
Fannie Mae
2030-05-01
4.500000
Government Agency Debt
4111669.00
1204229.14
Fannie Mae
2030-11-01
4.500000
Government Agency Debt
3370000.00
1192061.60
Fannie Mae
2030-11-01
4.500000
Government Agency Debt
565000.00
325840.54
Fannie Mae
2031-02-01
8.500000
Government Agency Debt
2812074.00
480200.66
Fannie Mae
2031-04-01
4.434999
Government Agency Debt
22129877.00
343138.05
Fannie Mae
2031-06-01
4.500000
Government Agency Debt
1675000.00
808534.52
Fannie Mae
2032-06-01
4.500000
Government Agency Debt
1176158.00
1065652.88
Fannie Mae
2032-11-01
2.378000
Government Agency Debt
48502743.00
605209.20
Fannie Mae
2032-12-01
2.415000
Government Agency Debt
75718942.00
584519.11
Fannie Mae
2033-03-01
2.307999
Government Agency Debt
31967479.00
954205.03
Fannie Mae
2033-05-01
2.339999
Government Agency Debt
65027462.00
997362.97
Fannie Mae
2033-05-01
2.347999
Government Agency Debt
36522452.00
708246.28
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
1032180.00
1004952.50
Fannie Mae
2033-07-01
2.124000
Government Agency Debt
66079648.00
795976.40
Fannie Mae
2033-07-01
2.339999
Government Agency Debt
28104760.00
343431.80
Fannie Mae
2033-08-01
2.391999
Government Agency Debt
5030827.00
325650.40
Fannie Mae
2033-11-01
2.357000
Government Agency Debt
10004413.00
876632.76
Fannie Mae
2033-11-01
2.408999
Government Agency Debt
10000000.00
772433.11
Fannie Mae
2033-12-01
2.375000
Government Agency Debt
24026762.00
896386.21
Fannie Mae
2034-01-01
1.792000
Government Agency Debt
4312086.00
647577.36
Fannie Mae
2034-02-01
2.267999
Government Agency Debt
39897603.00
925783.79
Fannie Mae
2034-03-01
2.638999
Government Agency Debt
14044417.00
940453.44
Fannie Mae
2034-04-01
5.000000
Government Agency Debt
2525786.00
574900.12
Fannie Mae
2034-07-01
1.879999
Government Agency Debt
6000000.00
359259.67
Fannie Mae
2034-07-01
4.500000
Government Agency Debt
593000.00
586872.81
Fannie Mae
2034-08-01
3.500000
Government Agency Debt
1116146.00
1143709.05
Fannie Mae
2034-08-01
5.379999
Government Agency Debt
916115.00
478079.23
Fannie Mae
2034-09-01
2.404999
Government Agency Debt
5000000.00
326291.00
Fannie Mae
2034-12-01
2.335000
Government Agency Debt
3200000.00
350196.05
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
5660001.00
719917.35
Fannie Mae
2035-02-01
2.120000
Government Agency Debt
18681023.00
836670.13
Fannie Mae
2035-05-01
2.387000
Government Agency Debt
2300000.00
374862.89
Fannie Mae
2035-07-01
2.146999
Government Agency Debt
1500000.00
340210.93
Fannie Mae
2035-08-01
4.960000
Government Agency Debt
8326386.00
846554.22
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
5039984.00
472792.38
Fannie Mae
2035-09-01
4.522000
Government Agency Debt
13819901.00
828448.36
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
2050000.00
474368.96
Fannie Mae
2035-12-01
1.865000
Government Agency Debt
6200000.00
926847.16
Fannie Mae
2035-12-01
2.595000
Government Agency Debt
6646639.00
377315.43
Fannie Mae
2036-01-01
2.233000
Government Agency Debt
4507526.00
349660.47
Fannie Mae
2036-02-01
6.500000
Government Agency Debt
10000000.00
718997.77
Fannie Mae
2036-04-01
1.845000
Government Agency Debt
5513515.00
939899.61
Fannie Mae
2036-04-01
2.403000
Government Agency Debt
8003245.00
1047729.14
Fannie Mae
2036-05-01
2.653999
Government Agency Debt
3993800.00
940417.10
Fannie Mae
2036-06-01
2.125000
Government Agency Debt
21748426.00
1189769.76
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
13407427.00
591117.23
Fannie Mae
2036-07-01
2.053999
Government Agency Debt
14599363.00
1165616.48
Fannie Mae
2036-12-01
2.484999
Government Agency Debt
6061662.00
849437.74
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
4373000.00
360854.98
Fannie Mae
2037-04-01
2.375000
Government Agency Debt
2830000.00
346142.66
Fannie Mae
2037-04-01
7.000000
Government Agency Debt
14000000.00
1106955.00
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
12198704.00
466132.13
Fannie Mae
2037-07-01
2.424999
Government Agency Debt
14349542.00
886302.95
Fannie Mae
2037-07-01
6.048000
Government Agency Debt
7141075.00
1216121.78
Fannie Mae
2037-09-01
2.270000
Government Agency Debt
2799009.00
520701.18
Fannie Mae
2037-10-01
4.073000
Government Agency Debt
25491221.00
584061.48
Fannie Mae
2037-10-01
6.080000
Government Agency Debt
30589238.00
1144304.17
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
10307931.00
556798.29
Fannie Mae
2037-11-01
2.267999
Government Agency Debt
20524054.00
869695.31
Fannie Mae
2037-12-01
2.359999
Government Agency Debt
13013708.00
1078210.39
Fannie Mae
2038-01-01
2.250000
Government Agency Debt
7037320.00
725961.29
Fannie Mae
2038-01-01
5.512999
Government Agency Debt
10282606.00
897667.46
Fannie Mae
2038-02-01
4.500000
Government Agency Debt
2100000.00
327127.78
Fannie Mae
2038-03-01
5.070000
Government Agency Debt
2919610.00
583306.55
Fannie Mae
2038-05-01
2.164000
Government Agency Debt
3252870.00
1209677.31
Fannie Mae
2038-05-01
4.734000
Government Agency Debt
25542889.00
330509.06
Fannie Mae
2038-06-01
3.938000
Government Agency Debt
686585.00
504090.69
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
7115288.00
1014851.05
Fannie Mae
2038-09-01
1.929000
Government Agency Debt
3748571.00
1078620.75
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
2412942.00
585695.99
Fannie Mae
2038-10-01
2.267999
Government Agency Debt
10046195.00
1076275.10
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
10834575.00
508698.43
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
3500000.00
839946.94
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
3665000.00
918778.09
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
2300000.00
646708.92
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
2240217.00
727926.48
Fannie Mae
2040-05-01
3.717000
Government Agency Debt
7443005.00
1210850.68
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
714177.00
529179.38
Fannie Mae
2040-06-01
3.431999
Government Agency Debt
1900000.00
345093.24
Fannie Mae
2040-07-01
2.399999
Government Agency Debt
4658645.00
395985.02
Fannie Mae
2040-07-01
3.604000
Government Agency Debt
2000000.00
512464.05
Fannie Mae
2040-07-01
3.801000
Government Agency Debt
2423719.00
555669.81
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
1762854.00
961809.40
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
1246559.00
530859.78
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
1083818.00
343250.64
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
3480933.00
1054662.14
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
3834122.00
666232.26
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1033659.00
700171.79
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1537631.00
402382.77
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1166596.00
520399.49
Fannie Mae
2041-06-01
3.456000
Government Agency Debt
2429681.00
834474.46
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
10583392.00
750845.87
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
2821936.00
712825.51
Fannie Mae
2041-08-01
2.926000
Government Agency Debt
2800000.00
855910.80
Fannie Mae
2041-08-01
2.980000
Government Agency Debt
1500000.00
756145.33
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
324617.00
255076.92
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
513686.00
368179.23
Fannie Mae
2041-09-01
2.634999
Government Agency Debt
544000.00
354379.53
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
9661075.00
700107.62
Fannie Mae
2041-10-01
3.533999
Government Agency Debt
3800000.00
852168.49
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
3330498.00
615446.84
Fannie Mae
2041-12-01
2.915000
Government Agency Debt
2019441.00
1008769.81
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1128512.00
1172772.62
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1765425.00
1120641.24
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1131517.00
1057966.82
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
478000.00
397062.25
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1250000.00
1085411.26
Fannie Mae
2042-11-01
2.439999
Government Agency Debt
608000.00
448515.96
Fannie Mae
2043-01-01
2.185999
Government Agency Debt
981351.00
348940.95
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
1073052.00
975370.14
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
1074117.00
1086086.17
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
456226.00
405887.49
Fannie Mae
2043-05-01
1.996000
Government Agency Debt
916782.00
643116.22
Fannie Mae
2043-05-01
2.476000
Government Agency Debt
1055000.00
975544.46
Fannie Mae
2043-05-01
4.000000
Government Agency Debt
594440.00
575310.82
Fannie Mae
2043-08-01
2.236000
Government Agency Debt
955269.00
774612.30
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
1143196.00
1208267.48
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1000000.00
994194.28
Fannie Mae
2043-11-01
3.016000
Government Agency Debt
2760614.00
947123.50
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
1019586.00
1114004.27
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
1067771.00
954500.36
Fannie Mae
2044-06-01
2.962000
Government Agency Debt
767032.00
743080.92
Fannie Mae
2044-06-01
3.367000
Government Agency Debt
1233080.00
1218129.75
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
858041.00
933315.09
Fannie Mae
2044-08-01
2.980999
Government Agency Debt
894307.00
942743.46
Fannie Mae
2044-08-01
2.984000
Government Agency Debt
527784.00
554960.98
Fannie Mae
2044-08-01
3.052000
Government Agency Debt
737714.00
775409.80
Fannie Mae
2044-08-01
4.500000
Government Agency Debt
524770.00
538239.34
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
1028628.00
1123490.74
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
935618.00
1021956.06
Fannie Mae
2044-10-01
5.000000
Government Agency Debt
370107.00
412528.27
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1056337.00
1140219.09
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1007205.00
1081494.63
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
1096013.00
1198491.31
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
1074450.00
1192922.42
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
1035528.00
1140563.27
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
1015582.00
1112322.19
Fannie Mae
2044-12-01
3.500000
Government Agency Debt
1052822.00
1105603.83
Fannie Mae
2044-12-01
3.500000
Government Agency Debt
750000.00
784451.00
Fannie Mae
2044-12-01
3.500000
Government Agency Debt
749976.00
784425.90
Fannie Mae
2044-12-01
3.500000
Government Agency Debt
504343.00
527509.83
Fannie Mae
2044-12-01
4.500000
Government Agency Debt
1114989.00
1226891.53
Fannie Mae
2044-12-01
4.500000
Government Agency Debt
1069322.00
1171303.24
Fannie Mae
2044-12-01
4.500000
Government Agency Debt
1051236.00
1168538.17
Fannie Mae
2048-01-01
6.349999
Government Agency Debt
11497058.00
354541.64
Fannie Mae
2051-08-01
5.000000
Government Agency Debt
1180312.00
809812.31
Farm Federal Credit Bank
2029-10-15
8.000000
Government Agency Debt
932000.00
1043110.97
Farm Federal Credit Bank
2043-03-20
3.500000
Government Agency Debt
993443.00
991544.42
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
5000000.00
439997.10
Freddie Mac
2024-12-01
3.000000
Government Agency Debt
1084363.00
1135348.66
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
2610109.00
691179.71
Freddie Mac
2025-06-01
4.500000
Government Agency Debt
1305536.00
446062.42
Freddie Mac
2025-09-01
4.000000
Government Agency Debt
2100000.00
433229.58
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
2400000.00
675428.92
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
1207658.00
809422.51
Freddie Mac
2026-06-01
3.000000
Government Agency Debt
2800000.00
882358.01
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
2764339.00
1001004.03
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
800000.00
732848.76
Freddie Mac
2026-10-01
7.000000
Government Agency Debt
7765692.00
934769.05
Freddie Mac
2028-01-01
2.500000
Government Agency Debt
1072198.00
896669.69
Freddie Mac
2028-03-01
3.000000
Government Agency Debt
799061.00
616294.54
Freddie Mac
2028-06-01
3.000000
Government Agency Debt
1161906.00
1115327.49
Freddie Mac
2028-06-01
5.500000
Government Agency Debt
7000000.00
855062.63
Freddie Mac
2028-07-01
2.500000
Government Agency Debt
982954.00
982629.20
Freddie Mac
2028-10-01
4.000000
Government Agency Debt
1054332.00
1058432.85
Freddie Mac
2029-04-01
3.500000
Government Agency Debt
1036969.00
1060468.66
Freddie Mac
2029-05-01
3.500000
Government Agency Debt
1066441.00
1093820.90
Freddie Mac
2029-05-01
4.500000
Government Agency Debt
3800000.00
574204.72
Freddie Mac
2029-09-01
3.500000
Government Agency Debt
1118412.00
1168608.47
Freddie Mac
2029-11-01
2.500000
Government Agency Debt
1140000.00
1156304.02
Freddie Mac
2030-07-01
4.500000
Government Agency Debt
2389800.00
759948.62
Freddie Mac
2030-08-01
4.500000
Government Agency Debt
2407000.00
776833.12
Freddie Mac
2031-03-01
4.500000
Government Agency Debt
2025000.00
1021983.07
Freddie Mac
2031-04-01
3.500000
Government Agency Debt
1960200.00
987496.75
Freddie Mac
2031-07-01
3.500000
Government Agency Debt
1596813.00
489616.94
Freddie Mac
2031-07-01
4.500000
Government Agency Debt
1050000.00
580890.89
Freddie Mac
2031-07-01
7.500000
Government Agency Debt
10648053.00
379958.72
Freddie Mac
2031-11-01
3.500000
Government Agency Debt
700000.00
391325.57
Freddie Mac
2032-01-01
4.000000
Government Agency Debt
1657758.00
1213404.21
Freddie Mac
2032-03-01
4.000000
Government Agency Debt
575000.00
482448.18
Freddie Mac
2033-02-01
3.500000
Government Agency Debt
1209187.00
1088488.70
Freddie Mac
2033-09-01
3.000000
Government Agency Debt
850000.00
812322.82
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
1127745.00
1173567.56
Freddie Mac
2034-02-01
4.500000
Government Agency Debt
725672.00
714937.04
Freddie Mac
2034-05-01
4.500000
Government Agency Debt
406170.00
412437.15
Freddie Mac
2035-09-01
5.500000
Government Agency Debt
3908787.00
529673.09
Freddie Mac
2036-06-01
6.500000
Government Agency Debt
10132000.00
1045206.32
Freddie Mac
2037-04-01
5.190000
Government Agency Debt
2757164.00
577500.25
Freddie Mac
2037-06-01
8.000000
Government Agency Debt
1032831.00
460277.02
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
3931139.00
501989.36
Freddie Mac
2038-01-01
5.500000
Government Agency Debt
3852168.00
342378.92
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
8167619.00
365232.06
Freddie Mac
2038-08-01
5.000000
Government Agency Debt
1249072.00
961087.97
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
3830828.00
453725.33
Freddie Mac
2038-12-01
5.500000
Government Agency Debt
3309750.00
597596.75
Freddie Mac
2039-03-01
5.000000
Government Agency Debt
1889588.00
846703.53
Freddie Mac
2039-06-01
5.000000
Government Agency Debt
2526262.00
1209762.34
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
940290.00
464541.75
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
1425000.00
707383.79
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
1299498.00
910819.99
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
911671.00
621508.03
Freddie Mac
2041-01-01
3.500000
Government Agency Debt
1192000.00
710027.70
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
1466255.00
823729.13
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
1019403.00
888440.69
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
861641.00
651146.62
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
1785000.00
700099.10
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
3000000.00
1155328.85
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
1420000.00
742143.99
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
476215.00
366558.89
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
1071300.00
1120192.76
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1007268.00
501967.69
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
1068450.00
823647.84
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
1084300.00
953866.89
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
717968.00
662498.87
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
633248.00
607119.97
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
1006500.00
1018343.62
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
1104515.00
909791.35
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
569694.00
511518.17
Freddie Mac
2044-06-01
4.500000
Government Agency Debt
954123.00
1031700.21
Freddie Mac
2044-08-01
3.500000
Government Agency Debt
329951.00
338113.57
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
1072125.00
1153006.55
Freddie Mac
2044-12-01
3.000000
Government Agency Debt
523386.00
530153.38
GNMA
2034-06-20
2.125000
Government Agency Debt
1362919.00
336390.38
GNMA
2034-07-20
2.125000
Government Agency Debt
1500000.00
220796.38
GNMA
2034-11-20
1.625000
Government Agency Debt
1380355.00
199483.29
GNMA
2035-01-20
1.625000
Government Agency Debt
2498483.00
201305.32
GNMA
2035-01-20
1.625000
Government Agency Debt
1709451.00
168776.28
GNMA
2037-11-20
3.000000
Government Agency Debt
1528733.00
178402.42
GNMA
2038-01-20
3.000000
Government Agency Debt
8047824.00
139345.69
GNMA
2038-01-20
3.500000
Government Agency Debt
5591724.00
329758.75
GNMA
2038-02-20
3.000000
Government Agency Debt
5800729.00
109950.33
GNMA
2038-02-20
3.500000
Government Agency Debt
879554.00
72765.68
GNMA
2038-04-20
2.500000
Government Agency Debt
4345122.00
150875.33
GNMA
2038-08-20
2.000000
Government Agency Debt
4000000.00
267973.60
GNMA
2038-10-20
3.000000
Government Agency Debt
1000000.00
68470.52
GNMA
2038-10-20
3.500000
Government Agency Debt
7141845.00
317159.77
GNMA
2038-10-20
4.500000
Government Agency Debt
1500000.00
69833.79
GNMA
2038-11-20
3.000000
Government Agency Debt
2363759.00
315053.29
GNMA
2038-11-20
4.500000
Government Agency Debt
3000000.00
79776.59
GNMA
2038-12-20
4.250000
Government Agency Debt
7000000.00
250602.67
GNMA
2039-01-20
4.000000
Government Agency Debt
2000000.00
48254.74
GNMA
2039-02-20
3.750000
Government Agency Debt
1549348.00
107642.93
GNMA
2039-05-20
2.500000
Government Agency Debt
1503669.00
296366.41
GNMA
2039-05-20
3.500000
Government Agency Debt
816663.00
72805.15
GNMA
2039-06-20
2.000000
Government Agency Debt
3351631.00
294095.22
GNMA
2039-08-20
2.000000
Government Agency Debt
1181925.00
229658.44
GNMA
2039-08-20
2.379999
Government Agency Debt
2054619.00
1549549.00
GNMA
2039-09-20
2.500000
Government Agency Debt
495000.00
67309.96
GNMA
2039-09-20
3.500000
Government Agency Debt
1445826.00
237248.89
GNMA
2040-01-20
4.500000
Government Agency Debt
1000000.00
301418.17
GNMA
2040-02-20
3.500000
Government Agency Debt
1185000.00
428236.60
GNMA
2040-02-20
4.000000
Government Agency Debt
1000000.00
307590.53
GNMA
2040-02-20
4.250000
Government Agency Debt
717264.00
388878.24
GNMA
2040-02-20
4.500000
Government Agency Debt
407331.00
95766.85
GNMA
2040-04-20
4.000000
Government Agency Debt
500000.00
193726.15
GNMA
2040-05-20
3.000000
Government Agency Debt
580000.00
281579.17
GNMA
2040-06-20
3.500000
Government Agency Debt
855242.00
305448.25
GNMA
2040-07-20
4.000000
Government Agency Debt
428086.00
197402.94
GNMA
2040-08-20
3.500000
Government Agency Debt
1100000.00
436408.98
GNMA
2040-08-20
3.500000
Government Agency Debt
500000.00
191766.60
GNMA
2040-08-20
4.500000
Government Agency Debt
692971.00
280545.84
GNMA
2040-10-20
3.500000
Government Agency Debt
1195600.00
250357.74
GNMA
2040-12-20
3.500000
Government Agency Debt
544764.00
249198.64
GNMA
2041-01-20
3.000000
Government Agency Debt
900000.00
433094.86
GNMA
2041-01-20
4.000000
Government Agency Debt
346838.00
95095.51
GNMA
2041-04-20
3.500000
Government Agency Debt
390665.00
202874.83
GNMA
2041-04-20
4.500000
Government Agency Debt
726825.00
374052.94
GNMA
2041-05-20
2.000000
Government Agency Debt
349995.00
322682.95
GNMA
2041-05-20
2.500000
Government Agency Debt
400000.00
301071.17
GNMA
2041-05-20
3.500000
Government Agency Debt
575000.00
215218.41
GNMA
2041-05-20
4.000000
Government Agency Debt
280000.00
97004.89
GNMA
2041-08-20
3.000000
Government Agency Debt
645442.00
355816.10
GNMA
2041-08-20
3.500000
Government Agency Debt
635000.00
244705.80
GNMA
2041-10-20
3.000000
Government Agency Debt
389246.00
164772.36
GNMA
2041-10-20
3.000000
Government Agency Debt
100000.00
46302.69
GNMA
2041-10-20
4.000000
Government Agency Debt
229667.00
58308.48
GNMA
2041-11-20
3.000000
Government Agency Debt
510000.00
254004.35
GNMA
2042-09-20
3.000000
Government Agency Debt
700000.00
343080.13
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
228000000.00
228000000.00
0.0058
N
228000000.00
228000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M150107_2M49
0001197610
Other Repurchase Agreement
N
GOLDMAN SACHS GROUP
2037-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12433470.00
15862807.54
THE ROYAL BANK OF SCOTLAND PLC,GB
2015-03-16
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15300000.00
15637192.88
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
30000000.00
30000000.00
0.0008
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
30002100.00
30002100.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.460000%
988VYS000_0.4600_M150107_2M49
0001197610
Other Repurchase Agreement
N
ALTICE FINCO S A
2020-12-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780347.00
837561.18
BEAR STEARNS ASSET
2042-12-25
0.635199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119432304.00
9328262.80
CBS OUTDOOR AMERW CAP LLC
2025-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6739465.00
6823708.31
DARDEN RESTAURANTS INC
2017-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10486805.00
11669576.78
EDP FINANCE B V
2021-01-14
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11750000.00
12651391.47
Fannie Mae
2024-05-25
2.755199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69530682.00
60830183.19
GENERAL MOTORS ACCEPT. CORP
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
7715.00
GREENPOINT MTGE FDG TR
2037-06-25
0.375199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61601.00
26495.97
HBOS PLC
2018-05-21
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2120083.00
2376909.85
HDS ACQUISITION SUBSIDIARY INC
2020-04-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2036.00
2368.32
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
14744527.75
PAETEC HOLDING CORP
2018-12-01
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11120000.00
11795308.34
THE RYLAND GROUP INC
2020-05-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1445.00
1547.66
THOMPSON CREEK METALS COMP
2018-06-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2690.00
2222.33
USG CORP
2018-01-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1875.00
2221.80
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
114000000.00
114000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
114036480.00
114036480.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FN28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21999847.22
0.0006
N
21999780.00
21999780.00
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
59982916.71
0.0015
N
59988000.00
59988000.00
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
24992708.33
0.0006
N
24995000.00
24995000.00
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
19994027.77
0.0005
N
19995800.00
19995800.00
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
11995916.67
0.0003
N
11997120.00
11997120.00
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
35984750.05
0.0009
N
35988840.00
35988840.00
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
72966034.72
0.0019
N
72974450.00
72974450.00
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
15986333.33
0.0004
N
15986400.00
15986400.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FT48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3995722.22
0.0001
N
3995080.00
3995080.00
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
160008000.00
160008000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.250000%
13606JNU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
39000000.00
39000000.00
0.0010
N
38998050.00
38998050.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.251700%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-01-12
2015-09-04
N
N
N
312000000.00
312000000.00
0.0079
N
312003120.00
312003120.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
213000000.00
213000000.00
0.0054
Security is a time deposit.
N
213000000.00
213000000.00
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
2999395.83
0.0001
N
2999580.00
2999580.00
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
140972583.34
0.0036
N
140976030.00
140976030.00
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
4998541.67
0.0001
N
4999000.00
4999000.00
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
280908206.68
0.0071
N
280912890.00
280912890.00
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
6996966.67
0.0002
N
6997620.00
6997620.00
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
42964847.50
0.0011
N
42968610.00
42968610.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.300000%
15060YQ60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
Y
Guaranty
UBS AG
N/A
N/A
22000000.00
21988266.67
0.0006
N
21991860.00
21991860.00
Chariot Funding, LLC
Chariot Funding, LLC 0.290000%
15963UU12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39000000.00
38943135.92
0.0010
N
38946180.00
38946180.00
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
41999708.33
0.0011
N
41999580.00
41999580.00
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
107994749.99
0.0027
N
107997840.00
107997840.00
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
29991250.00
0.0008
N
29994300.00
29994300.00
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
29989999.98
0.0008
N
29993400.00
29993400.00
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
29982708.33
0.0008
N
29986200.00
29986200.00
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
9990972.21
0.0003
N
9991600.00
9991600.00
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
33966708.33
0.0009
N
33967700.00
33967700.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
33000000.00
33000000.00
0.0008
N
33003630.00
33003630.00
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
69980555.53
0.0018
N
69986700.00
69986700.00
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
21992666.65
0.0006
N
21994940.00
21994940.00
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
44961562.50
0.0011
N
44961750.00
44961750.00
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
187003740.00
187003740.00
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
34001020.00
34001020.00
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
27997200.00
27997200.00
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
128987100.00
128987100.00
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
84990650.00
84990650.00
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
51004080.00
51004080.00
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
0.0022
N
87009570.00
87009570.00
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
7999999.28
0.0002
N
8000800.00
8000800.00
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
0.0036
N
143017160.00
143017160.00
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
120014400.00
120014400.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
18000000.00
18000000.00
0.0005
Security is a time deposit.
N
17999562.60
17999562.60
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
210901533.35
0.0054
N
210934590.00
210934590.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.300000%
19422GT20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
40000000.00
39949333.34
0.0010
N
39951600.00
39951600.00
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
16971647.78
0.0004
N
16977900.00
16977900.00
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
191658666.66
0.0049
N
191744640.00
191744640.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.330000%
19422DU66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
13000000.00
12977835.00
0.0003
N
12977120.00
12977120.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.228000%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.240000%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-07-02
N
N
N
111500000.00
111500000.00
0.0028
N
111502230.00
111502230.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.259500%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-29
2015-10-29
N
N
N
17000000.00
16998728.72
0.0004
N
17000680.00
17000680.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.234300%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
325000000.00
325000000.00
0.0083
N
324997725.00
324997725.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.238300%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-03-04
N
N
N
80000000.00
80000000.00
0.0020
N
80000640.00
80000640.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.244100%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-06-19
N
N
N
100000000.00
100000000.00
0.0025
N
100006100.00
100006100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.248000%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-10-09
N
N
N
36000000.00
36000000.00
0.0009
N
36001260.00
36001260.00
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
5999416.67
0.0002
N
5999700.00
5999700.00
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
29989999.98
0.0008
N
29993100.00
29993100.00
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
18991687.49
0.0005
N
18993730.00
18993730.00
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
49976736.11
0.0013
N
49982500.00
49982500.00
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
43974638.89
0.0011
N
43979760.00
43979760.00
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
89923125.00
0.0023
N
89923500.00
89923500.00
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
10000100.00
10000100.00
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
0.0033
N
131005240.00
131005240.00
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
0.0062
N
242012100.00
242012100.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.280000%
22533MVK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
9000000.00
9000000.00
0.0002
N
9000000.00
9000000.00
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
85015300.00
85015300.00
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
0.0035
N
139029190.00
139029190.00
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
79016590.00
79016590.00
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
83017430.00
83017430.00
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
0.0101
N
397027790.00
397027790.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VNJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
8000000.00
8000000.00
0.0002
N
7999680.00
7999680.00
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
0.611700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5693000.00
508520.41
144A BSCMS 2006-T24 C
2041-10-12
5.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
263845.18
144A CCMFC 2003-4A B3
2034-10-25
0.725199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1915000.00
74488.06
144A CDMC 2003-4 B5
2033-05-25
5.410400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
29031.81
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
72800.84
144A CSMC 2009-14R 4A10
2035-10-26
2.710300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24448000.00
14081177.44
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
219210000.00
12416019.10
144A JPMCC 2007-LDPX B
2049-01-15
5.581999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
464327.82
144A PHHMC 2006-3 B2
2036-10-18
6.114499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
819925.00
486412.08
AHM 2006-2 4A
2026-02-25
0.349499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
183464.25
BALTA 2004-3 B
2034-04-25
3.094500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400600.00
2872257.46
BANC OF AMERICA MTG SEC. INC.
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
572000.00
7997.45
BOAA 2003-6 1B2
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4005000.00
590171.72
BOAA 2003-9 XB3
2033-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1586000.00
38186.23
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
113538.66
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
366840.81
BSMF 2006-SL1 A1
2036-08-25
0.309500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
66989.03
BSMF 2006-SL6 1A
2037-01-25
0.509499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86500000.00
11407239.78
BSMF 2007-SL1 1A
2037-03-25
0.329500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
8810601.53
CMLTI 2005-2 2B3
2035-05-25
5.762599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
821000.00
63169.18
CMLTI 2005-7 1A1
2035-09-25
2.684499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2655118.11
CMSI 2005-5 B2
2035-08-25
5.392800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1278000.00
162497.62
CSMC 2008-1R
2037-03-25
0.342600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
615353.49
CWALT 2005-24 4A2
2035-07-20
0.465399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23670531.00
1530925.53
CWALT 2005-61 2A4
2035-12-25
0.669499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
31108.21
CWALT 2006-OC10 2A3
2036-11-25
0.399500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12332000.00
2665520.83
CWALT 2006-OC5 2A3
2036-06-25
0.429499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18205000.00
3463565.71
CWALT 2006-OC6 2A3
2036-07-25
0.439500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49084000.00
8875717.19
CWHL 2004-9 B1
2034-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
130073.10
CWHL 2005-HYB8 3A2
2035-12-20
2.507600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2162000.00
150650.73
CWHL 2006-HYB2 1A1
2036-04-20
2.713499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
7844865.46
CWHL 2006-HYB5 1A1
2036-09-20
2.468999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10566400.00
2107314.35
CWHL 2006-HYB5 4A1
2036-09-20
4.750499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79086000.00
16219038.40
DBALT 2005-2 M
2035-04-25
5.620499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
1199753.05
DBALT 2007-AR1 A5
2047-01-25
0.409499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16272000.00
4571857.64
GMACM 2003-AR2 M3
2033-12-19
2.924300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699000.00
172798.31
GREENPOINT MTA TRUST 2005-
2045-08-25
0.489499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
496320.00
24501.88
HVMLT
2036-11-19
0.404100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45746000.00
10232680.21
IMM
2035-05-25
0.859500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
181529.17
IMSA
2036-11-25
0.369500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21775000.00
10345379.31
IMSA 2006-4 A2C
2037-01-25
0.429499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81300000.00
36902724.95
INDX 2006-AR11 4A1
2036-06-25
2.665600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10800000.00
2299504.89
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
1309061.24
JPMMT 2004-A6 B2
2034-12-25
2.395300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
177596.82
LXS 2007-14H A3
2047-07-25
0.719500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78920000.00
6194182.98
MASTR 2004-9 30B2
2034-09-25
5.615100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1969000.00
41352.07
MLMI 2005-A8 M2
2036-08-25
0.799499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9766000.00
3904564.41
MSM 2006-8AR 3B1
2036-06-25
2.161400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278000.00
52098.08
NAA 2004-AR1 CB1
2034-08-25
3.050600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
306182.12
NAA 2007-3 A1
2037-07-25
0.429499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56200000.00
16800282.45
RAAC 2004-SP3 MII4
2034-09-25
2.019499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
414000.00
175240.18
RALI 2003-QS19 M2
2033-10-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
192623.00
RALI 2003-QS9 M2
2018-05-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
418300.00
25606.00
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
929375.77
SAMI 2003-AR4 B2
2034-01-19
2.414099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
19675.65
SASC 2003-9A B2II
2033-03-25
2.354900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
285519.54
SASC 2006-S4 A
2037-01-25
0.509499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
3876920.55
WAMU 2003-ARP
2033-09-25
2.440799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
30260.92
WASHINGTON MTL.
2033-09-25
2.440799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463200.00
17073.22
WMALT 2007-OC1 A1
2047-01-25
0.409499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26664144.00
6214121.37
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
179073390.00
179073390.00
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
0.549499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000000.00
29936054.80
INDX
2036-10-25
0.479499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138473500.00
26552209.70
INDX 2006-AR29 A1
2036-11-25
0.339500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000000.00
17144740.37
MARM 2007-3 12A1
2047-05-25
0.369500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8955000.00
3242957.03
SAMI 2006-AR8 A1BG
2036-10-25
0.289499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3805000.00
1325689.20
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
68000000.00
68000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
68000000.00
68000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150210_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.619500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1436255.51
144A ARMOR 2005-1A B1
2037-12-10
0.591700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12810000.00
5559681.83
144A CSMC 2007-C5 C
2040-09-15
6.037899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
850316.21
144A CSMC 2007-TF2A D
2022-04-15
0.810799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13500000.00
12770741.43
144A MARM 2005-5 A2
2045-04-26
0.562699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11900000.00
666788.09
144A MESC 11PA B3
2032-09-28
2.406200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
12258068.73
144A SASIF 2006-AA B4
2037-12-25
0.599500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796000.00
2043.84
ABN AMRO MTG CORP 2003-6 B4
2033-05-25
5.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698934.00
110342.45
AHM 2004-1 3M2
2044-04-25
1.977800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
107936.93
ARMT 2004-3 CB1
2035-02-25
1.144500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2380000.00
155597.31
BALTA 2005-1 M2
2035-01-25
0.919499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
394000.00
257272.04
BOAMS 2003-10 1B3
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
856000.00
135656.20
BOAMS 2003-4 1B1
2033-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5244000.00
997039.82
BOAMS 2003-B B2
2033-03-25
3.054199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
47470.41
BOAMS 2003-D B2
2033-05-25
2.708299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4328000.00
399291.07
BOAMS 2004-1 1B3
2034-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
789000.00
216797.69
BOAMS 2005-9 1A8
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2980000.00
114993.48
BSMSI 1997-6 B2
2031-03-25
6.388799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3762467.00
221645.35
BVMBS 2004-1 1B1
2034-11-20
1.814100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3758000.00
489089.22
CHASE 2005-S2 A18
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1071984.00
435356.99
CMLTI 2005-11 A2B
2035-12-25
2.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
942189.21
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
8886793.49
CSFB 2002-AR25 CB1
2032-09-25
2.416399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10509000.00
469717.97
CSFB 2002-AR31 CB1
2032-11-25
2.384399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6231000.00
203990.87
CSFB 2004-AR6 CB1
2034-10-25
0.869500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1917089.22
CWALT
2034-11-25
1.219500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
453896.70
CWALT 2003-1T1 B1
2033-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2520000.00
532162.68
CWALT 2004-5CB M
2034-03-25
5.581100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
827814.59
CWALT 2005-J1 1A5
2035-02-25
0.769499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3662000.00
352145.08
CWHL 2003-42 M
2033-10-25
2.412100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2571000.00
287758.04
CWHL 2004-7 1B1
2034-06-25
2.457700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
463458.42
CWHL 2004-HYB2 B1
2034-07-20
2.461300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3263000.00
642152.20
CWHL 2004-J4 CB2
2019-05-25
4.757299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295500.00
53022.76
CWHL 2004-J6 B2
2024-08-25
5.125799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216500.00
73650.92
GMACM 2003-J5 M1
2018-10-25
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1266900.00
90055.21
GSR 2004-7 B1
2034-06-25
2.277699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
135470.24
HEMT 2005-5 A2A
2036-04-25
0.869500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
427833.80
HVMLT 2005-6 B1
2045-07-19
1.149500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4548000.00
1377448.18
HVMLT 2005-9 B5
2035-06-20
1.165400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
3094989.50
HVMLT 2005-9 B6
2035-06-20
1.315399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4731000.00
1961844.90
IMPAC CMB TRUST SERIES 200
2035-06-25
0.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
189605.64
IMSA 2006-3 A7
2036-11-25
0.439500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000000.00
23234784.38
MARM 2003-5 B1
2033-11-25
2.357100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
128135.71
MARM 2003-5 B2
2033-11-25
2.357100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6076000.00
304241.45
MARM 2004-7 B1
2034-08-25
2.319700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547000.00
4973134.55
MASTR 2004-9 15B2
2019-09-25
5.214800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
386000.00
46153.92
MASTR 2004-9 15B3
2019-09-25
5.214800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
35376.36
MERRILL LYNCH ALTER NOTE ASSET
2037-01-25
0.329500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4499000.00
875091.16
MLMI 2006-A3 5A2
2036-05-25
2.788100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
194520.04
MSM 2006-1AR 3A
2036-02-25
2.792700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23173290.00
4252716.35
NAA 2007-3 A1
2037-07-25
0.429499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26470000.00
7912873.25
RAMP 2003-SL1 M1
2031-04-25
7.355800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
559097.62
RESIDENTIAL ASSET MTG 2003-RM2
2033-05-25
5.442199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499500.00
43646.27
RFMSI 2003-S6 M1
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014700.00
61712.82
RFMSI 2003-S6 M2
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
24140.24
RFMSI 2003-S6 M3
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
23621.51
SAMI 2005-AR5 B2
2035-07-19
0.864099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
1230039.60
SARM 2004-5 B1
2034-05-25
2.433900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
2056749.63
SASC 2003-15A B1
2033-04-25
2.471800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
404192.20
SASC 2003-30 B1
2033-10-25
5.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13184000.00
5198051.79
SASC 2003-34A B1I
2033-11-25
1.369499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1263260.00
155326.54
SASC 2004-2AC B1
2034-02-25
2.396399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8920000.00
1711225.23
SASC 2004-3 B1
2034-03-25
5.569399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10008000.00
4364826.49
SEMT
2033-07-20
1.548999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
773000.00
34342.28
SEMT 9 B3
2032-09-20
1.604300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3424000.00
109009.79
TBW 2006-3 4A1
2036-07-25
0.569500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
141986000.00
9251436.28
WAMMS SER 2003-MS2 CL CB4
2033-02-25
5.526200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1499000.00
541695.59
WAMU 2002-S8 1B3
2033-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3074000.00
619400.96
WAMU 2003-AR1 B3
2033-03-25
2.142399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7720000.00
226680.15
WAMU 2004-AR14 B1
2035-01-25
2.394200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
1707389.80
WAMU 2005-AR13 B1
2045-10-25
0.769499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
801010.21
WAMU 2007-HY5 3A1
2037-05-25
4.591000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1176128.15
WELLS FARGO MTG BACKED SECS 2
2033-02-25
2.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
22359.88
WFMBS 2004-D B2
2034-05-25
2.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2684000.00
315576.63
WFMBS 2005-AR14 A6
2035-08-25
5.356600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2490978.63
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
118000000.00
118000000.00
0.0030
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
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
384754.56
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18130000.00
18409546.59
CSFB 2003-AR15 CB2
2033-06-25
2.467699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348484.00
134770.69
CWALT 2005-28CB 1A6
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6799651.98
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
494916.60
CWALT 2006-HY12 A5
2036-08-25
3.557199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4300000.00
4080968.09
CWHL 2003-58 B1
2034-02-19
2.522899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
59798.56
CWHL 2005-HYB7 6A1
2035-11-20
4.832200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23946000.00
5812190.79
CWHL 2006-HYB2 4A1
2036-04-20
5.046500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
5468972.92
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
4705713.63
FHAMS 2005-AA8 3A1
2035-10-25
2.241299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
3762689.98
INDA 2007-AR1 1A2
2037-03-25
2.822299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7244080.55
INDX 2005-AR15 A1
2035-09-25
4.533400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12075000.00
3212198.70
INDX 2005-AR19 A1
2035-10-25
4.654300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17465000.00
4778007.29
LBUBS 2007-C7 C
2045-09-15
6.248300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5194000.00
5039331.50
SARM
2035-09-25
2.492500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9152000.00
2391279.57
SARM 2008-1 A2
2037-10-25
2.496900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1936000.00
637351.39
SASC 2002-25A B1II
2032-12-25
2.503899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8663000.00
751827.91
SEMT 10 B3
2027-10-20
2.265400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
54992.59
SEMT 2004-5 B2
2034-06-20
1.485400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
193750.28
TMST
2038-04-25
5.763799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9895000.00
2460462.52
TMST
2038-04-25
6.131899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154052000.00
26420482.30
TMST 2004-4 B1
2044-12-25
2.126599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14168000.00
5086797.54
WBCMT 2006-C26 D
2045-06-15
6.043999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
842792.00
WBCMT 2006-C27 B
2045-07-15
5.865000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
8239874.84
WELLS FARGO MTG B SEC
2034-09-25
2.613000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3958000.00
2134734.45
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
104000000.00
104000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150402_2M49
0001230485
Other Repurchase Agreement
N
GSMS
2045-08-10
5.795700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
27600313.78
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
24000000.00
24000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
24000000.00
24000000.00
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
39998722.22
0.0010
N
39999200.00
39999200.00
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
58995476.67
0.0015
N
58996460.00
58996460.00
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
15996302.22
0.0004
N
15997440.00
15997440.00
DNB Bank ASA
DNB Bank ASA 0.280000%
23290QRX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
208000000.00
208000000.00
0.0053
N
207989600.00
207989600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384AB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
100000000.00
99999750.00
0.0025
N
100000000.00
100000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384BD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-28
2015-01-28
N
N
N
13000000.00
12999317.50
0.0003
N
12999909.00
12999909.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384BF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-30
2015-01-30
N
N
N
22250000.00
22248655.73
0.0006
N
22249822.00
22249822.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150102_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2022-02-15
2.000000
Treasury Debt
2283806800.00
2302006456.39
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
2302000000.00
2302000000.00
0.0585
N
2302000000.00
2302000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.070000%
985YBN003_0.0700_M150105_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-08-15
4.000000
Treasury Debt
2166400.00
2405720.04
United States Treasury Department
2018-08-31
1.500000
Treasury Debt
1313331400.00
1324895609.50
United States Treasury Department
2018-09-30
1.375000
Treasury Debt
1195100.00
1197012.49
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
299500.00
315176.95
United States Treasury Department
2022-08-15
1.625000
Treasury Debt
5274700.00
5151075.54
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
378700.00
506309.87
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
Y
Federal Reserve Bank of New York
N/A
N/A
N
N
1331000000.00
1331000000.00
0.0338
N
1330973380.00
1330973380.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.100000%
985YBN003_0.1000_M150105_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-08-15
4.000000
Treasury Debt
837635200.00
930167922.91
United States Treasury Department
2018-09-30
1.375000
Treasury Debt
2208502400.00
2212036610.58
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
147100.00
154799.77
United States Treasury Department
2022-08-15
1.625000
Treasury Debt
1787900.00
1745996.54
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
127900.00
170998.24
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
Y
Federal Reserve Bank of New York
N/A
N/A
N
N
3136000000.00
3136000000.00
0.0797
N
3135937280.00
3135937280.00
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
85977926.66
0.0022
N
85993120.00
85993120.00
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
199879000.00
0.0051
N
199924000.00
199924000.00
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
79949644.45
0.0020
N
79967200.00
79967200.00
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
164894125.01
0.0042
N
164929050.00
164929050.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JSU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-28
2015-05-28
N
N
N
23000000.00
22979338.33
0.0006
N
22981370.00
22981370.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JTQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
98000000.00
97881583.34
0.0025
N
97889260.00
97889260.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JU84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-08
2015-07-08
N
N
N
50000000.00
49934722.22
0.0013
N
49933000.00
49933000.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4055000.00
4055000.00
0.0001
N
4055000.00
4055000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
38399H002_0.0800_M150102_2M49
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2015-05-20
0.105000
Government Agency Debt
78535000.00
78541446.41
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
77000000.00
77000000.00
0.0020
N
77000000.00
77000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M150105_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
17055077.00
1876391.30
Fannie Mae
2021-04-01
6.500000
Government Agency Debt
19628941.00
1760267.19
Fannie Mae
2022-10-01
5.500000
Government Agency Debt
59750000.00
1834473.19
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
3067069.00
1771659.35
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
2832307.00
1855920.58
Fannie Mae
2026-05-01
3.500000
Government Agency Debt
2604320.00
1869052.19
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
2057530.00
1852363.85
Fannie Mae
2028-03-01
3.000000
Government Agency Debt
1909428.00
1780400.65
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
2050000.00
1846747.76
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
1741733.00
1768973.71
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
1761329.00
1827366.86
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1801477.00
1805706.04
Fannie Mae
2036-02-01
5.500000
Government Agency Debt
15572000.00
1860678.81
Fannie Mae
2036-05-01
4.000000
Government Agency Debt
3006607.00
1810961.05
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
20818573.00
1821388.20
Fannie Mae
2036-12-01
4.000000
Government Agency Debt
1898100.00
1780514.77
Fannie Mae
2037-05-01
1.615000
Government Agency Debt
10352421.00
1819874.43
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
26396441.00
1806159.00
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
8000000.00
1792880.54
Fannie Mae
2037-09-01
6.251000
Government Agency Debt
25031310.00
1766839.44
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
26503795.00
1775750.15
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
13468451.00
1813800.77
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
17010000.00
1831878.64
Fannie Mae
2038-05-01
5.184000
Government Agency Debt
20496165.00
1786656.53
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
1680921.00
1837167.91
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
4595665.00
1794152.85
Fannie Mae
2039-06-01
4.000000
Government Agency Debt
2894744.00
1770579.30
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
2440323.00
1811843.06
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
2751997.00
1873472.63
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
2583704.00
1817196.39
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1894484.00
1803919.93
Fannie Mae
2042-07-01
2.216000
Government Agency Debt
5127096.00
1804553.77
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
1645472.00
1761936.72
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
2099127.00
1793881.45
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
1710663.00
1776273.17
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
1342245.00
1180393.27
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
2189981.00
1819458.63
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
2030186.00
1773802.21
Fannie Mae
2043-08-01
5.000000
Government Agency Debt
1598800.00
1788096.59
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
1752505.00
1788766.06
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1781440.00
1803538.39
Fannie Mae
2044-04-01
4.500000
Government Agency Debt
1618757.00
1761579.30
Fannie Mae
2044-05-01
4.000000
Government Agency Debt
1663316.00
1772586.17
Fannie Mae
2044-05-01
4.500000
Government Agency Debt
1709882.00
1803001.59
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1717438.00
1871489.78
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
1598817.00
1762857.07
Fannie Mae
2044-07-01
4.500000
Government Agency Debt
1688660.00
1863611.37
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
1652540.00
1832581.28
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
1643616.00
1822339.45
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
1629438.00
1805392.78
Fannie Mae
2044-12-01
3.500000
Government Agency Debt
1757940.00
1846068.46
Freddie Mac
2020-07-01
5.500000
Government Agency Debt
18779998.00
1772642.73
Freddie Mac
2020-10-01
4.500000
Government Agency Debt
2723925.00
1787231.19
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
3095523.00
1789654.78
Freddie Mac
2028-06-01
3.000000
Government Agency Debt
1998613.00
1806238.48
Freddie Mac
2028-08-01
3.000000
Government Agency Debt
2117781.00
1874946.45
Freddie Mac
2029-06-01
3.000000
Government Agency Debt
1839211.00
1864495.13
Freddie Mac
2029-11-01
3.000000
Government Agency Debt
1749522.00
1826021.60
Freddie Mac
2031-06-01
5.000000
Government Agency Debt
3325430.00
1763022.04
Freddie Mac
2033-12-01
4.000000
Government Agency Debt
1987523.00
1862494.23
Freddie Mac
2035-01-01
3.500000
Government Agency Debt
1727320.00
1816837.78
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
10647189.00
1764383.82
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
2797130.00
1819721.30
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
2776576.00
1830748.30
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
2382699.00
1835874.81
Freddie Mac
2041-11-01
5.000000
Government Agency Debt
1999025.00
1829411.33
Freddie Mac
2042-07-01
3.000000
Government Agency Debt
2500000.00
1858079.28
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
1768885.00
1776606.16
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
1788848.00
1799933.40
Freddie Mac
2044-11-01
3.500000
Government Agency Debt
1696963.00
1775035.77
Freddie Mac
2044-11-01
4.500000
Government Agency Debt
1607508.00
1785446.55
Freddie Mac
2044-11-01
4.500000
Government Agency Debt
87568.00
97222.98
Freddie Mac
2044-12-01
3.500000
Government Agency Debt
1716935.00
1800672.78
Freddie Mac
2044-12-01
4.500000
Government Agency Debt
1619738.00
1786034.88
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
129000000.00
129000000.00
0.0033
N
128997420.00
128997420.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M150107_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-08-01
3.390000
Government Agency Debt
1000000.00
1052723.00
Fannie Mae
2018-01-01
3.379999
Government Agency Debt
1000000.00
1055552.67
Fannie Mae
2019-08-01
2.029999
Government Agency Debt
1020000.00
1026249.20
Fannie Mae
2019-12-01
4.179999
Government Agency Debt
1000000.00
1013723.30
Fannie Mae
2020-04-01
4.120000
Government Agency Debt
1000000.00
1031727.46
Fannie Mae
2020-07-01
4.129999
Government Agency Debt
1000000.00
1026187.57
Fannie Mae
2020-10-01
3.540000
Government Agency Debt
1000000.00
1072300.00
Fannie Mae
2020-11-01
3.230000
Government Agency Debt
1000000.00
1020080.25
Fannie Mae
2020-11-01
3.350000
Government Agency Debt
1000000.00
1036391.41
Fannie Mae
2020-12-01
5.000000
Government Agency Debt
9500000.00
1022904.73
Fannie Mae
2020-12-01
5.230000
Government Agency Debt
1099130.00
1067777.04
Fannie Mae
2021-01-01
3.930000
Government Agency Debt
1000000.00
1075926.22
Fannie Mae
2021-01-01
4.639999
Government Agency Debt
226959.00
244280.45
Fannie Mae
2021-07-01
3.990000
Government Agency Debt
1000000.00
1038422.39
Fannie Mae
2021-08-01
3.870000
Government Agency Debt
1000000.00
1037745.83
Fannie Mae
2022-05-01
2.770000
Government Agency Debt
1000000.00
1022617.33
Fannie Mae
2022-05-01
3.000000
Government Agency Debt
1000000.00
1038786.00
Fannie Mae
2022-07-01
2.980000
Government Agency Debt
1000000.00
1037180.33
Fannie Mae
2022-07-01
2.980000
Government Agency Debt
1000000.00
1037180.33
Fannie Mae
2022-07-01
3.730000
Government Agency Debt
1000000.00
1065957.72
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
9179319.00
1007074.77
Fannie Mae
2023-03-01
4.000000
Government Agency Debt
9231362.00
1030453.13
Fannie Mae
2023-04-01
6.750000
Government Agency Debt
105144159.00
1053302.54
Fannie Mae
2023-08-01
3.589999
Government Agency Debt
1000000.00
1075149.67
Fannie Mae
2024-09-01
5.000000
Government Agency Debt
4528019.00
1039988.77
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
1538793.00
1068723.31
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
1111903.00
1063969.01
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
2000000.00
1029029.43
Fannie Mae
2027-11-01
3.000000
Government Agency Debt
708927.00
612212.67
Fannie Mae
2028-03-01
2.500000
Government Agency Debt
1212000.00
1015209.90
Fannie Mae
2028-05-01
3.000000
Government Agency Debt
1316266.00
1068730.36
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
1145143.00
1058592.71
Fannie Mae
2028-07-01
3.000000
Government Agency Debt
1089420.00
1045650.26
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
1182344.00
1072821.23
Fannie Mae
2028-12-01
3.000000
Government Agency Debt
1051798.00
1028085.27
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
1060704.00
1075553.94
Fannie Mae
2029-08-01
2.500000
Government Agency Debt
1015749.00
1015659.97
Fannie Mae
2029-09-01
2.500000
Government Agency Debt
1003126.00
1008940.65
Fannie Mae
2029-12-01
3.000000
Government Agency Debt
978840.00
1019832.84
Fannie Mae
2033-02-01
3.000000
Government Agency Debt
1272875.00
1043335.24
Fannie Mae
2035-06-01
5.500000
Government Agency Debt
7168961.00
1043581.11
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
4796724.00
1056461.81
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
10760674.00
1012068.77
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
2696302.00
1026365.40
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
29316230.00
1058025.20
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
12565000.00
1068984.81
Fannie Mae
2037-03-01
4.000000
Government Agency Debt
1847758.00
1027586.12
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
9439127.00
1073478.09
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
3385290.00
1019297.93
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
1072708.00
1046234.66
Fannie Mae
2041-02-01
3.246000
Government Agency Debt
3000000.00
1065949.71
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
2193579.00
1011827.63
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
1585475.00
1029621.63
Fannie Mae
2042-06-01
2.249000
Government Agency Debt
3700000.00
1075947.53
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
1028506.00
1073300.31
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
1034934.00
1035548.23
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
1072803.00
1072340.66
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
1002629.00
1016376.89
Fannie Mae
2044-05-01
4.500000
Government Agency Debt
1050576.00
1051053.90
Fannie Mae
2044-06-01
4.500000
Government Agency Debt
977760.00
1057289.76
Fannie Mae
2044-08-01
3.500000
Government Agency Debt
1030057.00
1073815.85
Fannie Mae
2044-09-01
3.500000
Government Agency Debt
1004884.00
1048920.28
Fannie Mae
2044-10-01
3.500000
Government Agency Debt
1024800.00
1072737.81
Fannie Mae
2044-12-01
3.000000
Government Agency Debt
1008427.00
1023202.47
Fannie Mae
2047-08-01
6.500000
Government Agency Debt
14356283.00
1031758.77
Freddie Mac
2017-01-01
5.500000
Government Agency Debt
108216197.00
1057399.91
Freddie Mac
2018-04-01
4.500000
Government Agency Debt
25170000.00
1008657.29
Freddie Mac
2019-06-01
5.500000
Government Agency Debt
13232838.00
1057542.30
Freddie Mac
2019-07-01
5.500000
Government Agency Debt
15652883.00
1061762.70
Freddie Mac
2020-05-01
5.500000
Government Agency Debt
7371667.00
1014771.88
Freddie Mac
2020-08-01
6.000000
Government Agency Debt
28460347.00
1054602.12
Freddie Mac
2020-09-01
4.500000
Government Agency Debt
14500000.00
1059243.32
Freddie Mac
2021-06-01
3.500000
Government Agency Debt
2050563.00
1029200.07
Freddie Mac
2022-05-01
3.000000
Government Agency Debt
1587053.00
1053848.62
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
1626875.00
1047512.54
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
1567710.00
1034442.69
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
1276729.00
1027732.91
Freddie Mac
2026-09-01
4.500000
Government Agency Debt
1149221.00
1042543.09
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
1403100.00
1033459.14
Freddie Mac
2027-10-01
3.000000
Government Agency Debt
1389000.00
1067449.21
Freddie Mac
2027-10-01
5.500000
Government Agency Debt
6599692.00
1056323.79
Freddie Mac
2028-01-01
2.000000
Government Agency Debt
1413769.00
1045132.93
Freddie Mac
2029-07-01
3.000000
Government Agency Debt
1049467.00
1050713.35
Freddie Mac
2029-08-01
3.500000
Government Agency Debt
1012250.00
1051719.86
Freddie Mac
2030-08-01
4.000000
Government Agency Debt
3781532.00
1067220.92
Freddie Mac
2033-08-01
5.500000
Government Agency Debt
5216475.00
1011679.81
Freddie Mac
2036-05-01
4.000000
Government Agency Debt
1294488.00
1010043.87
Freddie Mac
2037-10-01
6.500000
Government Agency Debt
21011652.00
1005532.81
Freddie Mac
2038-12-01
5.500000
Government Agency Debt
28345922.00
1028992.06
Freddie Mac
2039-11-01
5.500000
Government Agency Debt
1534646.00
1043608.40
Freddie Mac
2039-12-01
6.000000
Government Agency Debt
3078718.00
1025894.93
Freddie Mac
2040-04-01
5.500000
Government Agency Debt
2827963.00
1026430.84
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
3663212.00
1046287.38
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
2746401.00
1064491.41
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
1327954.00
1021815.62
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
1060049.00
1006690.29
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
1023212.00
1074361.62
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
1936517.00
1029629.63
Freddie Mac
2044-01-01
4.500000
Government Agency Debt
1503450.00
1055458.83
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
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
137004110.00
137004110.00
HSBC Bank USA
HSBC Bank USA 0.245000%
40428AZP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
55000000.00
54998832.72
0.0014
N
54991750.00
54991750.00
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
2015-01-02
2015-01-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
10755000.00
10755000.00
0.0003
N
10755000.00
10755000.00
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
7996466.67
0.0002
N
7997840.00
7997840.00
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
32958475.00
0.0008
N
32960730.00
32960730.00
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
0.0052
N
204024480.00
204024480.00
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
129002580.00
129002580.00
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
0.0052
N
204985650.00
204985650.00
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
14998950.00
14998950.00
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
0.0025
N
99992000.00
99992000.00
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
50053801.05
0.0013
N
50020850.00
50020850.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.100000%
46899T004_0.1000_M150102_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
99284768.00
15108778.83
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
22435535.00
13480199.76
Freddie Mac
2039-05-15
2.000000
Government Agency Debt
41407423.00
18279956.32
Freddie Mac
2040-04-15
2.000000
Government Agency Debt
65539874.00
15420521.63
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
26242552.00
22121386.43
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
10403828.00
9225930.21
Freddie Mac
2043-05-15
3.000000
Government Agency Debt
11041564.00
10393227.40
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
101000000.00
101000000.00
0.0026
N
101000000.00
101000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150331_2M49
0001168163
Other Repurchase Agreement
N
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
6868989.91
AMERICAN HONDA FIN
2016-05-26
0.609400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
897066.00
899310.84
AMERICAN HONDA FIN
2016-05-26
0.609400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
733384.00
735219.24
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
2015-07-15
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84894.00
85345.54
AT & T INC
2021-08-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3598387.00
3813026.79
AT & T INC
2045-06-15
4.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108493.00
102317.94
AT&T BROADBAND CORP
2022-11-15
9.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3572722.00
5175307.14
AUSTRALIA NEW ZEALAND
2017-01-10
0.609099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5424164.00
5446839.58
AUSTRALIA NEW ZEALAND
2017-06-13
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6349147.00
6327718.63
AUSTRALIA NEW ZEALAND
2017-06-13
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173715.00
173128.71
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
845209.00
971200.43
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
829798.00
953492.19
Bank of Nova Scotia
2017-12-18
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1619128.00
1609359.04
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
10577032.91
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
18273584.71
BHMS 2014-ATLS MTG TR
2033-07-05
4.846800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6469718.00
6531264.43
BHMS 2014-ATLS MTG TR
2033-07-05
4.846800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3885156.00
3922115.49
CB WEATVACO CORP.
2030-01-15
8.199999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1467798.00
1995766.57
CB WEATVACO CORP.
2030-01-15
8.199999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
846925.00
1151564.86
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2023-04-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3752696.00
3754143.29
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2023-04-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1568990.00
1569595.11
CGWF COML MTG 2013 RKWH
2030-11-15
3.955000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20911144.00
20857627.74
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
13632822.06
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
4908119.01
CITIGROUP COML MTG TR 2013-375P
2035-05-11
3.250999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
20313808.33
CITIGROUP COML MTG TR 2013-375P
2035-05-11
3.250999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9843991.00
9998447.32
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
1484196.55
COLLEGE LOAN CORP TRUST 1
2042-03-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20837147.00
15726670.00
COMM 2007-C9 MORTGAGE TRUST
2049-12-10
5.988800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10767314.00
11321932.29
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.039600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5079632.00
5191811.10
COOPERATIEVE CENTRALE
2021-01-11
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8507000.00
9530902.52
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
373566.00
375179.18
CSMC SERIES 2010 UD1
2049-12-20
5.927200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2512238.00
2636117.36
CWALT INC 2005-53T2
2037-09-17
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8866728.00
7575809.45
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
915306.94
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
14507577.86
E 0N INTERNATIONAL FINANCE B.V,NL
2018-04-30
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10395000.00
11684060.85
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
924280.92
EQTY 2014 INNS MTG TR
2031-05-10
4.055500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1259.00
1252.73
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5484223.00
5491574.30
EXPORKLORE SA
2031-12-05
4.315699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18941854.00
19018415.27
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15245365.00
15722246.57
FIFTH THIRD BANCORP
2024-01-16
4.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10100000.00
10624161.95
FIFTH THIRD BK CIN OHIO MTN
2019-04-25
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5640080.00
5684039.72
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4573463.00
4992981.68
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
299359.00
326818.87
FREEPORT MCMORAN COPPER GOLD
2022-03-01
3.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
302.00
288.73
GCB DUKE CAPITAL CORP
2019-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118980.00
146209.76
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
1327.17
GCMO 144A COMMERCIAL
2028-11-15
7.946100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7474696.00
7616181.69
GEORGIA POWER COMPANY
2040-06-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
109310.40
GS MTG SECS CORP TR 2012 ALOHA
2034-04-12
3.551000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7753000.00
8087622.71
GS MTG SECS TR 2012-GCJ7
2045-05-12
5.906799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4744268.00
5032888.54
GS MTG SECS TR 2014 GC24
2047-09-10
4.640100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5247077.00
5574666.37
GS MTG SECS TR 2014 GC24
2047-09-10
4.640100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770981.00
819115.45
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2135908.00
1644809.35
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144449.00
111236.56
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
136884.98
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
27745357.00
27233002.00
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
253728.40
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
1234817.00
1289399.87
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
1232582.75
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.900799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12908125.00
12946780.82
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.900799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
856.00
858.56
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
7224371.85
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9006775.00
9748410.54
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6065250.00
6564674.59
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
4229238.47
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
484157.29
JP MORGAN MTG TR 2014 1
2044-01-25
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1324656.00
1185435.05
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
12868571.04
KINDER MORGAN
2039-09-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2138000.00
2422517.92
LB UBS COMMERCIAO
2039-03-15
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
343985.00
349790.17
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1066961.00
1727192.02
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
486540.42
MERRILL LYNCH & CO INC
2037-01-29
6.110000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
394589.00
475474.92
MITSUNBISHI UFJ TR
2017-10-16
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15500000.00
15427201.67
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
2644482.19
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
1920601.87
PACKAGING CORP OF AMER
2018-03-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000301.00
5716588.56
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
4511958.10
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
478824.00
483427.76
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
774509.20
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
5850000.40
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
3703149.10
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2067519.00
2192038.78
PRAXAIR INC
2021-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5302842.00
5471525.40
PRAXAIR INC
2021-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
384116.00
396334.73
PROCTER AND GAMBLE CO
2015-11-15
1.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3904270.00
3958812.65
PROCTER AND GAMBLE CO
2015-11-15
1.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
229942.00
233154.29
QWEST CORP
2021-12-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1691000.00
1962549.24
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
10251177.10
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
6668265.16
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
737976.57
ROCKIES EXPRESS PIPELINE LLC
2018-07-15
6.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4608709.00
4869497.92
SOUTHERN POWER COMPANY
2043-07-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119000.00
139801.00
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
2564.70
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
7616752.17
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3982491.00
4580688.80
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
9595316.97
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
1870726.00
2020218.70
UNITEDHEALTH GROUP INC COM
2019-12-15
2.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
4017197.78
VERIZON COMMUNICATIONS
2034-03-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335078.00
361863.76
WAMU COMMERCIAL MORTGAGE SECURITIES TR
2045-03-23
5.864300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9225131.76
WELLS FARGO CO MTN BE SR NT 4.6%21
2021-04-01
4.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
867851.00
977226.26
WELLS FARGO CO MTN BE SR NT 4.6%21
2021-04-01
4.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9625.00
10838.04
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
2615995.95
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
20287183.37
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
5121740.72
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
4094708.36
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
10920466.00
9308362.10
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
10522155.00
8968850.67
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3165789.00
3290033.03
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
401312.48
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
763225.68
First Tier Security
N/A
N/A
2015-03-31
2015-03-31
N
N
N
509000000.00
509000000.00
0.0129
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
509000000.00
509000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
992JYG007_0.0900_M150107_2M49
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
60515200.00
59279066.71
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
1111700.00
1088991.50
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
200000000.00
198921270.72
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
2168500.00
2210250.60
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
237300.00
241868.79
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
1359900.00
1355410.83
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
47207800.00
49349459.05
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
150000000.00
153381215.47
United States Treasury Department
2022-05-15
1.750000
Treasury Debt
51170700.00
50317057.94
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
506000000.00
506000000.00
0.0129
N
506000000.00
506000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.305500%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-10-22
N
N
N
100000000.00
100000000.00
0.0025
N
100007000.00
100007000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.304300%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-10-23
N
N
N
170000000.00
170000000.00
0.0043
N
170011900.00
170011900.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.297200%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-08
2015-12-08
N
N
N
273000000.00
273000000.00
0.0069
N
273013650.00
273013650.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-01-20
2016-01-15
N
N
N
110000000.00
110000000.00
0.0028
N
110063360.00
110063360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.355400%
48125LJX1
Other Note
N
First Tier Security
N/A
N/A
2015-03-09
2015-11-06
N
N
N
50000000.00
50025750.00
0.0013
N
49999700.00
49999700.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.352100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-01-22
2016-01-22
N
N
N
95000000.00
95000000.00
0.0024
N
95021565.00
95021565.00
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
44000440.00
44000440.00
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
52000520.00
52000520.00
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
52005720.00
52005720.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P3T94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46948104.16
0.0012
N
46945010.00
46945010.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.290000%
4820P3U19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
82000000.00
81880439.62
0.0021
N
81879460.00
81879460.00
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
136888002.50
0.0035
N
136899990.00
136899990.00
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
12006120.00
12006120.00
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
4002200.00
4002200.00
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
66036300.00
66036300.00
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
63034650.00
63034650.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.260000%
55607LQD9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
100000000.00
99948722.22
0.0025
N
99960000.00
99960000.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.260000%
55607LQH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
34000000.00
33981583.33
0.0009
N
33985720.00
33985720.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
06399U000_0.0800_M150102_2M49
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2062-03-20
4.565000
Government Agency Debt
7658214.00
8222622.91
GNMA
2062-06-20
4.562999
Government Agency Debt
19148764.00
20240369.77
GNMA
2064-11-20
2.504999
Government Agency Debt
2033754.00
2145847.40
GNMA
2064-11-20
2.568000
Government Agency Debt
19887845.00
20042651.99
GNMA
2064-11-20
2.599000
Government Agency Debt
21616041.00
20418508.73
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
69000000.00
69000000.00
0.0018
N
69000000.00
69000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150204_2M49
0000728612
Other Repurchase Agreement
N
AFFINION GROUP INC
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
366750.00
AI REG S ENERGY XXI
2021-12-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2441999.00
1314609.46
AI REG S ENERGYXXI
2019-06-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
142426.67
ALLY FINANCIAL INC.
2019-01-27
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
189000.00
188522.25
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
4579851.00
4889237.27
BA CREDIT CARD TRUST
2044-10-26
2.405199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10805729.00
10699379.69
BAMILL RE REMIC TR 2014 FRR6
2046-08-26
3.655199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25894641.00
25722329.61
BASIC ENERGY SERVICES INC
2022-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1059050.00
801024.24
BROOKFIELD RESIDENTIAL PROPS
2020-12-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
618254.44
CEMEX FINANCE LLC
2022-10-12
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3033826.00
3452715.20
CITIGROUP INC
2099-12-29
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
250920.75
CITIGROUP INC
2099-12-31
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2320000.00
2285606.00
COMMERZBANK AG FR
2023-09-19
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1172870.83
CONSTELLATION BRANDS INC
2023-05-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
975000.00
977031.25
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22124.00
22219.54
CSMC SERIES 2009-4R
2036-04-26
4.460600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67106785.00
36437836.72
DEANS FOODS
2016-06-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1357000.00
1453120.83
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.405200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154400000.00
46952778.11
DFC FINANCE CORP SR SEC NOTE
2020-06-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1549113.00
1321006.11
ECP FIN BV
2020-01-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1335000.00
1342476.00
GLOBAL CASH ACCESS INC
2021-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11735703.00
11766325.36
GOL LUXCO S A
2022-01-24
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
98330.49
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.404100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42731143.00
24952820.33
HERCULES OFFSHORE INC
2021-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
229375.00
HVMLT
2036-03-19
0.404100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107887000.00
27264441.56
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
26262813.89
LEHMAN MTG SER 2006 7
2036-11-25
0.601999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133176000.00
22235376.37
MASTR RES TRUST SER 2008
2037-08-27
0.516399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87207000.00
26277491.74
MICRON TECHNOLOGY, INC
2025-02-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9039.00
9374.57
MIDSTATES PETE CO INC & MIDSTATES PETE CO LL
2020-10-01
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530000.00
297793.75
MINERVA LUXEMBOURG SA
2023-01-31
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59212.00
60679.96
MS MTG LN TR 2007-10XS
2047-07-25
0.755199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78028683.00
23468288.54
MTR GAMING GROUP INC
2019-08-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
643302.00
715941.52
NORTHERN OIL GAS INC
2020-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
764166.67
OAS FIN LTD
2021-07-02
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1380000.00
508568.33
ODEBRECHT OIL GAS FIN LT
2099-12-31
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
33761.11
PETROLEOS DE VENEZUELA S A
2026-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1523565.00
575399.72
PROVIDENT FUNDING ASSOCIATES LP
2021-06-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
194600.00
REMF 2011-K13 MORTGAGE TR MULTIFAMILY MTG PASS-TH
2048-01-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79746160.00
49037109.98
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000000.00
37387203.34
SIXSIGMA NETWORKS MEXICO S A DE C V
2021-11-07
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
190064.38
SPRINGLEAF MTG LN
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17668070.00
16408059.81
STRUCTURED ADJ RATE MTG LOAN TRUST 200
2035-12-25
2.570700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
237935.00
47522.05
TBW MTG BKD TR 2007-1
2037-03-25
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18286941.00
8627281.90
TENET HEALTHCARE CORP
2019-03-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2002500.00
THE AES CORPORATON
2019-06-01
3.233600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97815.00
96218.92
VISANT CORP
2017-10-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
232000.00
207640.00
WACHOVIA BANK COMM MTG
2020-06-15
0.454699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24972000.00
24169502.03
WAMU MTGE CTFS
2047-01-25
0.813100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99999998.00
28350234.53
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
411000000.00
411000000.00
0.0105
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
411143850.00
411143850.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
992JYF009_0.0500_M150105_2M49
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2061-04-20
4.719999
Government Agency Debt
6529754.00
6985247.22
GNMA
2061-07-20
4.695000
Government Agency Debt
19589173.00
22492291.12
GNMA
2061-08-20
4.658000
Government Agency Debt
5275899.00
5800470.84
GNMA
2062-03-20
4.665000
Government Agency Debt
20191576.00
22363937.32
GNMA
2062-06-20
4.456999
Government Agency Debt
19641983.00
22008588.29
GNMA
2062-07-20
4.549000
Government Agency Debt
20021437.00
23349466.19
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
100000000.00
100000000.00
0.0025
N
99998000.00
99998000.00
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
4000040.00
4000040.00
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
50001000.00
50001000.00
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
21000630.00
21000630.00
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
12000480.00
12000480.00
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
4000200.00
4000200.00
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
0.0008
N
33001650.00
33001650.00
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
51998960.00
51998960.00
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
35998560.00
35998560.00
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
77995320.00
77995320.00
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
0.0061
N
239995200.00
239995200.00
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
0.0024
N
94989550.00
94989550.00
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
78982620.00
78982620.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ASP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
9000000.00
9000000.00
0.0002
N
8998110.00
8998110.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.280000%
60682ASX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
97000000.00
97000000.00
0.0025
N
96985450.00
96985450.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60682ATA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
13000000.00
13000000.00
0.0003
N
12998700.00
12998700.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L2U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
70000000.00
70000000.00
0.0018
N
69983900.00
69983900.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L3M6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-24
2015-03-24
N
N
N
172000000.00
172000000.00
0.0044
N
172008600.00
172008600.00
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
0.0027
N
107004280.00
107004280.00
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
10000500.00
10000500.00
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
27000540.00
27000540.00
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
0.0031
N
121997560.00
121997560.00
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
0.0081
N
316955620.00
316955620.00
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
9999500.00
9999500.00
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
48001440.00
48001440.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.080000%
60686N005_0.0800_M150102_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-01-25
3.000000
Government Agency Debt
17498726.00
18034134.52
Fannie Mae
2042-03-25
2.500000
Government Agency Debt
13225300.00
11794883.33
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
12711000.00
13550341.23
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
49588122.00
42110641.46
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
83000000.00
83000000.00
0.0021
N
83000000.00
83000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.080000%
55799C003_0.0800_M150102_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-06-01
2.355999
Government Agency Debt
10085366.00
3731916.72
Fannie Mae
2038-03-01
3.468000
Government Agency Debt
52598901.00
11475043.88
Fannie Mae
2040-07-01
3.677999
Government Agency Debt
7497863.00
2133039.60
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
17000000.00
17000000.00
0.0004
N
17000000.00
17000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
497000000.00
497000000.00
0.0126
Security is a time deposit.
N
497000000.00
497000000.00
National Bank of Canada
National Bank of Canada 0.090000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
390000000.00
390000000.00
0.0099
Security is a time deposit.
N
389998479.00
389998479.00
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
59998600.00
0.0015
N
59998800.00
59998800.00
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
34997277.78
0.0009
N
34998250.00
34998250.00
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
19995666.71
0.0005
N
19996400.00
19996400.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E1R29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
73000000.00
72953868.06
0.0019
N
72960580.00
72960580.00
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
0.0031
N
122002440.00
122002440.00
Natixis SA
Natixis SA 0.100000%
63873KN60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
269000000.00
268996264.06
0.0068
N
268994620.00
268994620.00
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
2015-01-07
2015-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
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
385995662.21
0.0098
N
386042460.00
386042460.00
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
21996235.56
0.0006
N
21997580.00
21997580.00
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
9993522.22
0.0003
N
9993800.00
9993800.00
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983UT29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
46000000.00
45951444.44
0.0012
N
45950320.00
45950320.00
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983UT45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
44000000.00
43952944.45
0.0011
N
43951600.00
43951600.00
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
31999831.32
0.0008
N
32001280.00
32001280.00
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
42999093.32
0.0011
N
43000860.00
43000860.00
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
105000000.00
105000000.00
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
11999586.73
0.0003
N
11998320.00
11998320.00
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
11998560.00
11998560.00
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
124914843.75
0.0032
N
124908750.00
124908750.00
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
128007680.00
128007680.00
Rabobank Nederland
Rabobank Nederland 0.232200%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-07
2015-05-07
N
N
N
114000000.00
114000000.00
0.0029
N
114002280.00
114002280.00
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
0.0152
N
596892540.00
596892540.00
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
121947133.33
0.0031
N
121956080.00
121956080.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.310000%
76582KR86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
142000000.00
141881390.55
0.0036
N
141892080.00
141892080.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KT27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
2000000.00
1997044.44
0.0001
N
1997080.00
1997080.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KTJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
28000000.00
27954266.67
0.0007
N
27952680.00
27952680.00
Royal Bank of Canada
Royal Bank of Canada 0.321600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-01-07
2016-01-07
N
N
N
75000000.00
75000000.00
0.0019
N
75085050.00
75085050.00
Royal Bank of Canada
Royal Bank of Canada 0.351200%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2016-01-04
N
N
N
243000000.00
243000000.00
0.0062
N
243009720.00
243009720.00
Royal Bank of Canada
Royal Bank of Canada 0.325100%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-01-02
2015-12-31
N
N
N
125000000.00
125000000.00
0.0032
N
125000000.00
125000000.00
Royal Bank of Canada
Royal Bank of Canada 0.238300%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-03-04
N
N
N
175000000.00
175000000.00
0.0045
N
175001750.00
175001750.00
Royal Bank of Canada
Royal Bank of Canada 0.271700%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-12-10
N
N
N
120000000.00
120000000.00
0.0031
N
120006000.00
120006000.00
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
49994791.67
0.0013
N
49996500.00
49996500.00
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
48993534.72
0.0012
N
48996080.00
48996080.00
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
10998319.44
0.0003
N
10998900.00
10998900.00
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
13997176.66
0.0004
N
13998040.00
13998040.00
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
39986944.44
0.0010
N
39991600.00
39991600.00
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
21992666.66
0.0006
N
21995160.00
21995160.00
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
16994215.27
0.0004
N
16996260.00
16996260.00
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
23989500.00
0.0006
N
23992080.00
23992080.00
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
85958194.44
0.0022
N
85968180.00
85968180.00
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
22988659.72
0.0006
N
22991260.00
22991260.00
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
10843978.25
0.0003
N
10845660.00
10845660.00
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
66953546.66
0.0017
N
66962480.00
66962480.00
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
19984100.00
0.0005
N
19987200.00
19987200.00
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
51957937.77
0.0013
N
51963600.00
51963600.00
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
75989444.45
0.0019
N
75996200.00
75996200.00
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
18989510.41
0.0005
N
18993730.00
18993730.00
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
27979175.05
0.0007
N
27985160.00
27985160.00
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
97008730.00
97008730.00
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
21003570.00
21003570.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.070000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-01-07
Y
Northern Trust Co
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
Societe Generale
Societe Generale 0.230000%
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
7999920.00
7999920.00
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
0.0009
N
36999630.00
36999630.00
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
49999000.00
49999000.00
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
0.0034
N
135009450.00
135009450.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.230800%
8574P1DJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-13
2015-04-13
N
N
N
247000000.00
247000000.00
0.0063
N
246995060.00
246995060.00
State Street Corp
State Street Corp 0.300000%
85747KTH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
186000000.00
185741150.01
0.0047
N
185804700.00
185804700.00
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
18000900.00
18000900.00
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
0.0025
N
100005000.00
100005000.00
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
22001100.00
22001100.00
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
31001550.00
31001550.00
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
65009750.00
65009750.00
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
77013090.00
77013090.00
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
43002580.00
43002580.00
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
63003780.00
63003780.00
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
51003060.00
51003060.00
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
46000460.00
46000460.00
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
104980050.00
104980050.00
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
4000160.00
4000160.00
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
70002800.00
70002800.00
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
0.0025
N
99004950.00
99004950.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000060.00
2000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YLE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
19000000.00
19000000.00
0.0005
N
19000570.00
19000570.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562YQ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
N
84000000.00
84000000.00
0.0021
N
83973960.00
83973960.00
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
38998440.00
38998440.00
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
0.0039
N
152980110.00
152980110.00
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
1999920.00
1999920.00
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
20999160.00
20999160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YVH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
7000000.00
7000000.00
0.0002
N
6999440.00
6999440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.120000%
86562YX66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
25000000.00
25000000.00
0.0006
N
25000000.00
25000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
18000000.00
18000000.00
0.0005
N
17998380.00
17998380.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
8000000.00
8000000.00
0.0002
N
7999280.00
7999280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
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
14000000.00
14000000.00
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
121000000.00
121000000.00
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
50000500.00
50000500.00
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
78000780.00
78000780.00
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
17000170.00
17000170.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86563KUR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-30
2015-03-30
N
N
N
17000000.00
17000000.00
0.0004
N
16999660.00
16999660.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.040000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
785000000.00
785000000.00
0.0200
Security is a time deposit.
N
785000000.00
785000000.00
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
97943513.89
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
64955023.61
0.0017
N
64953200.00
64953200.00
Swedbank AB
Swedbank AB 0.260000%
87019TYC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
30000000.00
30000000.00
0.0008
N
29994900.00
29994900.00
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
2015-01-07
2015-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
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
29996516.68
0.0008
N
29997600.00
29997600.00
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
65968375.00
0.0017
N
65970300.00
65970300.00
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
22988538.33
0.0006
N
22989190.00
22989190.00
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
10993008.89
0.0003
N
10992630.00
10992630.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.090000%
89112U4H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
163000000.00
163000000.00
0.0041
N
163000000.00
163000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112U4Q1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
233000000.00
233000000.00
0.0059
N
232997670.00
232997670.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.250800%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-10-14
N
N
N
60000000.00
60000000.00
0.0015
N
60001800.00
60001800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.252000%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-10-19
N
N
N
115000000.00
115000000.00
0.0029
N
115003450.00
115003450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.231000%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-16
2015-06-16
N
N
N
26000000.00
26000000.00
0.0007
N
26000520.00
26000520.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.232000%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-06-17
N
N
N
230000000.00
230000000.00
0.0058
N
230096600.00
230096600.00
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
0.0080
N
313018780.00
313018780.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.235500%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-07-21
N
N
N
160000000.00
160000000.00
0.0041
N
160003200.00
160003200.00
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
0.0069
N
272100640.00
272100640.00
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
229827116.68
0.0058
N
229862000.00
229862000.00
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
201829646.65
0.0051
N
201862640.00
201862640.00
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
5000250.00
5000250.00
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
183020130.00
183020130.00
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
0.0046
N
180009000.00
180009000.00
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
49978819.48
0.0013
N
49986000.00
49986000.00
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
64972013.82
0.0017
N
64981800.00
64981800.00
United States Treasury Department
United States Treasury Department 0.085000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-01-02
2016-01-31
N
N
N
264000000.00
263966142.47
0.0067
N
263942184.00
263942184.00
United States Treasury Department
United States Treasury Department 0.110000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-01-02
2016-07-31
N
N
N
170000000.00
170000000.00
0.0043
N
170010030.00
170010030.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.231700%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
75000000.00
75000000.00
0.0019
N
75000000.00
75000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.230800%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
196000000.00
196000000.00
0.0050
N
196000000.00
196000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227200%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-07
2015-04-07
N
N
N
27000000.00
27000000.00
0.0007
N
27000270.00
27000270.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.330600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-03-16
2016-01-15
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.387100%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2015-03-23
2016-01-22
N
N
N
275000000.00
275000000.00
0.0070
N
275025850.00
275025850.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224000%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
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 0.245500%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-05-20
N
N
N
226000000.00
226000000.00
0.0057
N
226036160.00
226036160.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.259500%
94988E6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-08-27
N
N
N
74000000.00
74000000.00
0.0019
N
74001480.00
74001480.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.262000%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-11-18
N
N
N
135000000.00
135000000.00
0.0034
N
135005400.00
135005400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.265500%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-11-23
N
N
N
224000000.00
224000000.00
0.0057
N
224008960.00
224008960.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.269500%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-11-25
N
N
N
173000000.00
173000000.00
0.0044
N
173005190.00
173005190.00
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
0.0025
N
100006000.00
100006000.00
Westpac Banking Corp
Westpac Banking Corp 0.239500%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-03-27
N
N
N
77000000.00
77000000.00
0.0020
N
77012320.00
77012320.00
Westpac Banking Corp
Westpac Banking Corp 0.238500%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-05-11
N
N
N
71000000.00
71000000.00
0.0018
N
71001420.00
71001420.00
Westpac Banking Corp
Westpac Banking Corp 0.254100%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-08-19
N
N
N
100000000.00
100000000.00
0.0025
N
100003000.00
100003000.00
Westpac Banking Corp
Westpac Banking Corp 0.259500%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-08-25
N
N
N
226000000.00
226000000.00
0.0057
N
226004520.00
226004520.00
Westpac Banking Corp
Westpac Banking Corp 0.264300%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-10-23
N
N
N
85000000.00
85000000.00
0.0022
N
85002550.00
85002550.00
Westpac Banking Corp
Westpac Banking Corp 0.234100%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-20
2015-02-19
N
N
N
30000000.00
30000000.00
0.0008
N
30002700.00
30002700.00
Westpac Banking Corp
Westpac Banking Corp 0.241000%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-12
2015-06-12
N
N
N
84000000.00
84000000.00
0.0021
N
84000840.00
84000840.00
Westpac Banking Corp
Westpac Banking Corp 0.249500%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-27
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
191648.23
191648.23
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
155774.98
155774.98
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
598808.72
598808.72
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1131426.11
1131426.11
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1101782.74
1101782.74
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
167704.11
167704.11
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
119803.70
119803.70
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
47911.83
47911.83