0001145549-15-002124.txt : 20150429
0001145549-15-002124.hdr.sgml : 20150429
20150306135508
ACCESSION NUMBER: 0001145549-15-002124
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150228
FILED AS OF DATE: 20150306
DATE AS OF CHANGE: 20150306
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: 15680840
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
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-02-28
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
51
95
22201428169.32
7837048.73
1682737.16
22207582480.89
0.0025
1.0001
2015-02-28
1.0001
2015-02-28
C000012379
1.00
5536410328.85
1.00
-210663994.33
1298719566.83
1509383561.16
0.0001
1.0001
2015-02-28
1.0001
2015-02-28
C000012380
1.00
16671172152.04
1.00
-488340585.77
4581191074.03
5069531659.80
0.0001
1.0001
2015-02-28
1.0001
2015-02-28
Abbey National North America, LLC
Abbey National North America, LLC 0.070000%
0027A1Q28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
Y
Santander UK Plc
N/A
N/A
N
140000000.00
140000000.00
0.0063
N
139998950.00
139998950.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279H4G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
Y
Santander UK Plc
N/A
N/A
N
11000000.00
11000000.00
0.0005
N
11001980.00
11001980.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.319500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
Y
Santander UK Plc
N/A
N/A
N
70000000.00
70000000.00
0.0032
N
70000000.00
70000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.090000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
193000000.00
193000000.00
0.0087
Security is a time deposit.
N
193000000.00
193000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M150305
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
100000000.00
100000000.00
0.0045
Security is a time deposit.
N
99999305.00
99999305.00
Bank of America, NA
Bank of America, NA 0.371000%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
63000000.00
63000000.00
0.0028
N
63000000.00
63000000.00
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
26000000.00
26000000.00
0.0012
N
26002340.00
26002340.00
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
15000000.00
15000000.00
0.0007
N
15000750.00
15000750.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PBC0
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
12000000.00
12000000.00
0.0005
N
12000720.00
12000720.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBH9
Other Note
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
70000000.00
70000000.00
0.0032
N
70002100.00
70002100.00
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
24000000.00
24000000.00
0.0011
N
24000720.00
24000720.00
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
97000000.00
97000000.00
0.0044
N
97011640.00
97011640.00
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
105000000.00
105000000.00
0.0047
N
105012600.00
105012600.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PCL9
Other Note
N
First Tier Security
N/A
N/A
2015-07-07
2015-07-07
N
N
N
61000000.00
61000000.00
0.0027
N
61000000.00
61000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PCS4
Other Note
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
N
33000000.00
33000000.00
0.0015
N
33002640.00
33002640.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PDC8
Other Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
26000000.00
26000000.00
0.0012
N
26000000.00
26000000.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDW4
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
99000000.00
99000000.00
0.0045
N
99000000.00
99000000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CAG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
139000000.00
139000000.00
0.0063
N
139005560.00
139005560.00
Bank of Montreal
Bank of Montreal 0.220000%
06366CET1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
50000000.00
50000000.00
0.0023
N
50004000.00
50004000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.340000%
06417HA71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
166000000.00
166000000.00
0.0075
N
165965140.00
165965140.00
Bank of Nova Scotia
Bank of Nova Scotia 0.242000%
06417HRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-30
2015-04-28
N
N
N
65000000.00
65000000.00
0.0029
N
65000650.00
65000650.00
Bank of Nova Scotia
Bank of Nova Scotia 0.241000%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-06-09
N
N
N
73000000.00
73000000.00
0.0033
N
73000730.00
73000730.00
Bank of Nova Scotia
Bank of Nova Scotia 0.300000%
06417HZJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
107000000.00
107000000.00
0.0048
N
107014980.00
107014980.00
Bank of Nova Scotia
Bank of Nova Scotia 0.080000%
924HZZ001_0.0800_M150302_2M47
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-01
2.593999
Government Agency Debt
44747382.00
25522627.27
Fannie Mae
2044-05-01
2.857000
Government Agency Debt
18325056.00
15265085.21
Fannie Mae
2044-05-01
2.867999
Government Agency Debt
15727974.00
13073587.81
Fannie Mae
2044-12-01
1.956000
Government Agency Debt
18101631.00
18298919.73
GNMA
2061-06-20
4.770999
Government Agency Debt
28578146.00
30839781.05
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Bank of the West
Bank of the West 0.240000%
06426GGF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
27000000.00
27000000.00
0.0012
N
27004590.00
27004590.00
Bank of the West
Bank of the West 0.250000%
06426GGN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
61000000.00
61000000.00
0.0027
N
61014030.00
61014030.00
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
140000000.00
140000000.00
0.0063
N
140001400.00
140001400.00
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
61000000.00
61000000.00
0.0027
N
61000610.00
61000610.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
16000000.00
16000000.00
0.0007
N
16000160.00
16000160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
11000000.00
11000000.00
0.0005
N
11000110.00
11000110.00
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
9000000.00
9000000.00
0.0004
N
9000360.00
9000360.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HRC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
102000000.00
102000000.00
0.0046
N
102009180.00
102009180.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HYJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
102000000.00
102000000.00
0.0046
N
102001020.00
102001020.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HZ37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
74000000.00
74000000.00
0.0033
N
74000000.00
74000000.00
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
40000000.00
40000000.00
0.0018
N
40000800.00
40000800.00
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
104000000.00
104000000.00
0.0047
N
104031200.00
104031200.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XQ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
108000000.00
108000000.00
0.0049
N
107994600.00
107994600.00
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XR42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-26
2015-08-26
N
N
N
137000000.00
137000000.00
0.0062
N
137047950.00
137047950.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M150302_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-10-31
1.250000
Treasury Debt
33550600.00
33934724.71
United States Treasury Department
2019-09-30
1.750000
Treasury Debt
197954700.00
201671208.13
United States Treasury Department
2021-11-15
8.000000
Treasury Debt
69522400.00
98494707.89
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
327549646.00
327549646.00
0.0147
N
327549646.00
327549646.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M150303_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
138338.00
19277.52
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
14580606.00
10940225.34
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
41835907.00
37054205.79
Fannie Mae
2043-02-25
1.750000
Government Agency Debt
2409252.00
1855459.43
Fannie Mae
2044-09-25
6.030800
Government Agency Debt
13.00
14.69
Fannie Mae
2044-10-25
3.500000
Government Agency Debt
1605174.00
1654144.29
Fannie Mae
2045-03-25
0.521700
Government Agency Debt
467728.00
456860.81
Freddie Mac
2024-01-25
3.490000
Government Agency Debt
177.00
190.97
Freddie Mac
2026-07-15
4.500000
Government Agency Debt
3641083.00
3573364.94
Freddie Mac
2039-03-15
2.750000
Government Agency Debt
120224676.00
31592898.47
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
4748838.00
1618650.57
Freddie Mac
2041-04-15
3.000000
Government Agency Debt
3674721.00
3407679.16
GNMA
2036-01-20
3.500000
Government Agency Debt
572084.00
185750.08
GNMA
2037-10-16
2.250000
Government Agency Debt
59035441.00
30279805.15
GNMA
2038-03-20
3.500000
Government Agency Debt
16178000.00
11479275.48
GNMA
2038-04-20
2.600000
Government Agency Debt
3836296.00
2198924.44
GNMA
2038-04-20
2.750000
Government Agency Debt
18945153.00
10871526.07
GNMA
2039-03-20
3.500000
Government Agency Debt
257500.00
30773.52
GNMA
2039-06-20
2.600000
Government Agency Debt
2958677.00
1562927.72
GNMA
2040-01-20
3.000000
Government Agency Debt
5121121.00
2778550.15
GNMA
2041-11-16
3.000000
Government Agency Debt
5877426.00
5939495.54
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
150000000.00
150000000.00
0.0068
N
150001500.00
150001500.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M150305_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
7272000.00
5443548.87
Fannie Mae
2041-09-25
2.500000
Government Agency Debt
4587115.00
3759132.45
Fannie Mae
2042-03-25
3.500000
Government Agency Debt
1092980.00
377078.93
Fannie Mae
2042-03-25
4.000000
Government Agency Debt
2073224.00
2248852.79
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
7677917.00
7553682.07
Fannie Mae
2043-02-25
1.750000
Government Agency Debt
12044961.00
9276296.74
Fannie Mae
2044-07-25
3.500000
Government Agency Debt
123908.00
125092.11
Fannie Mae
2045-03-25
3.000000
Government Agency Debt
119935.00
123879.50
Freddie Mac
2033-11-15
5.000000
Government Agency Debt
2000000.00
1318750.82
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
14843000.00
4517125.27
Freddie Mac
2039-09-15
4.500000
Government Agency Debt
4439700.00
4760290.74
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
2308303.00
2459134.19
GNMA
2037-10-16
2.250000
Government Agency Debt
2891437.00
1483043.87
GNMA
2038-04-20
2.600000
Government Agency Debt
34194191.00
19599749.96
GNMA
2038-04-20
2.750000
Government Agency Debt
14359994.00
8240368.87
GNMA
2038-10-20
2.500000
Government Agency Debt
6032483.00
3004509.32
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5366805.56
GNMA
2039-07-20
6.405999
Government Agency Debt
252712.00
296817.07
GNMA
2040-01-20
3.000000
Government Agency Debt
7456854.00
4045841.29
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
80000000.00
80000000.00
0.0036
N
79999200.00
79999200.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M150306_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-02-28
0.250000
Treasury Debt
675000.00
675839.09
United States Treasury Department
2016-04-15
0.250000
Treasury Debt
14400.00
14402.11
United States Treasury Department
2018-07-31
1.375000
Treasury Debt
35403000.00
35643972.38
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
34377900.00
35620537.63
United States Treasury Department
2023-02-15
2.000000
Treasury Debt
12987200.00
13091188.30
United States Treasury Department
2025-08-15
6.875000
Treasury Debt
12320800.00
17974100.58
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
101000000.00
101000000.00
0.0045
N
100994950.00
100994950.00
Barclays US Funding LLC
Barclays US Funding LLC 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
31000000.00
30992250.00
0.0014
N
30996280.00
30996280.00
Barclays US Funding LLC
Barclays US Funding LLC 0.350000%
06737JRT4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
Y
Barclays Bank Plc
N/A
N/A
N
31000000.00
30983122.22
0.0014
N
30992870.00
30992870.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.280000%
08224MQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
SOCIETE GENERALE
N/A
N/A
35000000.00
35000000.00
0.0016
N
34999650.00
34999650.00
BNP Paribas
BNP Paribas 0.310000%
05572NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
86000000.00
86000000.00
0.0039
N
86006880.00
86006880.00
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
102000000.00
102000000.00
0.0046
N
102005100.00
102005100.00
BNP Paribas
BNP Paribas 0.260000%
05572NWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
N
52000000.00
52000000.00
0.0023
N
52002600.00
52002600.00
BNP Paribas
BNP Paribas 0.360000%
05572NXD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
111000000.00
111000000.00
0.0050
N
111000000.00
111000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987WVU007_0.0700_M150302_2M47
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-04-15
0.125000
Treasury Debt
16093700.00
16320046.40
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
16000000.00
16000000.00
0.0007
N
16000000.00
16000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M150302_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
1707496.00
1145374.18
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
5887068.00
6070191.63
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
103337.00
95289.07
Fannie Mae
2030-02-01
3.000000
Government Agency Debt
14506537.00
15251297.77
Fannie Mae
2030-04-01
2.956000
Government Agency Debt
12142637.00
156580.11
Fannie Mae
2030-08-01
2.399999
Government Agency Debt
1948959.00
123761.21
Fannie Mae
2030-09-01
2.621999
Government Agency Debt
8300000.00
135007.94
Fannie Mae
2030-11-01
1.514000
Government Agency Debt
5300000.00
119205.72
Fannie Mae
2032-03-01
2.595000
Government Agency Debt
20781346.00
148649.93
Fannie Mae
2032-04-01
2.149999
Government Agency Debt
2360661.00
144265.43
Fannie Mae
2032-04-01
2.532999
Government Agency Debt
42470010.00
140017.40
Fannie Mae
2032-05-01
2.524999
Government Agency Debt
2714180.00
155985.36
Fannie Mae
2032-07-01
1.314000
Government Agency Debt
4561785.00
142093.02
Fannie Mae
2032-10-01
2.145000
Government Agency Debt
8810011.00
131275.78
Fannie Mae
2033-04-01
2.339999
Government Agency Debt
3000000.00
129657.25
Fannie Mae
2033-05-01
3.126999
Government Agency Debt
5641313.00
143271.76
Fannie Mae
2033-09-01
2.145000
Government Agency Debt
5476740.00
153232.08
Fannie Mae
2033-09-01
2.524999
Government Agency Debt
1166683.00
120480.49
Fannie Mae
2034-02-01
1.948000
Government Agency Debt
19566955.00
148674.64
Fannie Mae
2034-05-01
1.917999
Government Agency Debt
1122108.00
139330.74
Fannie Mae
2034-11-01
2.259999
Government Agency Debt
947887.00
156609.50
Fannie Mae
2034-12-01
2.354000
Government Agency Debt
792462.00
120912.40
Fannie Mae
2035-01-01
1.879999
Government Agency Debt
2470909.00
137206.07
Fannie Mae
2035-03-01
2.294999
Government Agency Debt
1176260.00
140078.11
Fannie Mae
2035-05-01
1.911999
Government Agency Debt
800000.00
145309.01
Fannie Mae
2035-07-01
2.017999
Government Agency Debt
1540382.00
133049.31
Fannie Mae
2035-07-01
2.077000
Government Agency Debt
1150000.00
116632.34
Fannie Mae
2035-07-01
2.402000
Government Agency Debt
3679620.00
148197.98
Fannie Mae
2035-09-01
2.346000
Government Agency Debt
6565999.00
116133.89
Fannie Mae
2035-11-01
1.879999
Government Agency Debt
739771.00
133216.35
Fannie Mae
2036-03-01
2.370000
Government Agency Debt
430000.00
146807.86
Fannie Mae
2036-05-01
2.584000
Government Agency Debt
148497704.00
35810559.52
Fannie Mae
2036-07-01
1.897000
Government Agency Debt
642294.00
122882.02
Fannie Mae
2036-07-01
2.564000
Government Agency Debt
1250000.00
117101.32
Fannie Mae
2037-07-01
1.595000
Government Agency Debt
1070002.00
138073.40
Fannie Mae
2037-09-01
2.345000
Government Agency Debt
1219218.00
143270.03
Fannie Mae
2038-02-01
4.500000
Government Agency Debt
1006573.00
139024.08
Fannie Mae
2038-09-01
2.250000
Government Agency Debt
3935000.00
126779.06
Fannie Mae
2040-05-01
1.514000
Government Agency Debt
9173661.00
127207.18
Fannie Mae
2041-10-01
1.314000
Government Agency Debt
8640765.00
139884.60
Fannie Mae
2042-01-01
1.364000
Government Agency Debt
26311780.00
129075.17
Fannie Mae
2042-01-01
2.424999
Government Agency Debt
644191.00
133667.68
Fannie Mae
2042-08-01
2.088000
Government Agency Debt
562629.00
135986.84
Fannie Mae
2042-12-01
2.212000
Government Agency Debt
10681068.00
8297031.92
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
43858901.00
40628600.47
Fannie Mae
2044-04-01
4.500000
Government Agency Debt
26184221.00
25060890.14
Freddie Mac
2025-09-01
4.000000
Government Agency Debt
9304.00
3539.16
GNMA
2041-07-20
3.500000
Government Agency Debt
113447729.00
40845081.06
GNMA
2042-11-15
3.000000
Government Agency Debt
8993766.00
7544194.98
GNMA
2042-12-20
3.500000
Government Agency Debt
72998728.00
58176403.12
GNMA
2044-08-15
4.000000
Government Agency Debt
2931.00
2954.61
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
237000000.00
237000000.00
0.0107
N
237000000.00
237000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.230000%
988VYS000_0.2300_M150304_2M47
0001197610
Other Repurchase Agreement
N
144A FREMF 2014-K36 C
2046-12-25
4.362000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5835.00
6034.45
ALT LOAN TR
2046-09-25
0.418300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2027884.00
928534.12
ALTERNATIVE LOAN
2036-07-25
0.521000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10894255.00
2636599.11
AMERICAN HOME MTGE ASSETS
2046-10-25
1.054200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.77
BEAR STEARNS ASSET
2042-12-25
0.648299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3762885.00
294138.30
CHL MORTGAGE PASS THROUGH TRUST 2007 4
2037-05-25
0.468299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11749999.00
1702155.40
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.368300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31366.00
27560.29
CWALT 2007-9T1 2A3
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5700000.00
2171046.63
CWMBS INC
2035-03-25
0.488300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14725000.00
1657322.32
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.571000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.77
GNMA
2023-10-25
3.527000
Government Agency Debt
79.00
85.50
GREENPOINT MTGE FDG TR
2037-06-25
0.391000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8580118.00
3591387.80
HANA BANK
2017-10-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
552.00
581.67
IMPWERIAL CMB TRUST SERIES 1998-2
2035-10-25
0.508299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3.00
0.84
MORGAN STANLEY MORTGAGE
2037-02-25
0.398299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6200000.00
2067823.55
MTG TRUST
2035-05-25
0.428300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5.00
0.94
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.046199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18864.00
4449.27
RIO OIL FIN TR
2024-07-06
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7541179.00
6896121.21
STRUCT ASSET MTG INV II TRUST 200
2036-10-25
0.368300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5170493.00
1797297.07
SVENSK EXPORTKREDIT
2017-03-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
288649.00
319997.89
WASHINGTON MUTUAL MSC MTG
2035-03-25
2.396199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2522011.00
511549.32
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
22000000.00
22000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
22000000.00
22000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M150306_2M47
0001197610
Other Repurchase Agreement
N
BERA STAERNS ALT-AM TRUST 2006-4
2036-08-25
2.571699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.56
CHL MORTGAGE PASS THROUGH TRUST 2007 4
2037-05-25
0.468299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.14
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.568299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390759.00
407943.72
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.168299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1259227.00
1195303.62
CWALT INC 2005 13CB
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138327.00
76065.24
CWMBS INC
2036-03-20
2.470400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5380599.00
1806600.18
EDP FINANCE BV
2018-02-02
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44108.00
48698.61
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-25
4.671000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9500000.00
9938914.25
FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2
2024-04-25
3.770999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
286049.00
278773.77
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-25
2.669500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1427772.00
1442492.77
GNMA
2023-10-25
3.527000
Government Agency Debt
114468.00
123885.88
GREENPOINT MTG FDG GRANTOR TRUST 1 A1A
2046-10-25
0.511000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
811117.00
315380.09
GREENPOINT MTGE FDG TR
2037-06-25
0.391000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32031490.00
13407449.91
HOMEBANC MTG TR 2004-1
2034-12-25
1.145999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26567000.00
2797835.98
HVMLT
2036-03-19
0.413499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
654.00
162.81
IMM 2004-11 1A2
2035-03-25
0.688200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6314301.00
396392.69
MARM 2007-3 12A1
2047-05-25
0.371000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24668903.00
8856028.35
MASTR ALTERNATIVE LOAN TRUST 2002 1
2036-02-25
0.868299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3321779.00
653992.84
NOVELIS INC
2020-12-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3857632.00
4233751.12
STRUCT ASSET MTG INV II TRUST 200
2036-10-25
0.368300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24536.00
8528.87
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
40000000.00
40000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
40006000.00
40006000.00
BPCE SA
BPCE SA 0.260000%
05571CR11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
116000000.00
115974866.67
0.0052
N
115981440.00
115981440.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
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
14000000.00
13999902.78
0.0006
N
13999860.00
13999860.00
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
44000000.00
43997861.11
0.0020
N
43998680.00
43998680.00
CAFCO, LLC
CAFCO, LLC 0.270000%
12476FV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33960220.00
0.0015
N
33957160.00
33957160.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.070000%
13606JVE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
100000000.00
100000000.00
0.0045
N
99999000.00
99999000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.070000%
13606JVK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
100000000.00
100000000.00
0.0045
N
99999000.00
99999000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.291500%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-03-10
2015-11-04
N
N
N
182000000.00
182000000.00
0.0082
N
182003640.00
182003640.00
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
6000000.00
6000000.00
0.0003
N
5999940.00
5999940.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KRH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
29000000.00
28989995.00
0.0013
N
28992170.00
28992170.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.290000%
13738KSM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
20000000.00
19987111.11
0.0009
N
19989600.00
19989600.00
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
16000000.00
15999466.67
0.0007
N
15999520.00
15999520.00
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
20000000.00
19996805.55
0.0009
N
19998000.00
19998000.00
Charta, LLC
Charta, LLC 0.280000%
16115XTR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
37000000.00
36966905.55
0.0017
N
36971140.00
36971140.00
Charta, LLC
Charta, LLC 0.280000%
16115XTV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24976861.19
0.0011
N
24979500.00
24979500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.350000%
16144RUX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
136000000.00
136000000.00
0.0061
N
136017680.00
136017680.00
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
7000000.00
6996937.50
0.0003
N
6997550.00
6997550.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178CTR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
28000000.00
27974955.49
0.0013
N
27978160.00
27978160.00
Citibank, NA
Citibank, NA 0.250000%
17304UA42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
24000000.00
24000000.00
0.0011
N
24001440.00
24001440.00
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
10000000.00
10000000.00
0.0005
N
10000600.00
10000600.00
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
3000000.00
3000000.00
0.0001
N
3000270.00
3000270.00
Citibank, NA
Citibank, NA 0.250000%
17304UG20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
64000000.00
64000000.00
0.0029
N
64005760.00
64005760.00
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
169000000.00
169000000.00
0.0076
N
169015210.00
169015210.00
Citibank, NA
Citibank, NA 0.280000%
17304UL57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
49000000.00
49000000.00
0.0022
N
49000000.00
49000000.00
Citibank, NA
Citibank, NA 0.250000%
17304UZN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-20
2015-03-20
N
N
N
30000000.00
30000000.00
0.0014
N
30001500.00
30001500.00
Citibank, NA
Citibank, NA 0.250000%
17304UZT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-27
2015-03-27
N
N
N
6000000.00
6000000.00
0.0003
N
6000420.00
6000420.00
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
77000000.00
77000000.00
0.0035
N
77005390.00
77005390.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
50000000.00
50000000.00
0.0023
Security is a time deposit.
N
49999175.00
49999175.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.280000%
19422GQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
190000000.00
190000000.00
0.0086
N
189998100.00
189998100.00
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
12000000.00
11990800.00
0.0005
N
11992200.00
11992200.00
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
8000000.00
7991111.11
0.0004
N
7994240.00
7994240.00
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
19000000.00
18978055.00
0.0009
N
18981190.00
18981190.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.262000%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-30
2015-10-29
N
N
N
90000000.00
89994611.29
0.0041
N
90002700.00
90002700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.273500%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-19
2015-11-19
N
N
N
84000000.00
83996908.99
0.0038
N
84002520.00
84002520.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.249500%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
50000000.00
50000000.00
0.0023
N
50000000.00
50000000.00
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
25000000.00
24996006.94
0.0011
N
24997250.00
24997250.00
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
56000000.00
55975500.00
0.0025
N
55980400.00
55980400.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VT87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
23000000.00
22984347.22
0.0010
N
22986200.00
22986200.00
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
117000000.00
117000000.00
0.0053
N
117011700.00
117011700.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.130000%
22533MZD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
105000000.00
105000000.00
0.0047
N
105000000.00
105000000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T4L9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
155000000.00
155000000.00
0.0070
N
155006200.00
155006200.00
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
7000000.00
7000000.00
0.0003
N
7000420.00
7000420.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5C8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
N
34000000.00
34000000.00
0.0015
N
34002380.00
34002380.00
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
5000000.00
5000000.00
0.0002
N
5000550.00
5000550.00
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
25000000.00
25000000.00
0.0011
N
25002750.00
25002750.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VPN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
32000000.00
32000000.00
0.0014
N
32004800.00
32004800.00
Credit Suisse AG
Credit Suisse AG 0.350000%
22549VR21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-20
2015-08-20
N
N
N
75000000.00
75000000.00
0.0034
N
75000000.00
75000000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
15000000.00
15000000.00
0.0007
N
15001050.00
15001050.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150402_2M47
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A2
2047-04-25
0.350999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1620884.72
144A CCMFC 2006-3A A1
2047-08-25
0.300999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72170000.00
18270875.51
144A CCMFC 2006-4A A1
2047-11-25
0.300999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2771951.56
144A WBCMT 2004-C15 H
2041-10-15
6.072300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
643207.06
ADJ RATE MTGE TR
2035-01-25
0.820999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12695000.00
5471546.82
AHM 2007-1 GA1A
2047-05-25
0.328199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2745612.72
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000000.00
26433053.97
BSARM 2003-8 B1
2034-01-25
2.617999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955950.00
654270.28
BVMBS 2004-1 2M
2034-11-20
2.471099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5605000.00
1837967.15
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4680000.00
3989227.84
CFLX 2006-2 A4
2036-09-25
5.293300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
191240.97
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.920900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7873000.00
7146450.23
CSMC 2007-C3 AJ
2039-06-15
5.698599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
698885.77
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
827418.60
CWALT 2005-51 3A3A
2035-11-20
0.493499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5666666.00
1687089.85
CWALT 2005-79CB A1
2036-01-25
0.720999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2909516.39
CWALT 2006-HY12 A5
2036-08-25
3.562700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
586695.00
560633.38
CWHL 2003-HYB3 M
2033-11-19
2.531699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7425000.00
1955102.53
CWHL 2005-HYB7 6A1
2035-11-20
4.787700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9381000.00
2193611.98
HARBORVIEW MTGE LOAN TRUST 2000-1
2035-07-19
0.413499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
48559.12
HMBT
2036-12-25
0.350999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
4647034.65
HMBT 2005-1 B2
2035-03-25
1.471000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
209711.38
HVMLT
2046-08-19
0.373500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6059000.00
1421065.40
HVMLT 2004-6 B1
2034-08-19
2.526899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1267000.00
521146.22
HVMLT 2005-9 B4
2035-06-20
1.073499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1225000.00
672652.30
IMM 2005-6 1A2
2035-10-25
0.451000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13300000.00
1774152.92
IMSA 2005-2 A1
2036-05-25
0.490999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
282431.50
IMSA 2005-2 A2C
2036-03-25
0.451000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6294750.00
2264596.55
INDA 2007-AR1 1A2
2037-03-25
2.809800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7083859.50
INDX 2004-AR7 A5
2034-09-25
1.391000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2032689.24
JPMCC 2006-LDP7 B
2045-04-15
5.875499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4210000.00
3376868.36
JPMMT 2007-A1 7A1
2035-07-25
2.517199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29620000.00
5219431.60
LUM 2006-1 A1
2036-04-25
0.410999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
79.11
MARM 2007-1 I2A1
2047-01-25
0.331000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19140000.00
6750758.33
MERRILL LYNCH MORTGAGE INVESTO
2036-05-25
2.739100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31487200.00
6996433.52
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.610999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1629095.79
MLCFC 2007-9 AJ
2049-09-12
6.192999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3920000.00
3811865.75
MLMI 2005-A5 A8
2035-06-25
2.471099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
275871.57
RALI 2006-QA6 A3
2036-07-25
0.360999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7890000.00
1609375.15
RALI 2007-QA1 A3
2037-01-25
0.341000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
3569833.04
RFMSI 2007-SA1 2A1
2037-02-25
3.335799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1768404.36
SARM 2004-16 M
2034-11-25
0.720999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
478281.48
SARM 2004-20 1A3
2035-01-25
2.476700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
509852.76
SASC 2001-15A B2
2031-10-25
2.208200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5128000.00
145630.15
TMST 2005-1 B1
2045-04-25
2.375599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10699000.00
7892266.97
WAMMS 2002-AR3 B2
2032-12-25
2.186199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8457400.00
412121.14
WBCMT 2006-C28 C
2048-10-15
5.690999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19211000.00
17106626.19
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
1223281.00
WBCMT 2007-C33 B
2051-02-15
5.941700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
409486.53
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
145000000.00
145000000.00
0.0065
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
145059450.00
145059450.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150519_2M47
0001230485
Other Repurchase Agreement
N
INDX
2036-10-25
0.480999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138473500.00
26165711.26
INDX 2006-AR29 A1
2036-11-25
0.341000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20185000.00
4530400.67
MARM 2007-3 12A1
2047-05-25
0.371000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94255000.00
33705150.12
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
56000000.00
56000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
56000000.00
56000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150522_2M47
0001230485
Other Repurchase Agreement
N
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2330000.00
2317949.48
COBALT COMMERCIAL MTGE TRUST 2007-C3
2046-05-15
5.768399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14999000.00
15626725.59
DEUTSCHE MORTGAGE SEC
2036-04-15
0.442000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37729000.00
4266524.44
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1031800.00
984902.75
MSC 2007-IQ13 AJ
2044-03-15
5.437999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10600000.00
10840762.28
WFMBS 2006-AR1 2A5
2036-03-25
5.430600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3916593.73
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
33000000.00
33000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
33000000.00
33000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150526_2M47
0001230485
Other Repurchase Agreement
N
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8060000.00
6870336.83
CMSI 2007-3 3A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
547596.10
CSMC 2006-5 1A1
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40253000.00
8797027.89
CSMC 2006-5 2A1
2036-06-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99651000.00
25276973.07
CWALT 2006-J2 A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12100000.00
1842269.80
RALI 2005-QS12 A3
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
2667939.53
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
40000000.00
40000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40000000.00
40000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150602_2M47
0001230485
Other Repurchase Agreement
N
CSMC TR 2013-6
2043-08-25
3.300399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1604000.00
1314178.90
GSR 2005-AR2 1A3
2035-04-25
2.683100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8206000.00
372664.02
JPMCC 2006-LDP7 B
2045-04-15
5.875499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5070000.00
4066679.95
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
5000000.00
5000000.00
0.0002
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
5000000.00
5000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150610_2M47
0001230485
Other Repurchase Agreement
N
144A CSMC 2008-C1 B
2041-02-15
5.970600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8372000.00
8284162.25
AMSI
2035-11-25
0.641000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2270000.00
1855640.83
BSABS
2034-10-25
1.971000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14333000.00
1210210.07
BSABS 2005-AC3 1M1
2035-07-25
0.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9002000.00
324197.04
BSABS 2006-AC1 1A2
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
116730.42
CWALT 2005-14 2A2
2035-05-25
0.420999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1867931.64
CWALT 2005-16 A5
2035-06-25
0.451000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1130959.31
CWALT 2006-OA17 1A1A
2046-12-20
0.368499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85797619.00
32810349.88
DSLA
2045-08-19
0.473499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
3166293.97
FHLT 2005-E
2036-01-25
0.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
8595772.68
HVMLT
2037-07-19
0.403500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
10842524.56
INDX 2004-AR3 B1
2034-07-25
0.671000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16770000.00
1920337.32
MASTR 2004-5 B2
2034-05-25
5.220200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
332101.61
MLMI
2035-12-25
2.530899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8815000.00
8460572.94
PHHAM 2007-2 1A5
2037-05-25
0.490999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2478375.54
RAST 2005-A2 A2
2035-03-25
0.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13550000.00
2408474.02
SAMI 2005-AR5 B2
2035-07-19
0.873500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9138000.00
2786798.12
TMST
2038-04-25
4.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96385000.00
23544874.23
WAMU 2005-AR11 B1
2045-08-25
0.781000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
7464737.45
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
104000000.00
104000000.00
0.0047
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
2284K1R70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
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
46000000.00
45988040.00
0.0021
N
45990800.00
45990800.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.300000%
2284K1T37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
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
104000000.00
103919400.00
0.0047
N
103934480.00
103934480.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.300000%
2284K1T45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
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
6000000.00
5995300.00
0.0003
N
5996160.00
5996160.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M150302_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-12-21
0.375000
Government Agency Debt
75074000.00
75209696.26
Fannie Mae
2017-10-12
1.060000
Government Agency Debt
16267000.00
16220069.70
Freddie Mac
2016-05-13
0.500000
Government Agency Debt
61894000.00
62040344.92
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
149000000.00
149000000.00
0.0067
N
149000000.00
149000000.00
DNB Bank ASA
DNB Bank ASA 0.240000%
2332K1R85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
N
109000000.00
108973113.34
0.0049
N
108984740.00
108984740.00
DNB Bank ASA
DNB Bank ASA 0.310000%
2332K1VM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
50000000.00
49925944.45
0.0022
N
49927000.00
49927000.00
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
144000000.00
144000000.00
0.0065
Security is a time deposit.
N
144000036.00
144000036.00
DNB Bank ASA
DNB Bank ASA 0.100000%
939RWC006_M150304
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
142000000.00
142000000.00
0.0064
Security is a time deposit.
N
142000156.20
142000156.20
Eagle Cnty
Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2410000.00
2410000.00
0.0001
N
2410000.00
2410000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384CN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
260076000.00
260076000.00
0.0117
N
260076000.00
260076000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384CN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
11803000.00
11803000.00
0.0005
N
11803000.00
11803000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384CZ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
9000000.00
8999752.50
0.0004
N
8999973.00
8999973.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150302_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-08-15
4.000000
Treasury Debt
336457700.00
369156666.88
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
3588300.00
3663716.81
United States Treasury Department
2022-02-15
2.000000
Treasury Debt
227794200.00
230579208.11
United States Treasury Department
2022-08-15
1.625000
Treasury Debt
2898200.00
2852213.32
United States Treasury Department
2040-02-15
4.625000
Treasury Debt
255566400.00
353752237.77
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
960000000.00
960000000.00
0.0432
N
960000000.00
960000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.060000%
985YBN003_0.0600_M150305_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
6034700.00
6161533.82
United States Treasury Department
2022-11-15
1.625000
Treasury Debt
54155900.00
53418703.26
United States Treasury Department
2041-08-15
3.750000
Treasury Debt
6841000.00
8420266.02
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
68000000.00
68000000.00
0.0031
N
67999320.00
67999320.00
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
46000000.00
45987912.22
0.0021
N
45994020.00
45994020.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JTS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
125000000.00
124899305.55
0.0056
N
124917500.00
124917500.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2355000.00
2355000.00
0.0001
N
2355000.00
2355000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
38399H002_0.0700_M150302_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-09-01
3.500000
Government Agency Debt
53505462.00
24346926.65
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
6171082.00
6253073.69
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
30000000.00
30000000.00
0.0014
N
30000000.00
30000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M150304_2M47
0000769993
Government Agency Repurchase Agreement
Y
FHDN 05/29/15
2015-05-29
0.00
Government Agency Debt
137716000.00
137700851.24
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
135000000.00
135000000.00
0.0061
N
134998650.00
134998650.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M150305_2M47
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-15
4.000000
Government Agency Debt
70000000.00
42962714.88
GNMA
2043-10-20
4.000000
Government Agency Debt
32343331.00
27632493.03
GNMA
2044-09-20
4.000000
Government Agency Debt
32010498.00
32424792.42
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
101000000.00
101000000.00
0.0045
N
101000000.00
101000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M150306_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
2864359.00
1471862.70
Fannie Mae
2037-10-01
3.500000
Government Agency Debt
7528462.00
7208340.39
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
15438163.00
4996510.39
GNMA
2044-04-20
4.500000
Government Agency Debt
100353532.00
92540956.51
GNMA
2044-09-20
4.000000
Government Agency Debt
17989502.00
18222330.32
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
122000000.00
122000000.00
0.0055
N
122000000.00
122000000.00
HSBC Bank Plc
HSBC Bank Plc 0.350000%
926EXU009
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
216000000.00
216000000.00
0.0097
N
215984880.00
215984880.00
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
108000000.00
108000000.00
0.0049
N
108010800.00
108010800.00
HSBC Bank USA
HSBC Bank USA 0.245000%
40428AZR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
5000000.00
5000000.00
0.0002
N
4999400.00
4999400.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.140000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
5185000.00
5185000.00
0.0002
N
5185000.00
5185000.00
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
159000000.00
159000000.00
0.0072
N
159014310.00
159014310.00
ING Bank NV
ING Bank NV 0.300000%
924TBU002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
72000000.00
72000000.00
0.0032
N
72012240.00
72012240.00
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
40000000.00
40000000.00
0.0018
N
40004000.00
40004000.00
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
177000000.00
177000000.00
0.0080
N
177017700.00
177017700.00
ING Bank NV
ING Bank NV 0.330000%
926FDG009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-30
2015-07-30
N
N
N
10000000.00
10000000.00
0.0005
N
10000400.00
10000400.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.707100%
46623EJX8
Other Note
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
24531000.00
24543255.22
0.0011
N
24543805.18
24543805.18
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.330000%
46590ERQ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
111000000.00
110946072.49
0.0050
N
110965590.00
110965590.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.060000%
46899T004_0.0600_M150302_2M47
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
2043900.00
2050062.60
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
35665700.00
36432216.98
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
275100.00
277800.32
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
38000000.00
38000000.00
0.0017
N
38000000.00
38000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
46899T004_0.0800_M150302_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
1077651.00
890013.56
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
21955745.00
18330069.43
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
21958146.00
19464245.28
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
26188595.00
23115672.39
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
60000000.00
60000000.00
0.0027
N
60000000.00
60000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150528_2M47
0001168163
Other Repurchase Agreement
N
144A CGCMT 2007-C6 AJFL
2049-12-10
5.712699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272207.00
267990.42
144A CGCMT 2007-C6 AJFL
2049-12-10
5.712699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135729.00
133626.51
AMERICAN HOMES 4 RENT 2014-SFR3 TR
2036-12-18
4.200999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4661446.00
4819864.98
APOLLO MGMT HLDGS L P
2024-05-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2495999.00
2573990.65
AUSTRALIA NEW ZEALAND
2017-06-13
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36100.00
36214.78
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2320613.00
2407566.18
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1766780.00
1832981.10
BANK OF NY COMPANY
2019-01-15
2.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2192000.00
2221372.80
BARCLAYS BANK PLC,GB
2019-05-22
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4160000.00
4994631.20
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6359378.00
6473268.10
BNP PARIBAS / BNP PARIBAS US SR NT 5%21
2021-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5850486.00
6691922.40
BP CAPITAL MARKETS PLC
2020-10-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7160999.00
8033208.68
CGWF COML MTG 2013 RKWH
2030-11-15
3.972000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14583448.00
14552244.28
CITIGROUP COML MTG TR 2014 GC23
2047-07-12
3.208000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15341043.00
11429397.49
CITIGROUP COML MTG TR 2014 GC23
2047-07-12
3.208000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6923964.00
5158497.81
CITIGROUP COMMERCIAL MTGE TRUST 200.NY
2022-04-15
0.472999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3954000.00
3923390.11
COMM 2014 KY0 MTG TR
2027-06-11
2.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12406250.00
12353692.99
COMMONWEALTH BK AUSTRA
2018-09-20
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3881404.00
4039698.44
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2659187.00
2733041.49
CWALT INC 2005-53T2
2037-09-17
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10149455.00
8958099.46
CWALT INC 2005-53T2
2037-09-17
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25558.00
22557.97
DEVON ENERGY CORPORATION
2018-12-15
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2399000.00
2425580.92
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5846299.00
5921014.70
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3968456.00
4019172.87
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3689585.00
4404316.03
EQTY 2014 INNS MTG TR
2031-05-08
4.070999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2170186.00
2160261.74
EQTY 2014 INNS MTG TR
2031-05-08
4.070999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1154093.00
1148815.33
EXPORKLORE SA
2031-12-05
4.092699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7428945.00
7472724.37
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4808227.00
4978745.64
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105551.00
109294.25
FIRSTENEGRY SOLUTIONS CORP
2039-08-15
6.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2761329.00
3005338.44
FLORIDA POWER COMPANY
2021-08-15
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10704342.00
11236276.44
GCMO 144A COMMERCIAL
2028-11-15
7.965600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185071.00
188105.64
GENERAL ELEC CAPT CORP
2021-01-07
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1606504.00
1818616.53
GENERAL ELEC CAPT CORP
2021-01-07
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515573.00
583645.97
GS MTG SECS TR 2012-GCJ7
2045-05-12
5.722900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6450081.00
6900596.28
GULFSTREAM NAT GAS SYS LLC
2025-11-01
6.190000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
431254.44
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.173000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6005808.00
5892466.39
JEFFERIES GROUP INC NEW
2023-01-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6109819.00
6493927.20
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.912999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4916482.00
4925574.21
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.912999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2771.00
2776.12
JP MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
3.273000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10292434.00
10214561.44
JP MORGAN MTG TR 2014 IVR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2530484.00
2417592.58
LB UBS COMMERCIAO
2039-03-15
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9656015.00
9797704.14
Lloyds TSB Bank Plc
2016-01-21
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2912471.00
3033207.49
Lloyds TSB Bank Plc
2016-01-21
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
522837.00
544511.21
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190319.00
310854.00
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98720.00
161242.47
MOODY'S CORPORATION
2019-07-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7784000.00
7930510.02
PACKAGING CORP OF AMER
2018-03-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1502582.00
1730012.81
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33569.00
34383.47
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20375.00
20869.35
PHLIP MORRIS INTERNATIONAL
2023-03-06
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3822000.00
3827040.26
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3254691.00
3554480.59
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11936000.00
14356024.01
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155362.00
165745.49
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
123207.00
131441.44
SPECTRA ENERGY PARTNERS LP
2016-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4583561.00
4711671.53
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
4860386.00
4897016.57
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
1187838.00
1196790.21
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150603.00
164086.99
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59224.00
64526.52
UBS AG STAMFORD BRANCH
2018-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6748000.00
7681964.43
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000902.00
4082174.99
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3978271.00
4059084.27
Wells Fargo & Co
2019-04-22
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
156469.00
158834.57
WELLS FARGO BK
2036-08-26
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6200000.00
7957608.72
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4030398.00
4463585.04
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294223.00
325846.08
WFRBS COML MTG TR 2011-C5
2044-11-18
5.634800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4762460.00
5407646.15
WFRBS COML MTG TR 2012 C8
2045-08-17
4.876000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4309472.00
4697826.02
WFRBS COML MTG TR 2013 C16
2046-09-17
4.983100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5735977.00
5804424.86
WFRBS COML MTG TR 2013 C16
2046-09-17
4.983100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2952748.00
2987983.37
WFRBS COML MTG TR 2013-C15
2046-08-17
4.482199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.86
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62542.00
66759.87
YUM BRANDS INC COM
2037-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38555.00
50727.17
First Tier Security
N/A
N/A
2015-05-28
2015-05-28
N
N
N
256000000.00
256000000.00
0.0115
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
256000000.00
256000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
992JYG007_0.0700_M150306_2M47
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
1241400.00
1245142.97
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
99777500.00
100756892.24
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
100000000.00
100000000.00
0.0045
N
99996000.00
99996000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313500%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-10-22
N
N
N
66000000.00
66000000.00
0.0030
N
66003960.00
66003960.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313500%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-10-23
N
N
N
75000000.00
75000000.00
0.0034
N
75004500.00
75004500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.311000%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-12-08
N
N
N
61000000.00
61000000.00
0.0027
N
61002440.00
61002440.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.406600%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-04-20
2016-03-17
N
N
N
90000000.00
90000000.00
0.0041
N
90049050.00
90049050.00
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
200000000.00
200083000.00
0.0090
N
200125800.00
200125800.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.376700%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2016-03-22
N
N
N
30000000.00
30000000.00
0.0014
N
30006960.00
30006960.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.290000%
4820P3TH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
29000000.00
28975003.61
0.0013
N
28979120.00
28979120.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.260000%
52952MRD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-13
2015-04-13
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
14000000.00
13995753.33
0.0006
N
13996640.00
13996640.00
Lloyds Bank Plc
Lloyds Bank Plc 0.120000%
53943SQ26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
15000000.00
15000000.00
0.0007
N
14999850.00
14999850.00
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
92000000.00
91966190.00
0.0041
N
91975160.00
91975160.00
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
61000000.00
61000000.00
0.0027
N
61006710.00
61006710.00
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
27000000.00
27000000.00
0.0012
N
27004320.00
27004320.00
Lloyds Bank Plc
Lloyds Bank Plc 0.110000%
53999C006
0001167831
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
194000000.00
194000000.00
0.0087
Security is a time deposit.
N
193999796.30
193999796.30
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
170000000.00
169981583.32
0.0077
N
169988100.00
169988100.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.260000%
55607LS13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
4000000.00
3998266.67
0.0002
N
3998640.00
3998640.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
06399U000_0.0800_M150302_2M47
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
5924624.00
5150000.69
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
5000000.00
5000000.00
0.0002
N
5000000.00
5000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150403_2M47
0000728612
Other Repurchase Agreement
N
1839688 ALBERTA ULC
2020-11-14
14.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212.00
179.07
AAR CORP
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
273364.58
ABENGOA GREENFIELD S A
2019-10-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
195416.67
ABENGOA GREENFIELD S A
2019-10-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
190390.42
ACADIA HEALTHCARE CO INC
2023-02-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
103437.50
ADT CORP
2022-07-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
234366.25
ADVANCED MICRO DEVICE INC
2024-07-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
140383.33
AERCAP AVIATION SOLUTIONS B V
2017-05-30
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
173665.00
AHERN RENTALS INC
2018-06-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105650.00
AI CHS/COMMUNITY HEALTH SYSTEMS, INC
2021-08-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
260625.00
AI REG S ENERGY XXI
2021-12-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
270937.50
AIRCASTLE LIMITED
2018-12-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
516000.00
542075.92
AIRCASTLE LTD
2019-12-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
248000.00
277742.78
AK STEEL CORP
2021-10-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
126875.00
ALCOA INC
2021-04-15
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
203000.00
226803.78
ALERE INC
2018-10-01
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
80623.44
ALERE INC INNOVATIONS INC
2018-07-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
184000.00
200238.00
ALLEGHENY TECHNOLOGIES INC NEW
2023-08-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
493461.17
ALLIANCE DATA SYSTEMS CORP
2017-12-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
315762.50
ALLY FINL INC
2024-09-30
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
31687.50
ALTEGRITY INC
2019-07-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
199831.67
ALTICE FINCO S A
2024-01-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
319000.00
341163.85
ALUMINUM CO AMER.
2028-01-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
274267.33
AMERICAS CASH EXPRESS
2019-02-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
230461.39
AMRENENERGY GENERAL COMANY
2020-04-01
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67000.00
59666.85
ANGLOGOLD ASHANTI HLDG PLC
2020-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
399000.00
410223.21
ANGLOGOLD ASHANTI HLDG PLC
2040-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
125007.13
ARAMAR CORP CL B
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20850.00
ARDAGH FIN HLDGS S A
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58186.00
60222.51
ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC
2020-11-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1717000.00
307494.51
ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC
2021-01-31
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2017.25
ASHLAND INC KY
2016-03-15
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
153900.00
ASTON ESCROW CORP
2021-08-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
183000.00
135420.00
ATHE AES CORP
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
129195.63
AUDATEX NORTH AMERICA INC
2023-11-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
215947.22
AVIANCA HLDGS S A AVIANCA LEASING LLC
2020-05-10
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102000.00
AWAS AVIATION CAPITAL LIMITED
2016-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400.00
258.58
BA CREDIT CARD TRUST
2044-10-26
2.418200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32103297.00
32075982.67
BALL CORP
2022-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
186593.75
BAMILL COML MTG SECS TR 2014 INLD
2029-12-17
2.700899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34675000.00
31981496.66
BANCO CONTL
2017-10-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105754.17
BANCO DE COSTA RICA
2018-08-12
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
116401.56
BANCO DO BRASIL S A
2049-01-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
512000.00
442803.20
BANCO NACIONAL DE COSTA RICA
2023-11-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
25597.22
BANCO SANTANDER MEXICO S A INSTITUCION DE BANCA
2024-01-30
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
210560.00
Barclays Bank Plc
2023-04-10
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
452297.22
BARCLAYS PLC
2049-01-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19047.00
18805.48
BAYTEX ENERGY CORP
2021-06-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
139525.24
BEAZER HOMES USA INC
2019-05-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
203000.00
215353.40
BEAZER HOMES USA INC
2019-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
176000.00
171424.00
BMC SOFTWARE FIN INC
2021-07-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
163096.35
BOMBARDIER INC
2018-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
208000.00
226460.00
BUILDING MATERIALS CORP OF AMERICA
2021-05-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
486000.00
533020.50
CALIFORNIA RES CORP
2024-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
222812.50
CALPINE CORP
2023-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278000.00
315304.12
CARMIKE CINEMAS INC
2019-05-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
162134.37
CARRIZO OIL GAS INC
2020-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210411.00
221194.56
CB GEO GROUP INC THE
2022-01-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
265463.54
CB PECO ENERGY CAP TR
2028-04-06
7.379999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
159424.85
CB US WEST CAPITAL FDG
2018-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
286292.75
CBS OUTDOOR AMERS CAP LLC CBS OUTDOOR AMERS CA
2024-02-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107853.75
CDW LLC
2019-04-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272000.00
294486.84
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
148901.16
CEMENTOS PACASMAYO
2023-02-08
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
145200.75
CEMEX ESPANA S A LUXEMBOURG BRANCH
2019-04-30
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
114059.37
CEMEX ESPANA SA LUXEMBOURG BRANCH
2020-05-12
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
108370.83
CEMEX S A B DE C V
2018-01-11
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
479000.00
506063.50
CEMEX S A B DE C V
2018-10-15
5.003300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
524168.59
CENTENE CORP
2022-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209000.00
218082.79
CENTRE SQUARE CDO LTD
2022-02-09
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76000.00
80436.50
CENTURYTEL INC
2022-03-15
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
374000.00
407136.40
CENTURYTEL, INC
2039-09-15
7.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43000.00
45330.60
CERIDIAN HCM HLDG INC
2021-03-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134000.00
145323.00
CEVA GROUP PLC
2018-05-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
177577.78
CHASSIX INC
2018-08-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1453.36
CHESAPEAKE ENERGY CORP
2017-08-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
268041.67
CHESAPEAKE ENERGY CORPORATION
2016-03-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
402000.00
407376.75
CHIQUITA BRANDS INTL INC CHIQUITA BRANDS LLC
2021-02-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
381000.00
420314.44
CIMAREX ENERGY CO
2024-06-01
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
474000.00
465705.00
CIT GROUP INC
2022-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
482000.00
514133.33
CITIZENS COMM CO CLASS
2019-03-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
394471.88
CLAIRES STORE INC
2020-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
458513.89
CLEANHARBORS
2021-06-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
227643.47
CLEAR CHANNEL COMMU
2027-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19157.00
15930.64
CLEAR CHANNEL COMMUNICATIONS,INC
2016-12-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500.00
489.25
COLUMBIA/HCA HEALT
2025-09-15
7.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
187857.60
COMMSCOPE HLDG CO INC
2020-06-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
112840.90
COMSTOCK RESOURCES INC
2019-04-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
170982.64
CONSTELLIUM N V
2024-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
320357.71
COTT BEVERAGES INC
2022-07-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
305534.17
COVERIS HLDGS S A
2019-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
391000.00
397842.50
CREDIT ARGICOLE S A
2049-01-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
425748.00
CROWNROCK LP CROWN ROCK FIN INC
2021-04-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
329000.00
339733.62
CSC HOLDINGS,INC
2019-02-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
496878.13
CSMC SERIES 2009-4R
2036-04-26
4.460600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47117325.00
27841466.51
CWMBS INC ALTERNATIVE LOAN TR 2003 19CB MORTGAGE P
2018-04-15
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
517000.00
525164.29
D. R. HORTON, INC
2022-09-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
509843.75
D. R. HORTON, INC.
2019-03-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
377000.00
380887.81
DAIMLER ATO TRUST 2006 A
2017-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1953.72
DAIMLERCHRYSLER AUTO TR 2006-A
2015-10-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
382000.00
388941.15
DAIMLERCHRYSLER AUTO TRUST 2006 A
2019-04-01
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59000.00
56361.52
DARDEN RESTAURANTS INC
2035-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
179156.25
DARDEN RESTAURANTS INC
2037-10-15
7.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
157000.00
191943.49
DENURY RESOURCES INC
2023-07-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
263000.00
236146.60
DIGICEL GROUP LTD
2022-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
95000.00
DIRECTVUY HLDGS INC
2017-02-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
156537.33
DISH DBS CORP
2017-07-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
154371.88
DISH DBS CORP
2018-04-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119000.00
121646.10
DISH DBS CORP
2021-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
297309.37
DOWNSTREAM DEV AUTH
2019-07-01
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
241000.00
213606.33
DPL INC
2019-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
80400.00
DR HORTON INC
2018-02-15
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
508729.17
DYNACAST INTL LLC DYNACAST FIN INC
2019-07-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
542895.83
DYNCORP INTL
2017-07-01
10.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
92363.89
DYNEGY FIN I INC DYNEGY FIN II INC
2022-11-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
508868.02
E TRADE GROUP
2019-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68000.00
74158.25
ECHOSTAR DBS CORP,CO
2015-05-31
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
155059.37
ESAL GMBH
2023-02-05
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
116858.33
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
531187.50
FFH 8.597 01/15/27 0
2027-01-15
8.596999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
124822.03
FIDELITY & GTY LIFE HLDGS INC
2021-04-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
540427.08
FINANCIERA INDEPENDENCIA S A B DE C V
2019-06-03
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167000.00
167000.00
FIRST DATA CORP
2022-01-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
126000.00
137681.25
FIRST QUANTUM VENTRUES
2021-02-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
94970.50
FIRST QUANTUM VENTURES
2019-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1923.17
FMG RESOURCES PTY LTD
2018-02-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
201000.00
90335.23
FOREST OIL CORPORATION
2020-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1368000.00
504450.00
FREMF 2014 KFO6 MTG TR MULTIFAMILY MTC PASS THRU C
2021-11-25
4.521200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30456000.00
30440532.75
GANNETT CO INC
2020-07-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
106944.88
GATES GLOBAL LLC GATES GLOBAL OC
2022-07-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
409912.50
GCB 144A DRESDNER FDG
2031-06-30
8.150999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
184935.86
GCB SPRINT CAPITAL
2028-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24500.00
23384.74
GENERAL MTRS FINL CO INC
2018-05-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76000.00
78314.83
GENWORTH FINANCIAL
2018-05-22
6.514999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
442000.00
470319.98
GENWORTH FINANCIAL
2021-02-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
417960.00
GEOPARK LATIN AMER LTD AGENCIAEN CHILE
2020-02-11
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
95333.33
GIBSONS ENERGY INC
2021-07-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
255718.75
GOODYEAR TIRE AND RUBBER COMPANY
2021-03-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
277631.94
GRIFOLS WORLDWIDE OPERATIONS LTD
2022-04-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
456342.19
GRUPO CEMENTOS DE CHIHUAAA
2020-02-08
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
209486.20
GRUPO IDESA S A DE C V
2020-12-18
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
151514.06
HAPAG LLOYD AG
2017-10-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44000.00
47553.00
HARLAND CLARKE HOLDINGS CORP
2020-03-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
213000.00
222821.67
HAWKER BEECHCRAFT
2017-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
77317.33
HCA/-THE HEALTHCARE COMPY
2033-11-06
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
300543.75
HDS ACQUISITION SUBSIDIARY INC
2020-07-15
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
547821.67
HECKMAMN CORP
2018-04-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
709000.00
521971.71
HERCULES OFFSHORE INC
2019-04-01
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
401569.44
HERCULES OFFSHORE INC
2021-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
37720.83
HEXION U S FIN CORP
2020-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
244822.92
HEXION US FINANCE CORP
2020-11-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
131100.00
HILAND PARTNERS HILAND
2020-10-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
453864.37
HOSPIRA INC
2023-08-12
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1208.91
HUB HLDGS LLC HUB HLDGS FIN INC
2019-07-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204000.00
204913.75
IAI ANTERO RESOURCES FINANCE CORP
2020-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520000.00
539153.33
IASIS HEALTHCARE LLC
2019-05-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
467615.94
IHEARTCOMMUNICATIONS INC
2023-03-15
10.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
511250.00
INDUSTRIAL SR TR
2022-11-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520000.00
518815.56
INEOS FINANCE PLC
2019-02-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
214090.33
INKIA ENERGY LTD
2021-04-04
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
413000.00
431673.91
INMAN SQUARE FUNDING II LTD
2040-10-06
4.180399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
511030.81
INTELSAT JACKSON HOLDINGS
2020-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
342000.00
365626.50
INTELSAT JACKSON HOLDINGS S A
2023-08-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
191794.44
INTERNATIONAL LEASE FINANCE CORP
2019-04-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
259055.07
INTERNATIONAL WIRE GROUP INC 11.75
2017-10-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
204471.67
INTL LEASE FIN CORP
2016-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10575.42
INTL LEASE FIN CORP
2016-09-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
330150.00
INVENTIV HEALTH INC
2018-01-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
123970.00
ISTAR FINANCIAL INC SER
2017-03-15
5.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
261249.62
ISTAR FINL INC
2018-02-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505000.00
541549.38
J2 GLOBAL INC
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
114006.67
JABIL CIRCUIT, INC.
2016-07-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
75882.92
JAGUAR HOLDING CO II
2019-12-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
18682.06
JBL 8 1/4 03/15/18
2018-03-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
447046.87
JBS INVTS GMBH
2020-10-28
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
134921.01
JURASSIC HLDGS III INC
2021-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
109586.46
K HOVNANIAN ENETERPRISES
2020-11-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
241504.69
K HOVNANIAN ENTERPRISES INC
2020-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
240543.75
KINDRED ESCROW CORP II
2020-01-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
174924.44
KODIAK OIL & GAS CORP
2021-01-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
457387.50
LAGACY RESVS LP LEGACY RESVS FIN CORP
2020-12-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515000.00
445475.00
LAMAR MEDIA CORP
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
248000.00
264552.28
LAND OLAKES CAPITAL TRUST I
2028-03-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
370098.50
LENNAR CORP
2017-06-01
12.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
131263.74
LENNAR CORP
2018-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
301482.75
LEVEL 3 COMMUNICATIONS INC
2019-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
161992.71
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000.00
36957.25
LIFEPOINT HOSPITALS INC
2021-12-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
516306.67
LIFEPOINT HOSPITLS INC
2020-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
349982.12
LIN ACQUISITON COMPANY LIN HOLDINGS CO
2021-01-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
481000.00
497804.94
LINN ENERGY LLC LINN ENERGY FINANCE CO
2019-11-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
438819.44
LLOYDS BANKING GRP PLC
2049-01-01
6.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
51964.12
LOUISANA PAC CORP
2020-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
423000.00
459131.25
M D C HOLDINGS INC
2043-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8345.00
MARFRIG HLDGS EUROPE B V
2019-06-24
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
304000.00
274217.50
MARIPOSA BORROWER INC MARIPOSA MERGER SUB
2021-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
539666.67
MEDIACOM LLC MEDIACOM CAPITAL CORP
2022-02-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
207000.00
224060.25
MEMORIAL PROD PARTNERS
2021-05-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
227025.97
MERITAGE CORP
2020-04-15
7.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5456.08
MHGE PARENT LLC
2019-08-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204000.00
206691.67
MIGRANT AMERICAS GENERATION INC
2031-05-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4772.01
MOBILE MINI INC
2020-12-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16144.69
MPH MERGER SUB LLC
2022-04-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315000.00
333900.00
MPT OPER PARTNERSHIP L P MPTFIN CORP
2024-05-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
200303.61
MURRAY ENERGY CORP
2021-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
217631.25
NAVIOS MARITIME HOLDINGS INC.
2022-01-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
136822.60
NCR CORP
2022-07-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129000.00
131042.50
NEXEO SOLUTIONS LLC
2018-03-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
486722.22
NORBORD INC F
2020-12-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
118840.83
NUMERICABLE GROUP S A
2019-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385000.00
390201.51
NXP BV NXP FDG LLC
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
294029.08
ODEBRECHT DRILLING NORBE VIII IX LTD
2021-06-30
6.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
126953.66
OFFICE DEPOT DE MEXICO S A DE C V
2020-09-20
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
21000.00
OFFSHORE DRILLING HOLDING
2020-09-20
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
426307.29
OMNICARE INC
2024-12-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
247631.25
OXFORD FIN LLC OXFORD FIN CO-ISSUER INC
2018-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
259614.58
PACIFIC DRILLING SA
2020-06-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
468000.00
373389.25
PARAGON OFFSHORE PLC
2024-08-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
378000.00
165343.50
PARAGON OFFSHORE PLC
2024-08-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
50302.92
PETROBRAS GLOBAL FIN BV
2043-05-20
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
302000.00
241798.19
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095459.00
443204.46
PETROLES DE VENEZUELA SA
2017-11-02
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
473656.95
PFD KB HOME INCOME PRIDES
2019-05-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
103000.00
101718.22
PLASTIPAK HOLDINGS INC
2021-10-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
501053.33
POLYMER GROUP INC
2019-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278000.00
290676.03
PREFERRED TERM SEC XXI
2038-03-22
0.590600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
127708.40
PRESTAGE BRANDS INC
2021-12-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310000.00
314107.50
PRESTIGE BRANDS INC
2020-02-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
422000.00
457181.32
PROVIDENT FDG ASSOCIATES
2021-06-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
340725.00
PULTE CORP
2035-02-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
219340.00
QEP RES INC
2022-10-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
504649.31
QEP RES INC
2023-05-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
528000.00
527692.00
QUALITYTECH LP QTS FIN CORP
2022-08-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
234000.00
242012.88
QUEBECOR MEDIA INC
2023-01-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
347820.00
QUICKSILVER RESOURCES
2021-07-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1670000.00
199750.56
R R DONNELLEY & SONS CO
2017-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
133080.73
R.R.DONNELLY & SONS COMPANY
2016-08-15
8.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119000.00
130051.13
RAYONIER A M PRODS INC
2024-06-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
322136.39
REGAL ENTERTAINMENT GROUP CLASS A
2022-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.05
REGENCY ENERGY PARTNERS LP
2022-03-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
547637.15
RENAISSANCE ACQ CORP
2021-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
314369.79
RENAISSANCE ACQ CORP
2021-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
96500.00
RESC EQUIP RENTAL INC RSC HOLDINGS
2021-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
283649.17
RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED
2046-06-05
2.457100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5250000.00
29492.20
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2019-04-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
532437.50
ROYAL CARIBBEAN
2018-03-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
382000.00
441257.75
RRI ENERGY INC
2017-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117000.00
119427.75
RSP PERMIAN INC
2022-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
481000.00
498239.17
SABINE PASS LIQUEFACTION LLC
2023-04-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149000.00
155239.38
SALIX PHARMACEUTICALS LTD DELAWARE
2021-01-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
254000.00
284480.00
SALLY HLDGS LLC SLLY CAPITAL INC
2019-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
135403.65
SAPPA PAPIER HLDG GMBH
2021-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105929.17
SAPPI PAPIER HOLDINS AG
2032-06-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
464000.00
438480.00
SCHAHIN II FIN CO SPV LTD
2022-09-25
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
112690.00
SCIENTIFIC GAMES INTERN INC
2020-09-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
118958.33
SCIENTIFIC GAMES INTERNATIONAL INC
2022-12-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
176263.89
SEMINOLE TRIBE OF FLORIDA
2020-10-01
7.804000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
303000.00
342889.81
SERVICE CORP INTERNATIONAL
2016-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
267468.75
SERVICE CORPORATION INTERNATIONAL
2020-11-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
174000.00
178828.50
SERVICE CORPORATION INTERNATIONAL
2024-05-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
351000.00
374772.94
SEVEN GENERATIONS ENERGY LTD
2020-05-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
371306.25
SHINGLE SPRINGS TRIBAL GAMING AUTHORITY
2021-09-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385000.00
451476.67
SLM CORP
2017-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99000.00
105468.00
SLM CORP
2018-06-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
30375.00
SLM CORP
2018-06-15
8.449999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
121737.00
SLM CORP
2022-01-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49000.00
54460.78
SLM CORP
2033-08-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
253968.75
SLM CORP FR 5.5%
2023-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106000.00
104349.64
SOPHIA L P SOHIA FIN INC
2019-01-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
364000.00
393620.50
SPEEDWAY MOTORSPORTS INC
2023-02-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
205740.28
SPRING CORP
2023-09-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
321506.25
SPRINT NEXTEL
2020-08-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
174221.67
STEEL DYNAMICS INC
2021-10-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
532615.31
STEEL DYNAMICS INC
2022-08-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81000.00
86943.38
STONE ENERGY CORP
2022-11-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
211000.00
205461.25
STONEMOR PARTNERS CFS WEST VA
2021-06-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
494672.81
SUGARHOUSE HSP GAMING PROP MEZZ LP SUGARHOUS
2021-06-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
280641.46
SUN MERGER SUB INC
2021-08-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
353000.00
371265.30
SUNCOKE ENERGY INC
2019-08-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000.00
30174.70
SUNGARD DATA SYS INC
2019-11-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
426000.00
453198.92
SUPERVALU INC
2016-05-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
305417.78
T MOBILE USA INC
2021-04-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212000.00
226913.61
TARGA RESOURCES PARTNERS LP FINANCE COR
2018-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
104666.67
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
2021-04-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129000.00
128903.25
TEKNI PLEZ INC
2019-06-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
286855.83
TELECOM ITALIA CAPITAL
2033-11-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146000.00
159347.69
TELEFLEX INC
2019-06-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
264730.90
TELESAT CANADA / TELESAT LLC
2017-05-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
207650.00
TEMPUR PEDIC INTERNATIONAL INC
2020-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
271562.50
TENET HEALTHCARE CORP
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
621.00
661.07
TENET HEALTHCARE CORP
2021-10-01
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
4027.22
TENNECO
2017-06-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
254437.50
TERRAFORM PWR OPER LLC
2023-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
364610.07
TERRAFORM PWR OPER LLC
2023-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
156359.37
TERVITA CORP
2019-11-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
207425.00
TESORO PETRO CORP
2017-10-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
158585.42
THE HERTZ CORP
2021-01-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
407000.00
433501.47
THE RYLAND GROUP INC
2022-10-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43000.00
42647.34
THE SABRE GROUP HOLDINGS
2016-03-15
8.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
369362.63
T-MOBILE USA INC
2023-03-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
113812.33
T-MOBILE USA INC
2025-03-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
199977.29
TOLL BROTHERS FIN CORP
2015-05-15
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
307002.50
TOLL BROTHERS FINANCE CORP
2017-10-15
8.910000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
445376.25
TONON BIOENERGIA S A
2020-01-24
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
200685.73
UHS UNIVERSAL HEALTH SERVICES, INC
2019-08-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
101833.33
UNITED STATES STEEL CORP
2017-06-01
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
106695.28
UNIVISION COMMUNICATIONS INC
2021-05-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
400709.17
UPCB FIN VI LTD
2022-01-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
183000.00
200709.06
VALEANT PAHARM INTER
2022-07-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
386000.00
413389.92
VIRGIN MEDIA SECURED FINANCE PLC
2021-01-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
156400.63
VRG LINHAS AEREAS
2023-02-12
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
182236.46
WACHOVIA NATIONAL BANK ASSOCIATION
2021-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000.00
14413.00
WACHOVIA NATIONAL BANK ASSOCIATION
2022-04-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
212625.00
WALTER ENERGY INC
2020-12-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72000.00
9360.00
WAMU MTGE CTFS
2047-01-25
0.814200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82717773.00
22996388.91
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31670481.00
32313824.59
WBCMT 2006-C29
2048-11-18
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27785681.00
28266743.76
WEST COAST FDG I
2041-11-02
0.570000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
122130.00
WEX INC
2023-02-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
324489.93
WHITING PETROLEUM CORP
2018-10-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
234306.25
WILLIAM CARTER CO
2021-08-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
469912.50
WIND ACQ FIN S A
2020-04-30
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
286665.07
WOODSIDE HOMES CO LLC WOODSIDE HOMES FIN I
2021-12-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
220162.50
WTS KINDRED HEALTHCARE INC EXP 4 20 06
2022-04-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68000.00
69419.50
First Tier Security
N/A
N/A
2015-04-03
2015-04-03
N
N
N
246000000.00
246000000.00
0.0111
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
246169740.00
246169740.00
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
1000000.00
1000000.00
0.0000
N
1000010.00
1000010.00
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
24000000.00
24000000.00
0.0011
N
24001200.00
24001200.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-04-21
N
N
N
18000000.00
18000000.00
0.0008
N
18001260.00
18001260.00
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
12000000.00
12000000.00
0.0005
N
12000000.00
12000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ASC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
26000000.00
26000000.00
0.0012
N
26000000.00
26000000.00
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
74000000.00
74000000.00
0.0033
N
73997780.00
73997780.00
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
140000000.00
140000000.00
0.0063
N
140004200.00
140004200.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
27000000.00
27000000.00
0.0012
N
27001890.00
27001890.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
10000000.00
10000000.00
0.0005
N
10000700.00
10000700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-15
2015-07-15
N
N
N
20000000.00
20000000.00
0.0009
N
20001600.00
20001600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L2Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
18000000.00
18000000.00
0.0008
N
17998920.00
17998920.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.300000%
60688L3L8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
160000000.00
160000000.00
0.0072
N
160009600.00
160009600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
70000000.00
70000000.00
0.0032
N
70001400.00
70001400.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-28
2015-04-28
N
N
N
55000000.00
55000000.00
0.0025
N
55001100.00
55001100.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L4W3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
25000000.00
25000000.00
0.0011
N
25000500.00
25000500.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.300000%
60688L5B8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
54000000.00
54000000.00
0.0024
N
54002160.00
54002160.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-28
2015-05-28
N
N
N
28000000.00
28000000.00
0.0013
N
27998600.00
27998600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
16000000.00
16000000.00
0.0007
N
15999200.00
15999200.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6U5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
N
N
N
81000000.00
81000000.00
0.0036
N
80995950.00
80995950.00
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
46000000.00
46000000.00
0.0021
N
46000000.00
46000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.090000%
60686N005_0.0900_M150302_2M47
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-03-26
0.00
Treasury Debt
45901000.00
45900081.98
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
45000000.00
45000000.00
0.0020
N
45000000.00
45000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.370000%
926FSN008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
135000000.00
135000000.00
0.0061
N
135000000.00
135000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQC000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
75000000.00
75000000.00
0.0034
N
74984250.00
74984250.00
National Australia Bank Ltd
National Australia Bank Ltd 0.270000%
926HQE006
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
11000000.00
11000000.00
0.0005
N
10997690.00
10997690.00
National Bank of Canada
National Bank of Canada 0.330000%
63307UGA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
123000000.00
123000000.00
0.0055
N
123052890.00
123052890.00
National Bank of Canada
National Bank of Canada 0.060000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
95000000.00
95000000.00
0.0043
Security is a time deposit.
N
95000000.00
95000000.00
Nationwide Building Society
Nationwide Building Society 0.240000%
6385E1QS3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
56000000.00
55991040.00
0.0025
N
55993840.00
55993840.00
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
21000000.00
20995479.17
0.0009
N
20996850.00
20996850.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E1S10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
31000000.00
30984500.00
0.0014
N
30989460.00
30989460.00
Nationwide Building Society
Nationwide Building Society 0.320000%
6385E1SN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
52000000.00
51962560.00
0.0023
N
51975040.00
51975040.00
Nationwide Building Society
Nationwide Building Society 0.350000%
6385E1T19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
15000000.00
14986729.16
0.0007
N
14991600.00
14991600.00
Nationwide Building Society
Nationwide Building Society 0.340000%
6385E1TA9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
38000000.00
37964111.11
0.0017
N
37975300.00
37975300.00
Natixis SA
Natixis SA 0.250000%
63873FGY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
114000000.00
114000000.00
0.0051
N
114001140.00
114001140.00
Natixis SA
Natixis SA 0.310000%
63873FKG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
95000000.00
95000000.00
0.0043
N
95009500.00
95009500.00
Natixis SA
Natixis SA 0.290000%
63873FLQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
8000000.00
8000000.00
0.0004
N
8000240.00
8000240.00
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
53000000.00
52999845.58
0.0024
N
53003710.00
53003710.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
161000000.00
160999530.91
0.0072
N
161011270.00
161011270.00
NRW.BANK
NRW.BANK 0.120000%
62939MQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
N
192000000.00
191998080.00
0.0086
N
191996160.00
191996160.00
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
15000000.00
14995783.33
0.0007
N
14996700.00
14996700.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983URT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14109000.00
14104171.59
0.0006
N
14104908.39
14104908.39
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
50000000.00
49968055.56
0.0023
N
49972500.00
49972500.00
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
56000000.00
55963444.44
0.0025
N
55968640.00
55968640.00
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
61000000.00
60999729.21
0.0027
N
61002440.00
61002440.00
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
22000000.00
22000000.00
0.0010
N
22000440.00
22000440.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.100000%
69033PY20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
112000000.00
112000000.00
0.0050
N
111998880.00
111998880.00
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
25000000.00
24992343.75
0.0011
N
24993500.00
24993500.00
PNC Bank NA
PNC Bank NA 0.320000%
69349KTA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
56000000.00
55950222.23
0.0025
N
55963600.00
55963600.00
Rabobank Nederland
Rabobank Nederland 0.246000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-05-07
N
N
N
36000000.00
36000000.00
0.0016
N
36000720.00
36000720.00
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
196000000.00
196000000.00
0.0088
N
196011760.00
196011760.00
Rabobank Nederland
Rabobank Nederland 0.280000%
21685VDP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
63000000.00
63000000.00
0.0028
N
63001890.00
63001890.00
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
32000000.00
32000000.00
0.0014
N
31999680.00
31999680.00
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
6000000.00
5998088.33
0.0003
N
5998740.00
5998740.00
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
16000000.00
15985688.89
0.0007
N
15987840.00
15987840.00
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
25000000.00
24973750.00
0.0011
N
24975750.00
24975750.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.400000%
76582KVM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
88000000.00
87831822.23
0.0040
N
87826640.00
87826640.00
Royal Bank of Canada
Royal Bank of Canada 0.343600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-03-04
N
N
N
60000000.00
60000000.00
0.0027
N
60067980.00
60067980.00
Royal Bank of Canada
Royal Bank of Canada 0.375600%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-03-03
N
N
N
137000000.00
137000000.00
0.0062
N
137000000.00
137000000.00
Royal Bank of Canada
Royal Bank of Canada 0.345200%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-04-01
2016-02-29
N
N
N
125000000.00
125000000.00
0.0056
N
124997500.00
124997500.00
Royal Bank of Canada
Royal Bank of Canada 0.249500%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
125000000.00
125000000.00
0.0056
N
125000000.00
125000000.00
Royal Bank of Canada
Royal Bank of Canada 0.259500%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-04
2015-09-04
N
N
N
25000000.00
25000000.00
0.0011
N
25000750.00
25000750.00
Royal Bank of Canada
Royal Bank of Canada 0.281500%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-10
2015-12-10
N
N
N
124000000.00
124000000.00
0.0056
N
124004960.00
124004960.00
Royal Bank of Canada
Royal Bank of Canada 0.281000%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-25
2016-02-25
N
N
N
150000000.00
150000000.00
0.0068
N
150000000.00
150000000.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MQ37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49999652.78
0.0023
N
49999500.00
49999500.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 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
12000000.00
11999750.00
0.0005
N
11999760.00
11999760.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MQ60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
34000000.00
33999055.55
0.0015
N
33999320.00
33999320.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.240000%
82124MQ60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
15600000.00
15599584.00
0.0007
N
15599688.00
15599688.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MQA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-10
2015-03-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999833.33
0.0001
N
2999880.00
2999880.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 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
80000000.00
79994444.45
0.0036
N
79996000.00
79996000.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 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
31000000.00
30997631.94
0.0014
N
30998450.00
30998450.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 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
6000000.00
5997746.67
0.0003
N
5998320.00
5998320.00
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
18997902.08
0.0009
N
18999240.00
18999240.00
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
5000000.00
4998406.25
0.0002
N
4999200.00
4999200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.100000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
308000000.00
308000000.00
0.0139
Security is a time deposit.
N
308000000.00
308000000.00
Societe Generale
Societe Generale 0.270000%
83369CT12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
186000000.00
185873055.00
0.0084
N
185895840.00
185895840.00
State Street Bank & Trust Co NA
State Street Bank & Trust Co NA 0.241700%
8574P1DK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-04-13
N
N
N
175000000.00
175000000.00
0.0079
N
174998250.00
174998250.00
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
6000000.00
5994650.00
0.0003
N
5996460.00
5996460.00
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
34000000.00
34000000.00
0.0015
N
34000340.00
34000340.00
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
27000000.00
27000000.00
0.0012
N
27000270.00
27000270.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562Y2Q6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
52000000.00
52000000.00
0.0023
N
52000000.00
52000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562Y3W2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
15000000.00
15000000.00
0.0007
N
15000000.00
15000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y6X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
13000000.00
13000000.00
0.0006
N
12997400.00
12997400.00
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
1000000.00
1000000.00
0.0000
N
1000040.00
1000040.00
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
44000000.00
44000000.00
0.0020
N
43996480.00
43996480.00
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
79000000.00
79000000.00
0.0036
N
79000790.00
79000790.00
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
9000000.00
9000000.00
0.0004
N
9000270.00
9000270.00
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
89000000.00
89000000.00
0.0040
N
89002670.00
89002670.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YUQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-24
2015-03-24
N
N
N
14000000.00
14000000.00
0.0006
N
14000700.00
14000700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YUU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-27
2015-03-27
N
N
N
62000000.00
62000000.00
0.0028
N
62003100.00
62003100.00
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
70000000.00
70000000.00
0.0032
N
70003500.00
70003500.00
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
12000000.00
12000000.00
0.0005
N
12000840.00
12000840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
14000000.00
14000000.00
0.0006
N
13995100.00
13995100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
23000000.00
23000000.00
0.0010
N
22991950.00
22991950.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.430000%
86563REK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
60000000.00
60000000.00
0.0027
N
59991000.00
59991000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.430000%
86563RET1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
33000000.00
33000000.00
0.0015
N
32995050.00
32995050.00
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
44000000.00
44000000.00
0.0020
N
44003080.00
44003080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KVM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
57000000.00
57000000.00
0.0026
N
56998860.00
56998860.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KWA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
13000000.00
13000000.00
0.0006
N
12999740.00
12999740.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.050000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
440000000.00
440000000.00
0.0198
Security is a time deposit.
N
440000000.00
440000000.00
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
55000000.00
54983484.72
0.0025
N
54991200.00
54991200.00
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
57000000.00
57000000.00
0.0026
N
57005700.00
57005700.00
Swedbank AB
Swedbank AB 0.110000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
114000000.00
114000000.00
0.0051
Security is a time deposit.
N
114000136.80
114000136.80
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
2015-03-06
2015-03-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
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
7000000.00
6998117.78
0.0003
N
6998180.00
6998180.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602US43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
45000000.00
44982675.00
0.0020
N
44982450.00
44982450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.263000%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-10-14
N
N
N
85000000.00
85000000.00
0.0038
N
85002550.00
85002550.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.263000%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-10-19
N
N
N
64000000.00
64000000.00
0.0029
N
64001280.00
64001280.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243000%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-06-16
N
N
N
134000000.00
134000000.00
0.0060
N
134001340.00
134001340.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243000%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-06-17
N
N
N
50000000.00
50000000.00
0.0023
N
50013500.00
50013500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243500%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-07-21
N
N
N
3000000.00
3000000.00
0.0001
N
3000030.00
3000030.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89113ECZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
152000000.00
152000000.00
0.0068
N
152031920.00
152031920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.390000%
89113EDL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
122000000.00
122000000.00
0.0055
N
122035380.00
122035380.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.090000%
89113EEZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.420000%
89113EFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
75000000.00
75000000.00
0.0034
N
75039000.00
75039000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89113EFK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
102000000.00
102000000.00
0.0046
N
102000000.00
102000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HQJ6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
100000000.00
99989333.34
0.0045
N
99995000.00
99995000.00
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
137000000.00
136947255.00
0.0062
N
136964380.00
136964380.00
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
41000000.00
40981140.00
0.0018
N
40987290.00
40987290.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSE5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
55000000.00
54974348.62
0.0025
N
54982400.00
54982400.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSJ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
N
26000000.00
25987209.44
0.0012
N
25991160.00
25991160.00
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
3000000.00
3000000.00
0.0001
N
3000180.00
3000180.00
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
144000000.00
144000000.00
0.0065
N
144008640.00
144008640.00
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
3000000.00
2999979.17
0.0001
N
2999970.00
2999970.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.240000%
91127QR76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
54000000.00
53987040.00
0.0024
N
53992440.00
53992440.00
United States Treasury Department
United States Treasury Department 0.104000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-03-02
2017-01-31
N
N
N
85000000.00
84999318.17
0.0038
N
85004505.00
85004505.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-03-02
2016-01-31
N
N
N
160000000.00
159982422.50
0.0072
N
160003680.00
160003680.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-03-02
2016-07-31
N
N
N
95000000.00
95000000.00
0.0043
N
95001615.00
95001615.00
Versailles Commercial Paper LLC
Versailles Commercial Paper LLC 0.250000%
92512MS18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
Y
Credit / Liquidity
Natixis SA
N/A
N/A
2000000.00
1999166.67
0.0001
N
1999260.00
1999260.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.330600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-03-16
2016-03-14
N
N
N
55000000.00
55000000.00
0.0025
N
54999890.00
54999890.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.387100%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2015-03-23
2016-03-21
N
N
N
225000000.00
225000000.00
0.0101
N
225004275.00
225004275.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.240900%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-05-01
N
N
N
21000000.00
21000000.00
0.0009
N
21000210.00
21000210.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.253500%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-20
2015-05-20
N
N
N
200000000.00
200000000.00
0.0090
N
200020000.00
200020000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.251500%
94988E4K1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-10
2015-06-10
N
N
N
105000000.00
105000000.00
0.0047
N
105009450.00
105009450.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.261000%
94988E6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-08-10
N
N
N
100000000.00
100000000.00
0.0045
N
100002000.00
100002000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.301000%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2016-02-08
N
N
N
95000000.00
95000000.00
0.0043
N
95013300.00
95013300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.301000%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2016-02-09
N
N
N
64000000.00
64000000.00
0.0029
N
64008960.00
64008960.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.302000%
94988EDL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2016-02-12
N
N
N
65000000.00
65000000.00
0.0029
N
65009100.00
65009100.00
Westpac Banking Corp
Westpac Banking Corp 0.556100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2015-04-28
2015-07-28
N
N
N
100000000.00
100000000.00
0.0045
N
100013200.00
100013200.00
Westpac Banking Corp
Westpac Banking Corp 0.251000%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-05
2015-05-05
N
N
N
195000000.00
195000000.00
0.0088
N
195001950.00
195001950.00
Westpac Banking Corp
Westpac Banking Corp 0.263500%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-19
2015-08-19
N
N
N
60000000.00
60000000.00
0.0027
N
60001200.00
60001200.00
Westpac Banking Corp
Westpac Banking Corp 0.261000%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-25
2015-08-25
N
N
N
23000000.00
23000000.00
0.0010
N
23000460.00
23000460.00
Westpac Banking Corp
Westpac Banking Corp 0.301000%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2016-02-08
N
N
N
71000000.00
71000000.00
0.0032
N
71009940.00
71009940.00
Westpac Banking Corp
Westpac Banking Corp 0.252000%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-27
2015-07-27
N
N
N
75000000.00
75000000.00
0.0034
N
75001500.00
75001500.00
Westpac Banking Corp
Westpac Banking Corp 0.273000%
9612C4NS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-16
2015-11-16
N
N
N
145000000.00
145000000.00
0.0065
N
145004350.00
145004350.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
147661.54
147661.54
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
145712.41
145712.41
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
491936.09
491936.09
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
485442.53
485442.53
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
1082233.85
1082233.85
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
1067948.36
1067948.36
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
529017.61
529017.61
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
522034.58
522034.58
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
123002.19
123002.19
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
121378.56
121378.56