0001145549-15-002930.txt : 20150601
0001145549-15-002930.hdr.sgml : 20150601
20150407142114
ACCESSION NUMBER: 0001145549-15-002930
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150407
DATE AS OF CHANGE: 20150407
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: 15755991
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-03-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
45
90
39330940851.10
11481180.08
3273072.63
39339148958.55
0.0024
1.0001
2015-03-31
1.0001
2015-03-31
C000012378
1.00
39339148958.55
1.00
64300045.83
7179497614.56
7115197568.73
0.0006
1.0001
2015-03-31
1.0001
2015-03-31
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.170000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
6260000.00
6260000.00
0.0002
N
6260000.00
6260000.00
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
13000000.00
13000000.00
0.0003
N
13001430.00
13001430.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279H5C6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Santander UK Plc
N/A
N/A
N
130000000.00
130000000.00
0.0033
N
130000000.00
130000000.00
ABN AMRO Bank N.V.
ABN AMRO Bank N.V. 0.110000%
99E51U009
0001245022
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
60000000.00
60000000.00
0.0015
Security is a time deposit.
N
60000000.00
60000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.265000%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-10
2015-11-10
N
N
N
187000000.00
187000000.00
0.0048
N
187005610.00
187005610.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
346000000.00
346000000.00
0.0088
Security is a time deposit.
N
346000000.00
346000000.00
Bank of America, NA
Bank of America, NA 0.382750%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2016-04-04
N
N
N
100000000.00
100000000.00
0.0025
N
100005000.00
100005000.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAM9
Other Note
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
54000000.00
54000000.00
0.0014
N
54000594.00
54000594.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAS6
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
50000000.00
50000000.00
0.0013
N
50000500.00
50000500.00
Bank of America, NA
Bank of America, NA 0.240000%
06053PAX5
Other Note
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
75000000.00
75000000.00
0.0019
N
75001575.00
75001575.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBK2
Other Note
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
69000000.00
69000000.00
0.0018
N
69003312.00
69003312.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBR7
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
66000000.00
66000000.00
0.0017
N
66003960.00
66003960.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBY2
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
218000000.00
218000000.00
0.0055
N
218013080.00
218013080.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PBZ9
Other Note
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
92000000.00
92000000.00
0.0023
N
92005428.00
92005428.00
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
39000000.00
39000000.00
0.0010
N
39003120.00
39003120.00
Bank of America, NA
Bank of America, NA 0.280000%
06053PCP0
Other Note
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
71000000.00
71000000.00
0.0018
N
71005680.00
71005680.00
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
120000000.00
120000000.00
0.0031
N
120010800.00
120010800.00
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
89000000.00
89000000.00
0.0023
N
89008900.00
89008900.00
Bank of America, NA
Bank of America, NA 0.300000%
06053PDJ3
Other Note
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
22000000.00
22000000.00
0.0006
N
22002508.00
22002508.00
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
68000000.00
68000000.00
0.0017
N
68008840.00
68008840.00
Bank of America, NA
Bank of America, NA 0.320000%
06053PDX2
Other Note
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
1000000.00
1000000.00
0.0000
N
1000470.00
1000470.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
135000000.00
135000000.00
0.0034
N
135013500.00
135013500.00
Bank of Montreal
Bank of Montreal 0.260000%
06366CUD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-15
2015-07-15
N
N
N
269000000.00
269000000.00
0.0068
N
269034970.00
269034970.00
Bank of Montreal
Bank of Montreal 0.050000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
210000000.00
210000000.00
0.0053
Security is a time deposit.
N
210000000.00
210000000.00
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
72000000.00
72000000.00
0.0018
N
72004320.00
72004320.00
Bank of Nova Scotia
Bank of Nova Scotia 0.227800%
06417HB39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-29
2015-07-29
N
N
N
292000000.00
292000000.00
0.0074
N
292014600.00
292014600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.275000%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2015-12-08
N
N
N
100000000.00
100000000.00
0.0025
N
100003000.00
100003000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.277500%
06417HK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-12-21
N
N
N
166000000.00
166000000.00
0.0042
N
166004980.00
166004980.00
Bank of Nova Scotia
Bank of Nova Scotia 0.245000%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-06-09
N
N
N
171000000.00
171000000.00
0.0043
N
171001710.00
171001710.00
Bank of Nova Scotia
Bank of Nova Scotia 0.140000%
924HZZ001_0.1400_M150401_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
1277685.00
780755.76
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
1233226.00
809076.60
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1562458.00
1212680.38
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
9802625.00
7927624.77
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
1305913.00
1205906.23
Fannie Mae
2029-02-01
3.000000
Government Agency Debt
7052034.00
6560297.33
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
16429972.00
1261984.43
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
19282273.00
1464663.12
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
85045497.00
6655017.11
Fannie Mae
2039-08-01
6.000000
Government Agency Debt
588740.00
222190.67
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
123000.00
38401.73
Fannie Mae
2040-06-01
6.000000
Government Agency Debt
58331.00
12012.35
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
163473.00
105304.81
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
8762415.00
5307517.93
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
9910000.00
6312451.00
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
13290496.00
11374157.15
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
3130070.00
2585037.13
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
3893352.00
3449860.22
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
2064689.00
1721118.69
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
1076712.00
945945.41
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
203026.00
196123.09
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
5997763.00
5632940.59
Fannie Mae
2044-05-01
2.865000
Government Agency Debt
672376.00
550187.73
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
8884994.00
9721465.02
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
488468.00
527484.03
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
18564754.00
17222423.33
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
16954138.00
14652570.70
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
3121425.00
3297016.27
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
211787.00
222510.98
GNMA
2061-09-20
4.655999
Government Agency Debt
249575.00
295276.00
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
109000000.00
109000000.00
0.0028
N
109000000.00
109000000.00
Bank of the West
Bank of the West 0.250000%
06426GGP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
112000000.00
112000000.00
0.0028
N
112025760.00
112025760.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HQS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
110000000.00
110000000.00
0.0028
N
110003300.00
110003300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HU40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
100000000.00
100000000.00
0.0025
N
100004000.00
100004000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JME3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-26
2015-08-26
N
N
N
7000000.00
7000000.00
0.0002
N
7000840.00
7000840.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JMV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
52000000.00
52000000.00
0.0013
N
52006760.00
52006760.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
75000000.00
75000000.00
0.0019
N
75009750.00
75009750.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538JNF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
20000000.00
20000000.00
0.0005
N
20002600.00
20002600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538JNV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
107000000.00
107000000.00
0.0027
N
107009630.00
107009630.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538JPH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
119000000.00
119000000.00
0.0030
N
119011900.00
119011900.00
Barclays Bank Plc
Barclays Bank Plc 0.360000%
06741XL30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
4000000.00
4000000.00
0.0001
N
4000400.00
4000400.00
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
262000000.00
262000000.00
0.0067
N
262060260.00
262060260.00
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
166000000.00
166000000.00
0.0042
N
166094620.00
166094620.00
Barclays Bank Plc
Barclays Bank Plc 0.530000%
06741XR59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
62000000.00
62000000.00
0.0016
N
62037200.00
62037200.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XS74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
39000000.00
39000000.00
0.0010
N
39004290.00
39004290.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M150401_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-10-31
0.375000
Treasury Debt
2730100.00
2728825.66
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
2675310.00
2675310.00
0.0001
N
2675310.00
2675310.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M150406_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-06-04
0.00
Treasury Debt
100.00
100.00
United States Treasury Department
2015-08-31
1.250000
Treasury Debt
573000.00
576289.59
United States Treasury Department
2015-12-15
0.250000
Treasury Debt
130000.00
130114.92
United States Treasury Department
2016-11-15
7.500000
Treasury Debt
100.00
114.08
United States Treasury Department
2016-11-30
0.875000
Treasury Debt
6000700.00
6052844.01
United States Treasury Department
2017-01-31
3.125000
Treasury Debt
920400.00
968087.98
United States Treasury Department
2017-03-31
0.500000
Treasury Debt
156957000.00
156650933.85
United States Treasury Department
2018-06-30
1.375000
Treasury Debt
845700.00
857841.30
United States Treasury Department
2018-11-15
9.000000
Treasury Debt
13375100.00
17603666.68
United States Treasury Department
2019-02-28
1.500000
Treasury Debt
98.00
99.15
United States Treasury Department
2019-04-30
1.250000
Treasury Debt
4817800.00
4839909.31
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
184000000.00
184000000.00
0.0047
N
183992640.00
183992640.00
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
13000000.00
13000000.00
0.0003
N
13000000.00
13000000.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.300000%
08224MU10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Guaranty
SOCIETE GENERALE
N/A
N/A
75000000.00
74943125.00
0.0019
N
74957250.00
74957250.00
BNP Paribas
BNP Paribas 0.310000%
05572NWK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
1000000.00
1000000.00
0.0000
N
1000210.00
1000210.00
BNP Paribas
BNP Paribas 0.300000%
05572NWM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
246000000.00
246000000.00
0.0063
N
246046740.00
246046740.00
BNP Paribas
BNP Paribas 0.300000%
05572NWN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
30000000.00
30000000.00
0.0008
N
30006000.00
30006000.00
BNP Paribas
BNP Paribas 0.310000%
05572NWQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-11
2015-06-11
N
N
N
79000000.00
79000000.00
0.0020
N
79018960.00
79018960.00
BNP Paribas
BNP Paribas 0.360000%
05572NXE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
285000000.00
285000000.00
0.0072
N
285034200.00
285034200.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.310000%
921AAE003_0.3100_M150401_2M49
0001197610
Other Repurchase Agreement
N
AHM200602
2046-09-25
1.087599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1557074.00
510914.97
ALT LOAN TR
2035-06-25
0.343799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.34
ALTERNATIVE LOAN
2036-07-25
0.523800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15932568.00
3746360.80
AMERICAN HOME MTGE ASSETS
2046-10-25
1.067600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15999998.00
6011114.15
BALTA 2005-10 11A1
2036-01-25
0.673799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127041.00
13161.08
BEAR STEARNS ASSET
2042-12-25
0.651000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99326657.00
7760393.75
BEAR STEARNS MTGE TRUST 2007-AR3
2037-03-25
0.311000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520548.00
198106.49
BERA STAERNS ALT-AM TRUST 2006-4
2036-08-25
2.542300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
806747.00
436200.35
CHL MORTGAGE PASS THROUGH TRUST 2007 4
2037-05-25
0.473800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.14
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.371000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31803280.00
27341811.30
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-19CB
2036-08-25
0.873800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1022757.00
383549.96
CWALT ALT LN TR
2046-08-25
0.363800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17526887.00
7166482.10
CWALT INC 2005 13CB
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11795000.00
6435362.52
CWMBS
2046-04-25
0.443799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70057.00
11289.08
CWMBS INC
2036-03-20
2.474800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2622912.00
878065.74
CWMBS INC
2046-04-25
1.087599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3943575.00
682667.74
FREESCALE SEMICONDUCTOR INC
2020-08-01
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7527910.00
8321477.19
GREENPOINT MTG FDG GRANTOR TRUST 1 A1A
2046-10-25
0.513800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
966603.00
376767.82
GREENPOINT MTGE FDG TR
2037-06-25
0.393799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16472034.00
6868607.49
HVMLT
2036-03-19
0.417499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
654.00
161.76
IMM 2004-11 1A2
2035-03-25
0.693799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15262889.00
953674.41
IMPERIAL CMB TRUST
2036-02-25
0.521000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
732978.00
162013.35
MASTR ALTERNATIVE LOAN TRUST 2002 1
2036-02-25
0.873800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3321779.00
640763.40
NAAC ALT LOAN TRUST
2036-08-25
6.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1806749.00
806056.04
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.047400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7143918.00
1653220.35
RESIDENTIAL ASSET SEC TR
2036-07-25
0.673799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15026958.00
3141477.57
SEQUOIA MTG TR 2013 6
2043-05-25
3.537100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7012000.00
6588760.56
SEQUOIA MTG TR 2013 7
2043-06-25
3.558500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7711000.00
7286970.96
STRUCT ASSET MTG INV II TRUST 200
2036-10-25
0.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5014140.00
1728477.06
WAMU 2006-AR9 1A
2046-08-25
1.127599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14180236.00
3872830.74
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.264200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5.00
0.72
WELLS FARGO
2036-10-25
2.611000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63056974.00
9873260.10
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
99000000.00
99000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
99000000.00
99000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
977BXL003_0.0600_M150401_2M49
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-07-23
0.00
Treasury Debt
4654100.00
4653355.34
United States Treasury Department
2018-04-15
0.125000
Treasury Debt
10192300.00
10502116.35
United States Treasury Department
2022-01-15
0.125000
Treasury Debt
3790700.00
3934753.23
United States Treasury Department
2026-01-15
2.000000
Treasury Debt
3756600.00
5238520.58
United States Treasury Department
2028-04-15
3.625000
Treasury Debt
3000000.00
6175317.63
United States Treasury Department
2043-02-15
0.625000
Treasury Debt
96300.00
95989.73
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
30000000.00
30000000.00
0.0008
N
30000000.00
30000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M150401_2M49
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-06-30
1.500000
Treasury Debt
64449500.00
65565976.85
United States Treasury Department
2017-12-31
0.750000
Treasury Debt
67118700.00
67034106.33
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
130000000.00
130000000.00
0.0033
N
130000000.00
130000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M150401_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-09-01
3.000000
Government Agency Debt
23616772.00
23359410.55
Fannie Mae
2023-11-01
6.000000
Government Agency Debt
2178599.00
317831.69
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
7026550.00
3394017.41
Fannie Mae
2026-12-01
4.000000
Government Agency Debt
3193866.00
1454174.25
Fannie Mae
2027-01-01
3.000000
Government Agency Debt
134793426.00
91986896.08
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
4336018.00
3381038.08
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
14823436.00
15209936.83
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
1136647.00
1088104.94
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
41133013.00
41371617.93
Fannie Mae
2033-12-01
4.000000
Government Agency Debt
310000.00
279326.04
Fannie Mae
2036-08-01
2.274999
Government Agency Debt
20519.00
3225.30
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
4312139.00
319245.74
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
12028211.00
1508200.84
Fannie Mae
2038-03-01
1.961000
Government Agency Debt
13859857.00
3313990.05
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
2122972.00
942430.77
Fannie Mae
2041-06-01
2.395000
Government Agency Debt
22963350.00
3271332.41
Fannie Mae
2041-11-01
3.388999
Government Agency Debt
6035404.00
3389966.47
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
3605433.00
3360518.92
Fannie Mae
2042-03-01
2.658999
Government Agency Debt
5525957.00
3394514.49
Fannie Mae
2042-11-01
2.257000
Government Agency Debt
3135549.00
2306923.16
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
20835840.00
19641943.86
Fannie Mae
2044-12-01
1.956000
Government Agency Debt
3292211.00
3304244.35
Freddie Mac
2019-12-25
2.746000
Government Agency Debt
1.00
0.82
GNMA
2023-10-25
3.527000
Government Agency Debt
1041.00
1130.98
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
220000000.00
220000000.00
0.0056
N
220000000.00
220000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.240000%
988VYS000_0.2400_M150401_2M49
0001197610
Other Repurchase Agreement
N
ABBVIE INC
2015-11-06
1.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7167.00
7211.96
APLLIED MATERIALS
2021-06-15
4.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4161265.00
4588631.54
BANCO DO BRASIL S.A. ACTING THROUGH ITS
2022-10-10
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
344359.00
328038.54
Citigroup, Inc
2023-10-25
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1185214.00
1264874.21
COCA COLA FEMSA S A DE CV
2023-11-26
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1591220.00
1735710.51
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210219.00
252297.49
GOLDMAN SACHS GROUP
2037-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
304440.00
408211.42
IMPERIAL TOB FIN OLC
2018-02-11
2.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
121726.00
122621.57
NATIONAL CITY CORP
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
162216.00
195360.33
PEMEX PROJECT FUNDING
2035-06-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
193968.00
225440.65
PETROLEOS MEXICANOS
2046-01-23
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2689391.00
2742842.65
PETROLEOS MEXICANOS GUARANTEED NOTES
2021-01-21
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
373608.00
415711.55
SEQUOIA MTG TR 201 1
2045-01-25
3.905899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
156339.00
147936.03
SEQUOIA MTG TR 2014 4
2044-11-25
3.911300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
286427.00
270149.66
SHELL INTERNATIONAL FINANCE BV
2043-08-12
4.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1311351.00
1493186.94
STATE GRID OVERSEAS INVT 2014 LTD
2019-05-07
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36474278.00
37501758.41
STATE GRID OVERSEAS INVT 2014 LTD
2024-05-07
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250719.00
274938.46
Sumitomo Mitsui Banking Corp
2017-01-12
2.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
506905.00
521237.88
TIME WARNER CABLE INC
2038-07-01
7.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
13415.60
WESTVACO CORP
2031-02-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19721.00
26780.69
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
50000000.00
50000000.00
0.0013
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
50000000.00
50000000.00
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
202000000.00
202000000.00
0.0051
N
202000000.00
202000000.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FS49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15996333.33
0.0004
N
15997760.00
15997760.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FT48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3998222.22
0.0001
N
3998680.00
3998680.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FTV8
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
30000000.00
29979233.40
0.0008
N
29985900.00
29985900.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FV37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
55000000.00
54946955.44
0.0014
N
54954900.00
54954900.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.250000%
13606JNU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
39000000.00
39000000.00
0.0010
N
39010140.00
39010140.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270000%
13606JTP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
199000000.00
199000000.00
0.0051
N
199023880.00
199023880.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JYM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
341000000.00
341000000.00
0.0087
N
341000000.00
341000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-04-10
2015-12-04
N
N
N
312000000.00
312000000.00
0.0079
N
312003120.00
312003120.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738KRL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
43000000.00
42993872.50
0.0011
N
42996130.00
42996130.00
Chariot Funding, LLC
Chariot Funding, LLC 0.290000%
15963UU12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39000000.00
38971410.88
0.0010
N
38977770.00
38977770.00
Charta, LLC
Charta, LLC 0.250000%
16115XSB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9997222.22
0.0003
N
9998200.00
9998200.00
Charta, LLC
Charta, LLC 0.250000%
16115XSN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33987958.33
0.0009
N
33991500.00
33991500.00
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
78000000.00
77948433.34
0.0020
N
77963340.00
77963340.00
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
35000000.00
34975772.30
0.0009
N
34982500.00
34982500.00
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
542000000.00
542000000.00
0.0138
N
542184280.00
542184280.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CS46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
45000000.00
44989687.50
0.0011
N
44993700.00
44993700.00
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
55000000.00
54963638.80
0.0014
N
54975250.00
54975250.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178CV34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
27000000.00
26973960.00
0.0007
N
26977860.00
26977860.00
Citibank, NA
Citibank, NA 0.250000%
17304UB66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
187000000.00
187000000.00
0.0048
N
187000000.00
187000000.00
Citibank, NA
Citibank, NA 0.250000%
17304UD80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
34000000.00
34000000.00
0.0009
N
34002040.00
34002040.00
Citibank, NA
Citibank, NA 0.250000%
17304UG53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
28000000.00
28000000.00
0.0007
N
28002520.00
28002520.00
Citibank, NA
Citibank, NA 0.250000%
17304UG87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
129000000.00
129000000.00
0.0033
N
129011610.00
129011610.00
Citibank, NA
Citibank, NA 0.250000%
17304UH86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-15
2015-05-15
N
N
N
85000000.00
85000000.00
0.0022
N
85010200.00
85010200.00
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
138000000.00
138000000.00
0.0035
N
138031740.00
138031740.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.300000%
19422GT20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
40000000.00
39979333.34
0.0010
N
39986000.00
39986000.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.380000%
19422GT87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
17000000.00
16987797.78
0.0004
N
16993370.00
16993370.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.330000%
19422GU69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
15000000.00
14986800.00
0.0004
N
14990550.00
14990550.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.400000%
19422DTA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
192000000.00
191850666.66
0.0049
N
191921280.00
191921280.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.330000%
19422DU66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
13000000.00
12988560.00
0.0003
N
12991810.00
12991810.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.255000%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-07-02
N
N
N
111500000.00
111500000.00
0.0028
N
111501115.00
111501115.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.267800%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-29
2015-10-29
N
N
N
17000000.00
16999108.84
0.0004
N
17000510.00
17000510.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.257500%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-06-19
N
N
N
100000000.00
100000000.00
0.0025
N
100002000.00
100002000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.265000%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-10-09
N
N
N
36000000.00
36000000.00
0.0009
N
36000792.00
36000792.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VS47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
90000000.00
89979375.00
0.0023
N
89987400.00
89987400.00
CRC Funding, LLC
CRC Funding, LLC 0.280000%
12622VV35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
45000000.00
44956599.90
0.0011
N
44963100.00
44963100.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.280000%
22533MVK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
9000000.00
9000000.00
0.0002
N
9000090.00
9000090.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.290000%
22533MWX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
145000000.00
145000000.00
0.0037
N
145020300.00
145020300.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549V3J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
114000000.00
114000000.00
0.0029
N
114002280.00
114002280.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549VNJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-10
2015-06-10
N
N
N
8000000.00
8000000.00
0.0002
N
8001920.00
8001920.00
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
162000000.00
162000000.00
0.0041
N
162000000.00
162000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.300000%
921AER000_0.3000_M150401_2M49
0001230485
Other Repurchase Agreement
N
144A AMAC 2003-4 B4
2033-03-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
594085.00
90101.35
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23866000.00
4464393.84
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10300000.00
103384.97
144A BSCMS 2006-PW12 E
2038-09-11
5.742300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1767375.86
144A BSCMS 2006-PW13 G
2041-09-11
5.964100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6235000.00
664340.14
144A BSCMS 2006-T24 C
2041-10-12
5.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
263712.17
144A CCMFC 2003-4A B3
2034-10-25
0.736900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1915000.00
75790.48
144A CCMFC 2005-BA B1
2036-06-25
0.573699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6457000.00
880997.18
144A CDMC 2003-4 B5
2033-05-25
5.423400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
28820.35
144A COMM 2005-C6
2044-06-10
5.313100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4750000.00
15690.72
144A COMM 2005-F10A L
2017-04-15
1.874500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
62421.13
144A CSFB 2003-11 1B5
2033-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
906293.00
69251.43
144A CSMC 2009-14R 4A10
2035-10-26
2.686799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24448000.00
14074863.33
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
221600000.00
12868790.04
144A GCCFC 2007-GG9 H
2039-03-10
5.725200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7699000.00
216963.14
144A JPMCC 2007-LDPX B
2049-01-15
5.581999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
126410.37
144A LBCMT 2007-C3 J
2044-07-15
5.899600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
9026.20
144A LBUBS 2006-C4 J
2038-06-15
5.842399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
444460.50
144A MESC 11PA B3
2032-09-28
2.421899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
11562744.47
144A MLCFC 2006-2 E
2046-06-12
5.874500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
216171.56
144A MLCFC 2007-6 G
2051-03-12
5.749900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15142000.00
289085.89
144A MSC 2007-HQ11 K
2044-02-12
5.694499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
37297.27
144A OAK 1998-D M1
2029-01-15
7.415000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5750000.00
5035429.89
144A PHHMC 2006-3 B2
2036-10-18
6.089199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
819925.00
537475.54
144A RESIF 2005-B B4
2037-06-10
0.844999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9449000.00
1725334.24
144A WBCMT 2005-C18 N
2042-04-15
4.702000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
459325.00
1521.12
144A WBCMT 2005-C22 G
2044-12-15
5.360699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000000.00
676931.85
144A WBCMT 2006-C26 E
2045-06-15
6.038700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5484000.00
981264.62
144A WBCMT 2007-C31 K
2047-04-15
5.752900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
42670.58
ABN AMRO MTG CORP 2003-6 B4
2033-05-25
5.411299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698934.00
108727.17
BALTA 2004-3 B
2034-04-25
3.098700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400600.00
2505906.50
BANC OF AMERICA MTG SEC. INC.
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
572000.00
13666.62
BEAR STEARNS ALT-A 2005-4
2035-04-25
0.623700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4800000.00
3330766.58
BOAA 2003-6 1B2
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4005000.00
552487.38
BOAA 2003-9 XB2
2033-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3173000.00
801328.31
BOAMS 2003-10 1B3
2034-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
856000.00
87397.27
BOAMS 2004-1 1B3
2034-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
789000.00
193250.99
BOAMS 2005-10 1A14
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
105157.50
BOAMS 2005-6 1A15
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
339631.01
BSABS 2003-AC4 BB
2033-09-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
356659.07
BSMF 2006-SL1 A1
2036-08-25
0.313699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
65974.56
BSMF 2006-SL3 A
2036-10-25
0.493700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70529500.00
7691544.53
BSMF 2006-SL4 A
2036-11-25
0.473700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66990000.00
7503256.06
BSMF 2006-SL6 1A
2037-01-25
0.513700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43250000.00
5662013.21
BSMF 2007-SL1 1A
2037-03-25
0.333700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
8766608.83
BSSP 2007-R6 1A2
2036-01-26
2.513799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82611131.00
157906.09
CHASE 2005-S3 A2
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
49261.42
CHEVY CHASE FUNDING LLC
2035-08-25
0.641199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10087000.00
549126.84
CMLTI 2005-2 2B3
2035-05-25
5.761199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
821000.00
57309.46
CMLTI 2005-7 1A1
2035-09-25
2.625799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
2645567.66
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8010000.00
7222439.08
CSMC 2008-1R
2037-03-25
0.300999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
583570.26
CWALT 2005-61 2A4
2035-12-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3750000.00
26670.00
CWALT 2005-J3 1A3
2035-05-25
0.773700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
276564.29
CWALT 2005-J3 2A3
2035-05-25
0.773700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325000.00
109811.42
CWALT 2006-OA12 A1C
2046-09-20
0.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2689961.79
CWALT 2006-OA9 2A1A
2046-07-20
0.386000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16874000.00
3796505.57
CWHL 2004-6 M
2034-05-25
2.432199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795500.00
1869536.14
CWHL 2004-J4 CB2
2019-05-25
4.677399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295500.00
37230.93
CWHL 2004-J6 B2
2024-08-25
5.128199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216500.00
70374.99
CWHL 2004-J8 M
2034-12-25
5.235800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3058000.00
1023446.40
CWHL 2006-HYB2 1A1
2036-04-20
2.703399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
7730433.54
CWHL 2006-HYB5 1A1
2036-09-20
2.447900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10566400.00
2101807.32
CWHL 2006-HYB5 4A1
2036-09-20
4.636499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79086000.00
15528218.56
DBALT 2005-2 M
2035-04-25
5.600600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
1180714.19
FIRSTPLUS FINANCIAL
2020-08-10
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4383122.00
2977437.32
GECMC 2006-C1 C
2044-03-10
5.271099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
852874.96
GMACC 2005-C1 C
2043-05-10
4.988000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6984000.00
521458.04
GMACM 2003-AR2 M3
2033-12-19
2.935900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2699000.00
164528.84
IMPAC CMB TRUST SERIES 200
2035-06-25
0.818699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
190581.98
IMSA
2036-11-25
0.373699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16575000.00
8524687.30
IMSA 2004-3 M3
2034-11-25
1.223700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
636537.01
IMSA 2006-4 A2C
2037-01-25
0.433699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41300000.00
19971846.34
INDX 2006-AR11 4A1
2036-06-25
2.756699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10800000.00
2340309.33
JPMCC 2006-CB14 C
2044-12-12
5.518500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
383595.11
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
412997.34
JPMMT 2004-A6 B2
2034-12-25
2.336199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
189712.28
JPMMT 2005-A7 3A2
2035-10-25
4.997899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15451100.00
1512224.94
LBUBS 2006-C7 E
2038-11-15
5.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
14942.24
MASTR 2004-9 30B2
2034-09-25
5.601899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1969000.00
109756.78
MLMT 2007-C1 C
2050-06-12
5.837299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4489000.00
66726.63
MSM 2006-1AR 3A
2036-02-25
2.867999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23173290.00
3939834.69
MSM 2006-8AR 3B1
2036-06-25
2.124600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278000.00
105767.37
NAA 2004-AR1 CB1
2034-08-25
3.060900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
309612.72
NAA 2007-3 A1
2037-07-25
0.433699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82670000.00
23865236.14
RAAC 2004-SP3 MII4
2034-09-25
2.023699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
414000.00
174474.51
RALI 2003-QS19 M2
2033-10-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
187125.80
RALI 2003-QS9 M2
2018-05-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
418300.00
24116.33
RALI 2005-QS4 A6
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
890193.34
RESIDENTIAL ASSET MTG 2003-RM2
2033-05-25
1.953300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
499500.00
48110.81
SAMI 2003-AR4 B2
2034-01-19
2.427500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
11793.78
SAMI 2004-AR3 B1
2034-07-19
1.077499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10498700.00
1235233.80
SARM 2005-19XS M1II
2035-10-25
0.823699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2390066.92
SASC 2003-26A B1II
2033-09-25
2.436999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2264600.96
SASC 2006-S4 A
2037-01-25
0.513700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
3651324.69
SEMT
2033-07-20
1.549299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
773000.00
34487.98
TBW 2006-3 4A1
2036-07-25
0.573699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
141986000.00
8464144.33
WMALT 2007-OC1 A1
2047-01-25
0.413700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26664144.00
6161354.40
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
205000000.00
205000000.00
0.0052
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
205000000.00
205000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150519_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.623700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1236059.97
144A CSMC 2008-C1 B
2041-02-15
5.970699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7372000.00
7515441.27
144A MARM 2005-5 A2
2045-04-26
0.562699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11900000.00
619112.28
144A SASIF 2006-AA B4
2037-12-25
0.603700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796000.00
2651.53
AHM 2004-1 1M2
2044-04-25
2.048700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11842000.00
163293.34
AHM 2004-1 1M3
2044-04-25
3.173700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7106500.00
77541.42
AHM 2004-1 3M2
2044-04-25
2.041100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412500.00
101060.96
AMSI
2035-11-25
0.643700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
7367313.62
ARMT 2004-3 CB1
2035-02-25
1.148700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2380000.00
408682.53
BCAP 2008-IND1 A1
2047-10-25
1.373699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62000000.00
26457435.97
BOAMS 2003-4 1B1
2033-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5244000.00
890264.67
BOAMS 2003-B B2
2033-03-25
3.076200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156568.00
50020.19
BOAMS 2003-D B2
2033-05-25
2.712699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4328000.00
401822.26
BOAMS 2005-9 1A8
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2980000.00
188392.03
BSABS
2034-10-25
1.973700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14333000.00
1198480.78
BVMBS 2004-1 1B1
2034-11-20
1.827499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3758000.00
395086.81
CMLTI 2005-11 A2B
2035-12-25
2.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
886284.06
CMLTI 2006-AR9 1M1
2036-11-25
0.513700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1799325.79
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1730000.00
1559902.57
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
1343942.87
CSFB 2002-AR25 CB1
2032-09-25
2.412199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10509000.00
470661.78
CSFB 2002-AR31 CB1
2032-11-25
2.383300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6231000.00
202615.64
CSFB 2003-AR26 CB1
2033-11-25
2.496200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5600000.00
859553.80
CWALT
2034-11-25
1.223700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
463244.08
CWALT 2003-10CB M
2033-05-25
5.883700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6175000.00
2155291.09
CWALT 2004-5CB M
2034-03-25
5.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
761568.26
CWALT 2005-14 2A2
2035-05-25
0.423700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1861852.95
CWALT 2005-16 A5
2035-06-25
0.453699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1129965.66
CWALT 2005-J1 1A5
2035-02-25
0.773700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3662000.00
323224.50
CWALT 2006-OA17 1A1A
2046-12-20
0.371000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85797619.00
32174835.86
CWHL 2003-42 M
2033-10-25
2.482200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2571000.00
325525.06
CWHL 2003-60 M
2034-02-25
2.540999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
2039398.45
CWHL 2004-HYB2 B1
2034-07-20
2.458800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3263000.00
639644.99
CWHL 2005-7 IM1
2035-03-25
0.923699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
2313827.53
DSLA
2045-08-19
0.477499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
3053074.08
FHLT 2005-E
2036-01-25
0.623700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
8815524.28
GMACM 2003-J5 M1
2018-10-25
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1266900.00
81022.17
GSR 2004-7 B1
2034-06-25
2.287300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
154512.21
HVMLT
2037-07-19
0.407499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
11161904.21
HVMLT 2005-9 B5
2035-06-20
1.175999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
3037879.80
IMM 2004-4 2M2
2034-09-25
2.423700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
995605.06
INDX 2004-AR3 B1
2034-07-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16770000.00
1860130.48
MANA 2007-A1 A2A
2037-01-25
0.243700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8186000.00
1065849.15
MANA 2007-A1 A2C
2037-01-25
0.403700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2177000.00
583142.24
MARM 2003-2 B1
2033-08-25
2.315100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9150000.00
999990.65
MARM 2003-3 B1
2033-09-25
2.659100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9173000.00
2059297.77
MARM 2003-5 B1
2033-11-25
2.360700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
121927.08
MARM 2003-5 B2
2033-11-25
2.360700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6076000.00
289167.49
MARM 2004-7 B1
2034-08-25
2.310900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547000.00
4735196.10
MASTR 2004-5 B2
2034-05-25
5.219999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
315711.85
MASTR 2004-9 15B3
2019-09-25
5.205300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
31444.81
MERRILL LYNCH ALTER NOTE ASSET
2037-01-25
0.333700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4499000.00
860610.52
MLMI
2035-12-25
2.522100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8815000.00
8465840.75
MLMI 2006-A3 5A2
2036-05-25
2.738999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
187639.26
PHHAM 2007-2 1A5
2037-05-25
0.493700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2496179.39
RAAC SER 2007-SP1 TR CL M2
2037-03-25
1.173700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6221000.00
4866968.97
RAMP 2003-SL1 M1
2031-04-25
7.359000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
518175.07
RAST 2005-A2 A2
2035-03-25
0.623700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13550000.00
2521715.66
RFMSI 2003-S6 M1
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014700.00
58360.39
RFMSI 2003-S6 M2
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
23214.47
RFMSI 2003-S6 M3
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405800.00
23090.60
SAMI 2005-AR5 B2
2035-07-19
0.877499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9137000.00
2703786.04
SARM 2004-20 1A3
2035-01-25
2.442499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
501678.67
SARM 2004-5 B1
2034-05-25
2.433399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
2015447.04
SARM 2005-1 5A2
2035-02-25
2.483000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4700000.00
952197.53
SASC 2003-15A B1
2033-04-25
2.480599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
394363.27
SASC 2003-30 B2
2033-10-25
5.379599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4146000.00
1264130.19
SASC 2003-34A B1I
2033-11-25
1.373699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1263260.00
144622.47
SASC 2003-9A B2II
2033-03-25
2.352700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
280323.89
SASC 2004-2AC B1
2034-02-25
2.397500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8920000.00
1650917.65
SASC 2004-3 B1
2034-03-25
5.562500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10008000.00
3276133.32
SEMT 2004-8 B2
2034-09-20
1.076000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
514703.81
SEMT 2007-1 2A1
2047-02-20
2.465500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60800000.00
13752565.86
TMST
2038-04-25
3.015600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3235000.00
792455.03
WAMMS SER 2003-MS2 CL CB4
2033-02-25
5.543400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1499000.00
522859.34
WAMU 2003-AR6 B3
2033-06-25
2.436700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
339447.01
WAMU 2004-AR14 B1
2035-01-25
2.396700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
1659991.47
WAMU 2005-AR11 B1
2045-08-25
0.783699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
7001411.32
WAMU 2005-AR11 B2
2045-08-25
0.803699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1174597.14
WAMU 2005-AR13 B1
2045-10-25
0.773700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
783831.48
WAMU 2007-HY5 3A1
2037-05-25
4.572600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1130258.68
WELLS FARGO MTG BACKED SECS 2
2033-02-25
2.511099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801000.00
22228.37
WFMBS 2004-D B2
2034-05-25
2.508200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2684000.00
312565.69
WFMBS 2005-AR14 A6
2035-08-25
5.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2293530.08
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
175000000.00
175000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
175000000.00
175000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150522_2M49
0001230485
Other Repurchase Agreement
N
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.445800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7947609.42
BOAMS
2019-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43100000.00
1451885.10
COMM 2006-C8 MTGE TRUST
2046-12-10
5.376999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22100000.00
22617512.98
DEUTSCHE MORTGAGE SEC
2036-04-15
0.444500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62234000.00
6879082.69
JPMCC 2007
2049-02-12
5.693800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4668404.46
JPMMT 2007-A1 7A3
2035-07-25
2.517399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18500000.00
9794214.10
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
989967.40
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
10816797.76
WFMBS 2006-AR1 2A5
2036-03-25
5.456199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3834615.05
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
60000000.00
60000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
60000000.00
60000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150526_2M49
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A2
2047-04-25
0.353700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1609538.61
144A CCMFC 2006-3A A1
2047-08-25
0.303700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72170000.00
18006449.88
144A CCMFC 2006-4A A1
2047-11-25
0.303700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2765281.80
144A WBCMT 2004-C15 H
2041-10-15
6.073500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
678010.43
ADJ RATE MTGE TR
2035-01-25
0.823699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12695000.00
5384811.51
AHM 2007-1 GA1A
2047-05-25
0.331000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
2722723.37
ARMT 2005-5 3A3
2035-09-25
4.958700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
13214808.70
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5550000.00
5658447.40
CWALT
2035-07-20
1.430900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13713000.00
1893488.19
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
804976.32
CWALT 2005-79CB A1
2036-01-25
0.723700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2848149.42
HMBT
2036-12-25
0.353700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
4599910.74
HMBT 2005-1 B2
2035-03-25
1.473700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
205941.32
IMM 2005-6 1A2
2035-10-25
0.453699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13300000.00
1744054.30
IMSA 2005-2 A1
2036-05-25
0.493700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
275944.37
IMSA 2005-2 A2C
2036-03-25
0.453699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6294750.00
2211867.96
IMSA 2007-2 1A1C
2037-05-25
0.553699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4805000.00
2090947.58
INDX 2004-AR7 A5
2034-09-25
1.393699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2005692.79
INDX 2005-AR15 A2
2035-09-25
4.544200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118660000.00
30650738.09
JPMCC 2007-LDPX AJS
2049-01-15
5.394999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
4970140.04
LBUBS 2008-C1 AJ
2041-04-15
6.146899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5212071.00
4536973.43
LUM 2006-1 A1
2036-04-25
0.413700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
78.76
LXS 2007-10H 2A1
2037-07-25
0.333700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18406254.00
4059764.56
MARM 2007-1 I2A1
2047-01-25
0.333700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19863000.00
6890264.28
MERRILL LYNCH MORTGAGE INVESTO
2036-05-25
2.738999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31487200.00
6994205.30
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.613700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1632693.71
SAMI 2007-AR1 1A1
2037-01-25
0.333700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14391000.00
4783315.70
SAMI 2007-AR2 1A1
2037-02-25
0.323699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6200000.00
2461890.30
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
118000000.00
118000000.00
0.0030
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
118000000.00
118000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150602_2M49
0001230485
Other Repurchase Agreement
N
BSABS 2005-AC3 1A1
2035-07-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36820000.00
8252981.41
GSR 2005-6F 3A1
2035-07-25
0.673699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2339449.00
149204.36
INDX
2036-10-25
0.483700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138473500.00
25848403.28
MARM 2007-3 12A1
2047-05-25
0.373699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167432000.00
59177493.19
RFMSI SERIES 2007-SA1 TRUST
2037-02-25
4.671299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18998200.00
4854177.47
SAMI 2006-AR8 A1BG
2036-10-25
0.293700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62440000.00
21318325.89
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
104000000.00
104000000.00
0.0026
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.700000%
988WZK004_0.7000_M150527_2M49
0001230485
Other Repurchase Agreement
N
144A CSMC 2014-OAK1 B4
2044-11-25
3.792199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3190000.00
2954007.12
144A CSMC 2014-WIN2 B4
2044-10-25
4.016899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4457000.00
4085091.95
144A WFRBS 2013-C16 E
2046-09-15
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4111026.53
AHM 2005-1 1A3
2045-06-25
0.483700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31000000.00
3115768.46
CWALT INC ALTERNATIVE LOAN TR
2043-11-25
3.736000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4168000.00
3764073.90
JPMCC 2005-CB12 B
2037-09-12
4.988800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500940.00
7123780.85
JPMCC 2007-CB20 AJ
2051-02-12
6.075099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1056668.52
SAMI 2004-AR6 M
2035-02-19
0.852500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1394205.99
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
N
N
N
24000000.00
24000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
24000000.00
24000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
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
80000000.00
79996533.33
0.0020
N
79997600.00
79997600.00
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
143000000.00
142924925.00
0.0036
N
142948520.00
142948520.00
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
51000000.00
50972800.00
0.0013
N
50981130.00
50981130.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M150401_2M49
0001074042
Government Agency Repurchase Agreement
Y
2.25 FHLB 21 ZD
2021-06-11
2.250000
Government Agency Debt
6300000.00
6508309.50
3.375 FHLB 29 AF
2029-06-08
3.375000
Government Agency Debt
8100000.00
8692383.38
Fannie Mae
2017-10-26
0.875000
Government Agency Debt
7545000.00
7575537.34
Fannie Mae
2018-08-28
1.500000
Government Agency Debt
4711000.00
4714462.59
Fannie Mae
2023-01-15
0.00
Government Agency Debt
5045000.00
4231645.10
Fannie Mae
2027-06-25
3.029999
Government Agency Debt
9772000.00
9767895.76
Farm Federal Credit Bank
2032-11-15
3.180000
Government Agency Debt
9700000.00
9645324.33
Farm Federal Credit Bank
2035-11-02
3.910000
Government Agency Debt
5710000.00
6514328.05
Freddie Mac
2019-10-02
1.250000
Government Agency Debt
8938000.00
8900954.47
Freddie Mac
2020-03-19
2.000000
Government Agency Debt
7883000.00
7907884.00
Freddie Mac
2027-06-21
3.000000
Government Agency Debt
6667000.00
6671822.46
Freddie Mac
2029-04-11
4.000000
Government Agency Debt
8350000.00
8840219.22
Freddie Mac
2030-02-15
3.100000
Government Agency Debt
8000000.00
7968328.89
Freddie Mac
2032-12-06
3.180000
Government Agency Debt
6725000.00
6585646.79
Freddie Mac
2033-07-25
4.700000
Government Agency Debt
7750000.00
8199784.17
Freddie Mac
2035-08-08
3.299999
Government Agency Debt
7215000.00
6897600.12
GNMA
2028-03-23
0.00
Government Agency Debt
13000000.00
8753940.00
GNMA
2029-05-15
6.250000
Government Agency Debt
13105000.00
8614309.65
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
133000000.00
133000000.00
0.0034
N
133000000.00
133000000.00
DNB Bank ASA
DNB Bank ASA 0.280000%
23290QRX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
208000000.00
208000000.00
0.0053
N
208054080.00
208054080.00
DNB Bank ASA
DNB Bank ASA 0.325000%
2332K1X13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
375000000.00
374380468.80
0.0095
N
374377500.00
374377500.00
DNB Bank ASA
DNB Bank ASA 0.070000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
202000000.00
202000000.00
0.0051
Security is a time deposit.
N
202000000.00
202000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000%
23328AJY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
100000000.00
100000000.00
0.0025
N
100000000.00
100000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
292000000.00
292000000.00
0.0074
Security is a time deposit.
N
292000000.00
292000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384EL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
85000000.00
84997733.34
0.0022
N
84998980.00
84998980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384EP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
20000000.00
19999313.89
0.0005
N
19999720.00
19999720.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384FF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
48000000.00
47996033.34
0.0012
N
47998512.00
47998512.00
Federal Home Loan Bank
Federal Home Loan Bank 0.077500%
313384FH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-05-08
2015-05-08
N
N
N
100000000.00
99992034.72
0.0025
N
99996700.00
99996700.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150401_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-11-15
3.750000
Treasury Debt
2371488300.00
2625003714.11
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
2625000000.00
2625000000.00
0.0667
N
2625000000.00
2625000000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.100000%
985YBN003_0.1000_M150406_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-04-30
2.625000
Treasury Debt
1732880600.00
1838498954.53
United States Treasury Department
2018-09-30
1.375000
Treasury Debt
674375900.00
680381891.77
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
4729000.00
5133283.78
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
2524000000.00
2524000000.00
0.0642
N
2523924280.00
2523924280.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
200000000.00
199989000.00
0.0051
N
199996000.00
199996000.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
80000000.00
79993644.45
0.0020
N
79996800.00
79996800.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRG0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
165000000.00
164984875.01
0.0042
N
164993400.00
164993400.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JSU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-28
2015-05-28
N
N
N
23000000.00
22991988.33
0.0006
N
22995630.00
22995630.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JTQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
98000000.00
97942833.33
0.0025
N
97968640.00
97968640.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JU84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-08
2015-07-08
N
N
N
50000000.00
49965972.22
0.0013
N
49978500.00
49978500.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4055000.00
4055000.00
0.0001
N
4055000.00
4055000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
38399H002_0.1500_M150401_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
10085300.00
9231733.70
Freddie Mac
2022-05-25
2.373000
Government Agency Debt
1500000.00
1518387.87
Freddie Mac
2024-10-25
3.170999
Government Agency Debt
4000000.00
4226588.00
GNMA
2023-01-25
2.637000
Government Agency Debt
225000.00
231149.14
GNMA
2023-04-25
3.250000
Government Agency Debt
444987.00
476547.85
United States Treasury Department
2019-04-15
0.125000
Treasury Debt
10143100.00
10287590.06
United States Treasury Department
2020-01-15
1.375000
Treasury Debt
6964500.00
8136476.09
United States Treasury Department
2021-07-15
0.625000
Treasury Debt
27589600.00
29922115.81
United States Treasury Department
2022-07-15
0.125000
Treasury Debt
2393000.00
2448534.26
United States Treasury Department
2027-01-15
2.375000
Treasury Debt
9123800.00
13063044.55
United States Treasury Department
2041-02-15
2.125000
Treasury Debt
20370000.00
29356328.71
United States Treasury Department
2042-02-15
0.750000
Treasury Debt
26740200.00
27988863.90
United States Treasury Department
2045-02-15
0.750000
Treasury Debt
803900.00
812654.18
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
135000000.00
135000000.00
0.0034
N
135000000.00
135000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150401_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-10-25
0.603700
Government Agency Debt
4615000.00
144260.42
Fannie Mae
2036-08-25
0.473700
Government Agency Debt
29861900.00
4536054.32
GNMA
2043-08-15
3.500000
Government Agency Debt
3152399.00
3046043.75
GNMA
2044-04-20
4.500000
Government Agency Debt
66059280.00
58669972.78
GNMA
2045-02-20
3.500000
Government Agency Debt
53174572.00
56003669.61
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
120000000.00
120000000.00
0.0031
N
120000000.00
120000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150402_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-08-25
3.020999
Government Agency Debt
2000000.00
2074929.00
Fannie Mae
2026-12-01
8.000000
Government Agency Debt
3710107.00
162739.22
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
109385.00
94656.45
Fannie Mae
2030-03-01
2.500000
Government Agency Debt
49705.00
51110.62
Fannie Mae
2030-04-01
2.500000
Government Agency Debt
3620300.00
3693040.27
Fannie Mae
2036-08-01
2.615000
Government Agency Debt
3345600.00
554108.97
Fannie Mae
2036-08-25
0.473700
Government Agency Debt
869500.00
132077.97
Fannie Mae
2041-04-01
3.318000
Government Agency Debt
1635000.00
477614.39
Fannie Mae
2041-09-01
2.721000
Government Agency Debt
6008300.00
6384020.03
Fannie Mae
2042-01-01
2.750000
Government Agency Debt
24741100.00
13561996.47
Fannie Mae
2042-06-01
2.472900
Government Agency Debt
6619600.00
6956939.78
Fannie Mae
2042-07-01
2.605000
Government Agency Debt
43314986.00
24055550.54
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
9978837.00
10505756.18
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
6576714.00
6923988.61
Freddie Mac
2024-10-25
3.170999
Government Agency Debt
100.00
105.66
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
2908240.00
574829.87
Freddie Mac
2035-12-01
5.500000
Government Agency Debt
980559.00
157857.05
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
769588.00
163251.05
Freddie Mac
2040-05-01
4.500000
Government Agency Debt
10348406.00
4933674.10
Freddie Mac
2045-02-01
3.500000
Government Agency Debt
7268000.00
7630001.96
GNMA
2034-03-20
4.000000
Government Agency Debt
6119529.00
4675136.69
GNMA
2038-05-15
5.500000
Government Agency Debt
25000000.00
4347838.19
GNMA
2039-03-15
4.500000
Government Agency Debt
11772694.00
4124120.12
GNMA
2041-10-15
4.500000
Government Agency Debt
5476127.00
4538375.05
GNMA
2043-11-15
4.500000
Government Agency Debt
768693.00
782095.42
GNMA
2044-01-15
4.500000
Government Agency Debt
4486573.00
4523310.04
GNMA
2044-04-15
4.500000
Government Agency Debt
3991000.00
4414449.44
GNMA
2044-08-15
3.500000
Government Agency Debt
2424604.00
2546571.95
GNMA
2044-08-20
4.500000
Government Agency Debt
4134584.00
4540658.65
GNMA
2044-10-20
4.500000
Government Agency Debt
4080416.00
4380049.40
GNMA
2045-02-20
4.500000
Government Agency Debt
108983.00
118693.70
GNMA
2045-03-20
3.000000
Government Agency Debt
4063133.00
4196631.30
GNMA
2045-03-20
4.000000
Government Agency Debt
4043208.00
4403823.07
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
134000000.00
134000000.00
0.0034
N
133998660.00
133998660.00
HSBC Bank Plc
HSBC Bank Plc 0.313800%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-05
2016-01-04
N
N
N
307000000.00
307000000.00
0.0078
N
307012280.00
307012280.00
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
134000000.00
134000000.00
0.0034
N
133975880.00
133975880.00
HSBC Bank USA
HSBC Bank USA 0.310000%
40428AE45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
4000000.00
4000000.00
0.0001
N
3999400.00
3999400.00
HSBC Bank USA
HSBC Bank USA 0.240000%
40428AYZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
137000000.00
137000000.00
0.0035
N
137008220.00
137008220.00
HSBC Bank USA
HSBC Bank USA 0.245000%
40428AZP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
55000000.00
54999519.35
0.0014
N
55006600.00
55006600.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1T14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
Y
ING Bank NV
N/A
N/A
N
33000000.00
32983225.00
0.0008
N
32989770.00
32989770.00
ING Bank NV
ING Bank NV 0.290000%
924RUL005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
129000000.00
129000000.00
0.0033
N
129000000.00
129000000.00
ING Bank NV
ING Bank NV 0.300000%
924UWV004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
205000000.00
205000000.00
0.0052
N
205030750.00
205030750.00
ING Bank NV
ING Bank NV 0.300000%
924WBT008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
15000000.00
15000000.00
0.0004
N
15002250.00
15002250.00
ING Bank NV
ING Bank NV 0.300000%
924WXT004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
100000000.00
100000000.00
0.0025
N
100014000.00
100014000.00
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
100000000.00
100000000.00
0.0025
N
100020000.00
100020000.00
ING Bank NV
ING Bank NV 0.350000%
926FSL002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
183000000.00
183000000.00
0.0047
N
183051240.00
183051240.00
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
50000000.00
50010568.06
0.0013
N
50008750.00
50008750.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.140000%
46899T004_0.1400_M150401_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
84738.00
70748.01
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
5952307.00
5272675.86
Freddie Mac
2029-12-01
3.000000
Government Agency Debt
118654363.00
121846830.67
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
98788.00
70048.32
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
89575984.00
78740384.16
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
200000000.00
200000000.00
0.0051
N
200000000.00
200000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.630000%
921ACP006_0.6300_M150629_2M49
0001168163
Other Repurchase Agreement
N
AGRIUM INC
2041-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8799912.00
11029022.60
AGRIUM INC
2041-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59.00
73.95
AIR LEASE CORPORATION
2016-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4379599.00
4514271.67
APOLLO MGMT HLDGS L P
2024-05-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2044021.00
2125566.08
AT&T BROADBAND CORP
2022-11-15
9.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025979.00
1527517.43
AUSTRALIA NEW ZEALAND
2016-02-12
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2084524.00
2093289.42
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4470065.00
4645793.31
BBCMS TR 2014-BXO
2027-08-16
2.732200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725388.00
727650.00
BHMS 2014 ATLS MTG TR
2033-07-08
3.172000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8266133.00
8194258.06
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14669621.00
15053378.29
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
6525739.33
BHP BILLITON FINANCE USA LTD
2023-09-30
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15706000.00
16790765.43
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
1021271.00
1164714.19
BOCA HOTEL PORTFOLIO TR 2013 BOCA
2026-08-15
3.224499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
802209.00
806714.43
BP CAPITAL MARKETS PLC
2020-10-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4105000.00
4636145.95
BPCE
2018-12-10
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17876512.00
18474987.84
BPCE
2018-12-10
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1106012.00
1143039.44
CGWF COML MTG 2013 RKWH
2030-11-15
3.974499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
20011608.89
CGWF COML MTG 2013 RKWH
2030-11-15
3.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19584103.00
19626411.19
CGWF COML MTG 2013 RKWH
2030-11-15
3.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3515.00
3522.59
CITIGROUP COML MTG TR 2014 388G
2033-06-16
2.521999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1778899.00
1773896.54
CITIGROUP COML MTG TR 2014 388G
2033-06-16
2.521999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1516817.00
1512551.54
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
1167336.00
861020.42
CITIGROUP COMMERCIAL MTGE TRUST ,NY
2022-04-15
0.424499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1491703.00
1489997.49
CMS ENERGY CORP
2017-07-17
6.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5169938.00
5831348.28
CMS ENERGY CORPORATION
2044-03-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13939999.00
16289481.28
CMS ENERGY CORPORATION
2044-03-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.17
COMM 2014 CCRE19 MTG TR
2047-08-10
4.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11928111.00
9677752.66
COMM 2014 KY0 MTG TR
2027-06-11
2.527000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2015750.00
2016588.33
COMM 2014 KY0 MTG TR
2027-06-11
3.677000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
972432.00
971999.05
COMMONWEALTH BK AUSTRA
2018-09-20
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19546612.00
20115885.36
COMMONWEALTH BK AUSTRA
2018-09-20
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
626388.00
644630.85
COX COMMUNICATIONS INC
2025-02-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17810000.00
18517319.20
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6043790.00
6221094.65
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1847.00
1901.18
CSMC SERIES 2010-RR1
2049-06-10
5.574799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91526.00
98859.43
CWALT INC 2005-53T2
2037-09-17
4.373300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
8940636.89
CWCI
2048-08-17
5.253999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2032768.00
2091009.06
CWS TOWN CENTRE 2000 LP 11 12 31 2010009
2030-06-10
4.924999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
14838552.85
DEVON ENERGY CORPORATION
2018-12-15
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1012284.00
1026643.25
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5114369.00
5186993.04
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3968456.00
4024808.08
DUKE POWER COMPANY
2032-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
901237.00
1237472.00
DUKE POWER COMPANY
2032-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272518.00
374189.47
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
196813.10
EQTY 2014 INNS MTG TR
2031-05-08
4.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3210991.00
3195920.12
EXPORK SA
2031-12-05
3.313000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9801176.00
9813356.14
EXPORKLORE SA
2031-12-05
4.092699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18942617.00
19115237.72
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
957969.00
997271.95
EXXON MOBIL CORP
2019-03-15
1.819000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15655000.00
15839663.34
FREEPORT MCMORAN COOPER
2017-03-01
2.149999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4177970.00
4166905.34
GCMO 144A COMMERCIAL
2028-11-15
7.968799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
314788.00
319595.98
GCMO 144A COMMERCIAL
2028-11-15
7.968799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
194204.00
197170.22
GENERAL ELEC CAPT CORP
2020-01-08
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10654837.00
12435692.38
GENERAL ELEC CAPT CORP
2021-01-07
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1695770.00
1920631.93
GENERAL ELEC CAPT CORP
2021-01-07
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1022964.00
1158610.73
GS MTG SECS TR 2014
2031-07-15
6.124500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4398315.00
4494853.61
GS MTG SECS TR 2014 GC24
2047-09-12
4.507600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15309775.00
16790022.20
HILTON USA TR 2013 HLT
2030-11-07
5.221599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2470193.00
2543731.09
HSBC HOLDINGS PLC
2042-01-14
6.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
467420.53
INTERNATINOAL PAPER CAPITAL TRUST
2021-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4581511.00
5787838.12
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.174999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106356.00
104403.89
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
353104.00
317972.11
JP MORGAN MTG 2014 I9VR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
501895.00
409170.91
JP MORGAN MTG 2014 I9VR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.82
JP MORGAN MTG TR 2014 1
2044-01-25
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1324656.00
1120932.48
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4984088.00
7283412.56
METRO EDISON CO
2023-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5259264.00
5356274.05
MITSUNBISHI UFJ TR
2017-10-16
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6540000.00
6576057.20
MUFG AMERS HLDGS CORP
2025-02-10
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5746614.00
5661449.18
NIAGARA MOHAWK PWR CORP
2042-11-28
4.118999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1820000.00
1964149.91
ORACLE CORP
2019-10-08
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4159493.00
4251241.02
PACKAGING CORP OF AMER
2018-03-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000301.00
5620382.77
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4162942.00
4282791.95
PHILLIP MORRIS INTL INC
2023-11-15
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5611565.00
5930133.55
PPL CAPITAL FUNDING, INC
2044-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1443131.00
1706194.54
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2439692.00
2683360.30
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1540720.00
1694601.98
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11081798.00
11505886.09
SMUCKER J M CO
2025-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7725336.00
7944963.01
SMUCKER J M CO
2025-03-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3401240.00
3497935.36
SPECTRA ENERGY PARTNERS LP
2016-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2497.00
2573.90
SPRINGLEAF MTG LN TR 2013 2
2065-12-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4610031.00
4750094.50
SYSCO CORP
2034-10-02
4.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315875.00
337148.92
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21950053.00
24015943.23
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15160126.00
16586963.38
TIME WARNER INC
2023-12-15
4.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3559024.00
3843897.18
TRANS ALLEGHENY INTERSTATE LINE CO
2025-06-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3287678.00
3464830.88
TRANSCONTINENTAL GAS PIPE LINECO LLC
2042-08-01
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10070000.00
9192869.44
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
4.958599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1282331.00
1400956.25
VIACOM, INC CLASS B COMMON NEW
2021-12-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4822297.00
5103917.81
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18014931.00
18421994.38
WELLS FARGO BK
2036-08-26
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.30
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17135901.00
19056326.93
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6499826.00
7228263.59
WFRBS COML MTG TR 2011-C5
2044-11-18
5.635500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9700695.00
11071302.78
WFRBS COML MTG TR 2012 C6
2045-04-17
5.562299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
2.28
WFRBS COML MTG TR 2012 C8
2045-08-17
4.876400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82685.00
90505.37
WFRBS COML MTG TR 2013-C15
2046-08-17
4.482400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11920895.00
10379549.01
WILLIAMS PARTNERS L.P.
2024-03-04
4.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196000.00
195806.94
WMB 7.875 09/01/21
2021-09-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
623158.00
725887.15
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5871634.00
6341462.58
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2915133.00
3148392.23
WYNDHAM WORLDWIDE CORP
2021-03-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.13
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
509000000.00
509000000.00
0.0129
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
509000000.00
509000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
992JYG007_0.0700_M150407_2M49
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
223900600.00
230472903.99
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
58333800.00
59379417.25
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
99000.00
103907.89
United States Treasury Department
2021-04-30
2.250000
Treasury Debt
718500.00
750615.77
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
285000000.00
285000000.00
0.0072
N
284974350.00
284974350.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313300%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-22
2015-10-22
N
N
N
100000000.00
100000000.00
0.0025
N
100005000.00
100005000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.313300%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-10-23
N
N
N
170000000.00
170000000.00
0.0043
N
170008500.00
170008500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.315000%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2015-12-08
N
N
N
273000000.00
273000000.00
0.0069
N
273008190.00
273008190.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.406600%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-04-20
2016-04-18
N
N
N
110000000.00
110000000.00
0.0028
N
110055770.00
110055770.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.423600%
48125LJX1
Other Note
N
First Tier Security
N/A
N/A
2015-06-08
2015-11-06
N
N
N
50000000.00
50018250.00
0.0013
N
50023500.00
50023500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.376700%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2016-04-22
N
N
N
95000000.00
95000000.00
0.0024
N
95019380.00
95019380.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P3T94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46977479.17
0.0012
N
46981200.00
46981200.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.290000%
4820P3U19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
82000000.00
81939889.54
0.0021
N
81953260.00
81953260.00
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
80000000.00
79993066.67
0.0020
N
79996000.00
79996000.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.300000%
52952MT91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
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
182000000.00
181895350.00
0.0046
N
181927200.00
181927200.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.240000%
52952MU16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
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
12000000.00
11992720.00
0.0003
N
11993160.00
11993160.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53943SRL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
137000000.00
136980477.50
0.0035
N
136990410.00
136990410.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53944L7F2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
N
82000000.00
82000000.00
0.0021
N
82009840.00
82009840.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GAB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
184000000.00
184000000.00
0.0047
N
184022080.00
184022080.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GAC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
203000000.00
203000000.00
0.0052
N
203024360.00
203024360.00
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
10000000.00
9997833.33
0.0003
N
9998800.00
9998800.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.270000%
55607LTR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-25
2015-06-25
N
N
N
146000000.00
145906925.00
0.0037
N
145931380.00
145931380.00
Macquarie Bank Ltd
Macquarie Bank Ltd 0.270000%
55607LTV6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
137000000.00
136908552.50
0.0035
N
136931500.00
136931500.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150505_2M49
0000728612
Other Repurchase Agreement
N
CSMC SERIES 2009-4R
2036-04-26
4.460600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66240308.00
40900826.60
CWALT INC 2007-24
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
206709429.00
54611156.26
CWCI
2048-08-17
5.253999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46738897.00
48078018.33
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.313800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
121162175.00
53375043.09
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.423800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154262727.00
45230948.80
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.307500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300226000.00
85068712.99
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.417499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94989086.00
53161299.55
HILTON USA TR 2013 HLT
2030-11-07
5.221599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38691552.00
39843406.40
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.775299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015698.00
1070618.60
JPMCC 2006-LDP7 AJ
2045-04-15
5.840700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51084236.00
51309969.53
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
411000000.00
411000000.00
0.0104
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
411127410.00
411127410.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682AQQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
36000000.00
36000000.00
0.0009
N
36000360.00
36000360.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
78000000.00
78000000.00
0.0020
N
78002340.00
78002340.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
95000000.00
95000000.00
0.0024
N
95007600.00
95007600.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ASK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
79000000.00
79000000.00
0.0020
N
79010270.00
79010270.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ASP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
9000000.00
9000000.00
0.0002
N
9001080.00
9001080.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.280000%
60682ASX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-29
2015-06-29
N
N
N
97000000.00
97000000.00
0.0025
N
97006790.00
97006790.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60682ATA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
13000000.00
13000000.00
0.0003
N
13001690.00
13001690.00
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
117000000.00
117000000.00
0.0030
N
117017550.00
117017550.00
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
14000000.00
14000000.00
0.0004
N
14002240.00
14002240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
19000000.00
19000000.00
0.0005
N
19003230.00
19003230.00
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
34000000.00
34000000.00
0.0009
N
34003060.00
34003060.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
N
18000000.00
18000000.00
0.0005
N
18001620.00
18001620.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ATY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-27
2015-07-27
N
N
N
39000000.00
39000000.00
0.0010
N
39003900.00
39003900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
88000000.00
88000000.00
0.0022
N
88009680.00
88009680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
14000000.00
14000000.00
0.0004
N
14001540.00
14001540.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682AUP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
45000000.00
45000000.00
0.0011
N
45004950.00
45004950.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682AVA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
38000000.00
38000000.00
0.0010
N
38003040.00
38003040.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L2U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
70000000.00
70000000.00
0.0018
N
70000000.00
70000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L3R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
18000000.00
18000069.97
0.0005
N
18000000.00
18000000.00
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
120000000.00
120000000.00
0.0031
N
120001200.00
120001200.00
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
9000000.00
9000000.00
0.0002
N
9000900.00
9000900.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6D3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688L6J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
70000000.00
70000000.00
0.0018
N
70000000.00
70000000.00
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
48000000.00
48000000.00
0.0012
N
48000000.00
48000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.270000%
60688L7D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
N
118000000.00
118000000.00
0.0030
N
118002360.00
118002360.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688L7K6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
56000000.00
56000000.00
0.0014
N
56001120.00
56001120.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LY26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
317000000.00
317000000.00
0.0081
N
317003170.00
317003170.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.250000%
60686N005_0.2500_M150401_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-06-25
3.000000
Government Agency Debt
2249851.00
2334857.12
Fannie Mae
2039-11-25
3.000000
Government Agency Debt
1831993.00
1876351.05
Fannie Mae
2039-12-25
2.000000
Government Agency Debt
1000000.00
859517.33
Fannie Mae
2040-10-25
3.000000
Government Agency Debt
33300000.00
32724090.81
Freddie Mac
2039-10-15
3.934000
Government Agency Debt
53916057.00
6101191.45
Freddie Mac
2040-02-15
3.000000
Government Agency Debt
5000000.00
4754089.06
Freddie Mac
2041-03-15
5.000000
Government Agency Debt
16810000.00
19387875.14
GNMA
2040-02-16
0.624500
Government Agency Debt
10159299.00
3610119.80
GNMA
2040-03-20
6.976000
Government Agency Debt
7200000.00
7334846.60
GNMA
2040-12-20
0.526000
Government Agency Debt
6700000.00
3713168.49
GNMA
2041-01-20
0.626000
Government Agency Debt
10000000.00
4290014.59
GNMA
2041-06-16
0.524499
Government Agency Debt
10000000.00
3653878.66
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
88000000.00
88000000.00
0.0022
N
88000000.00
88000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
384000000.00
384000000.00
0.0098
Security is a time deposit.
N
384000000.00
384000000.00
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
210000000.00
210000000.00
0.0053
N
210035700.00
210035700.00
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
182000000.00
182000000.00
0.0046
N
182030940.00
182030940.00
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
42000000.00
42000000.00
0.0011
N
42003360.00
42003360.00
National Bank of Canada
National Bank of Canada 0.070000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
95000000.00
95000000.00
0.0024
Security is a time deposit.
N
94999183.00
94999183.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E1R29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
73000000.00
72999493.06
0.0019
N
72999270.00
72999270.00
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
87000000.00
86960560.00
0.0022
N
86979120.00
86979120.00
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
20000000.00
19988138.89
0.0005
N
19993800.00
19993800.00
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
39000000.00
38974216.67
0.0010
N
38985570.00
38985570.00
Nationwide Building Society
Nationwide Building Society 0.400000%
6385E1TS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-26
2015-06-26
N
N
N
160000000.00
159847111.11
0.0041
N
159923200.00
159923200.00
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
275000000.00
275000000.00
0.0070
N
275049500.00
275049500.00
Natixis SA
Natixis SA 0.300000%
63873FKN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
91000000.00
91000000.00
0.0023
N
91015470.00
91015470.00
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
21000000.00
21000000.00
0.0005
N
21005040.00
21005040.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.080000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0001
N
5450000.00
5450000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983URH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9999022.22
0.0003
N
9999400.00
9999400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983UT29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
46000000.00
45980194.44
0.0012
N
45986200.00
45986200.00
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983UT45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
44000000.00
43980444.45
0.0011
N
43986360.00
43986360.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.220000%
69033PS43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
12000000.00
11999886.68
0.0003
N
12000600.00
12000600.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PS68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
12000000.00
12000000.00
0.0003
N
12000480.00
12000480.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.225000%
69033RRL2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
125000000.00
124985156.25
0.0032
N
124993750.00
124993750.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-05-07
N
N
N
114000000.00
114000000.00
0.0029
N
114001140.00
114001140.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VDD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-11
2015-06-11
N
N
N
597000000.00
597000000.00
0.0152
N
597083580.00
597083580.00
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
325000000.00
325000000.00
0.0083
N
325058500.00
325058500.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.310000%
76582KR86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
142000000.00
141991440.55
0.0036
N
141995740.00
141995740.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.300000%
76582KSB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
3000000.00
2999000.00
0.0001
N
2999400.00
2999400.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KT27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
2000000.00
1998794.44
0.0001
N
1999300.00
1999300.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.350000%
76582KTJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-18
2015-06-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
28000000.00
27978766.67
0.0007
N
27986840.00
27986840.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.400000%
76582KW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
79000000.00
78864822.23
0.0020
N
78896510.00
78896510.00
Royal Bank of Canada
Royal Bank of Canada 0.343600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-04-06
N
N
N
75000000.00
75000000.00
0.0019
N
75077775.00
75077775.00
Royal Bank of Canada
Royal Bank of Canada 0.375600%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-04-07
2016-04-01
N
N
N
243000000.00
243000000.00
0.0062
N
243002430.00
243002430.00
Royal Bank of Canada
Royal Bank of Canada 0.345200%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-04-01
2016-03-31
N
N
N
125000000.00
125000000.00
0.0032
N
124997500.00
124997500.00
Royal Bank of Canada
Royal Bank of Canada 0.285000%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-12-10
N
N
N
120000000.00
120000000.00
0.0031
N
120003600.00
120003600.00
Royal Bank of Canada
Royal Bank of Canada 0.285000%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2016-01-06
N
N
N
236000000.00
236000000.00
0.0060
N
235990560.00
235990560.00
Royal Bank of Canada
Royal Bank of Canada 0.283800%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2016-02-25
N
N
N
75000000.00
75000000.00
0.0019
N
75009750.00
75009750.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.260000%
82124MR77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
67000000.00
66997096.66
0.0017
N
66997990.00
66997990.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.270000%
82124MRH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19997600.00
0.0005
N
19998400.00
19998400.00
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
52000000.00
51991737.77
0.0013
N
51994800.00
51994800.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.250000%
82124MRT9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-04-27
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
67000000.00
66987902.78
0.0017
N
66991960.00
66991960.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MS19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
200000000.00
199950000.00
0.0051
N
199972000.00
199972000.00
Sheffield Receivables Company LLC
Sheffield Receivables Company LLC 0.300000%
82124MS43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
26000000.00
25992850.00
0.0007
N
25995840.00
25995840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.255000%
83050URG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
28000000.00
27997025.01
0.0007
N
27998880.00
27998880.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HN51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
21000000.00
21000000.00
0.0005
N
21001050.00
21001050.00
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
2015-04-02
2015-04-02
N
N
N
462000000.00
462000000.00
0.0117
Security is a time deposit.
N
462000000.00
462000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.070000%
923CYV003_M150401
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
30000000.00
30000000.00
0.0008
Security is a time deposit.
N
30000000.00
30000000.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.180000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
Y
Northern Trust Co
N/A
N/A
N
N
27500000.00
27500000.00
0.0007
N
27500000.00
27500000.00
Societe Generale
Societe Generale 0.270000%
83369CT12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
192000000.00
191912160.00
0.0049
N
191927040.00
191927040.00
Societe Generale
Societe Generale 0.270000%
83369CT20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
33000000.00
32984655.00
0.0008
N
32987130.00
32987130.00
State Street Bank & Trust Co NA
State Street Bank & Trust Co NA 0.246000%
8574P1DJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2015-04-13
N
N
N
247000000.00
247000000.00
0.0063
N
246997530.00
246997530.00
State Street Corp
State Street Corp 0.300000%
85747KTH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-17
2015-06-17
N
N
N
186000000.00
185880650.01
0.0047
N
185921880.00
185921880.00
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
32000000.00
32000000.00
0.0008
N
32004800.00
32004800.00
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
61000000.00
61000000.00
0.0016
N
61010370.00
61010370.00
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
73000000.00
73000000.00
0.0019
N
73001460.00
73001460.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562Y7D0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-28
2015-10-28
N
N
N
100000000.00
100000000.00
0.0025
N
100002000.00
100002000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YH31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
105000000.00
105000000.00
0.0027
N
105010500.00
105010500.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562YQ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-08
2015-06-08
N
N
N
84000000.00
84000000.00
0.0021
N
84010920.00
84010920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YRQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
153000000.00
153000000.00
0.0039
N
153032130.00
153032130.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YVH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
7000000.00
7000000.00
0.0002
N
7000000.00
7000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
18000000.00
18000000.00
0.0005
N
18000720.00
18000720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
8000000.00
8000000.00
0.0002
N
8000320.00
8000320.00
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
75000000.00
75000000.00
0.0019
N
75015000.00
75015000.00
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
7000000.00
7000000.00
0.0002
N
7001400.00
7001400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86563RCY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
55000000.00
55000000.00
0.0014
N
54998350.00
54998350.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86563RGQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
46000000.00
46000000.00
0.0012
N
46005520.00
46005520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86563RHM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
125000000.00
124999997.94
0.0032
N
125000000.00
125000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
180000000.00
180000000.00
0.0046
N
180009000.00
180009000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86563RKL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
2000000.00
2000000.00
0.0001
N
2000100.00
2000100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KVD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
47000000.00
47000000.00
0.0012
N
47002350.00
47002350.00
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
26000000.00
26000000.00
0.0007
N
26001820.00
26001820.00
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
135000000.00
135000000.00
0.0034
N
135013500.00
135013500.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KWJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
79000000.00
79000000.00
0.0020
N
79007110.00
79007110.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86563KWM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-27
2015-05-27
N
N
N
168000000.00
168000000.00
0.0043
N
168015120.00
168015120.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86563KXH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-24
2015-06-24
N
N
N
82000000.00
82000000.00
0.0021
N
82001640.00
82001640.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.245000%
86563KXS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
11000000.00
11000000.00
0.0003
N
10999890.00
10999890.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.060000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
785000000.00
785000000.00
0.0200
Security is a time deposit.
N
785000000.00
785000000.00
Swedbank AB
Swedbank AB 0.235000%
87019SRH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
65000000.00
64993211.11
0.0017
N
64996100.00
64996100.00
Swedbank AB
Swedbank AB 0.260000%
87019TYC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
30000000.00
30000000.00
0.0008
N
30007200.00
30007200.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
232000000.00
232000000.00
0.0059
Security is a time deposit.
N
231999443.20
231999443.20
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
2015-04-07
2015-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602URF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
11000000.00
10999058.89
0.0003
N
10999230.00
10999230.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.264500%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-10-14
N
N
N
60000000.00
60000000.00
0.0015
N
60001200.00
60001200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.266500%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-10-19
N
N
N
115000000.00
115000000.00
0.0029
N
115002300.00
115002300.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.244500%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-16
2015-06-16
N
N
N
26000000.00
26000000.00
0.0007
N
26000000.00
26000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.246500%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-06-17
N
N
N
230000000.00
230000000.00
0.0058
N
230041400.00
230041400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243300%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-07-21
N
N
N
160000000.00
160000000.00
0.0041
N
160000000.00
160000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112UWA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
272000000.00
272000000.00
0.0069
N
272059840.00
272059840.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.286000%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2016-03-21
N
N
N
193000000.00
193000000.00
0.0049
N
193007720.00
193007720.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89113EJL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
92000000.00
92000000.00
0.0023
N
92000000.00
92000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89113EJR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
300000000.00
300000000.00
0.0076
N
299997000.00
299997000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HS47
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
230000000.00
229953616.68
0.0058
N
229983900.00
229983900.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSD7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-13
2015-05-13
N
N
N
202000000.00
201945796.65
0.0051
N
201981820.00
201981820.00
UBS AG
UBS AG 0.250000%
90267RA41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
5000000.00
5000000.00
0.0001
N
5000000.00
5000000.00
UBS AG
UBS AG 0.250000%
90267RZY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
180000000.00
180000000.00
0.0046
N
180003600.00
180003600.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.260000%
91127QVD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-13
2015-08-13
N
N
N
100000000.00
99903222.22
0.0025
N
99916000.00
99916000.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.260000%
91127QVE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-14
2015-08-14
N
N
N
81000000.00
80921024.99
0.0021
N
80931150.00
80931150.00
United States Treasury Department
United States Treasury Department 0.119000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2017-01-31
N
N
N
200000000.00
199998321.88
0.0051
N
200042800.00
200042800.00
United States Treasury Department
United States Treasury Department 0.080000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2016-01-31
N
N
N
264000000.00
263973856.83
0.0067
N
263986008.00
263986008.00
United States Treasury Department
United States Treasury Department 0.105000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-04-01
2016-07-31
N
N
N
170000000.00
170000000.00
0.0043
N
169994220.00
169994220.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.245000%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
27000000.00
27000000.00
0.0007
N
27000000.00
27000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.360600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2016-04-14
N
N
N
100000000.00
100000000.00
0.0025
N
99996400.00
99996400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.404600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2015-06-22
2016-04-21
N
N
N
275000000.00
275000000.00
0.0070
N
275003025.00
275003025.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241900%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-05-01
N
N
N
22000000.00
22000000.00
0.0006
N
22000000.00
22000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.256000%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-05-20
N
N
N
226000000.00
226000000.00
0.0057
N
226013560.00
226013560.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.265600%
94988E6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-08-27
N
N
N
74000000.00
74000000.00
0.0019
N
74000000.00
74000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.277000%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-11-18
N
N
N
135000000.00
135000000.00
0.0034
N
135002700.00
135002700.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.273300%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-11-23
N
N
N
224000000.00
224000000.00
0.0057
N
224004480.00
224004480.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.273800%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-11-25
N
N
N
173000000.00
173000000.00
0.0044
N
173003460.00
173003460.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305000%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2016-02-08
N
N
N
54000000.00
54000000.00
0.0014
N
54007020.00
54007020.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305000%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2016-02-09
N
N
N
82000000.00
82000000.00
0.0021
N
82009840.00
82009840.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.305600%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2016-02-26
N
N
N
150000000.00
150000000.00
0.0038
N
150018000.00
150018000.00
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
0.0025
N
100004600.00
100004600.00
Westpac Banking Corp
Westpac Banking Corp 0.256500%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2015-05-11
N
N
N
71000000.00
71000000.00
0.0018
N
71000000.00
71000000.00
Westpac Banking Corp
Westpac Banking Corp 0.267500%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-20
2015-08-19
N
N
N
100000000.00
100000000.00
0.0025
N
100001000.00
100001000.00
Westpac Banking Corp
Westpac Banking Corp 0.263800%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-27
2015-08-25
N
N
N
226000000.00
226000000.00
0.0057
N
226000000.00
226000000.00
Westpac Banking Corp
Westpac Banking Corp 0.273300%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-10-23
N
N
N
85000000.00
85000000.00
0.0022
N
85000850.00
85000850.00
Westpac Banking Corp
Westpac Banking Corp 0.305000%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-08
2016-02-08
N
N
N
174000000.00
174000000.00
0.0044
N
174022620.00
174022620.00
Westpac Banking Corp
Westpac Banking Corp 0.307900%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-13
2016-02-12
N
N
N
110000000.00
110000000.00
0.0028
N
110013200.00
110013200.00
Westpac Banking Corp
Westpac Banking Corp 0.256000%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-13
2015-06-12
N
N
N
84000000.00
84000000.00
0.0021
N
84000000.00
84000000.00
Westpac Banking Corp
Westpac Banking Corp 0.255600%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-27
2015-07-27
N
N
N
110000000.00
110000000.00
0.0028
N
110002200.00
110002200.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
196804.51
196804.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
196804.51
196804.51
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
159966.09
159966.09
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614919.62
614919.62
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
614919.62
614919.62
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1131426.11
1131426.11
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1131426.11
1131426.11
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
172216.17
172216.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
172216.17
172216.17
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
123027.00
123027.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
123027.00
123027.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49200.89
49200.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
49200.89
49200.89