0001145549-15-003866.txt : 20150629
0001145549-15-003866.hdr.sgml : 20150629
20150507165113
ACCESSION NUMBER: 0001145549-15-003866
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150430
FILED AS OF DATE: 20150507
DATE AS OF CHANGE: 20150507
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: 15842566
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
2015-04-30
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
88
38248322655.98
12442378.79
2997237.52
38257767797.25
0.0025
1.0001
2015-04-30
1.0001
2015-04-30
C000012378
1.00
38257767797.25
1.00
-1081398179.81
6399079999.37
7480478179.18
0.0006
1.0001
2015-04-30
1.0001
2015-04-30
3925 Seaport Associates
Variable Rate Demand Bonds Series 2013 0.200000%
88563FAA8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
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
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.271000%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-11-10
N
N
N
187000000.00
187000000.00
0.0049
N
187003740.00
187003740.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.130000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
678000000.00
678000000.00
0.0177
Security is a time deposit.
N
678000000.00
678000000.00
Bank of America, NA
Bank of America, NA 0.382800%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2015-05-05
2016-04-04
N
N
N
100000000.00
100000000.00
0.0026
N
100004600.00
100004600.00
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
0.0020
N
75000000.00
75000000.00
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
69004830.00
69004830.00
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
66005940.00
66005940.00
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
0.0057
N
218021800.00
218021800.00
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
0.0024
N
92009200.00
92009200.00
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
39007800.00
39007800.00
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
0.0019
N
71016330.00
71016330.00
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
120032400.00
120032400.00
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
89039160.00
89039160.00
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
22010780.00
22010780.00
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
0.0018
N
68037400.00
68037400.00
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
1000360.00
1000360.00
Bank of America, NA
Bank of America, NA 0.340000%
06053PFV4
Other Note
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
119000000.00
119000000.00
0.0031
N
119021420.00
119021420.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
135000000.00
135000000.00
0.0035
N
135005400.00
135005400.00
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
0.0070
N
269078010.00
269078010.00
Bank of New York Mellon
Bank of New York Mellon 0.060000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
572000000.00
572000000.00
0.0150
Security is a time deposit.
N
572000000.00
572000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.080000%
06405XS63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
382000000.00
381995755.52
0.0100
N
381996180.00
381996180.00
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
0.0019
N
72013680.00
72013680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.231300%
06417HB39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-29
2015-07-29
N
N
N
292000000.00
292000000.00
0.0076
N
292011680.00
292011680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.279800%
06417HH41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2015-12-08
N
N
N
100000000.00
100000000.00
0.0026
N
100003000.00
100003000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280300%
06417HK21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-12-21
N
N
N
166000000.00
166000000.00
0.0043
N
166004980.00
166004980.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250200%
06417HUB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-06-09
N
N
N
171000000.00
171000000.00
0.0045
N
171000000.00
171000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.120000%
924HZZ001_0.1200_M150501_2M49
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-05-01
0.00
Government Agency Debt
3701000.00
3701000.00
Fannie Mae
2015-07-01
0.00
Government Agency Debt
2632000.00
2631736.80
United States Treasury Department
2015-08-15
4.250000
Treasury Debt
44438800.00
45373252.21
United States Treasury Department
2016-08-15
0.625000
Treasury Debt
8304700.00
8339966.94
United States Treasury Department
2020-05-31
1.375000
Treasury Debt
27054600.00
27103135.51
United States Treasury Department
2042-11-15
2.750000
Treasury Debt
24724200.00
25051437.08
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
110000000.00
110000000.00
0.0029
N
110000000.00
110000000.00
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
0.0029
N
112014560.00
112014560.00
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
7001400.00
7001400.00
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
0.0014
N
52009880.00
52009880.00
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
0.0020
N
75014250.00
75014250.00
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
20003800.00
20003800.00
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
0.0028
N
107007490.00
107007490.00
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
0.0031
N
119009520.00
119009520.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538JSS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
60000000.00
60000000.00
0.0016
N
60007200.00
60007200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538JSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
119000000.00
119000000.00
0.0031
N
119013090.00
119013090.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538JWR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-09
2016-02-09
N
N
N
117000000.00
117000000.00
0.0031
N
117000000.00
117000000.00
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
0.0068
N
262146720.00
262146720.00
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
0.0043
N
166132800.00
166132800.00
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
62048980.00
62048980.00
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
39010140.00
39010140.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M150504_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-05-15
0.250000
Treasury Debt
3923200.00
3926473.55
United States Treasury Department
2017-02-28
3.000000
Treasury Debt
20136300.00
21136285.29
United States Treasury Department
2037-05-15
5.000000
Treasury Debt
53534700.00
76937242.97
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
100000000.00
100000000.00
0.0026
N
99999000.00
99999000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M150506_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
14714371.00
7150002.32
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
5788108.00
5966447.96
Fannie Mae
2030-01-01
3.000000
Government Agency Debt
7152133.00
7396474.61
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
9977059.00
7270015.34
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
16592045.00
7434493.25
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
8243713.00
7251638.01
Fannie Mae
2044-11-01
4.500000
Government Agency Debt
6731080.00
7245509.93
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
6883289.00
7239109.92
Fannie Mae
2045-05-01
4.000000
Government Agency Debt
6558380.00
7122067.66
Freddie Mac
2023-02-01
5.500000
Government Agency Debt
7244467.00
7126825.11
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
15000000.00
7372400.98
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
13000000.00
7234585.97
Freddie Mac
2033-06-01
3.000000
Government Agency Debt
4990215.00
4432941.57
Freddie Mac
2045-01-01
4.000000
Government Agency Debt
6821272.00
7438783.56
Freddie Mac
2045-04-01
4.000000
Government Agency Debt
6721443.00
7358704.50
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
101000000.00
101000000.00
0.0026
N
101000000.00
101000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M150507_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-07-31
0.500000
Treasury Debt
239900.00
240607.29
United States Treasury Department
2018-01-31
0.875000
Treasury Debt
300000.00
300926.77
United States Treasury Department
2019-01-31
1.250000
Treasury Debt
81899500.00
82407129.84
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
17840000.00
19054142.10
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
12908100.00
17337325.53
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
117000000.00
117000000.00
0.0031
N
117000000.00
117000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.080_M150507_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
8817860.00
8454137.54
Fannie Mae
2030-02-01
3.000000
Government Agency Debt
7937375.00
8258578.89
Fannie Mae
2032-06-01
3.000000
Government Agency Debt
6456739.00
4828421.08
Fannie Mae
2033-10-01
3.500000
Government Agency Debt
10361746.00
8477280.94
Fannie Mae
2045-01-01
4.000000
Government Agency Debt
7928475.00
8473739.15
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
17583716.00
8517519.16
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
22130000.00
8517366.04
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
2.00
0.22
Freddie Mac
2040-10-15
0.505000
Government Agency Debt
206530426.00
202404940.58
GNMA
2044-10-20
7.224000
Government Agency Debt
1749841.00
1934102.75
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
248000000.00
248000000.00
0.0065
N
248000000.00
248000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M150504_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-11-15
0.00
Government Agency Debt
29049000.00
22298302.89
Fannie Mae
2028-07-15
0.00
Government Agency Debt
4487000.00
2980355.14
Farm Federal Credit Bank
2016-09-14
0.198500
Government Agency Debt
355000.00
355159.12
Farm Federal Credit Bank
2016-12-28
0.211500
Government Agency Debt
9000000.00
9003885.75
Farm Federal Credit Bank
2017-01-17
0.230400
Government Agency Debt
245000.00
245221.28
Farm Federal Credit Bank
2017-01-24
0.161800
Government Agency Debt
71800000.00
71771061.61
Farm Federal Credit Bank
2017-02-27
0.236200
Government Agency Debt
355000.00
355314.62
Farm Federal Credit Bank
2017-08-29
0.221200
Government Agency Debt
256000.00
256098.85
Federal Home Loan Bank
2015-06-19
0.00
Government Agency Debt
7629000.00
7628465.97
Freddie Mac
2015-08-17
0.00
Government Agency Debt
5835000.00
5833774.65
Freddie Mac
2029-12-17
0.00
Government Agency Debt
6671000.00
4157433.91
GNMA
2027-10-08
6.030000
Government Agency Debt
5674000.00
3892137.04
Tenn Valley Authority
2036-04-01
5.880000
Government Agency Debt
3747000.00
5122998.32
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
130000000.00
130000000.00
0.0034
N
129998700.00
129998700.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M150507_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
7754992.00
4939871.10
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
8699536.00
4894087.57
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
6196457.00
5066122.68
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
6750000.00
5004180.16
Fannie Mae
2028-08-01
3.500000
Government Agency Debt
5175230.00
4950726.03
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
5069781.00
5013694.02
Fannie Mae
2030-02-01
3.000000
Government Agency Debt
5015044.00
5221624.98
Fannie Mae
2030-03-01
4.500000
Government Agency Debt
19101206.00
5084238.76
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
7296830.00
4992955.68
Fannie Mae
2033-03-01
3.500000
Government Agency Debt
5564914.00
5066436.92
Fannie Mae
2034-08-01
3.500000
Government Agency Debt
4805330.00
4986719.36
Fannie Mae
2035-02-01
4.000000
Government Agency Debt
4635748.00
5042705.79
Fannie Mae
2035-03-01
3.500000
Government Agency Debt
4697724.00
4988817.58
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
43233358.00
4916573.63
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
24289328.00
5180253.21
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
8250012.00
5187022.96
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
2736419.00
2455388.21
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
5706458.00
5019196.44
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
5899162.00
4977631.71
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
5250000.00
5246023.18
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
5000000.00
4956184.83
Fannie Mae
2044-07-01
4.500000
Government Agency Debt
5599150.00
5194199.21
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
4557487.00
4911204.65
Fannie Mae
2045-02-01
3.500000
Government Agency Debt
4677424.00
4957677.74
Fannie Mae
2045-02-01
4.000000
Government Agency Debt
4550067.00
4883412.57
Fannie Mae
2045-03-01
4.000000
Government Agency Debt
4462219.00
4879679.26
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
6318818.00
5008008.39
Freddie Mac
2030-03-01
5.000000
Government Agency Debt
11676881.00
3777878.81
Freddie Mac
2033-04-01
3.500000
Government Agency Debt
5951452.00
5196601.28
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
4631463.00
4996497.43
Freddie Mac
2044-12-01
4.000000
Government Agency Debt
4554446.00
4922741.38
Freddie Mac
2045-01-01
4.000000
Government Agency Debt
4699366.00
5089076.83
Freddie Mac
2045-02-01
4.000000
Government Agency Debt
4843987.00
5232567.73
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
156000000.00
156000000.00
0.0041
N
156000000.00
156000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
992JYM004_0.1000_M150507_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-03-01
2.500000
Government Agency Debt
10000000.00
4715058.29
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
11058659.00
4400877.43
Fannie Mae
2028-10-01
2.500000
Government Agency Debt
5278505.00
4716729.01
Fannie Mae
2029-01-25
3.500000
Government Agency Debt
1145000.00
363022.49
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
4669355.00
4667547.54
Fannie Mae
2031-07-01
4.500000
Government Agency Debt
8300000.00
4073878.34
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
5460318.00
4536575.88
Fannie Mae
2032-09-25
7.500000
Government Agency Debt
1182794.00
1383304.95
Fannie Mae
2033-02-01
3.500000
Government Agency Debt
4804638.00
4576154.00
Fannie Mae
2033-11-01
3.500000
Government Agency Debt
5100000.00
4080494.90
Fannie Mae
2034-01-01
4.000000
Government Agency Debt
4401568.00
4039421.34
Fannie Mae
2034-02-01
4.000000
Government Agency Debt
4790198.00
4632395.73
Fannie Mae
2034-09-01
3.500000
Government Agency Debt
4317344.00
4102615.52
Fannie Mae
2037-01-01
4.000000
Government Agency Debt
5535265.00
4823702.04
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
10645000.00
4709898.83
Fannie Mae
2041-10-25
0.373700
Government Agency Debt
200000.00
160372.46
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
7970502.00
4757230.26
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
5087248.00
4031723.61
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
14185350.00
10205057.70
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
4665880.00
4084200.03
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
5399455.00
4851603.85
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
4399664.00
4113282.83
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
5200000.00
4454767.68
Fannie Mae
2044-01-01
4.000000
Government Agency Debt
4000000.00
4051267.00
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
3903743.00
4116830.69
Fannie Mae
2044-04-01
4.500000
Government Agency Debt
4260060.00
4049456.26
Fannie Mae
2044-08-01
3.500000
Government Agency Debt
4000000.00
4079364.71
Fannie Mae
2044-10-01
4.500000
Government Agency Debt
4198399.00
4247917.29
Fannie Mae
2044-12-01
4.500000
Government Agency Debt
3097524.00
3420748.93
Freddie Mac
2018-08-01
4.000000
Government Agency Debt
7464080.00
4769286.85
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
10000000.00
4038032.87
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
6500000.00
4537125.40
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556751.00
951608.69
Freddie Mac
2030-03-01
5.000000
Government Agency Debt
3323118.00
1075144.73
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
21087945.00
4168062.02
Freddie Mac
2036-04-01
6.000000
Government Agency Debt
157188770.00
4548342.56
Freddie Mac
2039-07-15
3.000000
Government Agency Debt
114847112.00
116555309.66
Freddie Mac
2044-05-01
4.500000
Government Agency Debt
4659118.00
4188077.84
Freddie Mac
2044-10-01
4.500000
Government Agency Debt
4268446.00
4648641.76
Freddie Mac
2044-10-01
4.500000
Government Agency Debt
3726695.00
4085388.46
Freddie Mac
2044-12-01
4.000000
Government Agency Debt
3838815.00
4133681.11
Freddie Mac
2045-01-01
4.000000
Government Agency Debt
4129904.00
4354570.76
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
3869192.00
4308294.92
Freddie Mac
2045-03-01
3.000000
Government Agency Debt
4258746.00
4336477.83
Freddie Mac
2045-03-01
4.000000
Government Agency Debt
3767783.00
4025707.53
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
4308948.00
4545211.02
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
287000000.00
287000000.00
0.0075
N
287000000.00
287000000.00
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
Swap Agreement
SOCIETE GENERALE
N/A
N/A
75000000.00
74961875.00
0.0020
N
74975250.00
74975250.00
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
1000150.00
1000150.00
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
0.0064
N
246034440.00
246034440.00
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
30004200.00
30004200.00
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
0.0021
N
79013430.00
79013430.00
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
0.0074
N
285071250.00
285071250.00
BNP Paribas
BNP Paribas 0.250000%
05572NXS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
146000000.00
146000000.00
0.0038
N
146011680.00
146011680.00
BNP Paribas
BNP Paribas 0.390000%
05572NXT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-01
2015-10-01
N
N
N
7000000.00
7000000.00
0.0002
N
7001610.00
7001610.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M150501_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-12-01
4.000000
Government Agency Debt
3193866.00
1290067.87
Fannie Mae
2036-08-01
2.275000
Government Agency Debt
20516.00
3140.85
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
12028211.00
1465067.45
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
2122972.00
939933.85
Fannie Mae
2045-04-01
2.891000
Government Agency Debt
1000.00
1039.12
Freddie Mac
2044-05-15
3.000000
Government Agency Debt
328643.00
340104.55
GNMA
2040-02-20
4.500000
Government Agency Debt
1603006.00
372310.28
GNMA
2042-11-20
3.500000
Government Agency Debt
273998305.00
207809881.94
GNMA
2044-08-20
4.000000
Government Agency Debt
135064696.00
119225706.08
GNMA
2044-12-20
4.500000
Government Agency Debt
247852.00
275937.80
GNMA
2045-02-20
4.000000
Government Agency Debt
2423909.00
2602100.93
GNMA
2045-04-15
4.000000
Government Agency Debt
1000.00
1084.99
United States Treasury Department
2016-05-15
0.250000
Treasury Debt
100.00
100.08
United States Treasury Department
2019-08-31
1.000000
Treasury Debt
3692200.00
3648708.13
United States Treasury Department
2020-04-30
1.375000
Treasury Debt
19173500.00
19125566.25
United States Treasury Department
2044-08-15
3.125000
Treasury Debt
2906800.00
3151555.82
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
350000000.00
350000000.00
0.0091
N
350000000.00
350000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M150507_2M49
0001197610
Other Repurchase Agreement
N
ALT LOAN TR
2035-06-25
0.343800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.34
ALTERNATIVE LOAN
2036-07-25
0.531200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15975022.00
3697218.81
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
5957453.11
BALTA 2005-10 11A1
2036-01-25
0.673800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127066.00
12926.68
BEAR STEARNS ARM TRUST 2005 1
2035-08-25
2.654100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
563561.00
424655.11
BEAR STEARNS ASSET
2042-12-25
0.653800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99326657.00
7653257.91
BEAR STEARNS MTGE TRUST 2007-AR3
2037-03-25
0.313800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
547407.00
203101.05
BERA STAERNS ALT-AM TRUST 2006-4
2036-08-25
2.527500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1029694.00
550876.01
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21696000.00
18599443.68
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9544508.00
8190911.44
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
380672.08
CWALT 2006-OA16
2046-10-25
0.461200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10992330.00
8681940.78
CWALT ALT LN TR
2046-08-25
0.371200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16714241.00
6780847.38
CWMBS
2046-04-25
0.443800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70057.00
11200.01
CWMBS INC
2036-03-20
2.474800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2622912.00
872953.35
CWMBS INC
2046-04-25
1.087600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3943575.00
674401.84
Fannie Mae
2024-05-25
1.123800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
338123.00
275204.90
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-25
4.673800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
851.00
898.96
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
2.581200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8033308.00
8135406.55
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
2.823800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9.00
9.18
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2025-03-25
3.972800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17747.00
17914.42
GNMA
2044-11-20
4.500000
Government Agency Debt
2816278.00
2835079.75
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
376487.12
GREENPOINT MTGE FDG TR
2037-06-25
0.393800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16472034.00
6857929.98
HVMLT
2036-03-19
0.420600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23785238.00
5764800.72
IMM 2004-11 1A2
2035-03-25
0.693800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15262889.00
956163.61
IMPERIAL CMB TRUST
2036-02-25
0.523800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
732978.00
159321.44
IMPWERIAL CMB TRUST SERIES 1998-2
2035-10-25
0.513800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3612916.00
978602.93
INTESA SAN PAOLO SPA
2016-01-15
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2607049.00
2662043.61
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
630008.98
NAAC ALT LOAN TRUST
2036-08-25
6.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2331643.00
1036054.37
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.039900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7143918.00
1612690.54
RESIDENTIAL ASSET SEC TR
2036-07-25
0.673800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15026958.00
3138502.19
SEQUOIA MTG TR 2011 2
2041-09-25
4.528400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.95
SEQUOIA MTG TR 2011-2
2041-09-25
4.528400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.95
SEQUOIA MTG TR 2013 6
2043-05-25
3.537100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1242222.00
1144823.65
SEQUOIA MTG TR 2013 7
2043-06-25
3.558500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2278107.00
2103114.49
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
1716729.27
WAMU 2006-AR9 1A
2046-08-25
1.136500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14180236.00
3856155.62
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF
2033-08-25
2.264400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144866.00
20873.48
WELLS FARGO
2036-10-25
2.611400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63056974.00
9745494.32
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
102000000.00
102000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
102000000.00
102000000.00
BPCE SA
BPCE SA 0.230000%
05571CU90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
16000000.00
15992946.67
0.0004
N
15998240.00
15998240.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.060000%
105993000
0000764116
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
200000000.00
200000000.00
0.0052
Security is a time deposit.
N
200000000.00
200000000.00
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
15999666.67
0.0004
N
15999840.00
15999840.00
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
3999055.55
0.0001
N
3999400.00
3999400.00
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
29986233.38
0.0008
N
29991000.00
29991000.00
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
54959788.80
0.0014
N
54971400.00
54971400.00
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
39005460.00
39005460.00
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
0.0052
N
199035820.00
199035820.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.301000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2015-05-11
2016-01-04
N
N
N
312000000.00
312000000.00
0.0082
N
312003120.00
312003120.00
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
38980835.86
0.0010
N
38987130.00
38987130.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963UXV3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24962291.67
0.0007
N
24958000.00
24958000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963UXV3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4991955.56
0.0001
N
4991600.00
4991600.00
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
9999305.55
0.0003
N
9999600.00
9999600.00
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
33995041.67
0.0009
N
33996600.00
33996600.00
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
77966633.33
0.0020
N
77977380.00
77977380.00
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
34983938.94
0.0009
N
34988800.00
34988800.00
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
0.0142
N
542276420.00
542276420.00
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
44999062.50
0.0012
N
44999550.00
44999550.00
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
54976472.16
0.0014
N
54985150.00
54985150.00
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
26980260.00
0.0007
N
26985960.00
26985960.00
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
28000560.00
28000560.00
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
0.0034
N
129002580.00
129002580.00
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
85004250.00
85004250.00
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
0.0036
N
138023460.00
138023460.00
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
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
40000000.00
39989333.34
0.0010
N
39994000.00
39994000.00
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
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
17000000.00
16993181.11
0.0004
N
16996770.00
16996770.00
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
Repo Agreement
JP Morgan Securities LLC
N/A
N/A
15000000.00
14990925.00
0.0004
N
14994600.00
14994600.00
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
191914666.67
0.0050
N
191961600.00
191961600.00
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
12992135.00
0.0003
N
12995320.00
12995320.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.259800%
20272AJG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-08
2015-07-02
N
N
N
111500000.00
111500000.00
0.0029
N
111501115.00
111501115.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.271300%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-29
2015-10-29
N
N
N
17000000.00
16999235.54
0.0004
N
17000340.00
17000340.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260600%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-19
2015-06-19
N
N
N
100000000.00
100000000.00
0.0026
N
100000700.00
100000700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270200%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-10-09
N
N
N
36000000.00
36000000.00
0.0009
N
36000612.00
36000612.00
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
89998125.00
0.0024
N
89999100.00
89999100.00
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
44967099.93
0.0012
N
44976600.00
44976600.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.230000%
22533MD24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-10
2015-07-10
N
N
N
180000000.00
180000000.00
0.0047
N
180014400.00
180014400.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.270000%
22533MG96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
57000000.00
57000000.00
0.0015
N
56998860.00
56998860.00
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
0.0038
N
145001450.00
145001450.00
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
0.0030
N
114006840.00
114006840.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549VAF0
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
30001200.00
30001200.00
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
8001120.00
8001120.00
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
0.0042
N
162025920.00
162025920.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549VZ22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
228000000.00
228000000.00
0.0060
N
228009120.00
228009120.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M150501_2M49
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
25580000.00
25729898.06
United States Treasury Department
2019-02-15
2.750000
Treasury Debt
44554000.00
47404633.22
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
44179140.00
45538845.67
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
29418400.00
32925374.62
United States Treasury Department
2044-02-15
3.625000
Treasury Debt
44477700.00
52761235.58
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
200352583.00
200352583.00
0.0052
N
200352583.00
200352583.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M150501_2M49
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-05-31
0.375000
Treasury Debt
23035000.00
23094329.77
United States Treasury Department
2016-11-30
0.875000
Treasury Debt
32625000.00
32952548.68
United States Treasury Department
2017-01-31
0.500000
Treasury Debt
31080000.00
31112374.51
United States Treasury Department
2017-10-31
0.750000
Treasury Debt
30650826.00
30631824.08
United States Treasury Department
2020-01-31
1.250000
Treasury Debt
32606200.00
32500365.80
United States Treasury Department
2029-02-15
5.250000
Treasury Debt
6652000.00
9035492.29
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
156201610.00
156201610.00
0.0041
N
156201610.00
156201610.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.300000%
988WZK004_0.3000_M150505_2M49
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.631200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
1232379.88
144A COMM 2005-F10A L
2017-04-15
1.881500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
62437.98
144A CSMC 2009-14R 4A10
2035-10-26
2.704600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24448000.00
14348241.11
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
12645858.02
144A MARM 2005-5 A2
2045-04-26
0.562700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11900000.00
610215.50
144A MESC 11PA B3
2032-09-28
2.427700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14840000.00
11515879.26
144A MLCFC 2006-2 E
2046-06-12
6.069400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
216149.70
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
5033449.62
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
1489.19
144A WBCMT 2006-C26 E
2045-06-15
6.246100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5484000.00
871580.97
BALTA 2004-3 B
2034-04-25
3.106200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400600.00
2450747.05
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
838252.55
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
77381.24
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
329997.32
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
162799.70
BSMF 2006-SL3 A
2036-10-25
0.501200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70529500.00
7643455.23
BSMF 2006-SL4 A
2036-11-25
0.481200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66990000.00
7469059.74
CHASE 2005-S2 A18
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1071984.00
467656.41
CMLTI 2005-11 A2B
2035-12-25
2.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
872896.75
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
8783895.20
CSMC 2008-1R
2037-03-25
0.303700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10638368.00
587207.59
CWALT
2034-11-25
1.231200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
459648.23
CWALT 2004-5CB M
2034-03-25
5.584100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
753148.16
CWALT 2004-J11 M
2034-11-25
5.649500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970500.00
937178.15
CWALT 2005-J1 1A5
2035-02-25
0.781200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3662000.00
297733.28
CWALT 2006-OA12 A1C
2046-09-20
0.460500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2674876.45
CWHL 2004-HYB2 B1
2034-07-20
2.486100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3263000.00
635233.03
CWHL 2006-HYB2 1A1
2036-04-20
2.704200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
7431178.61
CWHL 2006-HYB5 1A1
2036-09-20
2.443700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8836000.00
1751106.54
CWHL 2006-HYB5 4A1
2036-09-20
4.593100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79086000.00
15216908.36
DBALT 2005-2 M
2035-04-25
5.607800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
1141909.02
HVMLT 2005-9 B5
2035-06-20
1.180500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3780000.00
1912409.34
IMM
2035-05-25
0.871200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
227381.75
IMPAC CMB TRUST SERIES 200
2035-06-25
0.826200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
193392.35
IMSA
2036-11-25
0.381200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16575000.00
8475755.27
IMSA 2006-4 A2C
2037-01-25
0.441200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41300000.00
20000576.51
INDX 2006-AR11 4A1
2036-06-25
2.740200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10800000.00
2311518.99
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
412030.74
MANA 2007-A1 A2C
2037-01-25
0.411200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2177000.00
579080.97
MARM 2003-3 B1
2033-09-25
2.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7642000.00
2033715.59
MARM 2003-5 B2
2033-11-25
2.360600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6076000.00
288428.06
MARM 2004-7 B1
2034-08-25
2.305300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8547000.00
4837724.14
MERRILL LYNCH ALTER NOTE ASSET
2037-01-25
0.341200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4499000.00
853742.77
MLMI 2006-A3 5A2
2036-05-25
2.738900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
187859.08
MSM 2006-1AR 3A
2036-02-25
2.903900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23173290.00
3926017.50
NAA 2007-3 A1
2037-07-25
0.441200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82670000.00
23873657.26
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
874891.52
SARM 2004-20 1A3
2035-01-25
2.442700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
496644.13
SARM 2004-5 B1
2034-05-25
2.437400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
2010751.68
SASC 2004-2AC B1
2034-02-25
2.397700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8920000.00
1739779.02
SASC 2004-3 B1
2034-03-25
5.559300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10008000.00
3246236.47
SASC 2006-S4 A
2037-01-25
0.521200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29586000.00
3590492.05
SEMT 2007-1 2A1
2047-02-20
2.434700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60800000.00
13849776.84
TBW 2006-3 4A1
2036-07-25
0.581200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
141986000.00
8555494.75
WAMU 2004-AR14 B1
2035-01-25
2.395800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
1990387.91
WAMU 2005-AR13 B1
2045-10-25
0.781200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
794468.97
WAMU 2007-HY5 3A1
2037-05-25
4.526700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1099585.18
WELLS FARGO MTG BACKED SECS SE
2034-01-25
5.361100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
79137.01
WFMBS 2004-D B2
2034-05-25
2.603000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2684000.00
297243.17
WFMBS 2005-AR14 A6
2035-08-25
5.354500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000000.00
2244342.73
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
190000000.00
190000000.00
0.0050
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
190000000.00
190000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150519_2M49
0001230485
Other Repurchase Agreement
N
144A CSMC 2008-C1 B
2041-02-15
6.168900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7372000.00
7526639.08
AMSI
2035-11-25
0.651200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
7368314.62
BCAP 2008-IND1 A1
2047-10-25
1.381200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62000000.00
26220363.02
BSABS
2034-10-25
1.981200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14333000.00
1191803.46
CWALT 2005-14 2A2
2035-05-25
0.431200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1846312.60
CWALT 2005-16 A5
2035-06-25
0.461200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1124386.87
CWALT 2006-OA17 1A1A
2046-12-20
0.375500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85797619.00
32543328.23
CWHL 2005-7 IM1
2035-03-25
0.931200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5971000.00
1640290.03
DSLA
2045-08-19
0.480500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
2942759.56
FHLT 2005-E
2036-01-25
0.631200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
8754729.33
HVMLT
2037-07-19
0.410500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
10897561.38
HVMLT 2005-9 B5
2035-06-20
1.180500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2176000.00
1100900.19
IMM 2004-4 2M2
2034-09-25
2.431200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
976742.65
JPMMT 2005-A6 1A2
2035-09-25
2.546100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11210000.00
7427579.41
MANA 2007-A1 A2A
2037-01-25
0.251200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8186000.00
1058613.48
MLMI
2035-12-25
2.507800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8815000.00
8432678.14
NYMT 2005-1 M1
2035-04-25
0.931200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18854000.00
1088223.48
PHHAM 2007-2 1A5
2037-05-25
0.501200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
2493858.33
RAAC SER 2007-SP1 TR CL M2
2037-03-25
1.181200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6221000.00
4870069.60
RAST 2005-A2 A2
2035-03-25
0.631200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13550000.00
2500794.88
SAMI 2005-AR5 B2
2035-07-19
0.880500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9136000.00
2670623.11
TMST
2038-04-25
2.561400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130926000.00
31866778.73
TMST
2038-04-25
6.130900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154052000.00
25102623.30
WAMU 2005-AR11 B1
2045-08-25
0.791200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
6984440.98
WAMU 2005-AR11 B2
2045-08-25
0.811200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1156390.16
WAMU 2006-AR1 1A1B
2046-01-25
1.197500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12380050.00
1465845.15
First Tier Security
N/A
N/A
2015-05-19
2015-05-19
N
N
N
175000000.00
175000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
175043750.00
175043750.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150522_2M49
0001230485
Other Repurchase Agreement
N
144A GSMPS 1999-2 A
2027-09-19
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13035000.00
558617.48
144A JPMCC 2010-C2 G
2043-11-15
3.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13766000.00
10798717.29
144A RBSGC 2005-RP1 1B1
2034-12-25
5.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1242000.00
333076.10
BOAMS 2003-H B1
2033-09-25
2.654700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9411000.00
2043761.77
BSCMS 2007-PW17 AJ
2050-06-11
6.081100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2542000.00
2667733.52
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.239900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18770643.00
19160595.65
JPMCC 2007-CB18 AJ
2047-06-12
5.502000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
15094395.88
ML CFC COMM MTG TRUST
2049-12-12
5.239000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12250000.00
12488791.97
MSC 2007-HQ11 C
2044-02-12
5.558000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
200656.06
MSM 2004-10AR B1
2034-11-25
2.516100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
965426.72
PNCMT 2000-1 DB1
2030-03-25
0.079900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
500908.70
WACHOVIA CMBS 2005-C22
2044-12-15
5.528800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
355996.13
WFMBS
2035-03-25
2.615700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25857000.00
3832980.80
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
N
60000000.00
60000000.00
0.0016
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
ARMT 2005-10 5A1
2036-01-25
0.441200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44262615.00
5645002.94
ARMT 2005-5 3A3
2035-09-25
4.847900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
12446023.23
BALTA 2005-10 11A1
2036-01-25
0.681200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
3967653.80
BALTA 2005-5 24A1
2035-07-25
4.857000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
7302424.01
BALTA 2005-8 11A1
2035-10-25
0.721200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
4144361.35
BSABS 2004-AC4 M1
2034-08-25
1.081200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
2784627.68
BSARM TRUST 2005-9
2035-10-25
2.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44380000.00
11372376.06
BSMF 2006-AR3 1A1
2036-10-25
0.361200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
15043483.97
CWALT 2005-31 2A1
2035-08-25
0.481200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27450000.00
4073367.95
CWALT INC
2035-05-25
0.681200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22292000.00
3020055.42
CWL 2005-IM3 A3
2036-03-25
0.431200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8382991.61
IMM 2005-5 A4
2035-08-25
0.941200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2801464.19
IMSA 2007-2 1A1C
2037-05-25
0.561200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
8663519.02
INDA
2037-08-25
5.002200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8306546.96
MARM 2007-1 I2A1
2047-01-25
0.341200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11743000.00
4049394.41
RFMSI 2007-SA1 2A1
2037-02-25
3.326300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27975000.00
5688385.06
RFMSI 2007-SA2 4A
2037-04-25
3.776600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27804800.00
6689331.61
RFMSI SERIES 2007-SA1 TRUST
2037-02-25
4.671400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46363200.00
11596831.26
SAMI 2006-AR8 A1BG
2036-10-25
0.301200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4050000.00
1367693.37
WAMU 2006-AR17 1A
2046-12-25
0.947500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
8355782.06
First Tier Security
N/A
N/A
2015-05-26
2015-05-26
N
N
N
118000000.00
118000000.00
0.0031
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
118040120.00
118040120.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.660000%
988WZK004_0.6600_M150602_2M49
0001230485
Other Repurchase Agreement
N
144A CGCMT 2007-C6 AJFL
2049-12-10
5.899700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
8964302.48
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24770000.00
25424334.75
CSFB 2003-8 CB1
2033-04-25
5.605400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4810000.00
1602662.08
CWHL 2003-HYB3 M
2033-11-19
2.544600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7425000.00
1956184.82
DEUTSCHE MORTGAGE SEC
2036-04-15
0.451500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78404000.00
8490441.15
JPMCC 2007
2049-02-12
5.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7486644.27
JPMCC 2007-LD12 C
2051-02-15
6.208300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
339530.62
JPMMT 2007-A1 7A1
2035-07-25
2.516600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
10292384.33
JPMMT 2007-A1 7A3
2035-07-25
2.516600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18500000.00
9648091.67
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
992180.67
MASTR 2004-1 B1
2034-02-25
5.455200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7334510.00
1828234.12
MSC 2007-IQ13 AJ
2044-03-15
5.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10600000.00
10837849.64
TMST 2005-1 B1
2045-04-25
2.142300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8913000.00
6565783.14
WBCMT 2006-C28 C
2048-10-15
5.691000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24611000.00
21502857.17
WFMBS 2006-AR1 2A5
2036-03-25
5.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3668763.04
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
104000000.00
104000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
104000000.00
104000000.00
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-WIN2 B2
2044-10-25
4.016500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3414000.00
3402442.97
144A CSMC 2015-WIN1 B2
2044-12-25
3.886900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6296000.00
6231727.74
144A DBUBS 2011-LC2A C
2044-07-10
5.640100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9515000.00
10756054.90
144A WIN 2015-2 B2
2045-01-20
3.930700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6889000.00
7212487.70
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 0.300000%
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
142960675.00
0.0037
N
142977120.00
142977120.00
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
50985550.00
0.0013
N
50991840.00
50991840.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.250000%
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
24000000.00
23994333.33
0.0006
N
23996160.00
23996160.00
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
0.0054
N
208052000.00
208052000.00
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
374482031.25
0.0098
N
374542500.00
374542500.00
DNB Bank ASA
DNB Bank ASA 0.120000%
939RWC006_M150504
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
6000000.00
6000000.00
0.0002
Security is a time deposit.
N
6000000.60
6000000.60
DNB Bank ASA
DNB Bank ASA 0.120000%
939RWC006_M150507
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
175000000.00
175000000.00
0.0046
Security is a time deposit.
N
175000000.00
175000000.00
DZ Bank AG Deutsche Zentral-Genossenschaftsbank
DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.100000%
981LCR005
0000800178
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
382000000.00
382000000.00
0.0100
Security is a time deposit.
N
382000000.00
382000000.00
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
47999433.33
0.0013
N
47999856.00
47999856.00
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
99998493.06
0.0026
N
99999600.00
99999600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.071000%
313384GK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
15200000.00
15199010.74
0.0004
N
15199483.20
15199483.20
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384GM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
209200000.00
209185762.71
0.0055
N
209192468.80
209192468.80
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150501_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2039-05-15
4.250000
Treasury Debt
1346401600.00
1749002539.49
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
1749000000.00
1749000000.00
0.0457
N
1749000000.00
1749000000.00
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
22996205.00
0.0006
N
22998390.00
22998390.00
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
97963250.00
0.0026
N
97985300.00
97985300.00
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
49976388.89
0.0013
N
49989500.00
49989500.00
General Electric Co
General Electric Co 0.070000%
36960MS53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
140000000.00
139998911.11
0.0037
N
139998600.00
139998600.00
General Electric Co
General Electric Co 0.070000%
36960MS61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
175000000.00
174998298.59
0.0046
N
174998250.00
174998250.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.180000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
3860000.00
3860000.00
0.0001
N
3860000.00
3860000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M150506_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-20
5.500000
Government Agency Debt
900000.00
351336.85
Freddie Mac
2021-11-01
3.500000
Government Agency Debt
96200.00
53271.47
Freddie Mac
2024-04-01
5.500000
Government Agency Debt
3051000.00
110160.82
Freddie Mac
2024-05-01
5.500000
Government Agency Debt
1688600.00
450509.54
Freddie Mac
2027-12-01
6.000000
Government Agency Debt
700000.00
73079.72
Freddie Mac
2028-07-20
6.500000
Government Agency Debt
23738877.00
304605.17
Freddie Mac
2029-12-01
3.000000
Government Agency Debt
86100.00
88092.58
Freddie Mac
2030-02-01
2.500000
Government Agency Debt
64000.00
64998.65
Freddie Mac
2030-03-01
3.000000
Government Agency Debt
38760.00
40542.81
Freddie Mac
2034-10-01
4.000000
Government Agency Debt
900600.00
928668.84
Freddie Mac
2035-02-01
3.500000
Government Agency Debt
740800.00
786792.90
Freddie Mac
2038-08-01
3.500000
Government Agency Debt
226000.00
201544.44
Freddie Mac
2038-09-20
6.000000
Government Agency Debt
3550618.00
311775.15
Freddie Mac
2038-11-15
5.500000
Government Agency Debt
2609038.00
322059.20
Freddie Mac
2040-06-01
5.000000
Government Agency Debt
280000.00
35480.61
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
112900.00
93849.18
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
29900.00
25952.56
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
175400.00
154912.54
Freddie Mac
2043-11-01
5.000000
Government Agency Debt
366100.00
404851.67
Freddie Mac
2044-06-01
4.000000
Government Agency Debt
26800.00
25076.53
Freddie Mac
2044-08-01
4.500000
Government Agency Debt
1760900.00
1697989.69
Freddie Mac
2044-08-01
5.000000
Government Agency Debt
410200.00
450545.66
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
77000.00
81319.54
Freddie Mac
2045-02-01
3.500000
Government Agency Debt
7268000.00
7479880.37
Freddie Mac
2045-03-01
3.000000
Government Agency Debt
250300.00
254695.01
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
1089400.00
1155602.23
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
28071500.00
29708473.93
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
3367200.00
3571816.14
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
1136600.00
1205676.23
Freddie Mac
2045-04-01
4.000000
Government Agency Debt
5612400.00
6148031.87
Freddie Mac
2045-04-01
4.000000
Government Agency Debt
1119000.00
1225784.18
Freddie Mac
2045-04-01
4.500000
Government Agency Debt
1096900.00
1226311.17
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
9395700.00
10292427.70
Freddie Mac
2045-05-01
4.500000
Government Agency Debt
2954400.00
3315870.84
GNMA
2022-08-15
6.000000
Government Agency Debt
3722000.00
369204.96
GNMA
2024-03-15
5.500000
Government Agency Debt
1888493.00
361997.18
GNMA
2024-08-15
6.500000
Government Agency Debt
1522868.00
339716.66
GNMA
2026-07-20
3.000000
Government Agency Debt
528599.00
304761.44
GNMA
2027-07-15
2.500000
Government Agency Debt
545667.00
367569.01
GNMA
2027-08-15
2.500000
Government Agency Debt
476266.00
367026.18
GNMA
2029-02-20
6.500000
Government Agency Debt
19287108.00
310472.89
GNMA
2030-01-20
3.000000
Government Agency Debt
315939.00
328440.17
GNMA
2031-11-15
8.000000
Government Agency Debt
24541237.00
333221.10
GNMA
2033-01-15
6.000000
Government Agency Debt
1087672.00
311420.23
GNMA
2033-12-15
6.500000
Government Agency Debt
4012614.00
347965.54
GNMA
2033-12-20
5.500000
Government Agency Debt
3268243.00
363707.22
GNMA
2033-12-20
6.500000
Government Agency Debt
4244853.00
305108.61
GNMA
2034-03-15
5.500000
Government Agency Debt
3479000.00
320805.47
GNMA
2034-06-20
6.500000
Government Agency Debt
1277530.00
96677.07
GNMA
2034-10-20
5.500000
Government Agency Debt
2840000.00
338173.24
GNMA
2036-03-15
6.000000
Government Agency Debt
1218388.00
337679.83
GNMA
2038-06-15
5.500000
Government Agency Debt
4349668.00
319747.86
GNMA
2039-01-20
7.000000
Government Agency Debt
2515000.00
304619.54
GNMA
2039-12-15
5.500000
Government Agency Debt
782759.00
201683.46
GNMA
2040-03-15
6.000000
Government Agency Debt
1047836.00
344491.43
GNMA
2040-04-15
6.000000
Government Agency Debt
914661.00
315310.64
GNMA
2040-06-15
6.000000
Government Agency Debt
1204933.00
331737.08
GNMA
2040-06-20
5.000000
Government Agency Debt
800000.00
309836.61
GNMA
2040-11-15
3.500000
Government Agency Debt
500000.00
322751.34
GNMA
2041-08-20
5.000000
Government Agency Debt
1046925.00
352091.67
GNMA
2042-06-15
3.500000
Government Agency Debt
341111.00
344478.35
GNMA
2043-08-15
2.500000
Government Agency Debt
341919.00
307319.50
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
80000000.00
80000000.00
0.0021
N
79998400.00
79998400.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150507_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-04-01
2.800000
Government Agency Debt
33409533.00
34283678.58
Fannie Mae
2031-09-01
2.342000
Government Agency Debt
310000.00
2610.77
Fannie Mae
2033-05-01
1.936000
Government Agency Debt
50000.00
3956.63
Fannie Mae
2038-01-01
1.948000
Government Agency Debt
50000.00
3818.82
Fannie Mae
2041-12-01
3.024000
Government Agency Debt
36500.00
24631.13
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
1345452.00
1366502.17
Fannie Mae
2045-04-01
2.715000
Government Agency Debt
765100.00
789502.93
Freddie Mac
2024-01-25
3.490000
Government Agency Debt
7543000.00
8156649.45
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
32688574.00
31530197.11
GNMA
2043-09-20
4.000000
Government Agency Debt
41253378.00
31840846.77
GNMA
2043-10-20
4.000000
Government Agency Debt
30507339.00
23577606.24
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
129000000.00
129000000.00
0.0034
N
129000000.00
129000000.00
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
0.0080
N
307009210.00
307009210.00
HSBC Bank Plc
HSBC Bank Plc 0.320000%
40433HXV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
231000000.00
230628346.65
0.0060
N
230594761.32
230594761.32
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
0.0035
N
134009380.00
134009380.00
HSBC Bank Plc
HSBC Bank Plc 0.320000%
926UZQ000
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
242000000.00
242000000.00
0.0063
N
241968540.00
241968540.00
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
4000120.00
4000120.00
HSBC Bank USA
HSBC Bank USA 0.320000%
40428AG35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
131000000.00
131000000.00
0.0034
N
130990830.00
130990830.00
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
54999748.23
0.0014
N
55002200.00
55002200.00
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
32991475.00
0.0009
N
32995710.00
32995710.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.400000%
4497W1Y26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
Y
ING Bank NV
N/A
N/A
N
45000000.00
44907500.00
0.0012
N
44926650.00
44926650.00
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
0.0054
N
205008200.00
205008200.00
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
15000600.00
15000600.00
ING Bank NV
ING Bank NV 0.300000%
924WXT004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
100000000.00
100000000.00
0.0026
N
100008000.00
100008000.00
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
0.0026
N
100022000.00
100022000.00
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
0.0048
N
183051240.00
183051240.00
ING Bank NV
ING Bank NV 0.420000%
926PAF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
50000000.00
50000000.00
0.0013
N
50016000.00
50016000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.120000%
46899T004_0.1200_M150501_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-05-25
2.000000
Government Agency Debt
135000000.00
12830502.12
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
12605018.00
10414291.11
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
49080230.00
42901967.69
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
20000000.00
16946195.88
Freddie Mac
2029-12-01
3.000000
Government Agency Debt
93126.00
94525.92
Freddie Mac
2040-04-15
2.000000
Government Agency Debt
74153932.00
15686192.99
Freddie Mac
2049-04-15
3.500000
Government Agency Debt
3982776.00
4126324.44
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.630000%
921ACP006_0.6300_M150729_2M49
0001168163
Other Repurchase Agreement
N
144A SAFT 2013-1 B1
2043-07-25
3.937400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.96
21ST CENTY FOX AMER INC
2045-12-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2029260.00
3028906.73
AGRIUM INC
2041-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
236002.00
289415.05
AGRIUM INC
2041-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
153998.00
188851.53
AIR LEASE CORPORATION
2016-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4357990.00
4507795.90
BANK OF AMERICA FUNDING CORPORATION 2002-1
2025-01-22
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9737422.00
9759028.25
BANQUE FEDERATIVE
2016-10-28
1.106100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1324529.00
1333643.68
BANQUE FEDERATIVE
2016-10-28
1.106100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1206261.00
1214561.82
BBCMS TR 2014-BXO
2027-08-16
2.732200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2033719.00
2040595.89
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
727840.85
BEAM INC
2018-06-15
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205569.00
206907.77
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
8117712.74
BHMS 2014-ATLS MTG TR
2033-07-08
4.846800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14669621.00
15044459.16
BHMS 2014-ATLS MTG TR
2033-07-08
4.846800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6359378.00
6521872.83
BHP BILLITON FINANCE USA LTD
2023-09-30
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9431000.00
10035888.62
BOCA HOTEL PORTFOLIO TR 2013 BOCA
2026-08-15
3.231500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
802209.00
801459.74
BOCA HOTEL PORTFOLIO TR 2013 BOCA
2026-08-15
3.231500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500177.00
499709.83
CGWF COML MTG 2013 RKWH
2030-11-15
3.281500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19584103.00
19624628.22
CGWF COML MTG 2013 RKWH
2030-11-15
3.281500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415891.00
416751.60
CITIGROUP COML MTG TR 2013 GC17
2046-11-13
5.260900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
722847.00
733977.92
CITIGROUP COML MTG TR 2014 388G
2033-06-16
2.522000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1778899.00
1774133.03
CITIGROUP COML MTG TR 2014 388G
2033-06-16
2.522000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1516817.00
1512753.19
CITIGROUP COML MTG TR 2014 GC21
2047-05-10
4.996400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
77754.00
75444.69
CITIGROUP INC
2017-11-21
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
591084.00
672140.58
CITIGROUP MORTGAGE
2033-10-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13220073.00
2486004.50
CMS ENERGY CORP
2017-07-17
6.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5169938.00
5842910.27
CMS ENERGY CORPORATION
2044-03-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13939999.00
15759581.25
CMS ENERGY CORPORATION
2044-03-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.13
COBALT COMMERCIAL MTGE TRUST 2007-C3
2046-05-17
5.958500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
6259966.17
COMCAST CORPORATION SPL A
2042-07-15
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1746241.00
1900595.61
COMCAST CORPORATION SPL A
2042-07-15
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
282684.00
307671.15
COMM 2014 CCRE19 MTG TR
2047-08-10
4.377900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11928111.00
9646921.41
COMM 2014 KY0 MTG TR
2027-06-11
2.530000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2015750.00
2016764.48
COMM 2014 LC17 MTG TR
2047-10-11
3.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5028690.00
4434345.78
COMM 2014 LC17 MTG TR
2047-10-11
3.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21408.00
18877.77
COMM 2014 UBS4 MTG TR
2047-08-12
3.968000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7600000.00
8023057.38
COMM 2015 CCRE22 MTG TR
2048-03-10
3.926000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5258259.00
5448697.95
COMM 2015 CCRE22 MTG TR
2048-03-10
3.926000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4245444.00
4399201.72
Credit Agricole S.A.
2025-03-17
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.00
Credit Agricole SA
2017-06-12
0.812700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5375000.00
5376685.60
Credit Suisse
2021-10-29
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6577.00
6671.53
CWALT 2005-79CB A1
2036-01-25
0.723800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31413304.00
7402833.80
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
8916162.08
CWS TOWN CENTRE 2000 LP 11 12 31 2010009
2030-06-10
4.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
14811363.33
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5114369.00
5203205.59
DOMINION RESOURCES INC
2019-12-01
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4460456.00
4537934.12
DOW CHEMICAL COMPANY
2042-11-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5798648.00
5813504.63
DOW CHEMICAL COMPANY
2042-11-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
122080.00
122392.78
DR PEPPER SNAPPLE GROUP INC
2021-11-15
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4905291.00
5159025.36
DUKE POWER COMPANY
2032-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1264777.00
1653477.75
DUKE POWER COMPANY
2032-10-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272518.00
356270.28
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
197838.21
E 0N INTERNATIONAL FINANCE B.V,NL
2018-04-30
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4017928.00
4477860.22
E 0N INTERNATIONAL FINANCE B.V,NL
2018-04-30
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75671.00
84333.06
EXPORK SA
2031-12-05
3.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5484223.00
5491271.14
EXPORKLORE SA
2031-12-05
4.315700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18942617.00
19147690.31
FIRSTENERGY TRANSMISSION LLC
2025-01-15
4.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10560400.00
FREEPORT MCMORAN COOPER
2017-03-01
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4177970.00
4204473.42
GCB TELEFONICA EUROPE
2030-09-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16251000.00
23297474.23
GCCFC
2037-04-10
5.415100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7499788.00
7587755.97
GCCFC 2007-GG9 AJ
2039-03-10
5.505000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16557325.00
15799932.25
GCMO 144A COMMERCIAL
2028-11-15
7.968800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
314788.00
319267.23
GCMO 144A COMMERCIAL
2028-11-15
7.968800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
194204.00
196967.40
GENERAL MTRS CO
2025-04-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1139584.00
1155939.56
GRANM 2007-1,GB
2054-12-20
0.476000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4322000.00
4198283.71
GS MTG SECS TR 2012-GCJ7
2045-05-12
5.906800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1814896.00
1940627.60
GS MTG SECS TR 2014 GC24
2047-09-10
4.162000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2098481.00
2280742.94
GSMS
2045-08-10
5.988600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3431705.00
3527305.46
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5050362.00
5144446.39
HOSPIRA INC
2017-03-30
6.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9199009.00
10033006.49
HOSPIRA INC
2017-03-30
6.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315991.00
344639.27
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4066953.00
3499358.87
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.182000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
554067.00
543816.48
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.182000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106356.00
104388.36
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
353104.00
318595.62
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5027.00
4535.72
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
367293.34
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
0.73
JP MORGAN MTG TR 2014 IVR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1189411.00
1042009.59
JP MORGAN MTG TR 2014 IVR3
2044-09-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
682553.00
597965.53
KINDER MORGAN
2020-09-15
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5690817.00
6325485.37
KINDER MORGAN
2020-09-15
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2830.00
3145.62
KINDER MORGAN
2023-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5177719.00
5049187.88
KINDER MORGAN
2023-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
194731.00
189897.02
MAGELLAN MIDSTREAM PARTNERS L P
2025-03-15
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4118529.00
4096769.44
MEDCOHEALTH SOLUTIONS INC
2018-03-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.16
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4984088.00
7139537.15
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33550.00
48059.24
METHANEX CORP
2044-12-01
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6154071.00
6299368.62
MUFG AMERS HLDGS CORP
2025-02-10
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2545323.00
2507567.38
NEW RESIDENTIAL MTG LN TR 201403
2054-11-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1842435.00
1735138.05
NEW RESIDENTIAL MTG LN TR 2014 2
2054-05-25
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235720.00
204911.41
NIAGARA MOHAWK PWR CORP
2042-11-28
4.119000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1820000.00
1879571.03
NOMURA ASSET ACCEPTANCE CORP
2037-07-25
0.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4608721.00
2097670.85
OHIO EDISON COMPANY
2036-07-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1928544.00
2530369.46
OHIO EDISON COMPANY
2036-07-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61595.00
80816.46
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
5637164.34
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3052449.00
3163497.10
PHILLIP MORRIS INTL INC
2019-01-15
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1514778.00
1530454.06
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
1660097.73
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
2661118.44
PPL CAPITAL FUNDING, INC.
2022-06-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
749745.00
817791.85
PREFERRED TERM SECURITIES
2035-09-23
0.650600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5131526.00
2304749.70
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42.00
50.56
RALI SERIES 2007-QO4 TRUST
2047-05-25
0.363800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20021000.00
7409787.21
RBSSP RESECURITIZATION TRUST 2009-12
2035-10-26
2.506400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6674414.00
5883882.15
RBSSP RESECURITIZATION TRUST 2009-12
2035-10-26
2.506400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3375745.00
2975914.55
RIO TINTO FINANCE USA LTD
2040-11-02
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7950000.00
8877137.82
SEQUOIA MTG TR 2014 4
2044-11-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30224.00
28515.06
SIGNET UK FIN PLC
2024-06-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4520387.00
4771517.09
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2270825.00
2288038.74
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1749683.00
1762946.28
STARWOOD RETAIL PPTY TR 2014 STAR
2027-11-15
2.672000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14999999.00
15092943.99
TECK RES LTD
2042-03-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3800055.00
3152382.07
TELEFONICA EMISIONES S A U
2023-04-27
4.570000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4570899.00
4992613.95
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20157532.00
22190385.55
TESCO PLC
2017-11-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15081546.00
16602494.81
TIMBERSTAR TRUST
2036-10-15
7.529600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1515136.00
1549824.03
TIMBERSTAR TRUST
2036-10-15
7.529600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
617704.00
631845.92
TIME WARNER INC
2023-12-15
4.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3559024.00
3862733.32
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
9104905.17
TRANSOCEAN SEDCO FOREX
2022-10-15
4.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13732000.00
10357933.17
TRW AUTOMOTIVE INC
2021-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.02
VODAFONE GROUP PLC
2018-07-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5165000.00
5703655.69
WACHOVIA BANK COMMERCIAL MTG TR SERIES
2047-04-17
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3943950.00
3968327.55
WACHOVIA BK COMM MTG TRUST
2045-03-15
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5101537.50
WELLS FARGO BK
2036-08-26
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
1.28
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17131707.00
19097426.71
WFRBS COML MTG TR 2011 C4
2044-06-17
5.245500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6499826.00
7245626.52
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
11080396.79
WFRBS COML MTG TR 2012 C6
2045-04-17
5.562300
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
90467.96
WFRBS COML MTG TR 2012 C9
2045-11-17
4.803300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
269283.00
274506.92
WINWATER MTG LN TR 2014 1
2044-06-27
4.035400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3193643.00
3118701.18
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5871634.00
6132704.79
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2915133.00
3044748.72
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
2015-07-29
2015-07-29
N
N
N
509000000.00
509000000.00
0.0133
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 0.080000%
992JYG007_0.0800_M150507_2M49
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
534900.00
537868.70
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
206498900.00
212838029.47
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
59429400.00
60037362.76
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
480300.00
504494.12
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
1412400.00
1488398.54
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
270000000.00
270000000.00
0.0071
N
269986500.00
269986500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320500%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-22
2015-10-22
N
N
N
100000000.00
100000000.00
0.0026
N
100005000.00
100005000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.321500%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-10-23
N
N
N
170000000.00
170000000.00
0.0044
N
170008500.00
170008500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.319800%
46639XBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2015-12-08
N
N
N
273000000.00
273000000.00
0.0071
N
273008190.00
273008190.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.425100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2015-07-20
2016-05-18
N
N
N
110000000.00
110000000.00
0.0029
N
110052690.00
110052690.00
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
50015750.00
0.0013
N
50021250.00
50021250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.436000%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-07-22
2016-05-20
N
N
N
95000000.00
95000000.00
0.0025
N
95019095.00
95019095.00
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
46987270.83
0.0012
N
46991070.00
46991070.00
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
81959706.17
0.0021
N
81972940.00
81972940.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.300000%
4820P3XW8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-30
2015-10-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
998483.33
0.0000
N
998256.42
998256.42
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
181940850.00
0.0048
N
181965420.00
181965420.00
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
11995120.00
0.0003
N
11996040.00
11996040.00
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
82012300.00
82012300.00
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
0.0048
N
184027600.00
184027600.00
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
0.0053
N
203030450.00
203030450.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GAK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-15
2015-07-15
N
N
N
16000000.00
16000000.00
0.0004
N
16002080.00
16002080.00
Lloyds Bank Plc
Lloyds Bank Plc 0.300000%
53945GBR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
160000000.00
160000000.00
0.0042
N
160011200.00
160011200.00
Lloyds Bank Plc
Lloyds Bank Plc 0.120000%
53945GBZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
120000000.00
120000000.00
0.0031
N
120000000.00
120000000.00
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
10000000.00
0.0003
N
10000000.00
10000000.00
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
145939775.00
0.0038
N
145960580.00
145960580.00
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
136939377.50
0.0036
N
136958900.00
136958900.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.120000%
06399U000_0.1200_M150501_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
25001000.00
17355904.70
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
17988469.00
12488246.13
Fannie Mae
2044-03-25
3.000000
Government Agency Debt
17545560.00
17419953.46
Fannie Mae
2045-05-25
3.500000
Government Agency Debt
16789252.00
17740471.32
Freddie Mac
2035-11-15
3.000000
Government Agency Debt
18552000.00
19046886.97
Freddie Mac
2043-11-15
0.695000
Government Agency Debt
20141999.00
18948537.62
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
100000000.00
100000000.00
0.0026
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M150604_2M49
0000728612
Other Repurchase Agreement
N
ALT LOAN TRUST2007-OA8
2047-06-25
0.361200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60397648.00
23481675.83
BAMLL COML MTG SECS TR 2015 ASHF
2028-01-15
5.181500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11165000.00
12039431.17
BEAR STEARNS
2035-10-25
2.704600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21900000.00
15979155.73
BEAR STEARNS COMMERCIAL MTG SEC TRUST
2042-09-12
6.145300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17458165.00
17144081.37
COMM 2007-C9 MORTGAGE TRUST
2049-12-10
5.989000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13010694.00
12971404.74
CSMC SERIES 2010 3R LTD
2036-12-29
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13273000.00
12208983.23
CWALT INC
2035-05-25
0.481200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62691594.00
16813104.54
CWMBS INC
2035-08-20
2.365200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84600000.00
17724051.16
EQTY 2014 INNS MTG TR
2031-05-08
4.080000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19998487.00
19910220.34
GREENPOINT MTG
2045-10-25
0.491200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146181797.00
20426411.18
HVMLT
2036-03-19
0.420600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107854441.00
26140556.54
IMP CMB TR
2035-11-25
0.701200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000000.00
19334477.40
JPMCC 2008-C2 AM
2051-02-12
6.878400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23830000.00
21384356.29
LB UBS COMM MTG TRUST 2007 C1
2040-02-15
5.563000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12500000.00
12301698.96
LB-UBS COMMERCIAL MTG 2007-C1
2040-02-15
5.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11743000.00
11952100.75
LMT
2036-12-25
0.601200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
77000000.00
14527544.21
LUMINENT MORTGAGE TRUST 2006-5
2036-07-25
0.371200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95500000.00
24968927.03
MASTR ADJ MTG 2004-14
2035-01-25
1.181200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14015000.00
12065783.29
MASTR RES TRUST SER 2008
2037-08-27
0.593600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87207000.00
25563850.09
SARM
2035-05-25
1.547000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108800000.00
19969200.17
STRUCTURED
2034-12-25
2.726900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000000.00
19836246.06
WACHOVIA BANK COMM MTG
2020-06-15
0.581500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30104000.00
11980229.57
WAMU MTGE
2046-09-25
1.056500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76039282.00
14833775.45
WAMU 2006-AR9 1A
2046-08-25
1.136500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74966000.00
20386160.14
WAMU MTGE
2046-11-25
0.976500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86500000.00
20972725.78
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.856500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95975000.00
21588251.14
WMALT SERIES
2046-06-25
1.126500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31937671.00
6145597.97
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
411000000.00
411000000.00
0.0107
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
411000000.00
411000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
95000000.00
95000000.00
0.0025
N
95000950.00
95000950.00
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
0.0021
N
79004740.00
79004740.00
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
9000540.00
9000540.00
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
97008730.00
97008730.00
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
13001560.00
13001560.00
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
0.0031
N
117016380.00
117016380.00
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
14001960.00
14001960.00
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
19002660.00
19002660.00
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
34004760.00
34004760.00
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
18002340.00
18002340.00
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
39005070.00
39005070.00
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
0.0023
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
0.0012
N
45004500.00
45004500.00
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
38004940.00
38004940.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AVR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
67000000.00
67000000.00
0.0018
N
67002680.00
67002680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682AWB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
32000000.00
32000000.00
0.0008
N
31999680.00
31999680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.360000%
60682AWL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
35000000.00
35000000.00
0.0009
N
34997550.00
34997550.00
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
70007700.00
70007700.00
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
2000180.00
2000180.00
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
70004900.00
70004900.00
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
0.0013
N
48003840.00
48003840.00
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
0.0031
N
118014160.00
118014160.00
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
0.0015
N
56006160.00
56006160.00
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
0.0083
N
317009510.00
317009510.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.140000%
60686N005_0.1400_M150501_2M49
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-10-25
2.723000
Government Agency Debt
23723000.00
24056202.06
Fannie Mae
2028-04-25
1.500000
Government Agency Debt
3600000.00
2542179.26
Fannie Mae
2030-02-25
3.000000
Government Agency Debt
5397383.00
5606000.03
Fannie Mae
2037-11-25
8.231000
Government Agency Debt
10762712.00
2400099.57
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
15948717.00
4160024.93
Freddie Mac
2037-08-15
2.372000
Government Agency Debt
38536733.00
16048314.57
GNMA
2034-11-20
7.278000
Government Agency Debt
4500000.00
4572200.58
GNMA
2036-09-20
6.729000
Government Agency Debt
5584907.00
4219238.04
GNMA
2037-11-20
7.092000
Government Agency Debt
8000000.00
7259469.20
United States Treasury Department
2015-11-15
0.375000
Treasury Debt
7742000.00
7764990.75
United States Treasury Department
2015-11-15
4.500000
Treasury Debt
3969200.00
4144755.17
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
7576900.00
7674581.27
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
88000000.00
88000000.00
0.0023
N
88000000.00
88000000.00
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
0.0055
N
210060900.00
210060900.00
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
0.0048
N
182050960.00
182050960.00
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
42008820.00
42008820.00
National Bank of Canada
National Bank of Canada 0.100000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
N
N
270000000.00
270000000.00
0.0071
Security is a time deposit.
N
269998771.50
269998771.50
National Bank of Canada
National Bank of Canada 0.100000%
63499C000_M150504
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
71000000.00
71000000.00
0.0019
Security is a time deposit.
N
70999801.20
70999801.20
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
86983760.00
0.0023
N
86993040.00
86993040.00
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
19993972.22
0.0005
N
19997400.00
19997400.00
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
38985266.67
0.0010
N
38992980.00
38992980.00
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
159900444.45
0.0042
N
159955200.00
159955200.00
Nationwide Building Society
Nationwide Building Society 0.400000%
6385E1U66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
74000000.00
73945733.33
0.0019
N
73974840.00
73974840.00
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
21003150.00
21003150.00
Natixis SA
Natixis SA 0.290000%
63873FPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-04
2015-08-04
N
N
N
365000000.00
365000000.00
0.0095
N
365051100.00
365051100.00
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
2015-05-07
2015-05-07
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
NRW.BANK
NRW.BANK 0.100000%
62939MS65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
48000000.00
47999333.34
0.0013
N
47999040.00
47999040.00
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
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
46000000.00
45989777.78
0.0012
N
45994480.00
45994480.00
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
Asset Purchase Agreement
Royal Bank of Canada
N/A
N/A
44000000.00
43989611.11
0.0011
N
43994280.00
43994280.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.100000%
69033P2Z2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
2015-05-01
N
N
N
200000000.00
200000000.00
0.0052
N
200000000.00
200000000.00
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
11999986.67
0.0003
N
12000120.00
12000120.00
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
12000360.00
12000360.00
Rabobank Nederland
Rabobank Nederland 0.252600%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
114000000.00
114000000.00
0.0030
N
114000000.00
114000000.00
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
0.0156
N
597077610.00
597077610.00
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
0.0085
N
325068250.00
325068250.00
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
Repo Agreement
BNP Paribas
N/A
N/A
3000000.00
2999750.00
0.0001
N
2999880.00
2999880.00
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
Repo Agreement
BNP Paribas
N/A
N/A
2000000.00
1999377.78
0.0001
N
1999700.00
1999700.00
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
Repo Agreement
BNP Paribas
N/A
N/A
28000000.00
27986933.33
0.0007
N
27993000.00
27993000.00
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
Repo Agreement
BNP Paribas
N/A
N/A
79000000.00
78891155.55
0.0021
N
78924950.00
78924950.00
Royal Bank of Canada
Royal Bank of Canada 0.360800%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-07-07
2016-05-06
N
N
N
75000000.00
75000000.00
0.0020
N
75078600.00
75078600.00
Royal Bank of Canada
Royal Bank of Canada 0.390800%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-07-06
2016-05-03
N
N
N
243000000.00
243000000.00
0.0064
N
243000000.00
243000000.00
Royal Bank of Canada
Royal Bank of Canada 0.394200%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-07-01
2016-04-29
N
N
N
125000000.00
125000000.00
0.0033
N
125000000.00
125000000.00
Royal Bank of Canada
Royal Bank of Canada 0.291000%
78009NSW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
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 0.287600%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2016-01-06
N
N
N
236000000.00
236000000.00
0.0062
N
235992920.00
235992920.00
Royal Bank of Canada
Royal Bank of Canada 0.291300%
78009NTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2016-02-25
N
N
N
75000000.00
75000000.00
0.0020
N
75009000.00
75009000.00
Royal Bank of Canada
Royal Bank of Canada 0.310000%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-13
2016-04-13
N
N
N
414000000.00
414000000.00
0.0108
N
414020700.00
414020700.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, 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
200000000.00
0.0052
N
200000000.00
200000000.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, 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
25999350.00
0.0007
N
25999740.00
25999740.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.400000%
82124MUP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-23
2015-07-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
102000000.00
101905933.32
0.0027
N
101951040.00
101951040.00
Sheffield Receivables Co, LLC
Sheffield Receivables Co, LLC 0.350000%
82124MV31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
139000000.00
138872969.44
0.0036
N
138919380.00
138919380.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.120000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
544000000.00
544000000.00
0.0142
Security is a time deposit.
N
544000000.00
544000000.00
Smithsonian Institution
Taxable Bonds Series 2013B 0.100000%
832432AA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
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
191955360.00
0.0050
N
191980800.00
191980800.00
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
32992080.00
0.0009
N
32996370.00
32996370.00
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
185927150.01
0.0049
N
185959080.00
185959080.00
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
32005760.00
32005760.00
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
61010980.00
61010980.00
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
73007300.00
73007300.00
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
0.0026
N
100009000.00
100009000.00
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
105003150.00
105003150.00
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
0.0022
N
84006720.00
84006720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YRQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
153000000.00
153000000.00
0.0040
N
153019890.00
153019890.00
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
0.0020
N
75014250.00
75014250.00
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
7001120.00
7001120.00
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
55008250.00
55008250.00
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
46003220.00
46003220.00
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
0.0033
N
125010000.00
125010000.00
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
0.0047
N
180023400.00
180023400.00
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
2000240.00
2000240.00
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
26000000.00
26000000.00
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
0.0035
N
135004050.00
135004050.00
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
0.0021
N
79003950.00
79003950.00
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
0.0044
N
168008400.00
168008400.00
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
82008200.00
82008200.00
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
11000550.00
11000550.00
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
2015-05-01
2015-05-01
N
N
N
762000000.00
762000000.00
0.0199
Security is a time deposit.
N
762000000.00
762000000.00
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
30003600.00
30003600.00
Swedbank AB
Swedbank AB 0.120000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
385000000.00
385000000.00
0.0101
Security is a time deposit.
N
385000673.75
385000673.75
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.240000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
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
Toronto-Dominion Bank
Toronto-Dominion Bank 0.268500%
89112UB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-14
2015-10-14
N
N
N
60000000.00
60000000.00
0.0016
N
60001200.00
60001200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.270400%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-10-19
N
N
N
115000000.00
115000000.00
0.0030
N
115001150.00
115001150.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.252500%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-06-16
N
N
N
26000000.00
26000000.00
0.0007
N
26000000.00
26000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.250400%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-06-17
N
N
N
230000000.00
230000000.00
0.0060
N
230023000.00
230023000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.250300%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-07-21
N
N
N
160000000.00
160000000.00
0.0042
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
0.0071
N
272062560.00
272062560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290600%
89113EHV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-20
2016-03-21
N
N
N
193000000.00
193000000.00
0.0050
N
193007720.00
193007720.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89113EML7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
327000000.00
327000000.00
0.0085
N
327000000.00
327000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89113END4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
146000000.00
146000000.00
0.0038
N
146000000.00
146000000.00
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
229995783.32
0.0060
N
229997700.00
229997700.00
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
201984513.35
0.0053
N
201993940.00
201993940.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.130000%
90262DS55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-05
2015-05-05
N
Y
UBS AG
N/A
N/A
N
221000000.00
220996807.79
0.0058
N
220993370.00
220993370.00
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
99924888.90
0.0026
N
99945000.00
99945000.00
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
80938574.99
0.0021
N
80954640.00
80954640.00
United States Treasury Department
United States Treasury Department 0.109000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-05-01
2017-01-31
N
N
N
200000000.00
199998396.85
0.0052
N
200067600.00
200067600.00
United States Treasury Department
United States Treasury Department 0.070000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-05-01
2016-01-31
N
N
N
264000000.00
263976428.31
0.0069
N
263994984.00
263994984.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-05-01
2016-07-31
N
N
N
170000000.00
170000000.00
0.0044
N
170013430.00
170013430.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.360600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-06-15
2016-05-13
N
N
N
100000000.00
100000000.00
0.0026
N
99997400.00
99997400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.404600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2015-06-22
2016-05-20
N
N
N
275000000.00
275000000.00
0.0072
N
275002750.00
275002750.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.246300%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-01
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 0.260600%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-20
2015-05-20
N
N
N
226000000.00
226000000.00
0.0059
N
226009040.00
226009040.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.271300%
94988E6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-27
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 0.280600%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-11-18
N
N
N
135000000.00
135000000.00
0.0035
N
135002700.00
135002700.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.280300%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-11-23
N
N
N
224000000.00
224000000.00
0.0059
N
224004480.00
224004480.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.281300%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-11-25
N
N
N
173000000.00
173000000.00
0.0045
N
173001730.00
173001730.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.309800%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2016-02-08
N
N
N
54000000.00
54000000.00
0.0014
N
54005940.00
54005940.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.310200%
94988EDJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2016-02-09
N
N
N
82000000.00
82000000.00
0.0021
N
82009020.00
82009020.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.311300%
94988EDT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-27
2016-02-26
N
N
N
150000000.00
150000000.00
0.0039
N
150016500.00
150016500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.325900%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2016-05-05
N
N
N
43000000.00
43000000.00
0.0011
N
43001720.00
43001720.00
Westpac Banking Corp
Westpac Banking Corp 0.579000%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2015-07-28
2015-07-28
N
N
N
100000000.00
100000000.00
0.0026
N
100004500.00
100004500.00
Westpac Banking Corp
Westpac Banking Corp 0.260000%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
71000000.00
71000000.00
0.0019
N
71000000.00
71000000.00
Westpac Banking Corp
Westpac Banking Corp 0.270600%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-19
2015-08-19
N
N
N
100000000.00
100000000.00
0.0026
N
100001000.00
100001000.00
Westpac Banking Corp
Westpac Banking Corp 0.271300%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-08-25
N
N
N
226000000.00
226000000.00
0.0059
N
226000000.00
226000000.00
Westpac Banking Corp
Westpac Banking Corp 0.281500%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-26
2015-10-23
N
N
N
85000000.00
85000000.00
0.0022
N
85000850.00
85000850.00
Westpac Banking Corp
Westpac Banking Corp 0.309800%
96121TYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-08
2016-02-08
N
N
N
174000000.00
174000000.00
0.0045
N
174019140.00
174019140.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2016-02-12
N
N
N
110000000.00
110000000.00
0.0029
N
110012100.00
110012100.00
Westpac Banking Corp
Westpac Banking Corp 0.261500%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-12
2015-06-12
N
N
N
84000000.00
84000000.00
0.0022
N
83999160.00
83999160.00
Westpac Banking Corp
Westpac Banking Corp 0.261300%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-27
2015-07-27
N
N
N
110000000.00
110000000.00
0.0029
N
110001100.00
110001100.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-05-31
2015-05-31
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
2015-05-31
2015-05-31
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
2015-05-31
2015-05-31
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
2015-05-31
2015-05-31
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
2015-05-31
2015-05-31
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
2015-05-31
2015-05-31
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
2015-05-31
2015-05-31
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