0001145549-13-001450.txt : 20130401
0001145549-13-001450.hdr.sgml : 20130401
20130207130142
ACCESSION NUMBER: 0001145549-13-001450
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130131
FILED AS OF DATE: 20130207
DATE AS OF CHANGE: 20130207
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: 13581223
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
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-01-31
0000857156
S000004499
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
51
72
14096645677.33
5134673.11
37725818.36
14064054532.08
0.0031
1.0001
2013-01-31
1.0001
2013-01-31
C000012373
1.00
14064054532.08
1.00
-524543750.65
3491804300.25
4016348050.90
0.0001
1.0001
2013-01-31
1.0001
2013-01-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.360000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National North America LLC
Abbey National North America LLC 0.360000%
0027A0SG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
Y
Santander UK Plc
N/A
N/A
N
69000000.00
68928240.00
0.0049
N
68927550.00
68927550.00
Alpine Securitization Corp
Alpine Securitization Corp 0.460000%
02086LP42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5999770.00
0.0004
N
5999880.00
5999880.00
Alpine Securitization Corp
Alpine Securitization Corp 0.400000%
02086LPS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
11251000.00
11247874.72
0.0008
N
11249537.37
11249537.37
ANZ New Zealand (Int'l) Ltd
ANZ New Zealand (Int'l) Ltd 0.200000%
0018A2RS7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
Y
ANZ National Bank Ltd
N/A
N/A
N
31000000.00
30985533.34
0.0022
N
30986980.00
30986980.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.500000%
04915TQ47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
29000000.00
28987513.89
0.0021
N
28996810.00
28996810.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.410000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
15000000.00
14989920.83
0.0011
N
14997300.00
14997300.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
9000000.00
8994247.50
0.0006
N
8998380.00
8998380.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
260000000.00
260000000.00
0.0185
Security is a time deposit.
N
260000000.00
260000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005_M130205
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
126000000.00
126000000.00
0.0090
Security is a time deposit.
N
126000000.00
126000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUQ4
Other Note
N
First Tier Security
N/A
N/A
2013-04-18
2013-04-18
N
N
N
23000000.00
23000000.00
0.0016
N
22997930.00
22997930.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUS0
Other Note
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
158000000.00
158000000.00
0.0112
N
157985780.00
157985780.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUY7
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
15000000.00
15000000.00
0.0011
N
14998500.00
14998500.00
Bank of Montreal
Bank of Montreal 0.310000%
06366VD86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
5000000.00
5000008.32
0.0004
N
5000150.00
5000150.00
Bank of Montreal
Bank of Montreal 0.300000%
06366VT63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
64000000.00
64000000.00
0.0046
N
64006400.00
64006400.00
Bank of Montreal
Bank of Montreal 0.220000%
06366XCN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
103000000.00
103000000.00
0.0073
N
103001030.00
103001030.00
Bank of Montreal
Bank of Montreal 0.220000%
06366XDG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
91000000.00
91000000.00
0.0065
N
91000910.00
91000910.00
Bank of Montreal
Bank of Montreal 0.160000%
06366XUQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
89000000.00
89000000.00
0.0063
N
89000000.00
89000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.410000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-07-26
N
N
N
176000000.00
176000000.00
0.0125
N
176188320.00
176188320.00
Bank of Nova Scotia
Bank of Nova Scotia 0.284700%
06417FAK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-21
2013-05-21
N
N
N
38000000.00
37999429.53
0.0027
N
38012160.00
38012160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FFH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
1000000.00
999999.31
0.0001
N
1000020.00
1000020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FKG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
77000000.00
77000000.00
0.0055
N
77002310.00
77002310.00
Bank of the West
Bank of the West 0.325000%
06426GAJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
43000000.00
43000000.00
0.0031
N
43009890.00
43009890.00
Bank of the West
Bank of the West 0.210000%
06426GAP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538EU21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
2000000.00
2000000.00
0.0001
N
2000020.00
2000020.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
7000000.00
7000000.00
0.0005
N
7002240.00
7002240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
32000000.00
32000000.00
0.0023
N
32010240.00
32010240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FHS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
73000000.00
73000000.00
0.0052
N
73018980.00
73018980.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538FHZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
7000000.00
7000000.00
0.0005
N
7000280.00
7000280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FJK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
33000000.00
33000000.00
0.0023
N
33009240.00
33009240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
66000000.00
66000000.00
0.0047
N
66018480.00
66018480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
14000000.00
14000000.00
0.0010
N
14004060.00
14004060.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
62000000.00
62000000.00
0.0044
N
62017980.00
62017980.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
1000000.00
1000000.00
0.0001
N
1000290.00
1000290.00
Barclays Bank Plc
Barclays Bank Plc 0.740000%
06741XEL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
14000000.00
14000000.00
0.0010
N
14004340.00
14004340.00
Barclays Bank Plc
Barclays Bank Plc 0.740000%
06741XEM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
N
10000000.00
10000000.00
0.0007
N
10003200.00
10003200.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
48000000.00
48000000.00
0.0034
N
48028320.00
48028320.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
1000000.00
1000000.00
0.0001
N
1000590.00
1000590.00
Barclays Bank Plc
Barclays Bank Plc 0.670000%
06741XFT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
14000000.00
14000000.00
0.0010
N
14008260.00
14008260.00
Barclays Bank Plc
Barclays Bank Plc 0.440000%
06741XGY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
6000000.00
6000000.00
0.0004
N
6003360.00
6003360.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
N
48000000.00
48000000.00
0.0034
N
48023520.00
48023520.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XHY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
46000000.00
46000000.00
0.0033
N
46030820.00
46030820.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06741XJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
20000000.00
20000000.00
0.0014
N
20014800.00
20014800.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XJD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
46000000.00
46000000.00
0.0033
N
46000460.00
46000460.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
992JYM004_0.1500_M130201_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-11-01
3.627000
Government Agency Debt
4300000.00
4176562.68
Fannie Mae
2019-12-25
1.520000
Government Agency Debt
175000.00
177430.17
Fannie Mae
2021-01-01
2.268000
Government Agency Debt
43250332.00
3349317.33
Fannie Mae
2023-06-25
6.500000
Government Agency Debt
750000.00
157668.83
Fannie Mae
2033-06-25
5.750000
Government Agency Debt
100000.00
108991.17
Fannie Mae
2033-08-01
2.935000
Government Agency Debt
25000000.00
3291625.84
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
9900000.00
1117028.35
Fannie Mae
2034-01-01
2.415000
Government Agency Debt
50000000.00
3279645.54
Fannie Mae
2034-03-01
2.711000
Government Agency Debt
30008668.00
3324132.07
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
887150.00
1070300.64
Fannie Mae
2035-03-01
2.792000
Government Agency Debt
21493663.00
3271008.82
Fannie Mae
2035-04-25
5.500000
Government Agency Debt
172644.00
197705.06
Fannie Mae
2035-07-01
2.732000
Government Agency Debt
19664526.00
4171833.71
Fannie Mae
2036-10-01
6.457000
Government Agency Debt
25009453.00
3418971.77
Fannie Mae
2036-11-01
5.875000
Government Agency Debt
31105810.00
3786113.65
Fannie Mae
2037-08-01
3.092000
Government Agency Debt
16879870.00
3414315.72
Fannie Mae
2037-09-01
5.992000
Government Agency Debt
20075386.00
3346042.47
Fannie Mae
2038-01-01
6.139000
Government Agency Debt
12387693.00
2782438.11
Fannie Mae
2040-01-01
3.556000
Government Agency Debt
8060649.00
4407041.18
Fannie Mae
2041-06-01
3.646000
Government Agency Debt
217464.00
214505.18
Fannie Mae
2041-09-01
3.493000
Government Agency Debt
4222399.00
3433701.79
Fannie Mae
2042-01-01
2.563000
Government Agency Debt
4500000.00
3424026.86
Fannie Mae
2042-12-01
2.112000
Government Agency Debt
3458146.00
3575031.33
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1376000.00
1372170.59
Fannie Mae
2043-06-01
1.366000
Government Agency Debt
50576713.00
3820712.02
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
200000.00
168732.46
Freddie Mac
2019-09-15
4.000000
Government Agency Debt
200000.00
108235.84
Freddie Mac
2024-03-15
7.000000
Government Agency Debt
100000.00
50861.18
GNMA
2026-06-20
7.500000
Government Agency Debt
600000.00
128170.18
GNMA
2027-12-18
6.850000
Government Agency Debt
200000.00
45440.02
GNMA
2032-02-16
5.500000
Government Agency Debt
5000000.00
389549.12
GNMA
2032-06-20
6.500000
Government Agency Debt
150000.00
47137.04
GNMA
2037-04-20
3.000000
Government Agency Debt
1250000.00
759145.22
GNMA
2038-10-20
2.000000
Government Agency Debt
1358380.00
1085431.91
GNMA
2043-01-20
3.000000
Government Agency Debt
1194000.00
1246847.63
GNMA
2043-01-20
3.000000
Government Agency Debt
1006000.00
1050522.54
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
67000000.00
67000000.00
0.0048
N
67000000.00
67000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.400000%
06737HRV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
Y
Barclays Bank Plc
N/A
N/A
N
1000000.00
999033.33
0.0001
N
999350.00
999350.00
BNP Paribas
BNP Paribas 0.380000%
05572NKL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
72000000.00
72000000.00
0.0051
N
72001440.00
72001440.00
BNP Paribas
BNP Paribas 0.600000%
05572NKU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
77000000.00
77000000.00
0.0055
N
77057750.00
77057750.00
BNP Paribas
BNP Paribas 0.600000%
05572NKW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
63000000.00
63000000.00
0.0045
N
63047880.00
63047880.00
BNP Paribas
BNP Paribas 0.585000%
05572NKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
8000000.00
8000000.00
0.0006
N
8005920.00
8005920.00
BNP Paribas
BNP Paribas 0.340000%
05572NKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
121000000.00
121000000.00
0.0086
N
121020570.00
121020570.00
BNP Paribas
BNP Paribas 0.280000%
05572NLK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
10000000.00
10000000.00
0.0007
N
10001300.00
10001300.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.285000%
921AES008_0.2850_M130207_2M54
0001197610
Other Repurchase Agreement
N
IRONSHORE HOLDINGS INC
2020-05-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085170.00
1225964.78
ROYAL BK OF CANADA
2015-12-15
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117745.00
124115.50
WOORI BANK GBL NT PGM
2015-02-02
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3520705.00
3899920.14
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
5000000.00
5000000.00
0.0004
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
5000000.00
5000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130207_2M54
0001197610
Other Repurchase Agreement
N
ALCOA INC
2020-08-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3107680.00
3493804.05
AVNET INC
2014-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
193519.00
206098.60
AVNET INC
2014-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33861.00
36062.12
Bank of Montreal
2015-06-09
2.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5285533.33
BARCLAYS BK PLC
2022-11-21
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5119318.00
5178296.81
BARCLAYS BK PLC
2022-11-21
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348437.00
1363972.12
BBVA BANCO CONTL
2022-08-26
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3979576.00
4278044.20
BBVA U.S. SENIOR, S.A. UNIPERSONAL
2015-10-09
4.664000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115052.00
120552.61
BBVA US SENIOR S A UNIPERSONAL
2014-05-16
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855036.00
872188.73
BRASKEM FINANCE LIMITED
2018-06-05
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925485.00
1067804.03
DIRECTV HOLDINGS LLC
2016-03-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13361.00
14374.48
GTL TRADE FIN
2017-10-20
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1303339.00
1562495.29
HEWLETT PACKARD CO,CA
2014-03-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2577232.00
2770526.55
JEFFERIES GROUP INC
2021-04-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
607675.00
705050.70
JEFFERIES GROUP INC
2021-04-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28272.00
32802.39
LIFE TECH CORP
2015-03-01
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294329.00
316425.26
LORILLARD TOBACCO COMPANY
2017-08-21
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1925118.00
1959562.64
MARSH & MCLENNAN CO,INC
2019-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1107820.00
1500360.63
NEVADA POWER CO 1ST MTG SER L
2041-05-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2454096.00
2945959.55
NEWS AMERICA INC
2037-03-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698827.00
849385.78
PERNOD RICHARD S A
2017-01-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1739488.00
1816321.18
PETROBRAS INTL FIN CO
2040-01-20
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
751229.00
891138.41
ROYAL BK OF CANADA
2015-12-15
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
59747.00
62979.56
ROYAL BK OF CANADA
2015-12-15
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15012.00
15824.21
SCOTLND INTL FIN N0.2
2013-05-23
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3721449.00
3778155.61
SHELL INTL FIN B V
2015-12-04
0.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4014199.00
4026281.74
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
43000000.00
43000000.00
0.0031
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
43000000.00
43000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
977BXL003_0.1400_M130207_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-12-25
1.203700
Government Agency Debt
7663333.00
5549608.78
Fannie Mae
2032-02-25
2.000000
Government Agency Debt
1008062.00
945638.64
Fannie Mae
2038-07-25
0.653700
Government Agency Debt
18750000.00
7751443.14
Fannie Mae
2039-12-25
4.000000
Government Agency Debt
10000000.00
7378526.40
Freddie Mac
2027-08-15
4.000000
Government Agency Debt
10208555.00
3574783.07
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
24000000.00
24000000.00
0.0017
N
24000000.00
24000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.150000%
987WVU007_0.1500_M130201_2M54
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2042-11-15
3.000000
Government Agency Debt
74266682.00
77250000.45
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
75000000.00
75000000.00
0.0053
N
75000000.00
75000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.160000%
987WVU007_0.1600_M130201_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-05-20
4.000000
Government Agency Debt
163681837.00
161186262.55
GNMA
2041-09-15
4.000000
Government Agency Debt
35764779.00
28333738.09
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
184000000.00
184000000.00
0.0131
N
184000000.00
184000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.210000%
987YEA006_0.2100_M130201_2M54
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-02-15
3.500000
Government Agency Debt
2637057.00
2862186.95
Freddie Mac
2037-11-15
1.205700
Government Agency Debt
100720000.00
12571471.77
Freddie Mac
2042-08-15
0.705700
Government Agency Debt
12964924.00
12916341.28
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
27000000.00
27000000.00
0.0019
N
27000000.00
27000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0P57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
Y
Bank of New Zealand
N/A
N/A
N
30000000.00
29999266.67
0.0021
N
29999400.00
29999400.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.230000%
0556X0PM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
Y
Bank of New Zealand
N/A
N/A
N
1000000.00
999872.22
0.0001
N
999900.00
999900.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.250000%
10513DPE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
86000000.00
86000000.00
0.0061
N
86000000.00
86000000.00
CAFCO, LLC
CAFCO, LLC 0.600000%
12476EPN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37986700.00
0.0027
N
37994300.00
37994300.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EQM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39978666.67
0.0028
N
39985600.00
39985600.00
California
RAN 2012-2013 Series A1 0.120000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.375700%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-19
2013-04-16
N
N
N
170000000.00
170000000.00
0.0121
N
170085000.00
170085000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293700%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-28
2013-05-28
N
N
N
45000000.00
45000000.00
0.0032
N
45022500.00
45022500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JP87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
22000000.00
21999101.67
0.0016
N
21999120.00
21999120.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JPB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
13000000.00
12999097.22
0.0009
N
12999220.00
12999220.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TPF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14998716.67
0.0011
N
14999250.00
14999250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.340000%
15963TPN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15097000.00
15094005.76
0.0011
N
15095943.21
15095943.21
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TPR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24994500.00
0.0018
N
24998000.00
24998000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21993143.33
0.0016
N
21997800.00
21997800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11996150.00
0.0009
N
11998680.00
11998680.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14995208.33
0.0011
N
14998050.00
14998050.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27000000.00
26991187.50
0.0019
N
26996490.00
26996490.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11996000.00
0.0009
N
11998440.00
11998440.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TR50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
60000000.00
59973750.00
0.0043
N
59989800.00
59989800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963TTA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20975920.00
0.0015
N
20983830.00
20983830.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9986916.67
0.0007
N
9990000.00
9990000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
53000000.00
53000000.00
0.0038
N
53001060.00
53001060.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
67000000.00
67000000.00
0.0048
N
67004020.00
67004020.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
85000000.00
85000000.00
0.0060
N
85005100.00
85005100.00
Chase Bank USA, NA
Chase Bank USA, NA 0.220000%
16144RSV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
44000000.00
44000000.00
0.0031
N
44003520.00
44003520.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQ16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9997122.22
0.0007
N
9998000.00
9998000.00
Ciesco, LLC
Ciesco, LLC 1.004600%
17178BQ40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
109000000.00
108906138.88
0.0077
N
108976020.00
108976020.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999198.34
0.0001
N
1999420.00
1999420.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
42000000.00
41982301.67
0.0030
N
41987400.00
41987400.00
Citibank, NA
Citibank, NA 0.200000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
50000000.00
50000000.00
0.0036
Security is a time deposit.
N
50000000.00
50000000.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
81000000.00
80982720.00
0.0058
N
80993520.00
80993520.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
65000000.00
64985700.00
0.0046
N
64994150.00
64994150.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.520500%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2014-02-27
N
N
N
150000000.00
150000000.00
0.0107
N
150097050.00
150097050.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
921BCA007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
89000000.00
89000000.00
0.0063
N
89001780.00
89001780.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
921MYH004
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
37000000.00
37000000.00
0.0026
N
37000000.00
37000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
988BJK008
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
N
74000000.00
74000000.00
0.0053
N
74004440.00
74004440.00
CRC Funding, LLC
CRC Funding, LLC 0.360000%
12622UQN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39980400.00
0.0028
N
39983600.00
39983600.00
Credit Suisse AG
Credit Suisse AG 5.000000%
2254C0TC1
Other Note
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
84000000.00
85081705.03
0.0060
N
85091748.00
85091748.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DD30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
37000000.00
37000000.00
0.0026
N
37008880.00
37008880.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DS83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
120000000.00
120000000.00
0.0085
N
120017880.00
120017880.00
Credit Suisse AG
Credit Suisse AG 0.390000%
22550DXD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
2000000.00
2000000.00
0.0001
N
2000280.00
2000280.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.150000%
22799D001_0.1500_M130201_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-12-20
4.500000
Government Agency Debt
39135000.00
42492841.01
GNMA
2042-08-20
4.000000
Government Agency Debt
6640236.00
6796589.24
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
48322631.00
48322631.00
0.0034
N
48322631.00
48322631.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130322_2M54
0001230485
Other Repurchase Agreement
N
144A ABSMH 2004-CN1 A2
2030-12-02
8.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
2892265.34
144A CWCI 2007-C2 AJFL
2047-04-15
0.475700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490000.00
331856.05
144A LGNA 2004-1A ASB1
2044-11-03
0.712800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66326600.00
20644160.26
144A WBCMT 2007-C32 K
2049-06-15
5.738800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
182634.98
BCAP 2006-AA2 A1
2037-01-25
0.373700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
31772.86
BSABS 2007-AQ2 A4
2037-01-25
0.533700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10124000.00
1027404.56
BSSLT
2037-01-25
0.393700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54739817.00
6594844.39
BSSLT 2007-1 2A
2037-08-25
0.423700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21075000.00
2242282.92
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
447371.66
CSMC 2008-3R
2037-07-26
5.631400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
8822.45
CWHL 2006-14 A3
2036-09-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8540000.00
250327.28
CWHL 2007-8 1A9
2038-01-25
4.238800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7175000.00
4736009.11
CWHL 2007-HY4 1A1
2047-09-25
3.083000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
237600.00
82476.76
CWL 2005-13 MV5
2036-04-25
0.853700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
1812.55
CWL 2006-10 MF2
2046-09-25
5.446100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4760000.00
18043.71
CWL 2006-11 1AF5
2046-09-25
5.425200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
302861.43
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4800000.00
2407543.95
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1298574.21
CWL 2007-7 2A3
2047-10-25
0.433700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15060000.00
7115776.34
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1730000.00
2370054.84
GABS OAKWOOD MTGE INVESTORS
2029-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
255414.75
GSAMP 2006-S1 A1
2035-11-25
0.343700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13436900.00
317015.87
GT
2029-05-15
6.970000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8800000.00
1804580.89
HVMLT
2038-01-19
0.394700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
71984.26
JPALT 2006-A1 4A4
2036-03-25
3.253100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
135007.23
LXS 2007-16N AF3
2047-09-25
1.153700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
645000.00
16936.06
LXS 2007-6 3A7
2037-05-25
5.583100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19084000.00
1354628.34
MLMI 2007-SL1 A1
2037-02-25
0.503700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20986300.00
1192552.69
MSAC 2007-HE7 M3
2037-07-25
2.203700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
4676.39
MSDWC 2002-NC3 M2
2032-08-25
1.503700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17283000.00
1146605.72
MSM 2006-6AR 2A
2036-05-25
2.914700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3753000.00
1226244.47
MSM 2007-13 6A1
2037-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3720000.00
1835113.22
OAKWOOD MORTGAGE INVESTORS IN
2026-10-15
8.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5990000.00
3615473.46
RALI 2006-QS10 A13
2036-08-25
0.603700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1313800.00
317517.42
RAST 2006-A12 A1
2036-11-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
1054829.05
SACO
2036-06-25
0.403700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984317.00
82742.82
SACO
2036-07-25
0.403700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61435000.00
4873820.10
SACO 2005-10 1A
2036-06-25
0.463700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
210.29
SACO 2006-3 A1
2036-04-25
0.383700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68264250.00
4206354.13
SACO 2006-3 A3
2036-04-25
0.433700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12688600.00
1691486.13
SASC 2004-21XS M3
2034-12-25
5.620600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2644000.00
19511.47
SASC 2004-3 B3
2034-03-25
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2548000.00
9806.12
THORNBURG MORTGAGE SECURI
2035-10-25
4.277700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
4517.85
TMST 2005-4 B1
2045-12-25
4.820100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
17100.75
TMST 2008-1 1A2
2038-03-25
2.611300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8921000.00
19921.35
WAMU 2007-HY7 2A1
2037-07-25
2.558200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22030000.00
7967388.92
WAMU 2007-HY7 2A1
2037-07-25
2.558200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
21699.65
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
75000000.00
75000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
75000000.00
75000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.730000%
988WZL002_0.7300_M130322_2M54
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-4A A1
2047-11-25
0.333700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51882000.00
15522434.09
BSARM 2007-3 1A1
2047-05-25
3.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
188941.45
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4910000.00
3183470.79
CMLTI
2036-11-25
0.553700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
27546.37
CMLTI 2006-AR7 2A3A
2036-11-25
5.030400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11715000.00
2687022.92
CMLTI 2007-AR8 1A3A
2037-08-25
5.570400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8185000.00
3188672.63
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
0.594700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
669000.00
74837.65
CSFB 2003-8 CB1
2033-04-25
5.574700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8600000.00
4041934.38
CWALT
2046-12-25
0.323700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000000.00
14019425.06
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
646003.56
CWALT 2005-72 A1
2036-01-25
0.473700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
945000.00
175572.31
CWALT 2006-29T1 2A11
2036-10-25
0.603700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
31053.90
CWHL 2005-HYB7 6A1
2035-11-20
5.165100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25540000.00
8050109.08
CWHL 2007-HY4 1A1
2047-09-25
3.083000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015000.00
352331.26
GSAA 2006-7 AF2
2046-03-25
5.994900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5485000.00
2545625.95
GSAA 2007-6 A4
2047-05-25
0.503700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5940000.00
3390251.80
GSMS
2045-08-10
5.791100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6195000.00
6112061.11
GSR 2006-3F 2A2
2036-03-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
28528.38
HMBT
2036-12-25
0.383700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5614951.13
JPMCC 2007-LD12 AJ
2051-02-15
6.001900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
2455329.95
JPMMT 2006-A3 3A4
2036-05-25
5.023100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
8509303.63
LMT 2006-1 1A1
2036-02-25
0.953700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13140000.00
3471158.05
LXS 2007-16N 2A2
2047-09-25
1.053700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38500000.00
17284191.49
LXS 2007-7N 1-A1A
2047-06-25
0.423700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1855171.32
RALI 2006-QS10 A13
2036-08-25
0.603700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
990882.49
RALI 2006-QS17 A3
2036-12-25
0.553700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46000000.00
11926184.77
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49500000.00
17863447.26
RBSGC
2037-03-25
0.653700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7410000.00
2253934.24
RFMSI 2007-SA1 2A2
2037-02-25
3.565100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
115214.53
SARM 2007-9 2A1
2047-10-25
2.948700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14770000.00
5289231.15
WMALT
2036-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000000.00
3006145.18
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
126000000.00
126000000.00
0.0090
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
Y
126091980.00
126091980.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BDC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
107000000.00
107000000.00
0.0076
N
107002140.00
107002140.00
Deutsche Bank AG
Deutsche Bank AG 0.260000%
25155BDQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
N
17000000.00
17000000.00
0.0012
N
17000510.00
17000510.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BDU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
60000000.00
60000000.00
0.0043
N
60025800.00
60025800.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BEJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
10000000.00
10000000.00
0.0007
N
10004300.00
10004300.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25155BHS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
14000000.00
14000000.00
0.0010
N
14001820.00
14001820.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
155000000.00
155000000.00
0.0110
N
155013950.00
155013950.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
21599B009_0.1700_M130201_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-09-25
3.500000
Government Agency Debt
10000000.00
10261326.67
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
10000000.00
9391963.33
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
9045000.00
9538275.10
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
8371302.00
9429091.18
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
46800000.00
10832579.96
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
4872350.00
5694968.34
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
27500000.00
9327173.73
Fannie Mae
2039-07-25
5.000000
Government Agency Debt
22360000.00
6922276.10
Fannie Mae
2040-07-25
4.000000
Government Agency Debt
17160000.00
9332761.27
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
9300000.00
10156263.40
Fannie Mae
2042-01-25
6.500000
Government Agency Debt
7072214.00
8010752.29
Fannie Mae
2042-04-25
2.500000
Government Agency Debt
6404375.00
6627050.85
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
7137000.00
7015513.99
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
9415000.00
9278688.11
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
8200571.00
8324918.40
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
3066309.00
3122241.54
Fannie Mae
2042-10-25
3.500000
Government Agency Debt
10378663.00
10638738.46
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
7648794.00
8534996.72
Fannie Mae
2052-11-25
2.000000
Government Agency Debt
8256000.00
8015541.07
Freddie Mac
2043-01-15
2.500000
Government Agency Debt
200471553.00
208744880.34
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
355000000.00
355000000.00
0.0252
N
355000000.00
355000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.310000%
988RGN000_0.3100_M130201_2M54
0001074042
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1500723.00
AMERICAN INTL GROUP INC COM NEW
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699998.38
ANADARKO PETE CORP COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699928.64
BANK OF AMERICA CORPORATION COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699991.64
BARD C R INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699935.88
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699934.80
BOSTON SCIENTIFIC CORP COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699994.43
CITIGROUP INC COM NEW
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699998.20
E M C CORP MASS COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699992.20
EXXON MOBIL CORP COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699969.55
HERSHEY CO COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699958.20
INTERNATIONAL BUSINESS MACHSCOM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699984.64
LILLY ELI & CO COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699991.45
MEDTRONIC INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699938.94
PFIZER INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699989.47
PHILIP MORRIS INTL INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699967.15
PROCTER & GAMBLE CO COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699998.52
SIMON PPTY GROUP INC NEW COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699941.60
TEEKAY CORPORATION COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699976.92
UNITEDHEALTH GROUP INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699971.20
WAL MART STORES INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4199856.75
WELLS FARGO & CO NEW COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5699970.12
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
114000000.00
114000000.00
0.0081
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
114000000.00
114000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
988RGN000_0.3600_M130201_2M54
0001074042
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.80
AMERICAN INTL GROUP INC COM NEW
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249965.94
ANADARKO PETE CORP COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249978.72
BANK OF AMERICA CORPORATION COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249990.58
BARD C R INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249966.21
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249945.76
BOSTON SCIENTIFIC CORP COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249995.38
CITIGROUP INC COM NEW
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249984.15
E M C CORP MASS COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.80
ENTRAVISION COMMUNICATIONS CCL A
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
326364.90
EXXON MOBIL CORP COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249976.62
HERSHEY CO COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249975.04
INTERNATIONAL BUSINESS MACHSCOM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249816.32
LILLY ELI & CO COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249998.60
MEDTRONIC INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
924381.26
PFIZER INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.38
PHILIP MORRIS INTL INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249976.65
PROCTER & GAMBLE CO COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249931.84
SIMON PPTY GROUP INC NEW COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249888.10
TEEKAY CORPORATION COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249969.20
UNITEDHEALTH GROUP INC COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249967.12
WELLS FARGO & CO NEW COM
2013-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249967.68
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
25000000.00
25000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.500000%
988VHX008_0.5000_M130207_2M54
0001074042
Other Repurchase Agreement
N
CFCRE COML MTG TR 2011 C2
2047-12-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4192511.00
4601490.45
CHASE FLEX TRUST 2006-2
2036-09-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1853513.84
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145425.00
128490.49
COMM 2010 C1 MTG TRUST
2046-07-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
288175.00
325953.01
CWALT INC
2035-02-25
0.603700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
224380.00
39021.41
Freddie Mac
2020-08-25
2.917000
Government Agency Debt
88319.00
84390.63
JPMCC 2007
2049-02-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6797945.00
4795569.51
LB-UBS COMMERCIAL MTGE TRUST 2006
2039-09-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2736365.00
2942038.40
ML CFC COMM MTG TRUST
2016-11-12
5.239000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
902003.00
834752.36
NORBORD DELAWARE GP I
2017-02-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
269729.00
314007.26
TENET HEALTHCARE CORP
2020-06-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21500.00
21715.00
UBS COML MTG TR 2012 C1
2045-05-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1565487.00
1367252.51
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15004950.00
15004950.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
991JCA005_0.1500_M130201_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
22830117.00
11809780.32
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
15142.00
9713.79
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
10025624.00
10417795.88
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
1198877.00
1272340.98
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
25432892.00
28458239.48
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
29962.00
32129.77
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
50000000.00
50000000.00
0.0036
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
14752275.00
14641682.02
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
20442.00
13113.80
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
124096.00
136032.33
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
1000.00
1015.16
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
2786085.00
2867105.94
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
19631.00
21051.32
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
17000000.00
17000000.00
0.0012
N
17000000.00
17000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M130207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
2609144.00
2673858.27
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
26319277.00
27041288.48
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
28446182.00
25728380.74
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
21955.00
23372.71
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
33167.00
34959.05
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
252802.00
277118.07
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
24990072.00
27385774.16
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
11462046.00
11635848.00
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
1368810.00
1425513.05
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
52304.00
58525.78
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
1385.00
1485.21
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
438620.00
433877.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
93000000.00
93000000.00
0.0066
N
93000000.00
93000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M130207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
38944132.00
12890593.43
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
369739.00
122384.42
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
30372.00
10053.20
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
20466.00
13129.20
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
12543.00
6168.18
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1061570.00
980779.93
Fannie Mae
2042-05-25
2.000000
Government Agency Debt
50406.00
50166.65
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
302179.00
318506.09
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
207972.00
209974.41
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
117434.00
128729.53
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
13334.00
14616.55
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
11767969.00
11946409.79
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
19045.00
19333.78
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
77250858.00
86122435.16
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
6507852.00
7504199.80
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
824326.00
858473.76
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
775026.00
807131.51
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
395225.00
352997.32
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
45252.00
50634.91
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
41687.00
46645.84
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
26548.00
28468.77
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
8757.00
9390.57
Freddie Mac
2034-08-01
6.000000
Government Agency Debt
145652.00
72416.56
Freddie Mac
2042-07-20
3.500000
Government Agency Debt
29975612.00
31102865.89
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
148000000.00
148000000.00
0.0105
N
148002770.00
148002770.00
DNB Bank ASA
DNB Bank ASA 0.400000%
23330LKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
39000000.00
39000000.00
0.0028
N
39005070.00
39005070.00
DNB Bank ASA
DNB Bank ASA 0.300000%
23330LPS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
34000000.00
34000000.00
0.0024
N
34005780.00
34005780.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LQF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
73000000.00
73000000.00
0.0052
N
73004380.00
73004380.00
Fannie Mae
Fannie Mae 0.095000%
313589CZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
1000000.00
999894.44
0.0001
N
999989.00
999989.00
Fannie Mae
Fannie Mae 0.080000%
313589DP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
5000000.00
4999400.00
0.0004
N
4999925.00
4999925.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385BH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
45000000.00
45000000.00
0.0032
N
45000000.00
45000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385BH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
23000000.00
23000000.00
0.0016
N
23000000.00
23000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385BX3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
8000000.00
7999751.11
0.0006
N
7999968.00
7999968.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385CK0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-27
2013-02-27
N
N
N
22000000.00
21998808.33
0.0016
N
21999846.00
21999846.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385CZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
58300000.00
58295141.68
0.0041
N
58299358.70
58299358.70
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385CZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
5000000.00
4999555.55
0.0004
N
4999945.00
4999945.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385DW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
33500000.00
33496594.16
0.0024
N
33498291.50
33498291.50
Freddie Mac
Freddie Mac 0.070000%
313397BH3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Freddie Mac
Freddie Mac 0.065000%
313397CB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
63000000.00
62997952.50
0.0045
N
62999685.00
62999685.00
Freddie Mac
Freddie Mac 0.095000%
313397CY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
17000000.00
16998250.42
0.0012
N
16999813.00
16999813.00
Freddie Mac
Freddie Mac 0.100000%
313397CY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
11000000.00
10998808.33
0.0008
N
10999879.00
10999879.00
Freddie Mac
Freddie Mac 0.255000%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2014-02-10
N
N
N
125000000.00
125000000.00
0.0089
N
125120875.00
125120875.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.270000%
3686M0R83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
50000000.00
49975250.00
0.0036
N
49979000.00
49979000.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HPB7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
35000000.00
34996888.89
0.0025
N
34998950.00
34998950.00
General Electric Capital Corp
General Electric Capital Corp 0.310000%
36959HPS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
3000000.00
2999354.17
0.0002
N
2999760.00
2999760.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HQ42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
9000000.00
8997675.00
0.0006
N
8999100.00
8999100.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
82000000.00
81983235.56
0.0058
N
81991800.00
81991800.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
155000000.00
154966330.56
0.0110
N
154984500.00
154984500.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HR33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
4000000.00
3998441.11
0.0003
N
3999360.00
3999360.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HRS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
N
19000000.00
18990690.00
0.0014
N
18994870.00
18994870.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HRV1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
11000000.00
10994417.50
0.0008
N
10996810.00
10996810.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HS65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
5000000.00
4997388.89
0.0004
N
4998200.00
4998200.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HTB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
45000000.00
44959375.00
0.0032
N
44964900.00
44964900.00
General Electric Co
General Electric Co 0.100000%
36960LPD1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
113000000.00
112996233.34
0.0080
N
112995480.00
112995480.00
General Electric Co
General Electric Co 0.160000%
36960LQ65
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
40000000.00
39994133.34
0.0028
N
39995956.00
39995956.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1875000.00
1875000.00
0.0001
N
1875000.00
1875000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2M54
0000769993
Other Repurchase Agreement
N
United States Treasury Department
2018-07-15
1.375000
Treasury Debt
17088000.00
21288480.80
United States Treasury Department
2040-02-15
2.125000
Treasury Debt
13543500.00
20531598.66
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
41000000.00
41000000.00
0.0029
Y
41018450.00
41018450.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M130205_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2023-03-15
5.000000
Government Agency Debt
50000000.00
16192064.89
GNMA
2036-04-15
6.000000
Government Agency Debt
45562799.00
16727407.35
GNMA
2039-05-15
5.500000
Government Agency Debt
37329710.00
16316084.36
GNMA
2039-12-15
5.500000
Government Agency Debt
25480641.00
16808016.81
GNMA
2041-09-20
4.500000
Government Agency Debt
20894826.00
16704671.67
GNMA
2042-09-20
4.000000
Government Agency Debt
811889.00
884857.19
GNMA
2042-11-20
3.500000
Government Agency Debt
2279702.00
2466898.04
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
82000000.00
82000000.00
0.0058
N
82000000.00
82000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M130201_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-09-20
4.000000
Government Agency Debt
32712186.00
35040614.28
GNMA
2042-11-20
4.000000
Government Agency Debt
31990594.00
34856036.36
GNMA
2042-11-20
4.500000
Government Agency Debt
26196579.00
28646645.95
GNMA
2043-01-20
3.500000
Government Agency Debt
5946031.00
6456703.89
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LP75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
19000000.00
18999366.67
0.0014
N
18999240.00
18999240.00
Govco, LLC
Govco, LLC 0.370000%
38362VPK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49990750.00
0.0036
N
49993000.00
49993000.00
Govco, LLC
Govco, LLC 0.380000%
38362VQ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9996305.56
0.0007
N
9997300.00
9997300.00
Govco, LLC
Govco, LLC 0.370000%
38362VQM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
51000000.00
50974840.00
0.0036
N
50980110.00
50980110.00
HSBC Bank Plc
HSBC Bank Plc 0.300000%
40433GR17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
32000000.00
31984266.67
0.0023
N
31988160.00
31988160.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RPD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
2000000.00
1999833.33
0.0001
N
1999900.00
1999900.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.280000%
4497W0P10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
ING Bank NV
N/A
N/A
N
182000000.00
182000000.00
0.0129
N
182000000.00
182000000.00
ING Bank NV
ING Bank NV 0.320000%
921HDX003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
67000000.00
67000000.00
0.0048
N
66994640.00
66994640.00
ING Bank NV
ING Bank NV 0.465000%
921LCZ000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
37000000.00
37000000.00
0.0026
N
37002590.00
37002590.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0R20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
17000000.00
16991500.00
0.0012
N
16995920.00
16995920.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.290000%
4662J0T36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
3000000.00
2997051.66
0.0002
N
2998020.00
2998020.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320000%
4662J2X86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
25000000.00
24944666.67
0.0018
N
24954250.00
24954250.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2XA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
N
32000000.00
31930835.55
0.0023
N
31940800.00
31940800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.354700%
46636JAU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
N
48000000.00
48000000.00
0.0034
N
48002880.00
48002880.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.359700%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-03-01
N
N
N
45000000.00
45000000.00
0.0032
N
45004500.00
45004500.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.381000%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-22
2014-01-22
N
N
N
43000000.00
43000000.00
0.0031
N
43002236.00
43002236.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.170000%
46899T004_0.1700_M130201_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
109092575.00
108789377.55
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
123117212.00
97210623.12
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
200000000.00
200000000.00
0.0142
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.404700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-02-21
2014-02-21
N
N
N
129000000.00
129000000.00
0.0092
N
129063210.00
129063210.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
90000000.00
90000000.00
0.0064
N
89997300.00
89997300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
110000000.00
110000000.00
0.0078
N
109995600.00
109995600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.330000%
4820P2P58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99996333.34
0.0071
N
99998000.00
99998000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2Q81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
14000000.00
13996325.00
0.0010
N
13997760.00
13997760.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2QK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17000000.00
16994569.44
0.0012
N
16996260.00
16996260.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2QL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24991840.28
0.0018
N
24994250.00
24994250.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2R15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10995493.06
0.0008
N
10996700.00
10996700.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2S22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27982500.00
0.0020
N
27986560.00
27986560.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2SD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4995511.11
0.0004
N
4997200.00
4997200.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19975822.22
0.0014
N
19982200.00
19982200.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RQS1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
10000000.00
9996172.22
0.0007
N
9996500.00
9996500.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RRH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
16000000.00
15991333.34
0.0011
N
15990720.00
15990720.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RRP6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
13000000.00
12992395.00
0.0009
N
12991550.00
12991550.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53944LGL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
51000000.00
51000000.00
0.0036
N
51003570.00
51003570.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53944LGM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
5000000.00
5000000.00
0.0004
N
5000300.00
5000300.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53944LGT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
50000000.00
50000000.00
0.0036
N
50001000.00
50001000.00
Los Angeles Dept of Airports
Sub Revenue CP Notes Series C4 0.200000%
54444WSF8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
Y
Wells Fargo Bank NA
N/A
N/A
N
27455000.00
27439289.64
0.0020
N
27438252.45
27438252.45
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LP40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
5000000.00
4999908.33
0.0004
N
4999900.00
4999900.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LP57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999902.22
0.0003
N
3999880.00
3999880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LPD0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
6000000.00
5999500.00
0.0004
N
5999580.00
5999580.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQ80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999066.66
0.0003
N
3999200.00
3999200.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
19000000.00
18995186.67
0.0014
N
18995820.00
18995820.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
18000000.00
17994960.00
0.0013
N
17995500.00
17995500.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4P57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11999720.00
0.0009
N
11999760.00
11999760.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4PS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4999236.11
0.0004
N
4999450.00
4999450.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4Q64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6500000.00
6498689.17
0.0005
N
6499025.00
6499025.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4Q72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1500000.00
1499688.33
0.0001
N
1499760.00
1499760.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1500000.00
1499651.66
0.0001
N
1499730.00
1499730.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11025000.00
11022372.38
0.0008
N
11022905.25
11022905.25
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4R30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
18000000.00
17993290.00
0.0013
N
17994420.00
17994420.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4R30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13995018.34
0.0010
N
13995660.00
13995660.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4R89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18992685.00
0.0014
N
18993540.00
18993540.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4RC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11000000.00
10995722.22
0.0008
N
10996150.00
10996150.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4RN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
23050000.00
23039755.55
0.0016
N
23040780.00
23040780.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4S62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10029000.00
10024024.50
0.0007
N
10024157.00
10024157.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921AMD002_0.5500_M130207_2M54
0000728612
Other Repurchase Agreement
N
ABBVIE INC
2042-11-06
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
361767.60
ADT CORP
2022-07-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4859377.78
AEROPUERTOS ARGENTINA 2000 SA
2020-12-12
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1059000.00
1042894.37
AIRCASTLE LTD
2020-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
724000.00
830790.00
ALERE INC INNOVATIONS INC
2018-07-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
369344.79
AMERENENERGY GENERATING COMPANY
2018-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
312805.55
AMERICAN GEN CAP
2030-07-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
226443.58
AMERICAN GEN FIN
2015-12-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
264215.00
261969.17
ANGLO AMERICAN CAPITAL PLC
2019-04-08
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9900000.00
13317847.12
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2015-02-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3200000.00
3341312.00
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2022-02-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4456588.00
5055185.76
ARCELORMITTAL CLASS A NY
2018-06-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4013000.00
4345269.71
ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC
2020-11-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
76039.58
AXA
2030-12-15
8.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10493000.00
13545297.12
BANCO DO BRASIL SA
2023-01-19
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4016000.00
4385304.67
BOE MERGER CORP
2017-11-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
669000.00
699105.00
BOMBARDIER INC
2016-01-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3665000.00
3791467.95
BOMBARDIER INC
2020-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
4667111.11
BOMBARDIER INC
2022-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4244464.00
4415686.86
BOMBARDIER INC
2023-01-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2661000.00
2737485.27
BUILDING MATERIALS CORP OF AMERICA
2020-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5616.67
CALUMET SPECIALTY PRODS
2020-08-01
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
2172800.00
CB CSC HOLDINGS INC
2018-02-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
66072.19
CB PECO ENERGY CAP TR
2028-04-06
7.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
143797.55
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
210194.38
CHESAPEAKE ENERGY
2020-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
477750.00
532459.01
CHESAPEAKE ENERGY CORP
2019-03-15
6.775000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293961.00
304424.38
CITIGROUP INC
2099-12-31
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4756336.00
4873582.32
CLEARWATER PAPER CORP
2018-11-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
545000.00
603757.81
CONCHO RESOURCES
2021-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3077000.00
3417350.39
DOW CHEMICAL COMPANY
2042-11-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4150045.00
3992748.49
E*TRADE GROUP
2016-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
674000.00
726909.00
EAGLE ROCK ENERGY PARTNERS LP EAGLE ROCKENERGY
2019-06-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
550703.13
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
278405.42
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
379064.95
EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC
2015-11-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
248746.28
ELDARADO RESORTS
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3963596.00
3957733.19
ELDARADO RESORTS
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2244640.00
2241319.81
FFH 8.597 01/15/27 0
2027-01-15
8.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
132142.63
FGI OPER CO LLC FGI FIN INC
2020-05-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
283250.00
FIBRIA OVERSEAS FIN LTD
2021-03-03
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3050000.00
3454887.50
FORD HLDNGS INC.
2020-03-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
46254.69
FORD MOTOR CREDIT CO
2015-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
304500.00
343802.15
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
91277.78
GANNETT CO INC
2018-09-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1122.19
GCB SPRINT CAPITAL
2019-05-01
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
526000.00
581098.50
GOVTREGS COSTA RICA RE
2023-01-26
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
568199.65
HCA THE HEALTHCARE COMPANY
2015-01-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
222469.00
241453.02
IAC INTERACTIVE CORP 2 4 09
2022-12-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5171442.00
5186489.46
J P MORGAN CHASE & CO
2038-05-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6323078.00
8302524.60
JARDEN CORP
2016-05-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
359287.50
K HOVNANIAN ENETERPRISES
2020-11-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
411137.00
464860.33
K HOVNANIAN ENT
2016-05-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1018333.33
LABORATORY CORP OF
2017-08-23
2.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
885000.00
903828.87
LAMAR MEDIA CORP
2014-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
56187.50
LAZARD LLC
2017-06-15
6.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
6929.18
LLOYDS BANKING GROUP PLC
2099-10-01
6.657000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
3825071.09
MARKWEST ENERGY PARTNERS LP
2023-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
493000.00
523812.50
MARTIN MARIETTA MATERIALS
2018-04-15
6.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490000.00
551187.93
NORTHEAST UTIL
2013-09-20
1.128750
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4700000.00
4720539.00
NRG ENERGY INC
2019-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
181688.00
195314.60
OHIO POWER COMPANY
2021-10-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
3013766.67
PIONEER NATURAL RESOURCES
2018-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
610988.75
PIONEER NATURAL RESOURCES CO
2020-01-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
296143.08
POTLATCH CORP
2019-11-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
706481.25
PRESTIGE BRANDS INC
2018-04-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
233000.00
262125.00
PUGET SOUND PWR & LIGHT COMPANY
2067-06-01
6.974000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
371480.08
REGENCY ENERGY PARTNERS LP
2016-06-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1653123.00
1790538.85
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2021-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
438203.00
474354.75
ROCKIES EXPRESS PIPELINE LLC
2040-04-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
630170.14
SALLY HOLDINGS LLC/SALLY CAPITAL INC
2022-06-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2267180.00
2435675.56
SBA TELECOMMUNICATIONS
2020-07-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3271000.00
3476664.13
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
178305.11
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
406000.00
456750.00
SINCLAIR TELEVISON GRP INC
2017-11-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
195671.88
SUGARHOUSE HSP GAMING PROP
2016-04-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
110039.58
SWISS RE CAPITAL I LP
2016-05-25
6.854000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6215000.00
6681533.13
TARGA RESOURCES PARTNERS LP FINANCE COR
2018-10-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
218046.56
TEMBEC INDUST INC
2018-12-15
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
820501.00
916397.06
THE AES CORP
2016-04-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
134057.92
THE WILLIAMS COMPANY INC
2023-01-15
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
379300.00
374501.64
TOLL BROTHERS FINANCE CORP
2017-10-15
8.910000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
608000.00
776248.80
TOLL BROTHERS FINANCE CORP
2022-02-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
581552.92
TURLOCK CORP
2042-11-02
4.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61103.00
59452.78
UPCB FIN VI LTD
2022-01-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3705685.00
4059783.79
VULCAN MATERIALS CO
2017-11-30
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
747615.78
XL CAP.
2014-09-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14460000.00
15618438.81
XSTRATA FINANCE LTD
2042-10-25
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2686000.00
2695974.02
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
157000000.00
157000000.00
0.0112
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
157092630.00
157092630.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TP56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
15000000.00
14999333.33
0.0011
N
14999700.00
14999700.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.395000%
59157TPB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
4000000.00
3999561.11
0.0003
N
3999800.00
3999800.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TPK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
81000000.00
80983800.00
0.0058
N
80993520.00
80993520.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TPL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
13000000.00
12997255.56
0.0009
N
12998830.00
12998830.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.320000%
59157TQR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
3000000.00
2998613.33
0.0002
N
2999190.00
2999190.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.530000%
60681P7H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
27000000.00
27000000.00
0.0019
N
27001890.00
27001890.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.485000%
60682AAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
21000000.00
21000000.00
0.0015
N
21005670.00
21005670.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.480000%
60682AAU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
8000000.00
8000000.00
0.0006
N
8002160.00
8002160.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.410000%
60682ABB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
12000000.00
12000000.00
0.0009
N
12003480.00
12003480.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60682ABC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
7000000.00
7000000.00
0.0005
N
7001890.00
7001890.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682ABX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
2000000.00
2000000.00
0.0001
N
2000480.00
2000480.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
73000000.00
73000000.00
0.0052
N
73016790.00
73016790.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
68000000.00
68000000.00
0.0048
N
68012240.00
68012240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ACU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
71000000.00
71000000.00
0.0050
N
71002840.00
71002840.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682ACV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
3000000.00
3000000.00
0.0002
N
3000420.00
3000420.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60687G4B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-28
2013-02-28
N
N
N
8000000.00
8000000.00
0.0006
N
8000400.00
8000400.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60687G4C9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
19000000.00
19000000.00
0.0014
N
19000760.00
19000760.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G5C8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
22000000.00
22000000.00
0.0016
N
22001540.00
22001540.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
93000000.00
93000000.00
0.0066
N
93008370.00
93008370.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.200000%
60686N005_0.2000_M130201_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
3917522.00
4335057.10
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1045003.00
1157014.62
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
27453322.00
30426965.18
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
10129884.00
11227115.89
GNMA
2031-08-20
7.000000
Government Agency Debt
2319546.00
2588649.20
GNMA
2033-01-15
5.500000
Government Agency Debt
7919416.00
735198.04
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
49000000.00
49000000.00
0.0035
N
49000000.00
49000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.140000%
992JYJ001_0.1400_M130207_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
40302820.00
41566060.95
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
34177380.00
34933939.08
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
75000000.00
75000000.00
0.0053
N
75000000.00
75000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.150000%
992JYJ001_0.1500_M130201_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.500000
Government Agency Debt
83782183.00
21305685.56
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
20000000.00
20503936.83
Fannie Mae
2028-01-01
3.000000
Government Agency Debt
23864.00
25137.10
Fannie Mae
2031-06-01
4.500000
Government Agency Debt
17770959.00
13831257.88
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
49000000.00
21279655.85
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
20189152.00
20279549.38
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
306724.00
310696.25
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
19196457.00
19747049.76
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
19418831.00
20421441.33
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
135000000.00
135000000.00
0.0096
N
135000000.00
135000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.220000%
63253TRN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
41000000.00
41000000.00
0.0029
N
41000820.00
41000820.00
National Australia Bank Ltd
National Australia Bank Ltd 0.210000%
921KNB003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
70000000.00
70000000.00
0.0050
N
70002800.00
70002800.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988LXK000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
146000000.00
146000000.00
0.0104
N
146000000.00
146000000.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E0PC1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
N
25000000.00
24997708.33
0.0018
N
24998500.00
24998500.00
Nationwide Building Society
Nationwide Building Society 0.290000%
6385E0PE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
2000000.00
1999790.56
0.0001
N
1999860.00
1999860.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.300000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
14095000.00
14095000.00
0.0010
N
14095000.00
14095000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.300000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.240000%
65558EDC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
78000000.00
78000000.00
0.0055
N
78003120.00
78003120.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.210000%
65558EFW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
66000000.00
66000000.00
0.0047
N
66000000.00
66000000.00
Nordea North America, Inc
Nordea North America, Inc 0.340000%
6555P0P11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
Nordea Bank AB
N/A
N/A
N
41000000.00
41000000.00
0.0029
N
41000000.00
41000000.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
Y
Nordea Bank AB
N/A
N/A
N
71000000.00
70983433.33
0.0050
N
70993610.00
70993610.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-27
2013-02-27
N
Y
Nordea Bank AB
N/A
N/A
N
103000000.00
102973963.89
0.0073
N
102989700.00
102989700.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
17000000.00
17000000.00
0.0012
N
17003910.00
17003910.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
94000000.00
94000000.00
0.0067
N
94019740.00
94019740.00
Rabobank Nederland
Rabobank Nederland 0.480000%
74977JRZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
14000000.00
14000000.00
0.0010
N
14003780.00
14003780.00
Rabobank Nederland
Rabobank Nederland 0.370000%
74977JSD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
15000000.00
15000000.00
0.0011
N
15005850.00
15005850.00
Rabobank Nederland
Rabobank Nederland 0.360000%
74977JSF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
29000000.00
29000000.00
0.0021
N
29012180.00
29012180.00
Rabobank Nederland
Rabobank Nederland 0.340000%
74977JSG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
43000000.00
43000000.00
0.0031
N
43014620.00
43014620.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.390000%
74977KR19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
Y
Rabobank Nederland
N/A
N/A
N
49150000.00
49118584.96
0.0035
N
49136729.50
49136729.50
RBS Holdings USA Inc
RBS Holdings USA Inc 0.350000%
74927JRK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
46000000.00
45965563.89
0.0033
N
45971940.00
45971940.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
26000000.00
25983822.22
0.0018
N
25994540.00
25994540.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.620000%
7562E0QJ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
15325000.00
15313123.12
0.0011
N
15320862.25
15320862.25
Royal Bank of Canada
Royal Bank of Canada 0.355000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-02-04
N
N
N
100000000.00
100000000.00
0.0071
N
100013000.00
100013000.00
Royal Bank of Canada
Royal Bank of Canada 0.130000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
200000000.00
200000000.00
0.0142
Security is a time deposit.
N
200000000.00
200000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124LP89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
24000000.00
23998833.33
0.0017
N
23999040.00
23999040.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124LR38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
14000000.00
13994306.67
0.0010
N
13995100.00
13995100.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124LR46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2998760.00
0.0002
N
2998950.00
2998950.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TQ12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
29000000.00
28993910.00
0.0021
N
28997680.00
28997680.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83050TR86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
2000000.00
1999156.67
0.0001
N
1999320.00
1999320.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050TSG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
7000000.00
6995146.67
0.0005
N
6994610.00
6994610.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83050TT43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
2000000.00
1997881.66
0.0001
N
1998060.00
1998060.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
41000000.00
41000000.00
0.0029
N
41004510.00
41004510.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.380000%
83051HEF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
1000000.00
1000000.00
0.0001
N
1000330.00
1000330.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
52000000.00
52000000.00
0.0037
N
52004680.00
52004680.00
Societe Generale
Societe Generale 0.380000%
83369THD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
145000000.00
145000000.00
0.0103
N
145002900.00
145002900.00
Societe Generale
Societe Generale 0.680000%
83369TKA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
53000000.00
53000000.00
0.0038
N
53050880.00
53050880.00
Societe Generale
Societe Generale 0.390000%
83369TKW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
20000000.00
20000000.00
0.0014
N
20003000.00
20003000.00
State Street Corp
State Street Corp 0.230000%
85747JQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
2000000.00
1999591.11
0.0001
N
1999720.00
1999720.00
State Street Corp
State Street Corp 0.200000%
85747JSA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
2000000.00
1998911.11
0.0001
N
1999060.00
1999060.00
State Street Corp
State Street Corp 0.200000%
85747JSW8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
N
65000000.00
64957388.88
0.0046
N
64963541.50
64963541.50
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562D2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
109000000.00
109000000.00
0.0078
N
108983650.00
108983650.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DA26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
5000000.00
5000000.00
0.0004
N
5001100.00
5001100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DA83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
45000000.00
45000000.00
0.0032
N
45009450.00
45009450.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.420000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-03-07
N
N
N
49000000.00
49000000.00
0.0035
N
49003920.00
49003920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DF62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
8000000.00
8000000.00
0.0006
N
8001840.00
8001840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DH29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
N
N
1000000.00
1000000.00
0.0001
N
1000240.00
1000240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DN97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
7000000.00
7000000.00
0.0005
N
7000420.00
7000420.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.460000%
86562DPD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
51000000.00
51000000.00
0.0036
N
51002040.00
51002040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DQ94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
113000000.00
113000000.00
0.0080
N
113007910.00
113007910.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562DR77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
17000000.00
17000000.00
0.0012
N
17000340.00
17000340.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562DW55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
74000000.00
74000000.00
0.0053
N
74006660.00
74006660.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DXV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
9000000.00
9000000.00
0.0006
N
9001800.00
9001800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DYL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
29000000.00
29000000.00
0.0021
N
29006090.00
29006090.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DYR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
39000000.00
39000000.00
0.0028
N
39008580.00
39008580.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DZQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
3000000.00
3000000.00
0.0002
N
3000660.00
3000660.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DZT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
9000000.00
9000000.00
0.0006
N
9001980.00
9001980.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WY44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
49000000.00
49000000.00
0.0035
N
49000980.00
49000980.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
58000000.00
58000000.00
0.0041
N
58001160.00
58001160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86562WZ92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
17000000.00
17000000.00
0.0012
N
17000000.00
17000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.340000%
86958CFL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
85000000.00
85000000.00
0.0060
N
85004250.00
85004250.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.240000%
86958CLS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
67000000.00
67000000.00
0.0048
N
67001340.00
67001340.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CNE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
9000000.00
9000000.00
0.0006
N
9000180.00
9000180.00
Swedbank AB
Swedbank AB 0.330000%
87019QUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
3000000.00
3000000.00
0.0002
N
3000270.00
3000270.00
Swedbank AB
Swedbank AB 0.250000%
87019RRF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
6000000.00
5996958.33
0.0004
N
5997360.00
5997360.00
Swedbank AB
Swedbank AB 0.350000%
87019RTL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
43000000.00
42941890.28
0.0031
N
42960440.00
42960440.00
Texas
TRAN Series 2012 0.120000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
35000000.00
35000000.00
0.0025
N
35000000.00
35000000.00
Texas
TRAN Series 2012 0.120000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
68000000.00
68000000.00
0.0048
N
68000000.00
68000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WFP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
2000000.00
2000000.00
0.0001
N
2000120.00
2000120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112WLK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
24000000.00
24000000.00
0.0017
N
24001440.00
24001440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WPU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
81000000.00
81000000.00
0.0058
N
81005670.00
81005670.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WTY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
220000000.00
220000000.00
0.0156
N
220006600.00
220006600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112WUA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
32000000.00
32000000.00
0.0023
N
32000000.00
32000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293700%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-27
2013-05-28
N
N
N
94000000.00
94000000.00
0.0067
N
94044180.00
94044180.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.294700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-20
2013-04-22
N
N
N
20000000.00
20000000.00
0.0014
N
20007000.00
20007000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XV36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
1000000.00
1000000.00
0.0001
N
1000030.00
1000030.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GPU4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-28
2013-02-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
10000000.00
9998125.00
0.0007
N
9999000.00
9999000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
43000000.00
42985475.55
0.0031
N
42994410.00
42994410.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.270000%
89233GQC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
4000000.00
3998830.00
0.0003
N
3999440.00
3999440.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQE9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
99000000.00
98963920.00
0.0070
N
98986140.00
98986140.00
Union Bank, NA
Union Bank, NA 0.230000%
90527M3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
17000000.00
17000000.00
0.0012
N
17001020.00
17001020.00
Westpac Banking Corp
Westpac Banking Corp 0.456700%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-11
2013-07-11
N
N
N
40000000.00
40000000.00
0.0028
N
40036000.00
40036000.00
Westpac Banking Corp
Westpac Banking Corp 0.424700%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-25
2013-08-23
N
N
N
107000000.00
107000000.00
0.0076
N
107098440.00
107098440.00
Westpac Banking Corp
Westpac Banking Corp 0.397700%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
105000000.00
105000000.00
0.0075
N
105002100.00
105002100.00
Westpac Banking Corp
Westpac Banking Corp 0.297700%
9612C4DV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
7000000.00
7000000.00
0.0005
N
7000000.00
7000000.00
Westpac Banking Corp
Westpac Banking Corp 0.370000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2014-01-17
N
N
N
105000000.00
105000000.00
0.0075
N
105004935.00
105004935.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0001
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
648644.45
648644.45
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
142977.69
142977.69
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
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
1099923.06
1099923.06
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
209104.23
209104.23
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
186897.36
186897.36