0001145549-13-003415.txt : 20130530
0001145549-13-003415.hdr.sgml : 20130530
20130405130950
ACCESSION NUMBER: 0001145549-13-003415
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130405
DATE AS OF CHANGE: 20130405
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: 13745167
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-03-31
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
72
21344857669.14
7861606.55
1118330.52
21351600945.17
0.0028
1.0001
2013-03-31
1.0001
2013-03-31
C000012379
1.00
5617846987.60
1.00
-60738280.09
1517055617.05
1577793897.14
0.0001
1.0001
2013-03-31
1.0001
2013-03-31
C000012380
1.00
15733753957.57
1.00
-300597308.69
4840350726.32
5140948035.01
0.0001
1.0001
2013-03-31
1.0001
2013-03-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.370000%
00279HE93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
Y
Santander UK Plc
N/A
N/A
N
109000000.00
109000000.00
0.0051
N
109016350.00
109016350.00
Alpine Securitization Corp
Alpine Securitization Corp 0.180000%
02086LR99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
42000000.00
41998320.00
0.0020
N
41997480.00
41997480.00
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
54000000.00
53992500.00
0.0025
N
53993520.00
53993520.00
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
120000000.00
120000000.00
0.0056
N
119998800.00
119998800.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.310000%
04915TSE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
7000000.00
6997408.06
0.0003
N
6998740.00
6998740.00
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
2013-04-04
2013-04-04
N
N
N
186000000.00
186000000.00
0.0087
Security is a time deposit.
N
186000000.00
186000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005_M130401
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
500000000.00
500000000.00
0.0234
Security is a time deposit.
N
500000000.00
500000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUX9
Other Note
N
First Tier Security
N/A
N/A
2013-04-25
2013-04-25
N
N
N
150000000.00
150000000.00
0.0070
N
150010500.00
150010500.00
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
35000000.00
35000000.00
0.0016
N
35002800.00
35002800.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WVE0
Other Note
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
125000000.00
125000000.00
0.0059
N
125006250.00
125006250.00
Bank of Montreal
Bank of Montreal 0.200000%
06366XH39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
30000000.00
30000000.00
0.0014
N
30000600.00
30000600.00
Bank of Montreal
Bank of Montreal 0.220000%
06366XJV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
87000000.00
87000000.00
0.0041
N
87001740.00
87001740.00
Bank of Montreal
Bank of Montreal 0.200000%
06366XS45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
2000000.00
2000000.00
0.0001
N
2000040.00
2000040.00
Bank of Montreal
Bank of Montreal 0.140000%
06366XT85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
148000000.00
148000000.00
0.0069
N
148000000.00
148000000.00
Bank of Montreal
Bank of Montreal 0.140000%
06366XV41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
72000000.00
72000000.00
0.0034
N
72000000.00
72000000.00
Bank of Montreal
Bank of Montreal 0.190000%
06366XVV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
45000000.00
45000000.00
0.0021
N
45000000.00
45000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366XW40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
50000000.00
50000000.00
0.0023
N
50000000.00
50000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.410000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-07-26
N
N
N
114000000.00
114000000.00
0.0053
N
114084360.00
114084360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.283700%
06417FAK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-05-21
N
N
N
98000000.00
97999325.13
0.0046
N
98016660.00
98016660.00
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
21000000.00
21000000.00
0.0010
N
21000420.00
21000420.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417FNK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
160000000.00
160000000.00
0.0075
N
159996800.00
159996800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417FNY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
100000000.00
100000000.00
0.0047
N
100002000.00
100002000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.120000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
154000000.00
154000000.00
0.0072
Security is a time deposit.
N
154000000.00
154000000.00
Bank of the West
Bank of the West 0.310000%
06426GAT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
61000000.00
61000000.00
0.0029
N
61018910.00
61018910.00
Bank of the West
Bank of the West 0.295000%
06426GAW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
3000000.00
3000000.00
0.0001
N
3000930.00
3000930.00
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
61000000.00
61000000.00
0.0029
N
61017690.00
61017690.00
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
9000000.00
9000000.00
0.0004
N
9002700.00
9002700.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
12000000.00
12000000.00
0.0006
N
12003720.00
12003720.00
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
147000000.00
147000000.00
0.0069
N
147038220.00
147038220.00
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
22000000.00
22000000.00
0.0010
N
22000660.00
22000660.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538FJC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-11
2013-04-11
N
N
N
23000000.00
23000000.00
0.0011
N
23000690.00
23000690.00
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
11000000.00
11000000.00
0.0005
N
11002970.00
11002970.00
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
90000000.00
90000000.00
0.0042
N
90060300.00
90060300.00
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
120000000.00
120000000.00
0.0056
N
120080400.00
120080400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.380000%
06538FLZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
16000000.00
16000000.00
0.0007
N
16009120.00
16009120.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
3000000.00
3000000.00
0.0001
N
3000630.00
3000630.00
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
142000000.00
142000000.00
0.0067
N
142036920.00
142036920.00
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
2000000.00
2000000.00
0.0001
N
2000740.00
2000740.00
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
5000000.00
5000000.00
0.0002
N
5002000.00
5002000.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XMG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
81000000.00
81000000.00
0.0038
N
81006480.00
81006480.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XMJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
68000000.00
68000000.00
0.0032
N
68005440.00
68005440.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
4000000.00
4000000.00
0.0002
N
4003240.00
4003240.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XNX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
35000000.00
35000000.00
0.0016
N
35014000.00
35014000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130404_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-08-01
4.000000
Government Agency Debt
376680.00
176858.44
Fannie Mae
2037-01-01
2.568000
Government Agency Debt
13971.00
11158.30
Fannie Mae
2037-05-01
5.908000
Government Agency Debt
244052.00
25268.37
Fannie Mae
2039-01-01
5.643000
Government Agency Debt
13309116.00
2460343.76
Fannie Mae
2040-01-01
3.552000
Government Agency Debt
8642.00
4528.45
Fannie Mae
2040-11-01
3.069000
Government Agency Debt
6613.00
2575.05
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
7131.00
7189.63
Fannie Mae
2042-04-25
2.000000
Government Agency Debt
33931482.00
34248325.60
Fannie Mae
2042-07-01
2.924000
Government Agency Debt
1640.00
1509.03
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
166977.00
176627.35
Fannie Mae
2042-08-01
2.599000
Government Agency Debt
10049223.00
9504513.64
Fannie Mae
2042-11-01
2.742000
Government Agency Debt
2175876.00
2275553.64
Fannie Mae
2043-02-01
1.813000
Government Agency Debt
5085374.00
5203661.14
Fannie Mae
2043-02-01
2.042000
Government Agency Debt
463641.00
472187.04
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
383913.00
397268.95
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
115374.00
72244.76
Freddie Mac
2042-11-15
2.000000
Government Agency Debt
70796206.00
70751675.26
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
7808.00
8513.40
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
120000000.00
120000000.00
0.0056
N
119999200.00
119999200.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
992JYM004_0.1000_M130401_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-12-01
5.000000
Government Agency Debt
6900000.00
1428468.61
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
3000000.00
1495930.79
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
1794193.00
1429156.78
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
2094703.00
1470117.23
Fannie Mae
2033-02-01
3.500000
Government Agency Debt
838768.00
895203.54
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
4454452.00
1486463.70
Fannie Mae
2036-11-01
5.866000
Government Agency Debt
3461591.00
397126.20
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
22914593.00
1416440.49
Fannie Mae
2037-09-01
2.487000
Government Agency Debt
620819.00
381541.16
Fannie Mae
2038-11-01
5.152000
Government Agency Debt
22888543.00
3488323.92
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1797752.00
1495155.26
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
426455.00
259759.30
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1414035.00
1490950.72
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
1388553.00
1520590.26
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
1354034.00
1464656.64
Fannie Mae
2043-03-01
2.266000
Government Agency Debt
4107409.00
4283922.85
Fannie Mae
2047-10-01
6.500000
Government Agency Debt
14534885.00
1449891.32
Freddie Mac
2019-08-01
5.500000
Government Agency Debt
13739727.00
1495556.87
Freddie Mac
2038-09-01
6.000000
Government Agency Debt
6030000.00
1469108.62
Freddie Mac
2039-10-01
4.500000
Government Agency Debt
2480476.00
1539237.56
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
2181779.00
1504484.43
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
6847.00
5113.97
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
1526473.00
1521136.27
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
1384785.00
1410102.41
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
99224.00
107574.11
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
1467025.00
1493987.07
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
35000000.00
35000000.00
0.0016
N
35000000.00
35000000.00
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
42000000.00
42000000.00
0.0020
N
42026880.00
42026880.00
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
120000000.00
120000000.00
0.0056
N
120081600.00
120081600.00
BNP Paribas
BNP Paribas 0.440000%
05572NMB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
43000000.00
43000000.00
0.0020
N
43003870.00
43003870.00
BNP Paribas
BNP Paribas 0.400000%
05572NMF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
86000000.00
86000000.00
0.0040
N
85991400.00
85991400.00
BNP Paribas
BNP Paribas 0.590000%
988VHP005
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
46000000.00
46000000.00
0.0022
N
46030360.00
46030360.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AAE003_0.2900_M130408_2M47
0001197610
Other Repurchase Agreement
N
AMGEN INC
2021-06-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
969204.00
1082680.56
AXIS BANK LIMITED
2016-05-02
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173515.00
185953.23
BANCOLOMBIA S A ADR
2021-06-03
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
567402.00
647693.32
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2674945.00
2704458.56
HANA BANK
2016-11-03
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405434.00
445921.09
INTESA SAN PAOLA
2014-02-24
2.688100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
781289.00
787803.98
KOREA EAST WEST POWER CO
2017-07-16
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10471.00
10825.76
PETRONAS CAP LIMITED
2022-05-22
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195803.00
268086.61
PHILLIP MORRIS INTERNATIONAL INC
2022-08-22
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1140000.00
1128611.40
TELECOM ITALIA CAP
2014-09-30
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82654.00
87965.76
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
7000000.00
7000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
7000140.00
7000140.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130401_2M47
0001197610
Other Repurchase Agreement
N
ABBVIE INC
2018-11-06
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
693771.00
702713.71
AMERICAN INTERNATIONAL GROUP, INC
2020-12-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1198424.00
1507658.67
AMGEN INC
2021-06-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1013473.00
1132132.67
AMGEN INC
2021-06-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101952.00
113888.77
AT & T INC
2015-08-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1172371.00
1221207.42
AXIS BANK LIMITED
2016-05-02
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6119.00
6557.63
BAA FDG LTD
2017-06-25
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2039116.00
2099636.96
BANK OF NOVA SCOTIA CB
2016-08-03
2.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1140025.00
1195640.80
CITIGROUP INC.
2014-09-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3399000.00
3576038.80
CITIGROUP, INC.
2013-08-19
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9297224.00
9572716.24
DEUTSCHE TELEKOM INTL
2016-04-11
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205357.00
1289559.05
GTL TRADE FIN
2017-10-20
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
957586.00
1124033.07
HANA BANK
2016-11-03
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1529541.00
1682282.66
HANA BANK
2016-11-03
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6906.00
7595.64
HUTCHISON WHAMPOA INTL 09 LI
2019-04-09
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2261040.00
2963014.10
IBM CORP
2016-07-22
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44929.00
46765.47
INTESA SAN PALO SPA
2018-01-16
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4344825.00
4219476.80
KOREA EAST WEST POWER CO
2017-07-16
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6545.00
6766.74
MORGAN STANLEY GROUP INC
2018-04-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
103557.00
127272.89
PETROLEOS MEXICANOS GUARANTEED NOTES
2019-05-03
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1606669.00
2114331.77
PETROLIAM NASIONAL BERHAD
2015-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5334510.00
6314405.25
PETROLIAM NASIONAL BERHAD
2015-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1198211.00
1418310.18
PETRONAS CAP LIMITED
2022-05-22
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3607.00
4938.58
RYDER SYSTEM INC
2019-02-26
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25268.00
25585.84
SCOTLND INTL FIN N0.2
2013-05-23
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2823669.00
2876237.09
THE KOREA DEV BANK
2017-05-04
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20185.00
22243.87
WELLPOINT INC COM
2023-01-15
3.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1850000.00
1878989.50
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
45000000.00
45000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
45000000.00
45000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130422_2M47
0001197610
Other Repurchase Agreement
N
AXIS BANK LIMITED
2016-05-02
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2935.00
3145.39
EUROPEAN INVESTMENT BANK
2014-08-15
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4413.00
4464.83
PETROLEOS MEXICANOS GUARANTEED NOTES
2015-03-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2537625.00
2722263.65
PETRONAS CAP LIMITED
2022-05-22
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10566.00
14466.60
SCOTLND INTL FIN N0.2
2013-05-23
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4105313.00
4181741.38
THE KOREA DEV BANK
2017-05-04
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6101560.00
6723919.12
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
13000000.00
13000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
13000000.00
13000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.230000%
987WVU007_0.2300_M130401_2M47
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
164877093.00
134302566.98
GNMA
2041-09-20
4.500000
Government Agency Debt
328242920.00
249999999.53
GNMA
2042-12-20
3.000000
Government Agency Debt
51355663.00
53447433.86
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
425000000.00
425000000.00
0.0199
N
425000000.00
425000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.200000%
0556X0S70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
Y
Bank of New Zealand
N/A
N/A
N
20000000.00
19996000.00
0.0009
N
19995400.00
19995400.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.190000%
0556X0T61
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
Y
Bank of New Zealand
N/A
N/A
N
33000000.00
32988505.00
0.0015
N
32985480.00
32985480.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.170000%
10513DRK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
18000000.00
18000000.00
0.0008
N
18003600.00
18003600.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.170000%
10513DRN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
34000000.00
34000000.00
0.0016
N
34006800.00
34006800.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476ETS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
56000000.00
55961204.44
0.0026
N
55965280.00
55965280.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EV55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
120000000.00
119790000.00
0.0056
N
119858400.00
119858400.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EWG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
49000000.00
48894813.48
0.0023
N
48902980.00
48902980.00
California
RAN 2012-2013 Series A1 0.150000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
34205000.00
34205000.00
0.0016
N
34205000.00
34205000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.373200%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
211000000.00
211000000.00
0.0099
N
211025320.00
211025320.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.283700%
13606YMY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
19000000.00
19002530.28
0.0009
N
19005320.00
19005320.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293700%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
85000000.00
85000000.00
0.0040
N
85025500.00
85025500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738JR85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
22000000.00
21999187.22
0.0010
N
21998680.00
21998680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JT75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
44000000.00
43979527.78
0.0021
N
43980640.00
43980640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JTQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
40000000.00
39977600.00
0.0019
N
39976800.00
39976800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JU81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
20000000.00
19986933.34
0.0009
N
19986000.00
19986000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JUA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
59000000.00
58960666.66
0.0028
N
58957520.00
58957520.00
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
5000000.00
4999861.11
0.0002
N
4999900.00
4999900.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TS18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
54000000.00
53988750.00
0.0025
N
53994600.00
53994600.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963TSM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99975000.00
0.0047
N
99983000.00
99983000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963TSU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4998575.00
0.0002
N
4999000.00
4999000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963TT74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14994975.00
0.0007
N
14996250.00
14996250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TTE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13000000.00
12991983.33
0.0006
N
12996230.00
12996230.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963TTH2
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
1000000.00
999315.55
0.0000
N
999700.00
999700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TTL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27986311.11
0.0013
N
27991040.00
27991040.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TWH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5992395.00
0.0003
N
5993280.00
5993280.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
19000000.00
19000000.00
0.0009
N
19002280.00
19002280.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
75000000.00
75000000.00
0.0035
N
75009000.00
75009000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
50000000.00
50000000.00
0.0023
N
50006500.00
50006500.00
Ciesco, LLC
Ciesco, LLC 0.340000%
17178BTT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
97000000.00
96920298.34
0.0045
N
96937920.00
96937920.00
Ciesco, LLC
Ciesco, LLC 0.460000%
17178BW43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
83000000.00
82834553.33
0.0039
N
82849770.00
82849770.00
Citibank, NA
Citibank, NA 0.170000%
17304UCU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
50000000.00
50000000.00
0.0023
N
50000500.00
50000500.00
Citibank, NA
Citibank, NA 0.180000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
85000000.00
85000000.00
0.0040
Security is a time deposit.
N
85001700.00
85001700.00
Cleveland
Airport System Taxable RB Series 2008F 0.140000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
29000000.00
29000000.00
0.0014
N
29000000.00
29000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-31
2013-05-31
N
N
N
20000000.00
19994000.00
0.0009
N
19994600.00
19994600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DTH3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
96000000.00
95960986.67
0.0045
N
95964480.00
95964480.00
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
225000000.00
225000000.00
0.0105
N
225006750.00
225006750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
921PVM009
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
75000000.00
75000000.00
0.0035
N
75004500.00
75004500.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622UTT3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9992991.66
0.0005
N
9991861.00
9991861.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
125000000.00
124781250.00
0.0058
N
124822500.00
124822500.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17968000.00
0.0008
N
17973900.00
17973900.00
CRC Funding, LLC
CRC Funding, LLC 0.460000%
12622UWG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
81000000.00
80826120.00
0.0038
N
80825850.00
80825850.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.340000%
22532UQC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
108000000.00
108000000.00
0.0051
N
108012960.00
108012960.00
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
101000000.00
101000000.00
0.0047
N
101014140.00
101014140.00
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
178000000.00
178000000.00
0.0083
N
178035600.00
178035600.00
Credit Suisse AG
Credit Suisse AG 0.320000%
22550DZR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
80000000.00
80000000.00
0.0037
N
80002400.00
80002400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M130401_2M47
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-06-30
1.500000
Treasury Debt
251985000.00
261790975.84
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
256654339.00
256654339.00
0.0120
N
256654339.00
256654339.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2M47
0001230485
Other Repurchase Agreement
N
144A BSCMS 2006-PW13 J
2041-09-11
5.255000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
1078.82
144A BSCMS 2006-PW13 K
2041-09-11
5.255000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
865000.00
41296.18
144A CSFB 2004-CF2 2M1
2044-05-25
1.054200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4844315.00
3263932.51
144A FREMF 2013-K24 C
2045-11-25
3.381000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
127935.29
144A GKKRE 2007-1A A1
2056-08-15
0.570100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1706846.06
144A JPALT 2008-R2 A1
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
333374.79
144A JPMCC 2006-CB14 E
2044-12-12
5.540900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15500000.00
960483.42
144A MSC 2006-T23 B
2041-08-12
5.818600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2325000.00
2492427.78
144A SASC 2007-GEL2 A1
2037-05-25
0.351700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16542532.00
1148863.29
144A SDART 2012-5 E
2019-09-16
4.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2102156.64
ABS CHASE FUNDING TRUST 2003-3
2036-04-25
0.804200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3767798.00
990460.99
ABS OAKWOOD MTGE INVSTR 1999-B
2030-12-15
7.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
352798.92
ACE 2006-NC1 M1
2035-12-25
0.614200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
879250.60
AHMA 2006-6 A1B
2046-12-25
0.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11928100.00
385921.54
ARMT 2005-5 3A3
2035-09-25
5.167200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4820000.00
4106330.57
ARMT 2005-6A 2A1
2035-11-25
0.514200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4650000.00
454670.82
BACM 2005-4 B
2045-07-10
5.118000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
487769.79
BAFC
2047-02-20
0.363200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
87725.96
BALTA 2005-5 24A1
2035-07-25
5.335300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4335000.00
1501962.17
BALTA 2006-8 1A1
2046-06-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29020000.00
3852681.89
BOAA 2005-9 1CB2
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2550000.00
1979798.64
CARR 2006-NC1 A4
2036-01-25
0.514200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7400000.00
4895705.87
CARR 2007-RFC1 A3
2036-12-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
826672.02
CMLTI 2007-AR8 2A1A
2037-07-25
2.864600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
4044883.94
CSMC
2036-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
262200.00
82229.59
CSMC 2007-3 1A3A
2037-04-25
5.745600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
522357.12
CWALT
2046-05-20
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10792102.00
3264428.59
CWALT 2005-J7 1A6
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5225000.00
3843695.59
CWALT 2006-13T1 A3
2036-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1419343.33
CWALT 2006-OA6 1A3
2046-07-25
0.474200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7770000.00
1018122.15
CWALT 2006-OC2 2A2
2036-02-25
0.404200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6725000.00
1058497.34
CWALT 2007-9T1 2A3
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
7040.80
CWALT 2007-OA11 A1B
2047-11-25
1.424300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5435000.00
2929401.04
CWALT 2007-OH1 A1D
2047-04-25
0.414200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
319298.43
CWHEL 2006-E 2A
2036-07-15
0.343200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81227300.00
8267362.19
CWL
2035-11-25
4.867000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1900215.27
CWL 2004-4 M1
2034-07-25
0.924200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4446134.00
3893845.51
CWL 2005-11 MV3
2036-02-25
0.734200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1748691.56
CWL 2005-12 M2
2036-02-25
0.694200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1072037.70
CWL 2005-13 MV2
2036-04-25
0.664200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9800000.00
2251318.32
CWL 2005-17 4A2A
2036-05-25
0.464200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
340465.16
CWL 2007-7 2A3
2047-10-25
0.434200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6431000.00
3061355.59
DBALT 2005-2 M
2035-04-25
5.661400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855590.00
1228092.73
FFMER
2037-06-25
0.334200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
5653181.79
FFML 2006-FF5 2A3
2036-04-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2270000.00
1045579.29
FHASI 2007-4 1A8
2037-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72000.00
45944.37
GPHE 2004-2 A1
2030-01-15
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75540800.00
1347088.84
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
2481107.33
GSAA 2007-5 2A1B
2047-04-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7865000.00
329918.57
GSR
2037-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
357078.84
GT 1996-3 M1
2027-05-15
7.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
5763776.30
GT 1999-3 A8
2031-02-01
7.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
691585.34
HEAT 2006-3 M1
2036-07-25
0.594200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27800000.00
7134022.46
HMBT 2005-4 A2
2035-10-25
0.534200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
372402.76
HVMLT
2038-01-19
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
313487.85
IMM
2035-10-25
0.704200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
4501541.55
IMPAC CMB TRUST SERIES 200
2035-06-25
0.634200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015000.00
76099.65
INABS 2006-E 2A2
2037-04-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1553782.76
INDA 2007-AR6 1A2
2037-10-25
3.439300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13239000.00
114846.99
JPMAC 2005-FRE1 M2
2035-10-25
0.634200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
1475692.66
JPMAC 2005-WMC1 M4
2035-09-25
0.804200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4786000.00
1026774.20
JPMCC 2008-C2 AM
2051-02-12
6.566600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2790000.00
2370762.04
LBMLT 2003-4 M2
2033-08-25
2.829200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9045000.00
1064579.34
LBMLT 2004-1 M4
2034-02-25
1.704200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
461426.32
LXS 2007-20N A2
2037-12-25
1.454200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19362200.00
1385765.67
MLCFC 2007-5
2048-08-12
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1860000.00
1404436.80
MLCFC 2007-9 AMA
2049-09-12
5.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
795000.00
903494.19
MSAC
2035-02-25
0.854200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3657000.00
843167.75
MSAC
2035-09-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4232000.00
1710254.25
MSAC
2036-08-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6550000.00
3316807.88
MSHLC 2007-1 A
2031-12-25
0.304200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9300000.00
4043225.91
MSM 2005-2AR B1
2035-04-25
0.704200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2794800.00
226176.03
MSM 2007-12 4A1
2037-08-25
0.604200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5130000.00
992928.80
NCSLT 2007-2 A4
2033-01-25
0.494200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
368624.97
NHELI 2005-HE1 M5
2035-09-25
0.854200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1671097.04
OAKWOOD MTG INVESTORS 1999-B
2032-11-15
5.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000000.00
5150912.49
RAST 2005-A14 A5
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2398000.00
886525.41
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8123500.00
2854694.64
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99000.00
29276.72
RBSGC
2037-03-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16645000.00
4784908.11
RFMS2 2007-HSA1 A
2037-02-25
0.314200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6377509.00
782044.75
SABR
2036-05-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18764500.00
2425002.74
SAIL 2005-4 M5
2035-05-25
0.854200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14376000.00
2030914.40
SDART 2012-1 E
2019-02-15
6.770000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3410000.00
3801728.08
SDART 2012-3 E
2019-06-17
5.130000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3537700.00
3659674.75
SVHE
2037-06-25
0.484200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
4006071.12
TBW 2006-2
2036-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6324600.00
1379982.66
TMST
2038-04-25
5.776000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
190812.35
TMTS 2005-14HE AV2
2036-08-25
0.484200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10464000.00
1017977.32
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
142000000.00
142000000.00
0.0067
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
142079520.00
142079520.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2M47
0001230485
Other Repurchase Agreement
N
144A ADROC 2005-2A A1LB
2041-02-06
0.538400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
169796900.00
97944912.30
144A BLACK 2012-1A D
2023-02-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
2459632.28
144A JPALT 2008-R4 2A1
2037-06-27
0.702700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6759514.00
2876296.13
ARSI 2005-W2 M1
2035-10-25
0.694200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
431717.28
BACM 2005-4 B
2045-07-10
5.118000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325000.00
1305646.42
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.432800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
208269.80
CARR 2005-FRE1 M2
2035-12-25
0.694200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
611005.00
CHASE 2007-A1 12A3
2037-03-25
5.241500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7390000.00
4443519.79
CSFB 2005-C5 F
2038-08-15
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
875000.00
784749.01
CWALT
2046-05-20
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4620000.00
1397471.98
CWALT
2046-12-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8095000.00
2453362.82
CWALT 2005-79CB A1
2036-01-25
0.754200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
2796231.06
CWALT 2005-IM1 A1
2036-01-25
0.504200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8190000.00
1442694.45
CWALT 2005-J8 1A1
2035-07-25
0.904200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3042059.99
CWL 2005-IM3 A3
2036-03-25
0.454200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10275000.00
2548366.24
DSLA 2007-AR1 2A1A
2048-04-19
0.343200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
13566186.73
HMBT
2036-12-25
0.384200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5441883.09
IMSA 2007-3 A1B
2037-09-25
0.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
126125.69
INDX
2036-07-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12550000.00
3082519.00
LEHMAN MORTGAGE TRUST 200
2037-01-25
0.584200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9176900.00
3093453.67
MARM 2007-1 I2A1
2047-01-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4960000.00
1857587.14
RALI 2006-Q10 A1
2037-01-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32500000.00
12644890.40
RALI 2006-QS1 A5
2036-01-25
1.114200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17393400.00
5028280.43
RALI 2006-QS17 A3
2036-12-25
0.554200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40560800.00
11236527.84
RALI 2006-QS6 1A2
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28805000.00
6704195.02
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50257900.00
17661224.57
SASI 1993-6 A2
2023-11-26
0.337700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75531000.00
249288.81
WAMU 2006-AR9 1A
2046-08-25
1.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8200000.00
2711943.41
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
181000000.00
181000000.00
0.0085
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
181000000.00
181000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
992JYD004_0.1300_M130402_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
50028998.00
40018582.92
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
261995000.00
198663501.83
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
234000000.00
234000000.00
0.0110
N
234000000.00
234000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.150000%
992JYD004_0.1500_M130404_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-06-20
3.000000
Government Agency Debt
6100000.00
5956149.91
Freddie Mac
2045-10-15
2.250000
Government Agency Debt
4065000.00
4245391.41
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
10000000.00
10000000.00
0.0005
N
10000000.00
10000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.340000%
2284K0R80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
25000000.00
24998347.22
0.0012
N
24998500.00
24998500.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.350000%
2284K0R98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
30000000.00
29997666.67
0.0014
N
29998200.00
29998200.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.320000%
2284K0SQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
10000000.00
9995288.89
0.0005
N
9996700.00
9996700.00
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
100000000.00
100000000.00
0.0047
N
100031000.00
100031000.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BFF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
138000000.00
138000000.00
0.0065
N
138049680.00
138049680.00
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
182000000.00
182000000.00
0.0085
N
182083720.00
182083720.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
191000000.00
191000000.00
0.0089
N
191217740.00
191217740.00
Deutsche Bank AG
Deutsche Bank AG 0.440000%
25155BNS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-29
2013-08-29
N
N
N
9000000.00
9000000.00
0.0004
N
9003420.00
9003420.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BRW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
27000000.00
27000000.00
0.0013
N
27004050.00
27004050.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M130401_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-03-25
3.000000
Government Agency Debt
22816371.00
22669608.18
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
27977218.00
29330392.10
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
50000000.00
50000000.00
0.0023
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
988RGN000_0.3600_M130401_2M47
0001074042
Other Repurchase Agreement
N
AMEREN CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249974.76
AMERICAN TOWER CORP NEW COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249974.18
BARD C R INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249924.98
BEAM INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249972.92
BOEING CO COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249986.20
CARDINAL HEALTH INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249965.28
CAREFUSION CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249996.32
CITIGROUP INC COM NEW
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249992.90
CONSTELLATION BRANDS INC CL A
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249964.65
FOREST LABS INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249991.58
GENERAL DYNAMICS CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249995.66
GENERAL GROWTH PPTYS INC NEWCOM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249998.72
GENWORTH FINL INC COM CL A
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249997.11
IHS INC CL A
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249897.30
LOEWS CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249998.52
MEDTRONIC INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249992.40
NEWMONT MINING CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249987.78
OWENS ILL INC COM NEW
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
583.44
SIMON PPTY GROUP INC NEW COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249879.20
STARWOOD HOTELS&RESORTS WRLDCOM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249987.47
TEEKAY CORPORATION COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249967.58
XL GROUP PLC SHS
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249996.20
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
25000000.00
25000000.00
0.0012
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 0.140000%
99ETSZ007_0.1400_M130403_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
69619901.00
72186763.06
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
20959663.00
21597457.75
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
68798465.00
79283282.27
GNMA
2043-01-20
3.000000
Government Agency Debt
16584772.00
17514515.23
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
183000000.00
183000000.00
0.0086
N
183000000.00
183000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M130403_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
6448.00
6100.98
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
247739.00
252382.34
Fannie Mae
2033-04-25
2.000000
Government Agency Debt
65150.00
65008.43
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
396426.00
199122.14
GNMA
2042-03-20
7.000000
Government Agency Debt
1835.00
2051.60
GNMA
2042-07-20
2.000000
Government Agency Debt
32436664.00
32152675.16
GNMA
2043-01-20
3.000000
Government Agency Debt
8449008.00
8922659.85
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
40000000.00
40000000.00
0.0019
N
40000000.00
40000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M130404_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-04-25
2.482000
Government Agency Debt
17250000.00
17431219.88
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
902033.00
529759.38
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
235926.00
223229.02
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
19439913.00
21708347.59
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
14040557.00
14303717.52
Fannie Mae
2036-07-01
3.048000
Government Agency Debt
6421762.00
2618248.82
Fannie Mae
2041-10-25
0.504200
Government Agency Debt
26718000.00
26722034.01
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
2069655.00
1584361.11
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
22149893.00
21463831.67
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
58595.00
56420.41
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
3208447.00
3527037.36
Fannie Mae
2042-12-25
2.500000
Government Agency Debt
56658.00
58576.93
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
8092620.00
7919590.27
Fannie Mae
2043-03-25
3.000000
Government Agency Debt
21760477.00
21565677.21
GNMA
2042-02-20
2.000000
Government Agency Debt
10753476.00
10560388.39
GNMA
2042-08-20
2.500000
Government Agency Debt
789389.00
806195.28
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
145000000.00
145000000.00
0.0068
N
145000000.00
145000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130402_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
73479.00
69524.53
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
20766988.00
20415542.45
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
40168.00
40920.86
Fannie Mae
2037-09-01
6.119000
Government Agency Debt
23582.00
5699.43
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
135493.00
134277.91
GNMA
2037-11-16
2.750000
Government Agency Debt
3497.00
2786.85
GNMA
2041-10-20
6.500000
Government Agency Debt
148849.00
167930.67
GNMA
2043-01-20
3.000000
Government Agency Debt
43687.00
46136.10
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
20000000.00
20000000.00
0.0009
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M130401_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
101688.00
96215.39
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
120135573.00
123791253.80
GNMA
2037-11-16
2.750000
Government Agency Debt
206986.00
164952.50
GNMA
2042-08-20
2.500000
Government Agency Debt
6640159.00
6781529.58
GNMA
2043-01-20
3.000000
Government Agency Debt
5238273.00
5531930.87
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
131000000.00
131000000.00
0.0061
N
131000000.00
131000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M130402_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
1482725.00
1402928.22
Fannie Mae
2031-07-01
4.500000
Government Agency Debt
11188493.00
7781491.74
Fannie Mae
2033-04-25
2.000000
Government Agency Debt
22464382.00
22415566.90
Fannie Mae
2035-06-01
2.145000
Government Agency Debt
64794070.00
17553809.31
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1518868.00
922679.66
Fannie Mae
2042-01-25
6.500000
Government Agency Debt
22657100.00
24953346.82
Fannie Mae
2042-05-25
2.000000
Government Agency Debt
47711.00
47406.75
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
20575014.00
20390498.42
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
2071634.00
2387348.95
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
157775.00
152888.14
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
16372774.00
17998547.48
Fannie Mae
2042-12-25
2.500000
Government Agency Debt
7598284.00
7855628.19
Fannie Mae
2043-01-25
6.500000
Government Agency Debt
26239846.00
27506516.50
GNMA
2037-11-16
2.750000
Government Agency Debt
84798.00
67577.72
GNMA
2041-10-20
6.500000
Government Agency Debt
893115.00
1007607.70
GNMA
2042-08-20
2.500000
Government Agency Debt
2723275.00
2781254.18
GNMA
2042-10-20
2.000000
Government Agency Debt
529939.00
528224.20
GNMA
2043-01-20
3.000000
Government Agency Debt
233585.00
246679.79
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
150000000.00
150000000.00
0.0070
N
150000000.00
150000000.00
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
41000000.00
41000000.00
0.0019
N
41006970.00
41006970.00
DNB Bank ASA
DNB Bank ASA 0.230000%
23330LRU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
133000000.00
133000000.00
0.0062
N
133002660.00
133002660.00
DNB Bank ASA
DNB Bank ASA 0.220000%
23330LUQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
14000000.00
14000000.00
0.0007
N
14000000.00
14000000.00
DNB Bank ASA
DNB Bank ASA 0.230000%
921TMK005
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
54000000.00
54000000.00
0.0025
N
54001080.00
54001080.00
DNB Bank ASA
DNB Bank ASA 0.245000%
921UCP002
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
28000000.00
28000000.00
0.0013
N
28000280.00
28000280.00
DNB Bank ASA
DNB Bank ASA 0.220000%
921VDM006
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
5000000.00
5000000.00
0.0002
N
5000000.00
5000000.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VRS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
11634000.00
11632545.75
0.0005
N
11632371.24
11632371.24
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601VTK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
69050000.00
69021209.94
0.0032
N
69016165.50
69016165.50
Fannie Mae
Fannie Mae 0.065000%
313589DU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
5150000.00
5150000.00
0.0002
N
5150000.00
5150000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.102000%
313385DU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
100000000.00
100000000.00
0.0047
N
100000000.00
100000000.00
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
2000000.00
1999993.33
0.0001
N
1999998.00
1999998.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385ED4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
30000000.00
29999175.00
0.0014
N
29999910.00
29999910.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
25025000.00
25024158.88
0.0012
N
25024924.93
25024924.93
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
10000000.00
9999618.06
0.0005
N
9999970.00
9999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
8000000.00
7999657.78
0.0004
N
7999976.00
7999976.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
3000000.00
2999908.33
0.0001
N
2999991.00
2999991.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313385EL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
69100000.00
69096007.56
0.0032
N
69099723.60
69099723.60
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385EL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
2000000.00
1999893.33
0.0001
N
1999992.00
1999992.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385EN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
68000000.00
67996260.00
0.0032
N
67999660.00
67999660.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313385EN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
53700000.00
53696509.50
0.0025
N
53699731.50
53699731.50
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313385FA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
2970000.00
2969678.25
0.0001
N
2969901.99
2969901.99
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313385FH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
108000000.00
107988345.01
0.0051
N
107995572.00
107995572.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385FH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
11000000.00
10998643.33
0.0005
N
10999549.00
10999549.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385FH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
6000000.00
5999321.66
0.0003
N
5999754.00
5999754.00
Freddie Mac
Freddie Mac 0.120000%
313397EC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
19400000.00
19399482.67
0.0009
N
19399961.20
19399961.20
Freddie Mac
Freddie Mac 0.110000%
313397EJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
21494000.00
21493080.54
0.0010
N
21493914.02
21493914.02
Freddie Mac
Freddie Mac 0.100000%
313397EK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
3000000.00
2999875.00
0.0001
N
2999988.00
2999988.00
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
100000000.00
100000000.00
0.0047
N
100059100.00
100059100.00
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
146000000.00
145998134.44
0.0068
N
145997080.00
145997080.00
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
56000000.00
55991833.33
0.0026
N
55995520.00
55995520.00
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
10998203.33
0.0005
N
10999010.00
10999010.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HS24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
3000000.00
2999483.33
0.0001
N
2999700.00
2999700.00
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
10000000.00
9998055.55
0.0005
N
9998900.00
9998900.00
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
119000000.00
118941326.38
0.0056
N
118967870.00
118967870.00
General Electric Capital Corp
General Electric Capital Corp 0.180000%
36959HUR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
N
75000000.00
74956875.00
0.0035
N
74953395.00
74953395.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HW37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
101000000.00
100895633.33
0.0047
N
100902030.00
100902030.00
General Electric Capital Corp
General Electric Capital Corp 0.270000%
36959HW94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
1000000.00
998792.50
0.0000
N
998970.00
998970.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2695000.00
2695000.00
0.0001
N
2695000.00
2695000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
38399J008_0.1200_M130401_2M47
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-07-15
1.875000
Treasury Debt
71521200.00
91800090.89
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
90000000.00
90000000.00
0.0042
N
90000000.00
90000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
38399J008_0.1500_M130401_2M47
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
42621776.00
31101207.62
GNMA
2042-12-15
2.500000
Government Agency Debt
13468337.00
13320967.25
GNMA
2043-01-20
3.000000
Government Agency Debt
58043626.00
60577825.40
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
100000000.00
100000000.00
0.0047
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2M47
0000769993
Other Repurchase Agreement
N
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
3240027.00
3383143.74
Fannie Mae
2043-02-01
4.000000
Government Agency Debt
50507211.00
55140303.41
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
7162347.00
7626553.03
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
63000000.00
63000000.00
0.0030
N
63000000.00
63000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M130401_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-04-01
3.000000
Government Agency Debt
4015581.00
3667462.36
Fannie Mae
2022-09-01
3.000000
Government Agency Debt
3609233.00
3642249.90
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
4111652.00
3741086.17
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
5351264.00
3737030.93
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
4697924.00
3637840.45
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
3915197.00
3668443.55
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
3572317.00
3629630.11
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
3692283.00
3624750.39
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
3642176.00
3741858.19
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
3704047.00
3748399.74
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
3455645.00
3609264.60
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
3511772.00
3668151.99
Fannie Mae
2028-03-01
3.000000
Government Agency Debt
3450984.00
3608649.11
Fannie Mae
2028-03-01
3.000000
Government Agency Debt
2047681.00
2176447.37
Fannie Mae
2030-04-01
5.000000
Government Agency Debt
4542894.00
3750020.97
Fannie Mae
2031-12-01
4.000000
Government Agency Debt
3546483.00
3602796.31
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
3554476.00
3675131.77
Fannie Mae
2032-06-01
4.000000
Government Agency Debt
3379134.00
3594154.67
Fannie Mae
2032-08-01
4.000000
Government Agency Debt
3501176.00
3737445.22
Fannie Mae
2032-09-01
3.500000
Government Agency Debt
3898623.00
3674979.74
Fannie Mae
2033-03-01
3.000000
Government Agency Debt
3579626.00
3753234.28
Fannie Mae
2035-04-01
2.749000
Government Agency Debt
12778596.00
3689699.06
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
17500000.00
3693866.26
Fannie Mae
2036-06-01
2.377000
Government Agency Debt
20000000.00
3701587.80
Fannie Mae
2036-09-01
2.795000
Government Agency Debt
20000000.00
3724766.74
Fannie Mae
2036-10-01
5.675000
Government Agency Debt
30850000.00
3615353.51
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
29316230.00
3745743.10
Fannie Mae
2037-04-01
5.452000
Government Agency Debt
11428588.00
3638892.14
Fannie Mae
2037-09-01
1.646000
Government Agency Debt
23830618.00
3678255.05
Fannie Mae
2038-01-01
3.500000
Government Agency Debt
3474213.00
3657922.95
Fannie Mae
2038-05-01
5.238000
Government Agency Debt
20496165.00
3597089.36
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
25515000.00
3654154.55
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
10225000.00
3723291.41
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
4500000.00
3672931.08
Fannie Mae
2040-01-01
3.209000
Government Agency Debt
10100000.00
3619945.16
Fannie Mae
2040-01-01
3.924000
Government Agency Debt
10096484.00
3610526.89
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
4078844.00
3728526.98
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
4200000.00
3726847.24
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
4815000.00
3630251.71
Fannie Mae
2040-10-01
2.865000
Government Agency Debt
23955000.00
3636595.86
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
3405580.00
3593067.04
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
4071470.00
3599093.10
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
5021000.00
3662085.08
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
4071869.00
3588223.15
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
3828551.00
3696740.25
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3933000.00
3733798.93
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3521993.00
3710025.53
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
3627527.00
3662671.35
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
3301368.00
3597441.50
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
3662141.00
3674517.52
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
3541471.00
3610249.99
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
3531760.00
3735684.87
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
3568529.00
3658111.77
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
3600000.00
3635104.18
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
3566645.00
3677465.72
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
3600057.00
3718812.96
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
3503924.00
3626837.86
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
3458219.00
3690998.64
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
10004706.00
3656993.59
Freddie Mac
2026-04-01
4.500000
Government Agency Debt
4010917.00
3633559.07
Freddie Mac
2027-07-01
3.000000
Government Agency Debt
3673949.00
3637861.40
Freddie Mac
2028-03-01
3.000000
Government Agency Debt
3425857.00
3637674.31
Freddie Mac
2032-07-01
4.000000
Government Agency Debt
3501053.00
3712649.62
Freddie Mac
2032-11-01
3.500000
Government Agency Debt
3510554.00
3720202.39
Freddie Mac
2032-12-01
6.000000
Government Agency Debt
115983858.00
3753476.91
Freddie Mac
2032-12-01
6.500000
Government Agency Debt
24370000.00
3670862.30
Freddie Mac
2033-09-01
5.000000
Government Agency Debt
27668032.00
3582899.39
Freddie Mac
2033-10-01
6.000000
Government Agency Debt
20000000.00
3609819.01
Freddie Mac
2034-06-01
5.500000
Government Agency Debt
13309904.00
3635547.06
Freddie Mac
2035-01-01
6.500000
Government Agency Debt
10378114.00
3661791.35
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
4897500.00
3673203.57
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
4670000.00
3629585.65
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
5520746.00
3697368.71
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
3232499.00
2564135.97
Freddie Mac
2040-11-01
4.500000
Government Agency Debt
4452531.00
3587538.29
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
4576383.00
3635130.00
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
4129472.00
3654029.64
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
3714947.00
3751756.58
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
5413667.00
3681345.78
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
3385279.00
3626469.30
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
3375922.00
3712820.78
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
3583732.00
3675640.70
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
3406587.00
3605701.48
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
3629895.00
3739481.28
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
3552038.00
3754891.37
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
3505343.00
3702891.79
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
3493818.00
3689478.06
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
3450687.00
3648991.08
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
305000000.00
305000000.00
0.0143
N
305000000.00
305000000.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LSA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
6000000.00
5998700.00
0.0003
N
5998560.00
5998560.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LSD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
6000000.00
5998600.00
0.0003
N
5998440.00
5998440.00
Govco, LLC
Govco, LLC 0.290000%
38362VTJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
90000000.00
89943450.00
0.0042
N
89937900.00
89937900.00
Govco, LLC
Govco, LLC 0.290000%
38362VTS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
25000000.00
24982680.55
0.0012
N
24980500.00
24980500.00
Govco, LLC
Govco, LLC 0.290000%
38362VTT0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
75000000.00
74947437.50
0.0035
N
74940750.00
74940750.00
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
43000000.00
43000000.00
0.0020
N
42999570.00
42999570.00
HSBC USA, Inc
HSBC USA, Inc 0.200000%
40427RRP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
6000000.00
5999266.67
0.0003
N
5999280.00
5999280.00
HSBC USA, Inc
HSBC USA, Inc 0.230000%
40427RSV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
29000000.00
28989253.89
0.0014
N
28989560.00
28989560.00
HSBC USA, Inc
HSBC USA, Inc 0.210000%
40427RT76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
6000000.00
5997655.00
0.0003
N
5997420.00
5997420.00
Indiana Health & Educational Facility Financing Auth
Taxable RB (Union Hospital) Series 2006B 0.170000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12330000.00
12330000.00
0.0006
N
12330000.00
12330000.00
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
300000000.00
300000000.00
0.0141
N
300027000.00
300027000.00
ING Bank NV
ING Bank NV 0.400000%
921MTJ006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
114000000.00
114000000.00
0.0053
N
114015960.00
114015960.00
ING Bank NV
ING Bank NV 0.400000%
921MTX005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
27000000.00
27000000.00
0.0013
N
27003780.00
27003780.00
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
47000000.00
46999608.33
0.0022
N
46999530.00
46999530.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0S78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
21000000.00
20993700.00
0.0010
N
20997270.00
20997270.00
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
22000000.00
21988835.00
0.0010
N
21992960.00
21992960.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.200000%
4662J0V17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
35000000.00
34976277.78
0.0016
N
34976480.00
34976480.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2WK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
20000000.00
19970550.00
0.0009
N
19979800.00
19979800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2X11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
103000000.00
102837689.16
0.0048
N
102886700.00
102886700.00
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
67000000.00
67000000.00
0.0031
N
67003350.00
67003350.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.200000%
46899T004_0.2000_M130401_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
5315.00
1143.66
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
115843503.00
110439784.61
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
91786860.00
95560216.21
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
200000000.00
200000000.00
0.0094
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.403700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-04-22
2014-04-21
N
N
N
47000000.00
47000000.00
0.0022
N
47021244.00
47021244.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.373000%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-04-18
2014-04-17
N
N
N
90000000.00
90000000.00
0.0042
N
90090090.00
90090090.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
57000000.00
57000000.00
0.0027
N
56968080.00
56968080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
49000000.00
49000000.00
0.0023
N
48998530.00
48998530.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
50000000.00
50000000.00
0.0023
N
50002000.00
50002000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PBA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
107000000.00
107000000.00
0.0050
N
107000000.00
107000000.00
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
21000000.00
21000000.00
0.0010
N
20999790.00
20999790.00
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
14000000.00
13994773.33
0.0007
N
13997060.00
13997060.00
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
29000000.00
28980151.11
0.0014
N
28988110.00
28988110.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39972266.67
0.0019
N
39983200.00
39983200.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75900000.00
75845352.00
0.0036
N
75866604.00
75866604.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.300000%
4820P2U86
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
15000000.00
14987750.00
0.0007
N
14991750.00
14991750.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2WH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5992395.00
0.0003
N
5992200.00
5992200.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.300000%
53943RR27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
3000000.00
2999975.00
0.0001
N
2999940.00
2999940.00
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
49000000.00
48994337.78
0.0023
N
48995100.00
48995100.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.245000%
53943RTB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
40000000.00
39980672.22
0.0019
N
39980400.00
39980400.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53943RTE9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
19000000.00
18990236.11
0.0009
N
18990120.00
18990120.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.255000%
53944LGR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
19000000.00
19000000.00
0.0009
N
19000380.00
19000380.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.255000%
53944LGS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
65000000.00
65000000.00
0.0030
N
65001300.00
65001300.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LSG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
8000000.00
7997800.00
0.0004
N
7997760.00
7997760.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LSW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
11000000.00
10996033.89
0.0005
N
10995930.00
10995930.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4R22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9999941.67
0.0005
N
9999800.00
9999800.00
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
13999836.67
0.0007
N
13999720.00
13999720.00
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
6000000.00
5999926.67
0.0003
N
5999880.00
5999880.00
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
5622000.00
5621656.43
0.0003
N
5621718.90
5621718.90
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4RG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
37000000.00
36997225.00
0.0017
N
36997780.00
36997780.00
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
12000000.00
11998600.00
0.0006
N
11999040.00
11999040.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4S88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13997266.11
0.0007
N
13997760.00
13997760.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4SL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-20
2013-05-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7997931.11
0.0004
N
7998240.00
7998240.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4TA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6073000.00
6070638.28
0.0003
N
6071117.37
6071117.37
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
62000000.00
61976440.00
0.0029
N
61980160.00
61980160.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30000000.00
29987650.00
0.0014
N
29989800.00
29989800.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11000000.00
10995355.55
0.0005
N
10996150.00
10996150.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M130401_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
2.896000
Government Agency Debt
13586606.00
13921617.38
Fannie Mae
2021-06-25
3.763000
Government Agency Debt
733038.00
804301.94
Fannie Mae
2030-04-25
4.000000
Government Agency Debt
13522574.00
13396841.11
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
11518592.89
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
75000000.00
13286689.66
Fannie Mae
2039-04-25
2.000000
Government Agency Debt
12000000.00
11757784.36
Fannie Mae
2039-06-25
2.000000
Government Agency Debt
12000000.00
11994107.34
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
11710000.00
12034062.54
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
13455482.00
13766034.52
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10325000.00
10989238.22
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10000000.00
10634250.00
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
13171000.00
13652189.31
Freddie Mac
2028-06-15
3.125000
Government Agency Debt
25000000.00
11813253.50
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
19150000.00
10872745.96
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
12367839.00
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
12397499.52
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
9890823.00
11674998.89
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
13043800.00
10709258.12
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
17950000.00
12176856.50
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
22810000.00
12644542.64
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
20675000.00
12667206.30
Freddie Mac
2041-09-15
2.750000
Government Agency Debt
5905231.00
5798576.12
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
10000000.00
10454780.00
Freddie Mac
2043-02-15
3.000000
Government Agency Debt
11264000.00
10779591.68
GNMA
2036-08-20
6.000000
Government Agency Debt
10000000.00
11527700.00
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
12168260.56
GNMA
2040-04-20
3.000000
Government Agency Debt
15000000.00
13191182.02
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
300000000.00
300000000.00
0.0141
N
300000000.00
300000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399V008_0.1700_M130404_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-12-25
1.750000
Government Agency Debt
17307513.00
17234432.55
Fannie Mae
2039-12-25
2.000000
Government Agency Debt
25000000.00
24645712.17
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
13552542.00
13848637.94
Freddie Mac
2029-03-15
4.500000
Government Agency Debt
50000000.00
24613192.83
Freddie Mac
2032-07-15
4.500000
Government Agency Debt
113109193.00
24773891.06
Freddie Mac
2039-11-15
2.250000
Government Agency Debt
25000000.00
24573287.93
GNMA
2042-11-20
3.000000
Government Agency Debt
24597000.00
24810846.32
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
150000000.00
150000000.00
0.0070
N
149998500.00
149998500.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2M47
0000728612
Other Repurchase Agreement
N
144A
2014-12-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
682000.00
144A OHIO SVGS CAP
2027-06-03
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2825000.00
2175973.20
ABN AMRO BK NV
2023-05-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
199000.00
229825.49
ACCESS MIDSTREAM PARTNERS L P ACMP FIN CORP
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78000.00
77025.00
ALERIS INTL INC
2014-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
5.70
ALGECO SCOTSMAN GLOBAL FIN PLC
2019-10-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
5982166.67
ALLIANCE DATA SYSTEMS CORP
2017-12-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
2008102.08
AMBAC FIN GROUP
2035-12-05
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2421000.00
1694700.00
AMBAC FINL GROUP INC
2021-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2308000.00
1615600.00
AMBAC INC
2023-05-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3025000.00
2109937.50
AMERICAN AIRLINES
2014-03-04
10.680000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196000.00
222950.00
AMERICAN AXLE &MANUFACTURING INC
2017-01-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
296000.00
330412.06
AMERICAN GEN FIN
2013-06-01
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
153000.00
156865.16
AMERICAN INTERNATIONAL GROUP INC
2068-05-15
8.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
393729.00
541456.94
AMERISTAR CASINOS INC
2021-04-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2400000.00
2679500.00
AMR 10.200 03/15/20
2020-03-15
10.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
584000.00
665760.00
AMR CORP
2021-08-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
399000.00
454860.00
AMR CORP 9% DEB
2016-09-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
703000.00
803177.50
AMR CORPORATION
2021-04-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1126000.00
1294900.00
AMR CORPORATION 9.88%
2020-06-15
9.880000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
389000.00
443460.00
AMR CORPRATION
2020-05-15
10.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
116280.00
ANGIOTECH PHARMACEUTICALS, INC
2013-12-01
4.045900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
77000.00
77312.59
APX GROUP INC
2019-12-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6650000.00
6763881.25
ARCELORMITTAL CLASS A NY
2018-06-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
234000.00
257813.30
ARCELORMITTAL CLASS A NY REGISTRY NEW
2013-06-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
950000.00
972675.31
ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC
2022-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1719000.00
1716475.22
ARLO VII LIMITED SERIES 2006 14
2047-09-25
1.060630
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
329211.93
ASG CONSOLIDATED AND ASG FINANCE
2017-05-15
15.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1570965.00
1756207.96
ASHLAND INC COMMON NEW
2018-04-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7855000.00
7999881.11
ATP OIL & GAS CORP
2015-05-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2650000.00
185500.00
AVAYA
2019-04-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
2333158.33
AVON PRODUCTS, INC
2020-03-15
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2473784.00
2572636.41
B FORD MOTOR CORP
2029-02-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
101622.94
BALL CORP
2016-09-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
170055.00
BANCO ABC BRASIL SA
2020-04-08
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
174328.13
BRT ESCROW CORP SPA
2018-08-18
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
634000.00
601595.56
CALPINE CORP
2020-07-31
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5615000.00
6246512.03
CAMPOSOL S A
2017-02-02
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2147500.00
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2027000.00
2115681.25
CB FORD HOLDINGS INC
2030-03-01
9.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
298000.00
421346.67
CB GEO GROUP INC
2017-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2215000.00
2445006.22
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
141356.80
CB RICHARD ELLIS SERVICES INC
2017-06-15
11.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2060000.00
2285591.46
CDW LLC
2018-12-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
466534.44
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
212796.53
CEMEX FINANCE LLC
2022-10-12
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
371212.00
445725.08
CENTENE CORP
2017-06-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
598778.12
CHOCTAW RESORT DEVELOPMENT ENTERPRISE
2019-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5300374.00
5097818.72
CINEMARK USA INC
2022-12-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13594.00
13627.99
CITIGROUP INC CAP
2036-12-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2409562.50
CITIZENS COMM
2015-03-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
144611.01
CITIZENS COMMUNICATIONS CO CL B
2027-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
231372.81
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
2022-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2615000.00
2780507.71
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
2022-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1810804.00
1943520.84
CLEARWIRE COMM INC LLC
2015-12-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
111900.00
CLEARWIRE COMMUNICIATIONS INC LLC
2016-12-01
14.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1400000.00
COLONIAL BANK NAT ASSOC
2015-12-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33885000.00
3388.50
COMPAGNIE GENERALE DE GEOPHYSIQUE
2017-05-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10586.32
CONCHO RESOURCES INC
2017-10-01
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2614000.00
2914364.94
CONTINENTAL RESOURCES INC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
350259.37
CONTINENTAL TRUST
2040-10-07
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
113753.12
COPANO ENERGY LLC
2018-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1030000.00
1106155.62
CORP GROUP BANKING F
2023-03-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
6299.63
CORPORACION AZUCARERA DEL PERUS A
2022-08-02
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1934666.00
2055421.40
CORPORACION GEO SA DE CV
2022-03-27
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
126036.98
CORRECTIONS CORPORATION OF AMERICA,TN
2017-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7804521.00
8391323.42
DIRECTVUY HLDGS INC
2017-02-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
100333.33
DISCOVER FINL SVCS
2022-04-27
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2570000.00
2960674.27
DOLE FOOD COMPANY INC
2013-07-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
803000.00
834512.17
DOLPHIN SUBSIDIARY II INC
2016-10-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
267000.00
289542.96
DR HORTON INC
2018-02-15
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
455685.94
DRESSER INDS INC
2046-08-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1550420.44
EASTMAN KODAK CO
2013-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
221000.00
EASTMAN KODAK COMPANY
2019-03-15
10.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
246000.00
199567.50
ECHOSTAR DBS CORP
2014-10-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204000.00
223649.88
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
274718.81
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
368492.58
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
250333.66
EMBARQ CORP
2016-06-01
7.082000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1759309.00
2054796.38
EMERALD PLANTATION HLDGS LTD
2020-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2504977.00
1795233.52
ENTERPRISE PROD OPER LP
2049-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
40714.11
ESTADO PLURINACIONAL DE BOLIVIA
2022-10-29
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
40547.08
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
135865.92
FIRST INDUSTRIAL
2017-05-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2754354.86
FLORIDA EAST COAST
2017-02-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
693202.00
752376.90
FORD HLDNGS INC.
2020-03-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
45645.99
FORD MOTOR CREDIT COMPANY
2015-01-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6740000.00
7113768.57
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
6750.05
FORD MTR CRDT CO CONT
2022-11-21
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
192000.00
194672.64
FRONTIER COMMUNICATIONS CORP
2014-05-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1548000.00
1706573.25
FRONTIER COMMUNICATIONS CORP
2022-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1310000.00
1505999.65
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
91186.11
GCB ROYAL BANL OF SCOT
2031-09-30
7.648000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5389.08
GENERAL MTRS ACCEPT. CORP
2014-12-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525850.00
574195.33
GOODYEAR TIRE AND RUBBER CO
2020-08-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87000.00
97101.06
GRIFOLS INC
2018-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
961254.00
1069935.78
H J HEINZ COMPANY
2016-09-12
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
582698.61
HARLAND CLARKE HOLDINGS
2015-05-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
972166.67
HARRAHS OPERATING COMPANY INC
2016-02-01
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
399567.00
370406.93
HAWKER BEECHCRAFT ACQ CO
2017-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
10.00
HAWKER BEECHCRAFT ACQUISITION COMPANY L
2015-04-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
200000.00
HDS ACQUISITION SUBSIDIARY INC
2019-04-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7740000.00
8784631.25
HEALTHSOUTH REHABILITATION CORP
2018-10-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134000.00
149161.54
HILAND PARTNERS LP HILAND PARTNERS FIN CORP
2020-10-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231000.00
261252.98
HUDBAY MINERALS INC
2020-10-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
395000.00
431537.50
HYPERMARCAS S A
2021-04-20
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2864000.00
3171243.56
IAI REG S DUPONT FABROS TECH
2017-12-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3190000.00
3506829.03
INEOS FINANCE PLC
2015-05-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
535375.00
INEOS FINANCE PLC
2019-02-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315000.00
351226.09
INGLES MKTS INC
2017-05-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2014000.00
2175700.42
INTERNATIONAL LEASE FINANCE CORP
2022-08-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
647119.00
704749.71
INTL LEASE FIN CORP
2015-09-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2166683.00
2479475.29
IRON MOUNTAIN INC
2019-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2050000.00
2353613.54
IRON MOUNTAIN INCORP
2021-08-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
494000.00
547724.22
IRON MOUNTAIN INCORPORATED
2020-06-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1632000.00
1746874.67
JAGUAR LD ROVER PLC
2018-05-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1405000.00
1584264.34
JARDEN CORP
2017-05-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
938000.00
1090429.69
JBS USA LLC JBS USA FIN INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2272000.00
2439134.00
JONES GROUP INC JONES APPAREL GROUP HLDGS
2019-03-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3863000.00
4099541.68
K. HOVNANIAN ENTERPRISES, IN
2021-11-01
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
438000.00
299227.00
KANSAS CITY SOUTHERN DE MEXICO
2020-12-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333380.00
383455.30
KANSAS CITY SOUTHERN DE MEXICO SA DE
2016-04-01
12.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2138000.00
2403022.92
KENNEDY WILSON INC
2019-04-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2015000.00
2262886.98
LAMAR MEDIA CORP
2014-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1860000.00
2093313.75
LAND OLAKES INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2910000.00
3106425.00
LAZARD LLC
2017-06-15
6.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2340.40
LENDER PROCESSING SERVICES
2023-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
865000.00
923753.92
LIN ACQUISITION COMPANY/LIN HOLDINGS CO
2018-04-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
563059.03
LINCOLN NATL CORP
2067-04-20
6.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
1381940.19
LLOYDS BANKING GROUP
2099-10-01
5.920000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1573213.33
LUMBERENS MUT
2026-07-01
9.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
366000.00
164.70
MAESTRO PERU SA
2019-09-26
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
360527.50
MARKWEST ENERGY PARTNERS LP
2023-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1612000.00
1688570.00
MASHANTUCKET
2021-09-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8043000.00
798171.23
MGM GRAND,INC
2016-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4139000.00
4684830.62
MULTIPLAN INC
2018-09-01
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
463723.59
NEWPAGE CORP
2014-12-31
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
1230250.00
NORTHERN TELECOM CAP
2026-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2051000.00
2261227.50
O 8.707 07/02/21
2021-07-02
8.707000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178132.00
62183.49
OLIN CORP
2022-08-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
697014.03
OWENS BROCKWAY GLASS CONTAINER
2016-05-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6956642.00
8081371.58
OXEA FIN & CY SCA
2017-07-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
907000.00
1001567.35
PETRO FIN 3 LTD
2019-09-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
71515.63
PETROPLUS FIN
2014-05-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
51262.81
PETROPLUS FIN
2017-05-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
263583.33
PFD BRICKMAN GRP CL L
2018-11-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
992000.00
1115762.33
PFD PRECISION DRILLING
2021-12-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
2145042.02
PLAINS EXPLORATION & PRODUCTION CO
2019-10-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1664000.00
1953622.67
POTLATCH CORP
2019-11-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
727621.88
PREFERRED TERM SEC X111
2034-03-24
0.858000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
637717.55
PREFERRED TERM SECS XXV LTD
2037-06-22
0.598000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
647569.56
PRESTIGE BRANDS INC
2018-04-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
233000.00
264003.56
PT PERTAMINA PERSERO
2042-05-03
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2556250.00
PUGET SOUND PWR & LIGHT COMPANY
2067-06-01
6.974000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1288000.00
1414383.50
QEP RES INC
2023-05-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
874000.00
898035.00
QUEBECOR MEDIA
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
587000.00
611022.16
QVC NETWORK INC
2022-07-02
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2275000.00
2427187.70
QVC NETWORK INC
2043-03-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
306864.00
306557.14
RESIDENTIAL CAPITAL
2015-06-30
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1450000.00
RESIDENTIAL CAPITAL CORP
2013-04-17
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
873000.00
264082.50
RESIDENTIAL CAPITAL,LLC
2015-05-15
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1602304.00
1746511.36
RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED
2046-06-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5250000.00
19104.75
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2020-10-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7989593.00
8204701.69
RRI ENERGY INC
2014-06-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3205493.00
3483780.99
SAPPI PAPIER HLDG GMBH
2017-07-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
631000.00
707171.34
SEALY MATTRESS COMPANY
2016-04-15
10.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
478000.00
529026.30
SEMINOLE HARD ROCK ENTERAINMENT INC
2014-03-15
2.780100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1202000.00
1201704.22
SERVICE CORP INTERNATIONAL
2016-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
748000.00
855104.25
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2143000.00
2624222.55
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
406000.00
465631.25
SERVICE CORPORATION INTERNATIONAL
2020-11-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2875000.00
2943281.25
SHINGLE SPRINGS TRIBAL GAMING AUTH
2015-06-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1532734.38
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
196266.15
SMURFIT CAPITAL
2025-11-20
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
254906.25
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
729000.00
734467.50
SPIRIT AEROSYSTEMS INC
2020-12-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920000.00
3173492.50
SPRINT NEXTEL
2017-03-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
585000.00
695766.09
SPRINT NEXTEL
2020-03-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4962000.00
5806780.50
STATION CASINOS LLC
2021-03-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5183450.00
5355151.78
STENA AB
2016-12-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
766125.00
STUDIO CITY FIN LTD
2020-12-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
945000.00
1066721.25
SUSSER HLDGS LLC SUSSER FINANCE CORP
2016-05-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
681687.50
TAM CAP 2 INC
2020-01-29
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97000.00
109732.93
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
220477.97
TELEFLEX INC
2019-06-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
162000.00
178984.69
TENET HEALTHCARE CORP
2019-07-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2210000.00
2539174.89
THE AES CORP
2014-03-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2116625.00
THE MAJESTIC STAR CASINO LLC
2016-12-01
12.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
801106.00
785584.57
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
563551.46
TRINIDAD DRILLING
2019-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
715629.69
UNITED ARTISTS THEATRE
2015-07-01
9.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6081523.00
2244529.32
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6628000.00
7260306.58
US WEST CAPITAL FDG
2028-07-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1875000.00
1876984.63
VERSO PAPER HLDS LLC
2019-01-15
11.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1716000.00
1823250.00
VIRGIN MEDIA FINANCE PLC
2022-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1589758.00
1620874.20
VISANT CORP
2017-10-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
597783.33
VULCAN MATERIALS CO
2017-11-30
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
761105.11
WESTERN GAS PARTNERS LP
2022-07-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
497000.00
514439.73
WINDSTREAM CORP
2013-08-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
594472.14
WINDSTREAM CORPORATION
2021-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
553000.00
625224.10
WRIGLEY JR CO
2015-07-15
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
106589.00
WYNN LAS VEGAS
2017-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2204312.50
XM SATELLITE RADIO INC
2018-11-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1660000.00
1881834.79
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
252000000.00
252000000.00
0.0118
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
252000000.00
252000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TSD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
8000000.00
7998226.67
0.0004
N
7998240.00
7998240.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
50000000.00
49982500.00
0.0023
N
49980000.00
49980000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
81625000.00
81596023.13
0.0038
N
81591533.75
81591533.75
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
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
14994225.00
0.0007
N
14993250.00
14993250.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
2000000.00
1999220.00
0.0001
N
1999080.00
1999080.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TTU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
12000000.00
11994426.66
0.0006
N
11993529.60
11993529.60
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
0.0003
N
7000210.00
7000210.00
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
42000000.00
42000000.00
0.0020
N
42007560.00
42007560.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
38000000.00
38000000.00
0.0018
N
38007980.00
38007980.00
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
35000000.00
35000000.00
0.0016
N
35007350.00
35007350.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
39000000.00
39000000.00
0.0018
N
39007410.00
39007410.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
6000000.00
6000000.00
0.0003
N
6001200.00
6001200.00
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
70000000.00
70000000.00
0.0033
N
70014000.00
70014000.00
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
179000000.00
179000000.00
0.0084
N
179003580.00
179003580.00
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
6000000.00
6000000.00
0.0003
N
6001080.00
6001080.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ACX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
3000000.00
3000000.00
0.0001
N
3000420.00
3000420.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ACY0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
2000000.00
2000000.00
0.0001
N
2000040.00
2000040.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60688RAS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
31000000.00
31000000.00
0.0015
N
31002170.00
31002170.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60688RAX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
27000000.00
27000000.00
0.0013
N
27002160.00
27002160.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RCE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
29000000.00
29000000.00
0.0014
N
28999420.00
28999420.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
35000000.00
35000000.00
0.0016
N
34999300.00
34999300.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
49000000.00
49000000.00
0.0023
N
48996080.00
48996080.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.140000%
55799D001_0.1400_M130401_2M47
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
27290705.00
27282434.69
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
289905408.00
41997618.78
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
32173518.00
32719946.57
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
100000000.00
100000000.00
0.0047
N
100000000.00
100000000.00
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
14000000.00
14000000.00
0.0007
N
14000840.00
14000840.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988KLW009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
62000000.00
62000000.00
0.0029
N
62039680.00
62039680.00
National Australia Bank Ltd
National Australia Bank Ltd 0.350000%
988QKC001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
71000000.00
71000000.00
0.0033
N
71049700.00
71049700.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.250000%
63253JS19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
Y
National Australia Bank Ltd
N/A
N/A
N
11600000.00
11597583.33
0.0005
N
11598956.00
11598956.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JSM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
Y
National Australia Bank Ltd
N/A
N/A
N
64000000.00
63984000.00
0.0030
N
63991040.00
63991040.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JSU5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
Y
National Australia Bank Ltd
N/A
N/A
N
100000000.00
99971500.00
0.0047
N
99983000.00
99983000.00
Nationwide Building Society
Nationwide Building Society 0.315000%
6385E0SQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
68000000.00
67968465.00
0.0032
N
67976200.00
67976200.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E0TT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
39000000.00
38971725.00
0.0018
N
38977380.00
38977380.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409RSF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
8000000.00
7997848.89
0.0004
N
7998080.00
7998080.00
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
74000000.00
74000000.00
0.0035
N
74002220.00
74002220.00
NRW.BANK
NRW.BANK 0.130000%
62939LR43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
42000000.00
41999545.00
0.0020
N
41998740.00
41998740.00
NRW.BANK
NRW.BANK 0.135000%
62939LR43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
42000000.00
41999527.50
0.0020
N
41998740.00
41998740.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983TTM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
38000000.00
37982045.00
0.0018
N
37990500.00
37990500.00
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
233000000.00
233000000.00
0.0109
N
233046600.00
233046600.00
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
42000000.00
42000000.00
0.0020
N
42010500.00
42010500.00
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
79000000.00
79000000.00
0.0037
N
79006320.00
79006320.00
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
15000000.00
15000000.00
0.0007
N
15001950.00
15001950.00
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
22000000.00
22000000.00
0.0010
N
22001760.00
22001760.00
Rabobank Nederland
Rabobank Nederland 0.310000%
74977JSL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
6000000.00
6000000.00
0.0003
N
6001080.00
6001080.00
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
1000000.00
999825.00
0.0000
N
999890.00
999890.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.290000%
76582JRF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
18050000.00
18047964.36
0.0008
N
18048556.00
18048556.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JTL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
11700000.00
11690900.00
0.0005
N
11694384.00
11694384.00
Royal Bank of Canada
Royal Bank of Canada 0.355000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-04-04
N
N
N
137000000.00
137000000.00
0.0064
N
137034250.00
137034250.00
Royal Bank of Canada
Royal Bank of Canada 0.374500%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-07-01
2014-04-01
N
N
N
125000000.00
125000000.00
0.0059
N
125005125.00
125005125.00
Royal Bank of Canada
Royal Bank of Canada 0.080000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
200000000.00
200000000.00
0.0094
Security is a time deposit.
N
200000000.00
200000000.00
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
7000000.00
6999860.00
0.0003
N
6999790.00
6999790.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050TR45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
35000000.00
34999300.00
0.0016
N
34999650.00
34999650.00
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
13000000.00
12999418.61
0.0006
N
12999740.00
12999740.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.350000%
83050TT50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
4000000.00
3997472.22
0.0002
N
3998640.00
3998640.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.210000%
83050TTK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
15000000.00
14993087.50
0.0007
N
14992950.00
14992950.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83050TU90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
3000000.00
2997195.00
0.0001
N
2998080.00
2998080.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TWK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
20000000.00
19971500.00
0.0009
N
19972400.00
19972400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.370000%
83051HED4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
42000000.00
42000000.00
0.0020
N
42011760.00
42011760.00
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
0.0000
N
1000350.00
1000350.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HEY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
41000000.00
41000000.00
0.0019
N
41011480.00
41011480.00
Societe Generale
Societe Generale 0.270000%
83368NBB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
29000000.00
29000000.00
0.0014
N
29000580.00
29000580.00
Societe Generale
Societe Generale 0.680000%
83369TJZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
110000000.00
110000000.00
0.0052
N
110106700.00
110106700.00
Societe Generale
Societe Generale 0.300000%
83369TMN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
55000000.00
55000000.00
0.0026
N
55003850.00
55003850.00
Societe Generale
Societe Generale 0.290000%
83369TMY0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
22000000.00
22000000.00
0.0010
N
22001760.00
22001760.00
State Street Corp
State Street Corp 0.180000%
85747JTH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
31000000.00
30988065.00
0.0015
N
30989150.00
30989150.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CCT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
96000000.00
96000000.00
0.0045
N
95977920.00
95977920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562D2N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
137000000.00
137000000.00
0.0064
N
137053430.00
137053430.00
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
35000000.00
35000000.00
0.0016
N
35011900.00
35011900.00
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
14000000.00
14000000.00
0.0007
N
14001820.00
14001820.00
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
8000000.00
8000000.00
0.0004
N
8001120.00
8001120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.480000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-12
N
N
N
68000000.00
68000000.00
0.0032
N
68002720.00
68002720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DD23
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
2000300.00
2000300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DE97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
9000000.00
9000000.00
0.0004
N
9001530.00
9001530.00
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
33000000.00
33000000.00
0.0015
N
33005610.00
33005610.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DF96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-20
2013-05-20
N
N
N
2000000.00
2000000.00
0.0001
N
2000380.00
2000380.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DK25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
5000000.00
5000000.00
0.0002
N
5000850.00
5000850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DP61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
14000000.00
14000000.00
0.0007
N
14000140.00
14000140.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562DP87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
42000000.00
42000000.00
0.0020
N
42000420.00
42000420.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DQ37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
10000000.00
10000000.00
0.0005
N
10001600.00
10001600.00
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
33000000.00
33000000.00
0.0015
N
33000330.00
33000330.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DT42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
22000000.00
22000000.00
0.0010
N
22003520.00
22003520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DV64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
52000000.00
52000000.00
0.0024
N
52008840.00
52008840.00
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
26000000.00
26000000.00
0.0012
N
26001820.00
26001820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DXZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
55000000.00
55000000.00
0.0026
N
55003850.00
55003850.00
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
30000000.00
30000000.00
0.0014
N
30003000.00
30003000.00
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
9000000.00
9000000.00
0.0004
N
9001080.00
9001080.00
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
18000000.00
18000000.00
0.0008
N
18002340.00
18002340.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86562W3F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-23
2013-05-23
N
N
N
15000000.00
15000000.00
0.0007
N
15000900.00
15000900.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W3Z9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
52000000.00
52000000.00
0.0024
N
52002600.00
52002600.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
22000000.00
22000000.00
0.0010
N
21999560.00
21999560.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4T2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
96000000.00
96000000.00
0.0045
N
95998080.00
95998080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4W5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
22000000.00
22000000.00
0.0010
N
21998900.00
21998900.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4Z8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
78000000.00
78000000.00
0.0037
N
77998440.00
77998440.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.270000%
86562WY28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
16000000.00
16000000.00
0.0007
N
16000480.00
16000480.00
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
7000000.00
7000000.00
0.0003
N
7000070.00
7000070.00
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
1000000.00
1000000.00
0.0000
N
1000030.00
1000030.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CSK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
107000000.00
107000000.00
0.0050
N
107001070.00
107001070.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CTA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
119000000.00
119000000.00
0.0056
N
119002380.00
119002380.00
Swedbank AB
Swedbank AB 0.340000%
87019QTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
80000000.00
80000000.00
0.0037
N
80020800.00
80020800.00
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
8000000.00
8000000.00
0.0004
N
8002960.00
8002960.00
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
2000000.00
1999805.55
0.0001
N
1999820.00
1999820.00
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
5000000.00
4996111.11
0.0002
N
4997650.00
4997650.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
TRAN Series 2012 0.150000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
75000000.00
75000000.00
0.0035
N
75000000.00
75000000.00
Texas
TRAN Series 2012 0.150000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
75000000.00
75000000.00
0.0035
N
75000000.00
75000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.230000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.230000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Texas
N/A
N/A
N
N
1030000.00
1030000.00
0.0000
N
1030000.00
1030000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.190000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12635000.00
12635000.00
0.0006
N
12635000.00
12635000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.330000%
88602TR88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19998716.67
0.0009
N
19998800.00
19998800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TTR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
36713000.00
36694796.38
0.0017
N
36695010.63
36695010.63
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
63000000.00
63000000.00
0.0030
N
63002520.00
63002520.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WPZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
30000000.00
30000000.00
0.0014
N
30001200.00
30001200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WQH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
40000000.00
40000000.00
0.0019
N
40001600.00
40001600.00
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
49000000.00
49000000.00
0.0023
N
49001960.00
49001960.00
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
11000000.00
11000000.00
0.0005
N
11000330.00
11000330.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112WVT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
43000000.00
43000000.00
0.0020
N
43001290.00
43001290.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112WXV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
4000000.00
4000000.00
0.0002
N
4000080.00
4000080.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112WYE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
155000000.00
155000000.00
0.0073
N
155003100.00
155003100.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112WZY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
33000000.00
33000000.00
0.0015
N
33000000.00
33000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.294200%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
74000000.00
74000000.00
0.0035
N
74016280.00
74016280.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293700%
89112X3E3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-29
N
N
N
96000000.00
96000000.00
0.0045
N
96020160.00
96020160.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293200%
89112XN92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
24000000.00
24000000.00
0.0011
N
24001920.00
24001920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293200%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
292000000.00
292000000.00
0.0137
N
292026280.00
292026280.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.180000%
89233GTQ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
145000000.00
144939100.00
0.0068
N
144943450.00
144943450.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.190000%
89233GUA2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
86000000.00
85954611.11
0.0040
N
85954420.00
85954420.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.200000%
89233GUH7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
195000000.00
194884083.31
0.0091
N
194883000.00
194883000.00
UBS AG
UBS AG 0.250000%
90267RPM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
79000000.00
79000000.00
0.0037
N
79006320.00
79006320.00
UBS AG
UBS AG 0.250000%
90267RPQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
112000000.00
112000000.00
0.0052
N
112008960.00
112008960.00
UBS AG
UBS AG 0.250000%
90267RQN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
N
21000000.00
21000000.00
0.0010
N
20999370.00
20999370.00
UBS AG
UBS AG 0.250000%
90267RQQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
111000000.00
111000000.00
0.0052
N
110980020.00
110980020.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.160000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-09-06
N
N
N
106000000.00
106000000.00
0.0050
N
106013780.00
106013780.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
115000000.00
115000000.00
0.0054
N
115002300.00
115002300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-13
2013-06-13
N
N
N
79000000.00
79000000.00
0.0037
N
79001580.00
79001580.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.354100%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-06-24
2014-04-22
N
N
N
225000000.00
225000000.00
0.0105
N
225383850.00
225383850.00
Westpac Banking Corp
Westpac Banking Corp 0.520500%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2014-04-28
N
N
N
100000000.00
100000000.00
0.0047
N
100026700.00
100026700.00
Westpac Banking Corp
Westpac Banking Corp 0.452200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-11
2013-07-11
N
N
N
61000000.00
61000000.00
0.0029
N
61040260.00
61040260.00
Westpac Banking Corp
Westpac Banking Corp 0.443200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-18
2013-07-18
N
N
N
110000000.00
110000000.00
0.0052
N
110074800.00
110074800.00
Westpac Banking Corp
Westpac Banking Corp 0.424200%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-23
2013-08-23
N
N
N
15000000.00
15000000.00
0.0007
N
15011700.00
15011700.00
Westpac Banking Corp
Westpac Banking Corp 0.320000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2014-04-25
N
N
N
91000000.00
91000000.00
0.0043
N
90762490.00
90762490.00
Westpac Banking Corp
Westpac Banking Corp 0.340000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2014-01-17
N
N
N
24000000.00
24000000.00
0.0011
N
24016080.00
24016080.00
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
147661.54
147661.54
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
133087.35
133087.35
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
491936.09
491936.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
443382.00
443382.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1082233.85
1082233.85
0.0001
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
975417.36
975417.36
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
529017.61
529017.61
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
476803.58
476803.58
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
123002.19
123002.19
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
110861.87
110861.87