0001145549-13-005108.txt : 20130730
0001145549-13-005108.hdr.sgml : 20130730
20130607130347
ACCESSION NUMBER: 0001145549-13-005108
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130531
FILED AS OF DATE: 20130607
DATE AS OF CHANGE: 20130607
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: 13899801
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
2013-05-31
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
53
78
20756738527.47
8072352.93
174469526.84
20590341353.56
0.0026
1.0001
2013-05-31
1.0001
2013-05-31
C000012379
1.00
5510757496.92
1.00
-14454092.43
1663232428.93
1677686521.36
0.0001
1.0001
2013-05-31
1.0001
2013-05-31
C000012380
1.00
15079583856.64
1.00
26253948.03
5157182685.53
5130928737.50
0.0001
1.0001
2013-05-31
1.0001
2013-05-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.320000%
00279HG91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
Y
Santander UK Plc
N/A
N/A
N
97000000.00
97000000.00
0.0047
N
97015520.00
97015520.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.210000%
00279HH66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
Y
Santander UK Plc
N/A
N/A
N
108000000.00
108000000.00
0.0052
N
108001080.00
108001080.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
196000000.00
196000000.00
0.0095
Security is a time deposit.
N
196000000.00
196000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M130603
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
200000000.00
200000000.00
0.0097
Security is a time deposit.
N
200000000.00
200000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005_M130605
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
125000000.00
125000000.00
0.0061
Security is a time deposit.
N
125000000.00
125000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WXZ1
Other Note
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
123000000.00
123000000.00
0.0060
N
123002460.00
123002460.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WYE7
Other Note
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
N
27000000.00
27000000.00
0.0013
N
27000540.00
27000540.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WYP2
Other Note
N
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
65000000.00
65000000.00
0.0032
N
65001300.00
65001300.00
Bank of Montreal
Bank of Montreal 0.060000%
06366ABY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
116000000.00
116000000.00
0.0056
N
115998840.00
115998840.00
Bank of Montreal
Bank of Montreal 0.040000%
06366ACJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
60000000.00
60000000.00
0.0029
N
59998800.00
59998800.00
Bank of Montreal
Bank of Montreal 0.080000%
06366ACN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
128000000.00
128000000.00
0.0062
N
127997516.80
127997516.80
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
0.0015
N
30000300.00
30000300.00
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
2000100.00
2000100.00
Bank of Montreal
Bank of Montreal 0.070000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
100000000.00
100000000.00
0.0049
Security is a time deposit.
N
100000000.00
100000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.370000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-07-26
N
N
N
114000000.00
114000000.00
0.0055
N
114049020.00
114049020.00
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
0.0078
N
160001600.00
160001600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417FSZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
5000000.00
5000000.00
0.0002
N
5000350.00
5000350.00
Bank of Nova Scotia
Bank of Nova Scotia 0.060000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
336000000.00
336000000.00
0.0163
Security is a time deposit.
N
336000000.00
336000000.00
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
3000360.00
3000360.00
Bank of the West
Bank of the West 0.280000%
06426GBG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
39000000.00
39000000.00
0.0019
N
39010530.00
39010530.00
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
0.0030
N
61006710.00
61006710.00
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
9001080.00
9001080.00
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
12001440.00
12001440.00
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
0.0071
N
147022050.00
147022050.00
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
11001980.00
11001980.00
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
0.0044
N
90051300.00
90051300.00
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
0.0058
N
120069600.00
120069600.00
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
0.0008
N
16008160.00
16008160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
107000000.00
107000000.00
0.0052
N
107032100.00
107032100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
68000000.00
68000000.00
0.0033
N
68020400.00
68020400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
22000000.00
22000000.00
0.0011
N
22006820.00
22006820.00
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
4002280.00
4002280.00
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
0.0017
N
35017850.00
35017850.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XQL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
72000000.00
72000000.00
0.0035
N
72010080.00
72010080.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XQN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
67000000.00
67000000.00
0.0033
N
67006030.00
67006030.00
Barclays Capital, Inc
Barclays Capital, Inc 0.090000%
00799J004_0.0900_M130603_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-02-01
2.288000
Government Agency Debt
42383467.00
5036861.22
Fannie Mae
2019-08-01
5.450000
Government Agency Debt
3400000.00
3870626.87
Fannie Mae
2033-07-01
2.815000
Government Agency Debt
38167888.00
3905450.56
Fannie Mae
2033-08-01
2.340000
Government Agency Debt
25220330.00
3285768.23
Fannie Mae
2033-08-01
2.735000
Government Agency Debt
40000562.00
2781671.47
Fannie Mae
2033-09-01
2.358000
Government Agency Debt
22000000.00
2842211.50
Fannie Mae
2033-10-01
2.484000
Government Agency Debt
39003353.00
4852397.56
Fannie Mae
2034-03-01
2.349000
Government Agency Debt
30008668.00
3298617.72
Fannie Mae
2034-03-01
2.355000
Government Agency Debt
33830314.00
2835856.61
Fannie Mae
2034-07-01
2.529000
Government Agency Debt
11393631.00
2795680.93
Fannie Mae
2034-09-01
2.370000
Government Agency Debt
49991037.00
3231909.12
Fannie Mae
2035-01-01
2.453000
Government Agency Debt
23834582.00
2788934.45
Fannie Mae
2035-03-01
2.431000
Government Agency Debt
21493663.00
3231057.16
Fannie Mae
2035-04-01
2.848000
Government Agency Debt
7350000.00
3796866.96
Fannie Mae
2035-04-01
2.895000
Government Agency Debt
10143418.00
4179106.64
Fannie Mae
2035-12-01
2.472000
Government Agency Debt
18938123.00
3226689.01
Fannie Mae
2036-07-01
2.672000
Government Agency Debt
20070534.00
3018687.49
Fannie Mae
2036-09-01
2.042000
Government Agency Debt
15369190.00
3793289.99
Fannie Mae
2036-11-01
5.874000
Government Agency Debt
25151435.00
2707910.84
Fannie Mae
2037-01-01
2.515000
Government Agency Debt
4000000.00
3084885.54
Fannie Mae
2037-02-01
2.841000
Government Agency Debt
25988339.00
3732237.54
Fannie Mae
2037-04-01
1.476000
Government Agency Debt
16950000.00
2738351.70
Fannie Mae
2037-05-01
5.363000
Government Agency Debt
23260307.00
4790730.09
Fannie Mae
2037-05-01
5.629000
Government Agency Debt
9608808.00
4843940.15
Fannie Mae
2037-06-01
5.640000
Government Agency Debt
21612431.00
3212919.40
Fannie Mae
2037-08-01
3.068000
Government Agency Debt
20999870.00
3359444.98
Fannie Mae
2037-08-01
6.225000
Government Agency Debt
20928062.00
3498608.47
Fannie Mae
2037-09-01
5.720000
Government Agency Debt
32460676.00
3163621.45
Fannie Mae
2037-11-01
5.716000
Government Agency Debt
46500000.00
4993960.44
Fannie Mae
2038-02-01
2.586000
Government Agency Debt
13080400.00
5042825.46
Fannie Mae
2038-05-01
3.174000
Government Agency Debt
6692208.00
2718019.11
Fannie Mae
2038-05-01
4.441000
Government Agency Debt
29058702.00
2754290.03
Fannie Mae
2038-09-01
4.619000
Government Agency Debt
7517013.00
3318868.62
Fannie Mae
2038-09-01
5.038000
Government Agency Debt
4551665.00
4850946.15
Fannie Mae
2038-09-01
5.473000
Government Agency Debt
24261866.00
3493398.97
Fannie Mae
2038-10-01
2.099000
Government Agency Debt
14702583.00
4927344.74
Fannie Mae
2040-03-01
3.626000
Government Agency Debt
11875834.00
4040642.93
Fannie Mae
2040-03-01
4.053000
Government Agency Debt
9916749.00
3566699.13
Fannie Mae
2040-05-01
3.750000
Government Agency Debt
11700000.00
4541051.66
Fannie Mae
2040-06-01
3.579000
Government Agency Debt
15033020.00
5080410.50
Fannie Mae
2040-10-01
3.641000
Government Agency Debt
8470288.00
4001268.38
Fannie Mae
2041-01-01
2.990000
Government Agency Debt
5775000.00
3410881.41
Fannie Mae
2041-01-01
2.994000
Government Agency Debt
3834740.00
2066622.89
Fannie Mae
2041-03-01
3.536000
Government Agency Debt
4600000.00
3324121.84
Fannie Mae
2041-05-01
3.198000
Government Agency Debt
6852967.00
4632260.45
Fannie Mae
2041-08-01
2.911000
Government Agency Debt
8278604.00
4326595.69
Fannie Mae
2041-09-01
3.203000
Government Agency Debt
4766785.00
4297992.18
Fannie Mae
2041-09-01
3.429000
Government Agency Debt
10000000.00
4786989.32
Fannie Mae
2041-10-01
3.430000
Government Agency Debt
8254083.00
4729434.81
Fannie Mae
2042-01-01
2.301000
Government Agency Debt
6111852.00
5159642.60
Fannie Mae
2042-09-01
2.311000
Government Agency Debt
5703700.00
4881934.42
Fannie Mae
2043-01-01
2.261000
Government Agency Debt
3949531.00
4060967.02
Fannie Mae
2043-05-01
2.182900
Government Agency Debt
2636588.00
2714014.26
Fannie Mae
2043-05-01
2.395000
Government Agency Debt
4387280.00
4562081.67
Fannie Mae
2043-05-01
2.428000
Government Agency Debt
3708632.00
3787263.65
Fannie Mae
2044-03-01
1.378000
Government Agency Debt
375403.00
25138.06
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
200000000.00
200000000.00
0.0097
N
200000000.00
200000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.360000%
06737HXM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
Y
Barclays Bank Plc
N/A
N/A
N
50000000.00
49930000.00
0.0024
N
49934500.00
49934500.00
Barclays US Funding Corp
Barclays US Funding Corp 0.310000%
06737HYS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
Y
Barclays Bank Plc
N/A
N/A
N
17000000.00
16974235.55
0.0008
N
16968890.00
16968890.00
Barclays US Funding Corp
Barclays US Funding Corp 0.310000%
06737HYT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
Y
Barclays Bank Plc
N/A
N/A
N
16000000.00
15975613.33
0.0008
N
15970400.00
15970400.00
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
42001680.00
42001680.00
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
0.0058
N
120014400.00
120014400.00
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
0.0021
N
43018490.00
43018490.00
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
0.0042
N
86030960.00
86030960.00
BNP Paribas
BNP Paribas 0.410000%
05572NMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
82000000.00
82000000.00
0.0040
N
82022140.00
82022140.00
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
46003680.00
46003680.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M130607_2M47
0001197610
Other Repurchase Agreement
N
AMGEN INC
2018-06-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196458.00
241833.90
ANHEUSER-BUSCH INBEV WORLDWIDE INC
2042-07-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000.00
21878.40
APACHE CORPORATION
2044-01-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
76925.91
BANK OF AMERICA FUNDING CORPORATION 2002-1
2042-02-07
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
60003.21
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173872.00
175918.62
CATERPLR FIN SRV CO
2014-05-20
1.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
121212.02
CATERPLR FIN SRV CO
2016-08-01
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
78127.75
CITIGROUP INC
2018-05-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19000.00
22515.42
CNOOC FIN 2001 LTD
2041-01-26
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41167.00
49321.58
CNOOC FIN 2012 LTD
2022-05-02
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
902976.00
930498.71
COMCAST CORP SPL A
2037-08-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
121488.65
DANSKE BANK A S
2015-04-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9287670.00
9773879.53
DIAGEO CAPITAL PLC
2023-04-29
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5580000.00
5380422.00
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83331.00
103586.27
HUTCHISON WHAMPOA
2033-11-24
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7599000.00
10723432.28
IBM CORP
2015-02-06
0.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2676260.00
2678963.02
INTEL CORP
2042-12-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
123412.90
KRAFT FOODS GROUP INC
2040-02-09
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
106669.00
135032.29
LYONDELL BASELL INDS N V
2019-04-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2266563.00
2579799.49
MERRILL LYNCH & CO
2014-02-03
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
156701.83
MORGAN STANLEY
2015-01-26
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10600828.00
11238426.57
NEWS AMERICA
2037-11-15
6.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
207127.00
253166.27
ORACLE CORP
2040-07-19
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13870.00
16208.20
PENSKE TRUCK LEASING CO., L.P.
2016-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3538467.00
3656313.68
SPAREBANK BOLIGRED1
2018-05-02
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1049327.00
1032649.99
TIME WARNER CABLE
2021-09-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2499000.00
2642967.39
TIME WARNER CABLE INC
2013-07-01
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
46346.55
V. F. CORPORATION
2021-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55840.00
58968.19
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
50000000.00
50000000.00
0.0024
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
50001000.00
50001000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130607_2M47
0001197610
Other Repurchase Agreement
N
BEST BUY CO INC
2016-03-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1331091.00
1358822.06
CEQUEL COMMUNICATIONS HLDGS 1 LLC
2021-12-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
998436.00
978467.28
CRICKET COMMUNICATIONS INC
2020-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2222391.00
2241620.86
FIRST DATA CORP
2019-06-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3229000.00
3524475.92
FIRST DATA CORP
2020-08-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3393395.83
FORD MOTOR CREDIT COMPANY
2021-08-02
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41284.00
48102.60
FRONTIER COMMUNICATIONS CORP
2021-07-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1612958.00
1887160.86
GRIFOLS INC
2018-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
131873.00
147697.76
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209489.00
231223.48
HUNTSMAN INTERNATIONAL LLC
2020-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1064296.00
1077244.93
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4149922.00
4300356.67
PLAINS EXPLORATION & PRODUCTION COMPANY
2022-02-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1060877.00
1195144.25
ROCKWOOD SPECIALTIES GROUP, INC
2020-10-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1639682.00
1690477.98
ROYAL BK SCOTLAND GROUP PLC
2022-12-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
394102.00
409389.22
VIRGIN MEDIA FINANCE
2019-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1692302.08
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
21000000.00
21000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
21000000.00
21000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M130603_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
24090440.00
23728471.27
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
1039332146.00
244760484.62
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
243416971.00
246511044.12
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
500000000.00
500000000.00
0.0243
N
500000000.00
500000000.00
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
32999477.50
0.0016
N
32999340.00
32999340.00
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
0.0009
N
18000720.00
18000720.00
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
0.0017
N
34001360.00
34001360.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.200000%
10513DTD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
N
70000000.00
70000000.00
0.0034
N
70001400.00
70001400.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
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
55989624.44
0.0027
N
55992160.00
55992160.00
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
119895000.00
0.0058
N
119950800.00
119950800.00
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
48934258.42
0.0024
N
48962760.00
48962760.00
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
43998777.78
0.0021
N
43998680.00
43998680.00
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
39994400.00
0.0019
N
39995600.00
39995600.00
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
19995333.33
0.0010
N
19996200.00
19996200.00
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
58985446.67
0.0029
N
58988200.00
58988200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JUH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
11000000.00
10996773.33
0.0005
N
10997250.00
10997250.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JV56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
43000000.00
42983445.00
0.0021
N
42984090.00
42984090.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JV72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11995233.33
0.0006
N
11995320.00
11995320.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JW48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11993490.00
0.0006
N
11992800.00
11992800.00
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
14999700.00
0.0007
N
14999700.00
14999700.00
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
12998808.33
0.0006
N
12999610.00
12999610.00
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
999875.56
0.0000
N
999960.00
999960.00
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
27997091.11
0.0014
N
27998880.00
27998880.00
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
5995230.00
0.0003
N
5997480.00
5997480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13000000.00
12987794.44
0.0006
N
12991680.00
12991680.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4995161.11
0.0002
N
4996650.00
4996650.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TXW4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4994826.39
0.0002
N
4995950.00
4995950.00
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
0.0024
N
50000500.00
50000500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
62000000.00
62000000.00
0.0030
N
62004340.00
62004340.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
160000000.00
160000000.00
0.0078
N
160011200.00
160011200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.240000%
16144RTU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
44000000.00
44000000.00
0.0021
N
43984160.00
43984160.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
18000000.00
18000000.00
0.0009
N
18000000.00
18000000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
76000000.00
76000000.00
0.0037
N
76000000.00
76000000.00
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
96978013.34
0.0047
N
96985450.00
96985450.00
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
82901368.33
0.0040
N
82947710.00
82947710.00
Citibank, NA
Citibank, NA 0.280000%
17304UDF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
62000000.00
62000000.00
0.0030
N
62010540.00
62010540.00
Citibank, NA
Citibank, NA 0.400000%
17304UEK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
79000000.00
79000000.00
0.0038
N
79043450.00
79043450.00
Citibank, NA
Citibank, NA 0.140000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
27000000.00
27000000.00
0.0013
Security is a time deposit.
N
26999730.00
26999730.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422FZ90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
Y
JP Morgan Securities LLC
N/A
N/A
N
104000000.00
103825280.00
0.0050
N
103785760.00
103785760.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235300%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-24
2014-02-24
N
N
N
71000000.00
71000000.00
0.0034
N
71002130.00
71002130.00
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
95992906.66
0.0047
N
95997120.00
95997120.00
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
0.0036
N
75001500.00
75001500.00
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
9998066.67
0.0005
N
9998200.00
9998200.00
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
124890625.00
0.0061
N
124937500.00
124937500.00
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
17983750.00
0.0009
N
17990640.00
17990640.00
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
80891324.99
0.0039
N
80925480.00
80925480.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UTM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
98000000.00
98000000.00
0.0048
N
98005880.00
98005880.00
Credit Agricole SA
Credit Agricole SA 0.310000%
922EHT004
0001335241
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
100000000.00
100000000.00
0.0049
N
100009000.00
100009000.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
126000000.00
126000000.00
0.0061
N
126010080.00
126010080.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
94000000.00
94000000.00
0.0046
N
94003760.00
94003760.00
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
0.0086
N
178028480.00
178028480.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.080000%
22799D001_0.0800_M130603_2M47
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-12-31
2.125000
Treasury Debt
183210000.00
192920867.68
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
189137499.00
189137499.00
0.0092
N
189137499.00
189137499.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130821_2M47
0001230485
Other Repurchase Agreement
N
144A ADROC 2005-2A A1LB
2041-02-06
0.515200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5264600.00
2144570.60
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
1032.73
144A GKKRE 2007-1A A1
2056-08-15
0.555100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3845000.00
2633211.49
144A JPALT 2008-R2 A1
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
905000.00
437207.95
144A MRCY 2005-2A A1
2045-11-29
0.497700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5245000.00
1441101.86
144A RESIF 2005-C B3
2037-09-10
0.799200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
2702.89
144A SMSTR 2005-1A A1
2045-12-06
0.533100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8475000.00
2020448.94
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3850000.00
297066.98
BAFC 2004-B 5A1
2034-11-20
3.176500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14815631.00
3062872.16
BSABS 2005-CL1 A2
2034-09-25
0.693200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10013000.00
1954007.29
CMALT
2037-03-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15285000.00
4994735.14
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5721.00
3704.19
CMLTI 2007-AR8 1A3A
2037-08-25
5.524400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
76881.37
COMM 2004-LB4A A5
2037-10-15
4.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
652947.97
CSFB 2005-C1 A4
2038-02-15
5.014000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
905000.00
935692.79
CSMC TR 2013-IVR2
2043-04-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1910000.00
1875010.35
CWA05072
2036-01-25
0.633200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6390000.00
42973.44
CWALT 2005-43 3A1
2035-10-25
5.141100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20615000.00
6052455.73
CWALT 2005-54CB 3A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
19404.78
CWALT 2005-56 1A1
2035-11-25
0.923200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5155000.00
1913303.53
CWALT 2006-OA10 1A2
2046-08-25
1.009800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
214000.00
6478.09
CWALT 2006-OA14 1A2
2046-11-25
1.056400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
327981.00
7205.32
CWALT 2007-15CB A23
2037-07-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3925000.00
1540009.38
CWALT 2007-1T1 1A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
219681.81
CWALT 2007-HY4 4A1
2047-06-25
4.940900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
461083.38
CWHEL 2004-I A
2034-02-15
0.489200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14787000.00
803660.67
CWHEL 2004-K 2A
2034-02-15
0.499200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24714000.00
963436.05
CWHEL 2004-P 2A
2034-03-15
0.519200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96219700.00
5646370.73
CWHEL 2005-H 2A
2035-12-15
0.439200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39620000.00
2891742.49
CWHL 2005-HYB7 6A1
2035-11-20
5.143500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17795000.00
5294962.05
CWL 2002-6 AV1
2033-05-25
0.623200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35603900.00
564975.71
CWL 2005-17 4A2A
2036-05-25
0.453200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65200.00
9993.73
CXHE
2033-09-25
0.893200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5940000.00
3040152.84
FFML 2003-FFH2 M1B
2034-02-25
1.168200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2116550.06
GSR
2046-08-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
174000.00
26931.31
HEAT
2033-02-25
1.543200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
558129.55
HVMLT 2006-9 2AB2
2036-11-19
0.478000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40628500.00
2384534.96
IMSA 2005-2 A2C
2036-03-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
446807.46
IMSA 2005-2 A2D
2036-03-25
0.623200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
720000.00
352261.23
IMSA 2005-2 A2D
2036-03-25
0.623200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
26908.84
INDA 2007-AR3 1A1
2037-07-25
3.135400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4080000.00
1785019.33
INDA 2007-AR3 3A1
2037-07-25
5.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
27471.97
INDX 2007-AR5 2A1
2037-05-25
2.792200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12924000.00
4028415.63
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
940357.30
LBMLT 2004-1 M4
2034-02-25
1.693200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
463231.12
LXS 2006-4N A1D1
2046-04-25
0.523200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13245000.00
4590092.88
LXS 2007-12N 1A3A
2047-07-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1435000.00
704490.40
LXS 2007-7N 2A2B
2047-06-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8135000.00
3268803.55
MARM
2046-12-25
1.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
441000.00
114510.54
MSAC 2004-HE5 M1
2034-06-25
0.823200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
797340.63
MSAC 2004-HE5 M1
2034-06-25
0.823200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
179401.64
NSTR
2037-03-25
0.423200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
47058.30
RALI 2006-Q10 A1
2037-01-25
0.353200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
7886133.79
RALI 2007-QS9 A33
2037-07-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13260000.00
5888935.83
RAMC 2002-3 M1
2032-12-25
1.193200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5375000.00
2687780.01
RAMC 2004-4 AF5
2035-02-25
5.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4850000.00
4709017.63
RASC 2005-EMX3 M3
2035-09-25
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3466281.00
2968514.62
SABR 2006-OP1 M4
2035-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
31397.41
SAST 2005-3 M3
2035-11-25
0.693200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5575000.00
2482571.50
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
1792281.73
TIAAS 2007-C4 AJ
2039-08-15
5.535600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
606736.70
WMALT 2007-2 2A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1965000.00
727242.21
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
91000000.00
91000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
91000000.00
91000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2M47
0001230485
Other Repurchase Agreement
N
144A ADROC 2005-2A A1LB
2041-02-06
0.515200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101937800.00
41525055.87
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
92946.00
144A BCAP 2009-RR1 3A3
2037-08-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
789445.00
725906.53
144A CMLT 2008-LS1 J
2049-12-10
6.005600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
860000.00
11053.07
144A IRWHE 2006-P1 2A3
2037-06-25
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1394022.46
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
53800.88
ABS GREENTRE 96-2
2027-04-15
7.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1559700.00
166988.97
BAMH 1997-2 B1
2022-02-10
7.070000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4419500.00
1928911.87
BSABS 2007-AQ2 A4
2037-01-25
0.523200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10124000.00
1001406.37
BSSLT
2037-01-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2879817.00
374430.14
CFLX 2007-M1 1A1
2037-08-25
0.343200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1888087.00
271254.89
CMALT 2006-A4 1A8
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
388000.00
237394.25
CWALT 2005-54CB 3A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1310000.00
363146.54
CWALT 2005-J10 2A3
2035-10-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31500000.00
8183998.12
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1069500.00
639232.12
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5470700.00
2830995.86
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
271054.09
DSLA
2036-09-19
0.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3145000.00
508097.81
GMACM 2004-HE4 A3
2035-03-25
0.463200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2245000.00
789940.86
GMACM 2005-HE3 A3
2036-02-25
0.433200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70040.00
27567.80
GPMF 2005-AR4 4A2
2045-10-25
0.553200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87676650.00
979226.09
GSR
2046-08-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15850000.00
2453225.22
HEMT 2006-5 A2
2037-01-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10819877.00
94606.56
IMSA 2005-2 A2C
2036-03-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
70006.70
INDA 2007-AR3 3A1
2037-07-25
5.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1090000.00
460683.86
LBMLT 2006-A A1
2036-05-25
0.283200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8209900.00
771196.02
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16042000.00
5020489.48
MLCFC 2007-5
2048-08-12
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
12954891.20
MLMI 2006-WMC1 A2C
2037-01-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22800000.00
5423826.21
MSC 2007-IQ16 AMA
2049-12-12
6.089300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
157238.21
OAK 2000-D A4
2030-07-15
7.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765700.00
491407.40
OAKWOOD MORTGAGE INVESTORS IN
2026-10-15
8.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9990000.00
5985200.08
RAST
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
26106.46
RAST 2006-A1 1A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
402230.31
SABR 2006-OP1 M4
2035-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1660000.00
868661.76
SACO
2036-06-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1984317.00
176028.23
SACO
2036-07-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60450683.00
5598509.00
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
255264.37
WMALT 2007-HY1 A1
2037-02-25
0.283200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25445000.00
4514005.00
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
94000000.00
94000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
94000000.00
94000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2M47
0001230485
Other Repurchase Agreement
N
144A BACM 2007-4 J
2051-02-10
5.811100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10390000.00
888974.61
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
2571679.35
144A BMLDB 2012-OSI A2FX
2029-04-13
3.352000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2560000.00
2674667.05
144A CMLT 2008-LS1 J
2049-12-10
6.005600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2290000.00
29432.00
144A COMM 2005-F10A L
2017-04-15
1.899200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
283927.33
144A CSMC 2009-2R 5A2
2035-12-26
4.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2158660.00
679588.87
144A JPALT 2008-R4 2A1
2037-06-27
0.698200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6759514.00
2914210.88
144A JPMCC 2009-IWST A2
2027-12-05
5.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2115000.00
2494166.95
144A JPMCC 2011-C5 AS
2046-08-15
5.314300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
424949.97
144A WFRBS 2011-C2 A4
2044-02-15
4.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970000.00
2254892.60
ABFC 2006-HE1 A2B
2037-01-25
0.303200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6506300.00
2533376.22
ABS GREENTRE 96-2
2027-04-15
7.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78200.00
8372.47
ACE
2036-08-25
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6800000.00
2564323.51
ACE 2006-NC3 A2B
2036-12-25
0.303200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19999967.00
6403796.24
AFT 99-1A A1 ASST BK LN
2024-05-15
0.679200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22293000.00
7273207.89
ARMT
2037-03-25
3.137300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2480000.00
1058176.37
ARMT 2005-11 2A41
2036-02-25
2.870200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10555000.00
1588703.02
ARMT 2005-5 3A3
2035-09-25
5.138800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
1174565.76
ARSI 2005-W2 M1
2035-10-25
0.683200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1189105.33
BAFC 2007-E 4A1
2047-07-20
2.955100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10002000.00
2942325.22
BALTA 2005-7 (B57L)
2035-09-25
2.896100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7040000.00
1949134.25
BANC OF AMERICA COMM MTG
2049-06-10
5.619700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
28517.35
BOAMS
2035-10-25
3.081600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13105000.00
18664.21
BSABS 2006-SD4 2A1
2036-10-25
4.009100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1769906.43
BSCMS 2006-PW11 A4
2039-03-11
5.447400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160555.00
177151.43
CD 2005-CD1 A3
2044-07-15
5.218400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1315000.00
1340546.12
CHASE 2006-S3 1A3
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
971950.00
257613.26
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1105000.00
715457.51
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
1658978.62
COMM 2004-LB4A A5
2037-10-15
4.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
77731.90
CSMC 2009-5R
2036-06-25
2.408300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
111179.46
CSMC SERIES 2010-RR2
2039-09-15
5.764100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
845000.00
960145.37
CSMC TR 2013-IVR2
2043-04-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
1305635.48
CWALT
2035-10-25
0.503200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46297200.00
4784181.21
CWALT 2005-79CB A1
2036-01-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
2721017.09
CWALT 2005-J8 1A1
2035-07-25
0.893200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
2481887.70
CWALT 2006-32CB A20
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
334420.53
CWALT 2006-OA10 1A2
2046-08-25
1.009800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2337700.00
70765.62
CWALT 2006-OA7 2A2
2046-06-25
1.116400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7150000.00
102669.91
CWALT 2007-1T1 1A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
25946.67
CWHEL 2004-I A
2034-02-15
0.489200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48336800.00
2627063.30
CWHL 2005-HYB7 6A1
2035-11-20
5.143500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
222300.00
66146.11
CWL
2035-11-25
4.867000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4522465.00
4255151.86
CWL
2037-09-25
0.363200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2550000.00
1842597.43
CWL 2002-6 AV1
2033-05-25
0.623200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101413100.00
1609260.16
CWL 2005-16 4AV3
2036-05-25
0.443200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22695000.00
3737858.42
CWL 2005-17 4A2A
2036-05-25
0.453200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40803056.00
6254214.80
CWL 2005-IM3 A3
2036-03-25
0.443200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1340000.00
393381.98
CWL 2006-16 2A2
2046-12-25
0.343200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4268200.00
2211137.77
CWL 2007-7 2A3
2047-10-25
0.423200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43860500.00
30697230.70
CWL 2007-BC3 2A2
2047-11-25
0.313200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
805996.48
DSLA 2005-AR3 2A1C
2045-07-19
0.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11127000.00
279969.58
DSLA 2007-AR1 2A1A
2048-04-19
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
13684484.66
FFMER 2007-3 A2C
2037-06-25
0.373200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3047594.13
FFML 2005-FF1 M1
2034-12-25
0.683200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3735552.13
FHASI 2007-4 1A8
2037-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1835000.00
1112008.59
GCCFC
2049-12-10
6.046600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
6878528.59
GCCFC 2007-GG9 F
2039-03-10
5.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
720000.00
63137.12
GPMF 2006-AR6 A3A
2046-10-25
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205000.00
617401.74
GRANM 2006-3 A4
2054-12-20
0.278200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6030000.00
1801433.83
GSMS
2045-08-10
5.788200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5616000.00
19182.57
HVMLT
2036-11-19
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15380000.00
900858.01
HVMLT 2006-9 2AB2
2036-11-19
0.478000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16920000.00
993054.91
IMSA 2005-2 A2C
2036-03-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1220000.00
502401.01
INDX 2005-AR1 3A2
2035-03-25
2.609900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10054000.00
1380820.35
INDX 2005-AR7 5A1
2035-06-25
5.191700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12825000.00
2587372.03
INDX 2006-AR25 6A1
2036-09-25
4.948100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
261653.21
JPMCC 2005-CB13 A2FL
2043-01-12
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
73643.40
JPMCC 2008-C2 A4
2051-02-12
6.068000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
795000.00
890986.45
LBMLT 2002-1 2M1
2032-05-25
1.193200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
233014.17
LBUBS 2006-C3 A4
2039-03-15
5.661000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1355000.00
1501965.65
ML-CFC COMMERCIAL TRUST 2
2016-12-12
5.928400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
31642.35
MSAC 2004-NC1 M2
2033-12-27
1.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9492000.00
1161847.75
MSC 2007-IQ16 AMA
2049-12-12
6.089300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2595000.00
3022467.73
MSHLC 2007-1 A
2031-12-25
0.293200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41790100.00
17830070.71
RALI 2005-QS14 3A3
2035-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
305036.14
RALI 2005-QS2 A3
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
261566.49
RALI 2006-Q10 A1
2037-01-25
0.353200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12500000.00
4928833.62
RALI 2006-QS1 A5
2036-01-25
1.103200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5658600.00
1599563.46
RALI 2007-QS9 A33
2037-07-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2930000.00
1301250.53
RAST 2005-A10 A4
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2395000.00
2156948.46
RAST 2007-A2 1A3
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6860000.00
2155391.86
RBSGC
2037-01-25
0.643200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
668852.33
SAMI 2007-AR2 1A2
2037-02-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4260000.00
159916.72
SAMI 2007-AR4 A3
2047-09-25
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1535000.00
1030587.31
SAST 2005-4 M1
2035-12-21
0.633200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5692000.00
4934753.22
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1130000.00
1227441.43
SDART 2012-3 E
2019-06-17
5.130000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
963922.00
991574.49
SEQUOIA MTG TR 2013-3
2043-03-25
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1445000.00
1375389.14
TIAAS 2007-C4 AJ
2039-08-15
5.535600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1775000.00
1940464.22
TMTS 2005-14HE AV2
2036-08-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
1453383.77
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855000.00
824955.57
WMALT 2007-2 2A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2375000.00
878982.31
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
181000000.00
181000000.00
0.0088
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
181088690.00
181088690.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.280000%
2284K0UK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
90000000.00
89967800.00
0.0044
N
89976600.00
89976600.00
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
0.0088
N
182054600.00
182054600.00
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
0.0093
N
191328520.00
191328520.00
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
9004500.00
9004500.00
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
27011610.00
27011610.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BYX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
71000000.00
71000000.00
0.0034
N
71003550.00
71003550.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BZL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
136000000.00
136000000.00
0.0066
N
136006800.00
136006800.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M130603_2M47
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
49515800.00
50722747.62
United States Treasury Department
2037-05-15
5.000000
Treasury Debt
38641100.00
51277277.32
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
100000000.00
100000000.00
0.0049
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M130603_2M47
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
53372020.00
53372325.24
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
102900000.00
107094518.58
GNMA
2037-11-16
2.750000
Government Agency Debt
14454624.00
11133156.31
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
165000000.00
165000000.00
0.0080
N
165000000.00
165000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988RGN000_0.2800_M130603_2M47
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749999.25
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749976.51
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749939.40
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749979.97
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749984.41
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
875.71
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749985.53
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749952.75
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749964.15
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749940.22
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749920.95
ISHARES INC MSCI MEX
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749998.35
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749962.82
MONSANTO CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749905.68
SPRINT NEXTEL CORP COM SER
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749993.86
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749962.64
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749971.80
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749858.07
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749927.40
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749991.48
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749947.08
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
750000.03
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
15000000.00
15000000.00
0.0007
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M130607_2M47
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
678.24
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999966.30
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999924.75
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999957.54
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999927.27
AFLAC INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4668552.00
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4648209.30
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999946.32
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999986.58
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999958.28
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999989.57
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4598704.62
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999977.57
ALTRIA GROUP INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999967.07
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999966.74
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
725272.24
AMERICAN ELEC PWR INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
829.62
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4580111.08
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999982.90
ANADARKO PETE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999950.67
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999945.75
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999965.25
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4529995.47
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999985.47
COCA COLA CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999965.79
EXXON MOBIL CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4600448.04
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4599956.87
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999946.75
HEINZ H J CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999968.58
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4644607.50
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999970.35
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999924.75
ISHARES INC MSCI MEX
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4588359.50
ISHARES INC MSCI MEX
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999997.80
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4508027.87
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999963.49
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999918.07
MCKESSON CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3885776.58
MONSANTO CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999986.82
MONSANTO CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999944.22
PROCTER & GAMBLE CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4611026.09
SPRINT NEXTEL CORP COM SER
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999994.26
TEEKAY CORPORATION COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4595202.36
TIME WARNER INC COM NEW
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4629485.16
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4648855.12
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999941.68
TRAVELERS COMPANIES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999922.00
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4597300.80
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999997.80
TYCO INTERNATIONAL LTD SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999973.80
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4630542.54
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999976.50
UNION PAC CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999915.54
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4640529.64
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999996.64
UNITED TECHNOLOGIES CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999999.16
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4554525.84
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999970.92
VERIZON COMMUNICATIONS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999955.92
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4563741.09
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999995.07
WAL MART STORES INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999979.86
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4550774.54
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999951.15
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1000000.04
WELLS FARGO & CO NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3999971.25
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
192000000.00
192000000.00
0.0093
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
192003680.00
192003680.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
99ETSZ007_0.0600_M130606_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-25
2.500000
Government Agency Debt
40672533.00
41415301.90
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
69385029.00
64170974.40
GNMA
2037-11-16
2.750000
Government Agency Debt
132967851.00
102413723.79
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0097
N
200000000.00
200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M130607_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-06-01
3.800000
Government Agency Debt
1481684.00
267448.28
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
54682964.00
62132551.78
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
60000000.00
60000000.00
0.0029
N
60000000.00
60000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M130607_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1443366.00
702489.76
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
17665853.00
10827773.59
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
40009.00
42409.56
Fannie Mae
2042-12-01
4.000000
Government Agency Debt
631154.00
667498.79
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
89941126.00
90980977.21
GNMA
2038-12-15
7.000000
Government Agency Debt
3298526.00
771362.50
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0049
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130603_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-02-01
4.500000
Government Agency Debt
4301549.00
810296.63
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
3264529.00
652381.26
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
231386.00
43584.96
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
1212463.00
192319.75
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
580623.00
643367.88
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
245904.00
136341.19
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1295306.00
808981.97
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
880883.00
428727.91
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
467015.00
413764.46
Fannie Mae
2042-08-25
2.500000
Government Agency Debt
131504.00
133905.55
GNMA
2038-12-15
7.000000
Government Agency Debt
2729998.00
638411.85
GNMA
2041-10-20
6.500000
Government Agency Debt
26592953.00
29326804.16
GNMA
2042-07-20
3.000000
Government Agency Debt
147814742.00
154004914.38
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
181000000.00
181000000.00
0.0088
N
181000000.00
181000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M130605_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-05-01
4.500000
Government Agency Debt
4156591.00
389440.62
Fannie Mae
2019-01-01
4.500000
Government Agency Debt
2720000.00
382716.33
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
105768.00
79776.83
Fannie Mae
2027-07-01
7.000000
Government Agency Debt
454614.00
55396.04
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
19439913.00
21157022.05
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
709735.00
141832.96
Fannie Mae
2036-07-01
3.022000
Government Agency Debt
6421762.00
2569596.53
Fannie Mae
2036-07-01
9.000000
Government Agency Debt
474007.00
398821.97
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
2019208.00
402542.10
Fannie Mae
2037-06-01
4.500000
Government Agency Debt
1230422.00
393108.93
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1234501.00
395319.55
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1703240.00
392533.09
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
2195325.00
384333.59
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
3337439.00
957193.59
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
3593140.00
386592.09
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
7511735.00
393517.11
Fannie Mae
2039-02-01
6.500000
Government Agency Debt
15421814.00
4505436.60
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
291899.00
69228.81
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
763166.00
393356.53
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
1310000.00
398020.48
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
758924.00
383688.45
Fannie Mae
2040-04-01
3.774000
Government Agency Debt
7713750.00
4156045.91
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
2930196.00
3246846.89
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
645749.00
400641.95
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
559271.00
395426.98
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
368484.00
156962.95
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
603783.00
334766.80
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
500000.00
397085.81
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
446574.00
391420.81
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
788667.00
437125.84
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
542179.00
403924.30
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
5579724.00
3583469.66
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
893313.00
554872.91
Fannie Mae
2041-07-01
3.593000
Government Agency Debt
670485.00
507643.01
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
475562.00
395784.51
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
698413.00
390358.57
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
18863271.00
18175454.50
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
968917.00
946653.06
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
668790.00
592532.43
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
2069655.00
1500913.73
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
3125391.00
3271532.44
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
400000.00
395309.58
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
193887.00
182229.47
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
17022.00
17097.52
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
22149893.00
20352230.84
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
58595.00
54650.18
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
391018.00
390098.98
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
3208447.00
3391121.80
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
378719.00
385656.47
Fannie Mae
2043-03-25
3.000000
Government Agency Debt
21760477.00
20902134.98
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
15595573.00
16124527.12
GNMA
2038-12-15
7.000000
Government Agency Debt
816074.00
190839.45
GNMA
2042-07-20
2.000000
Government Agency Debt
2855.00
2813.54
GNMA
2042-10-20
2.000000
Government Agency Debt
13761582.00
13540500.31
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
145000000.00
145000000.00
0.0070
N
145000000.00
145000000.00
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
14000700.00
14000700.00
DNB Bank ASA
DNB Bank ASA 0.225000%
23330LWD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
176000000.00
176000000.00
0.0085
N
176008800.00
176008800.00
DNB Bank ASA
DNB Bank ASA 0.223300%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-27
2013-11-27
N
N
N
30000000.00
30000000.00
0.0015
N
30002100.00
30002100.00
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
0.0026
N
54001620.00
54001620.00
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
0.0014
N
28001960.00
28001960.00
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
5000250.00
5000250.00
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
2013-06-07
2013-06-07
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 0.190000%
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
69044169.10
0.0034
N
69045166.50
69045166.50
Fannie Mae
Fannie Mae 0.030000%
313589HP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
50000000.00
49998833.34
0.0024
N
49999200.00
49999200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385GM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
50000000.00
49999888.89
0.0024
N
49999950.00
49999950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385GM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
30000000.00
29999900.00
0.0015
N
29999970.00
29999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385GM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
24000000.00
23999913.34
0.0012
N
23999976.00
23999976.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385GM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
4000000.00
3999983.33
0.0002
N
3999996.00
3999996.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313385GP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
45000000.00
44999900.00
0.0022
N
44999955.00
44999955.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385GU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
17000000.00
16999745.00
0.0008
N
16999949.00
16999949.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385GW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
118000000.00
117998557.78
0.0057
N
117999646.00
117999646.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385HD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
11013000.00
11012697.14
0.0005
N
11012944.94
11012944.94
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385HD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
10000000.00
9999675.00
0.0005
N
9999950.00
9999950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385HL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
17000000.00
16999173.61
0.0008
N
16999881.00
16999881.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385HQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
24000000.00
23999323.33
0.0012
N
23999616.00
23999616.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
37000000.00
36998612.50
0.0018
N
36999371.00
36999371.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
33000000.00
32998350.00
0.0016
N
32999439.00
32999439.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385HT6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
25000000.00
24998666.66
0.0012
N
24999550.00
24999550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385JF4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
13719000.00
13718077.78
0.0007
N
13718670.74
13718670.74
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385JH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
N
N
1000000.00
999929.72
0.0000
N
999974.00
999974.00
Freddie Mac
Freddie Mac 0.045000%
313397HG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
6000000.00
5999842.50
0.0003
N
5999964.00
5999964.00
Freddie Mac
Freddie Mac 0.229400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-10
2014-05-09
N
N
N
100000000.00
100000000.00
0.0049
N
100074300.00
100074300.00
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
118993388.88
0.0058
N
118997620.00
118997620.00
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
74980500.00
0.0036
N
74991000.00
74991000.00
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
100938053.33
0.0049
N
100970710.00
100970710.00
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
999265.00
0.0000
N
999660.00
999660.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
65000000.00
64950166.67
0.0032
N
64963600.00
64963600.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
N
33000000.00
32973435.00
0.0016
N
32979870.00
32979870.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
N
N
180000000.00
179830950.01
0.0087
N
179857800.00
179857800.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
29000000.00
28972578.89
0.0014
N
28976800.00
28976800.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXW2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
N
110000000.00
109895286.11
0.0053
N
109910900.00
109910900.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HYK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
N
7000000.00
6992441.94
0.0003
N
6992930.00
6992930.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.190000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
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 0.600000%
921AAP008_0.6000_M130808_2M47
0000769993
Other Repurchase Agreement
N
CENVEO INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
203206.08
CINCINNATI BELL INC NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
96413.80
Fannie Mae
2042-11-01
2.342000
Government Agency Debt
29850578.00
29622256.85
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
17301825.00
17429657.54
HEARTLAND PMT SYS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
58135.86
HUMANA INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099925.05
IMMUNOCELLULAR THERAPEUTICS COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
672990.42
OCCIDENTAL PETE CORP DEL COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099935.75
PENNEY J C INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099994.27
PEPSICO INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099923.74
REALOGY HLDGS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099958.68
URANERZ ENERGY CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
133722.19
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
62000000.00
62000000.00
0.0030
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
62053320.00
62053320.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M130606_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-01-01
2.500000
Government Agency Debt
11499797.00
11495404.61
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
11424793.00
11363582.45
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
11117957.00
11443683.40
Fannie Mae
2028-03-01
3.000000
Government Agency Debt
10777833.00
11257842.45
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
10570197.00
11159982.28
Fannie Mae
2033-03-01
3.000000
Government Agency Debt
11076859.00
11318924.41
Fannie Mae
2035-02-01
2.650000
Government Agency Debt
38449777.00
11307304.97
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
13607591.00
11227560.06
Fannie Mae
2039-12-01
6.000000
Government Agency Debt
31887014.00
11433320.49
Fannie Mae
2040-05-01
3.487000
Government Agency Debt
40028268.00
11438781.70
Fannie Mae
2040-11-01
3.644000
Government Agency Debt
25226581.00
11378582.30
Fannie Mae
2041-06-01
3.627000
Government Agency Debt
18056140.00
11636121.74
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
11528125.00
11589599.71
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
9806999.00
10338099.00
Fannie Mae
2042-12-01
4.000000
Government Agency Debt
10330652.00
11153820.87
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
11475809.00
11546654.62
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
10770386.00
11229010.50
Fannie Mae
2043-01-01
4.000000
Government Agency Debt
10777343.00
11437284.48
Fannie Mae
2043-02-01
4.000000
Government Agency Debt
10740628.00
11593912.71
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
11342394.00
11466511.23
Freddie Mac
2028-05-01
2.500000
Government Agency Debt
11270651.00
11519409.74
Freddie Mac
2031-04-01
5.000000
Government Agency Debt
12792036.00
11681961.11
Freddie Mac
2032-05-01
4.000000
Government Agency Debt
10640141.00
11200851.38
Freddie Mac
2039-11-01
5.500000
Government Agency Debt
20367202.00
11259305.02
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
16370000.00
11513982.87
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
15825263.00
11305563.20
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
20430070.00
11503840.82
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
10717110.00
11168054.51
Freddie Mac
2043-01-01
3.000000
Government Agency Debt
11679759.00
11612452.62
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
11018736.00
11503452.58
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
10980495.00
11483841.56
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
1514695.00
1647306.42
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
10679987.00
11620611.36
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
11000000.00
11563383.33
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
370000000.00
370000000.00
0.0180
N
369996300.00
369996300.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130605_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-05-01
4.000000
Government Agency Debt
22522222.00
21316537.35
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
18896056.00
18769714.66
Freddie Mac
2039-11-01
5.000000
Government Agency Debt
31865000.00
21375335.57
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
19159213.00
19219221.80
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
20319731.00
21319190.84
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
100000000.00
100000000.00
0.0049
N
100000000.00
100000000.00
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
89989125.00
0.0044
N
89990100.00
89990100.00
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
24995368.05
0.0012
N
24995750.00
24995750.00
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
74985500.00
0.0036
N
74986500.00
74986500.00
Govco, LLC
Govco, LLC 0.290000%
38362VUB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
19000000.00
18994183.89
0.0009
N
18994490.00
18994490.00
Govco, LLC
Govco, LLC 0.290000%
38362VUR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3998324.44
0.0002
N
3998360.00
3998360.00
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
5999860.00
0.0003
N
5999880.00
5999880.00
Indiana Health & Educational Facility Financing Auth
Taxable RB (Union Hospital) Series 2006B 0.150000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
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 (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.250000%
4497W0W53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
Y
ING Bank NV
N/A
N/A
N
30000000.00
29980416.66
0.0015
N
29975100.00
29975100.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W0WC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
Y
ING Bank NV
N/A
N/A
N
23000000.00
22984513.34
0.0011
N
22979070.00
22979070.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.275000%
4497W0XU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
Y
ING Bank NV
N/A
N/A
N
12000000.00
11986525.00
0.0006
N
11983500.00
11983500.00
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
0.0055
N
114029640.00
114029640.00
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
27007290.00
27007290.00
ING Bank NV
ING Bank NV 0.280000%
922GHP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
155000000.00
155000000.00
0.0075
N
155000000.00
155000000.00
ING Bank NV
ING Bank NV 0.280000%
922JAD005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
49000000.00
49000000.00
0.0024
N
48997060.00
48997060.00
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
22000000.00
0.0011
N
22000000.00
22000000.00
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
85000000.00
84972138.89
0.0041
N
84976200.00
84976200.00
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
19981400.00
0.0010
N
19989000.00
19989000.00
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
102893566.66
0.0050
N
102936140.00
102936140.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.356100%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2014-01-22
N
N
N
67000000.00
67000000.00
0.0033
N
67025460.00
67025460.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.100000%
46899T004_0.1000_M130603_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-25
2.000000
Government Agency Debt
127000000.00
27333095.77
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
90000000.00
31692550.52
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
48718553.00
17533428.91
Fannie Mae
2039-12-25
1.050000
Government Agency Debt
115000000.00
22482449.39
Fannie Mae
2041-06-25
0.770000
Government Agency Debt
70000000.00
30552763.02
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1280.00
1116.91
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
20977549.00
19063719.30
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
25000000.00
8673017.91
Freddie Mac
2026-07-15
5.500000
Government Agency Debt
15000000.00
15873350.00
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
31715000.00
12873288.13
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
13912290.02
Freddie Mac
2040-04-15
4.000000
Government Agency Debt
23302000.00
18154142.20
Freddie Mac
2041-03-15
2.000000
Government Agency Debt
15353000.00
14741126.39
Freddie Mac
2041-12-15
3.000000
Government Agency Debt
20000000.00
17159776.02
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
4541143.00
5171843.59
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
1998500.00
2209674.76
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
250000000.00
250000000.00
0.0121
N
250000000.00
250000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ABC006_0.6500_M130801_2M47
0001168163
Other Repurchase Agreement
N
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11356239.00
11362202.29
DBUBS 2011 LC3 MTG TR
2044-08-10
5.571200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17946906.00
18383767.19
GS MORT SEC CORP II
2039-07-10
4.782000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
29038422.00
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3490507.00
3495020.23
JP MORGAN CHASE CMBS 2013-C10
2047-12-17
3.142500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45128.00
45202.44
JP MORGAN CHASE COMM MTG SEC
2041-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38714066.00
21820585.82
JP MORGAN CHASE COMML MTGE SEC
2043-06-15
6.523100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2144183.00
2411468.64
JPM CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 200
2051-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14263388.00
13415001.68
JPMCC 2007
2049-02-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15293311.00
17037069.61
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11415233.00
11134444.65
JPMORGAN CHASE COMML MTGE SECUR
2019-07-15
1.053200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
597290.00
439822.48
SEQUOIA MTG TR 2013-4
2043-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2272690.00
2185962.02
UBS COMMERCIAL MORTGAGE TRUST 2007 FL1
2024-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23837122.00
22288734.07
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
133000000.00
133000000.00
0.0065
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
133113050.00
133113050.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.396800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-06-21
2014-06-21
N
N
N
47000000.00
47000000.00
0.0023
N
47019317.00
47019317.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.377100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-07-18
2014-06-18
N
N
N
90000000.00
90000000.00
0.0044
N
90086580.00
90086580.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.355600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-07-22
2014-06-20
N
N
N
30000000.00
30000000.00
0.0015
N
30043920.00
30043920.00
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
0.0028
N
57001710.00
57001710.00
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
0.0024
N
49003430.00
49003430.00
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
0.0024
N
50000500.00
50000500.00
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
0.0052
N
107007490.00
107007490.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
180000000.00
180000000.00
0.0087
N
180007200.00
180007200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
5000000.00
5000000.00
0.0002
N
5000200.00
5000200.00
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
28996391.11
0.0014
N
28998840.00
28998840.00
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
39994666.67
0.0019
N
39998400.00
39998400.00
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
75887856.00
0.0037
N
75895446.00
75895446.00
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
14995625.00
0.0007
N
14997750.00
14997750.00
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
5995230.00
0.0003
N
5996700.00
5996700.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2X34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-03
2013-10-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49954250.00
0.0024
N
49966000.00
49966000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.100000%
53943RT41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
21000000.00
20999941.67
0.0010
N
20999790.00
20999790.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.100000%
53943RT58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
67000000.00
66999627.78
0.0033
N
66998660.00
66998660.00
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
39997822.22
0.0019
N
39998400.00
39998400.00
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
18998548.61
0.0009
N
18999050.00
18999050.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.230000%
53944LKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
23000000.00
23000000.00
0.0011
N
23001380.00
23001380.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LT46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
32000000.00
31999813.33
0.0016
N
31999360.00
31999360.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LT46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
25000000.00
24999847.22
0.0012
N
24999500.00
24999500.00
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
6072763.83
0.0003
N
6072817.81
6072817.81
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
61997055.00
0.0030
N
61998140.00
61998140.00
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
29997625.00
0.0015
N
29998500.00
29998500.00
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
10999013.05
0.0005
N
10999340.00
10999340.00
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X4TR5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
40000000.00
39996088.89
0.0019
N
39997200.00
39997200.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
26000000.00
25994922.78
0.0013
N
25996620.00
25996620.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130820_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
3745000.00
1086050.00
AAR CORP
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1661083.33
ABBVIE INC
2018-11-06
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3002430.00
ABBVIE INC
2022-11-06
2.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
1660934.00
ADR FOMENTO ECONOMICO
2023-05-10
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
946857.08
ADR FOMENTO ECONOMICO
2043-05-10
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
501166.65
ADR LLOYDS TSB
2099-11-14
6.267000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
913000.00
761633.20
AGL CAPITAL CORP
2043-06-01
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
117785.20
AIR LEASE CORPORATION
2016-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
1828968.75
AIRCASTLE LTD
2018-08-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
319687.50
ALCOA INC 3.75 PRF
2013-07-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102366.67
ALLIANCE DATA SRA CUM
2020-04-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
540000.00
ALLOY FINANCIAL INC
2020-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3028173.00
3613619.78
ALLY FINANCIAL INC
2017-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5536000.00
6048618.22
AMAZON .COM
2022-11-29
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1841000.00
1754875.97
AMERICAN AIRLINES INC
2016-08-01
13.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
476171.20
AMERICAN EXPRESS CO
2013-07-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
138203.10
AMERICAN EXPRESS COMPANY
2042-12-03
4.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4330000.00
4024215.40
AMERICAN INTERNATIONAL GROUP INC
2013-11-30
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
101550.42
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2015-02-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
93688.12
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
379000.00
389185.63
ARCELORMITTAL CLASS A NY REGISTRY NEW,LU
2015-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1024038.00
1165326.80
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
795000.00
883926.82
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
669000.00
670449.50
ATHLON HLDGS LP ATHLON FIN CORP
2021-04-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
156977.08
ATWOOD OCEANICS INC
2020-02-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
218333.33
AVON PRODUCTS, INC
2043-03-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8126000.00
9175077.89
BALL CORP
2019-09-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
243856.25
BALL CORP
2021-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
854615.00
916622.07
BANQUE PSA FIN
2014-04-04
2.274300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
19997.02
BASIC ENERGY SERVICES INC
2019-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
511000.00
549488.24
BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GR
2021-03-10
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1221000.00
1367062.12
BBVA U.S. SENIOR, S.A. UNIPERSONAL
2015-10-09
4.664000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3275000.00
3438576.06
BILL BARRETT CORP B
2016-07-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
518845.14
BNP Paribas
2099-06-29
5.186000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
99939.64
BOMBARDIER INC
2020-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
1072225.00
BOSTON SCIENTIFIC CORP
2015-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
429228.00
BRASKEM AMER FIN CO
2041-07-22
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
467000.00
488263.09
BUMBLE BEE ACQUISITION CORP
2017-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1534000.00
1751061.00
CALPINE CONSTRUCTION FINANCIAL CORP,TX
2016-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2933708.00
3168404.64
CALPINE CORP
2017-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
157764.58
CAMPBELL SOUP COMPANY
2019-02-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
227000.00
256603.07
CB CAPITAL ONE FIN
2017-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35337000.00
43182520.77
CB GEO GROUP INC THE
2021-02-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
565848.54
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
134797.65
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2023-04-15
3.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151000.00
151676.20
CCO HOLDINGS, LLC
2023-02-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3160000.00
3186377.23
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
217758.10
CEDAR FAIR CNANDA
2018-08-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
74370.83
CELANESE US HOLDING LLC
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
726601.00
790879.96
CENCOSUD S A
2023-01-20
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1380000.00
1415010.02
CINEMARK USA INC
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
821000.00
953403.35
Citigroup, Inc
2023-05-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3310000.00
3140470.99
CLEARWIRE COMMUNICATION INC LLC
2017-12-01
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
91312.50
CMS ENERGY CORP
2018-02-15
5.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
425063.19
COGECO CABLE INC
2020-05-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
90590.62
COMCAST CORP SPL A
2014-01-15
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117000.00
122788.25
COMM EDISON COMPANY
2014-01-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
101412.31
COMPANHIA DE SANEAMENTO BASICO DO ESTADO
2020-12-16
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
220979.17
COMPUTER SCIENCES CORPORATION
2022-09-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6685000.00
7002901.46
CONAGRA INC
2023-01-25
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42000.00
41503.98
CONCHO RESOURCES
2021-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
202000.00
226026.78
CONSTELLATION BRANDS
2014-12-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
1047528.61
CONTINENTAL RES INC
2023-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
203150.00
CONTINENTAL RESOURCES INC
2019-10-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
273000.00
308831.25
CONTINENTAL RESOURCES INC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
340312.50
CORRECTIONS CORP OF AMER
2020-04-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
101187.50
COSAN LUXEMBOURG S A
2018-03-14
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625000.00
337158.40
COVIDIEN INTL FIN SA
2015-06-15
2.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177000.00
186368.81
CSC HOLDINGS LLC
2031-11-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
572730.00
CSN ISLANDS XII CORP
2099-12-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
295716.67
DELL INC
2014-04-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
232000.00
242277.02
DIGICEL LIMITED
2017-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
152741.88
DIGICEL LIMITED
2020-02-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
267895.83
DIRECTV HLDGS LLC
2020-03-15
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2286.86
DISH DBS CORP
2021-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10413000.00
11363186.26
DISH DBSCORP
2018-04-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1458750.00
DR HORTON INC
2018-02-15
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
452250.00
E CL SA
2021-01-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
428928.80
EDISON MISSION ENERGY
2016-06-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1165000.00
658225.00
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
281432.25
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
376761.55
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
246519.11
EL PASO PIPELINE PARTNERS OPERATIONG COMPANY LLC
2021-10-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
394160.67
EMGESA SA ESP BOGATA
2021-01-25
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
1875700.09
ENDO PHARMA HLDG INC
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
801050.00
ENERGY TRANSFER EQTY LP
2020-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984000.00
1141030.00
ENERGY TRANSFER PARTNERS
2043-02-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4892450.00
ENERGY TRANSFER PATNERS
2019-03-15
9.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
482376.76
ENTERPRISE PROD OPER LP
2049-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
643000.00
758204.17
EPICOR SOFTWARE CORP
2019-05-01
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
207990.63
EXOPACK HOLDING CORP
2018-06-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
208000.00
EXPRESS SCRIPTS HLDG CORP
2016-11-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
301261.96
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
135646.13
FIDELITY NATL INFORMATION SERVICES INC
2023-04-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1842145.00
FMG RESOURCES PTY LTD AUGUST 2006
2015-11-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83917.00
87343.61
FORD HLDNGS INC.
2020-03-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
45822.26
FORD MOTOR CDEDIT COMPANY
2014-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
971000.00
1073440.50
FORD MOTOR COMPANY
2043-01-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4914000.00
4592673.54
FORD MOTOR CREDIT COMPANY
2015-01-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
904755.00
941426.10
FORD MOTOR CREDIT COMPANY
2015-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1298000.00
1428118.01
FORD MOTOR CREDIT COMPANY
2016-06-15
3.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2032440.00
2160483.72
FPL GROUP CAPITAL INC
2013-06-15
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
373000.00
377761.14
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
332666.67
GANNETT CO INC
2018-09-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
401000.00
441225.31
GCB 144A TELECOM ITA F
2014-09-30
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
283782.82
GCB144A HALCON RES CORP
2020-07-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7615000.00
8704579.59
GCB144A ISLE CAPRI CAS
2021-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9660000.00
9808027.69
GENERAL MTRS ACCEPT. CORP
2014-12-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
289850.00
318472.69
GENWORTH FINANCIAL
2018-05-22
6.515000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293000.00
338127.49
GENWORTH FINANCIAL
2021-02-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
155515.10
GENWORTH FINANCIAL
2034-06-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
226519.31
GEOPARK LATIN AMER LTD AGENCIAEN CHILE
2020-02-11
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
294816.67
GERDAU HOLDINGS INC
2020-01-20
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
683450.00
GIBRALTAR INDUSTRIES INC
2021-02-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1057500.00
GREAT PLAINS ENERGY INC
2013-08-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
111330.69
HEALTH CARE
2013-12-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3214000.00
3300070.92
HEALTHSOUTH REHABILITATION CORP
2018-10-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
546041.67
HEWLETT PACKARD COMPANY
2016-06-01
2.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168000.00
175076.16
HIENKEN NV
2023-04-01
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
164871.67
HILCORP ENERGY I LP
2020-02-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
192576.57
HJ HEINZ COMPANY
2013-07-15
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
66476.22
HOSPITALITY PROP TR
2022-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1052960.00
HOST HOTELS & RESORTS, L.P.
2023-03-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000.00
3212.27
HOST HOTELS RESORTS
2022-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
331924.00
HOUSEHOLD FINANCE CORP
2013-07-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168000.00
171900.03
HSBC AMERICAS CAPITAL TRUST II
2027-05-15
8.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102051.44
HSBC FNC CORP
2015-03-16
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
315445.33
HUBER JM CORP
2019-11-01
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
488031.25
HUMANA INC
2038-06-15
8.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
214144.58
HUNTSMAN INTERNATIONAL LLC
2021-03-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293000.00
332762.54
INKIA ENERGY LTD
2021-04-04
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
227652.08
INTL LEASE FIN CORP
2016-09-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1154375.00
INTL LEASE FIN CORP
2017-09-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2332000.00
2879291.25
INTL LEASE FIN CORP
2020-12-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1060000.00
1336174.17
ISTAR FININACAIL INC
2016-07-01
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
555693.75
ITAU UNI BANCO HOLDING
2022-08-08
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
313820.83
JAGUAR LD ROVER PLC
2021-05-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1132482.64
JARDEN CORP
2017-05-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138000.00
158355.00
JARDEN CORP
2020-01-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
11108.33
JBS USA LLC JBS USA FINANCE INC
2020-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
411562.50
JBS USA LLC JBS USA FINANCE INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
165937.50
JEFFERIES GROUP INC
2016-03-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
329000.00
364075.06
JOHNSON CONTROLS
2014-03-01
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
370342.69
KENNEDY WILSON INC
2019-04-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
118992.92
KINDER MORGAN FIN CORP
2016-01-05
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305000.00
340455.23
KRAFT FOODS INC
2040-02-09
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
444000.00
574230.63
KRAFT FOODS INC.
2020-02-10
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127000.00
149713.05
KRATON POLYMERS LLC KRATON POLYMERS CAP CORP
2019-03-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
58678.13
LAMAR MEDIA CORP
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
396750.00
LAND OLAKES CAPITAL TRUST I
2028-03-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1020727.78
LEGACY RESVS LP LEGACY RESEVSFIN CORP
2020-12-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
1833125.00
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
42628.11
LIBERTY MUTUAL GROUP INC
2037-03-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
731246.67
LIFE TECH CORP
2020-03-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5893250.00
LYNX I CORP
2021-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2931369.00
3052287.97
LYONDELLBASELL INDS N V
2021-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1245000.00
1480823.75
M.D.C. HOLDINGS INC
2020-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
139527.50
MCCLATCHY NEWSPAPERS INC
2022-12-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2061000.00
2236185.00
METROPCS WIRELESS INC
2021-04-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
262500.00
MEXICHEM S.A.B DE C V
2022-09-19
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
419900.00
MILACRON LLC FIN CORP
2019-05-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
901000.00
980938.72
MORGAN STANLEY
2017-03-22
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
226413.10
MORGAN STANLEY
2030-10-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
130807.36
MORGAN STANLEY GROUP INC
2018-04-25
1.555600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1075000.00
1075661.77
MORGAN STANLEY NOTES
2021-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
537309.90
MUELLER WATER PRODUCTS INC
2020-09-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
247000.00
283895.62
NATIONAL CINEMEDIA LLC
2021-07-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
319000.00
366770.25
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
301000.00
325882.67
NBC UNIVERSAL MEDIA LLC
2041-04-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305000.00
372041.03
NBCUNIVERSAL MEDIA LLC
2020-04-30
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
237870.94
NEWFIELD EXPLORATION COMPANY
2022-01-30
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1082243.06
NEWFIELD EXPLORATION COMPANY
2024-07-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
269609.38
NISOURCE FINANCE CORP
2019-01-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
129894.33
NISOURCE FINANCE CORP
2023-02-15
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1640000.00
1694589.22
NORTEL NETWORKS CORP
2013-07-15
10.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1127500.00
NRG ENERGY INC
2020-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3125797.00
3557547.71
ODEBRECHT FINANCE LTD
2025-04-25
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
892000.00
871372.50
ODEBRECHT FINANCE LTD
2042-06-26
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1089000.00
1204082.34
OMEGA HEALTHCARE INVESTORS INC
2020-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
278020.83
OMEGA HEALTHCARE INVESTORS INC
2024-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
413213.06
OMNICARE INC
2020-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
477768.75
OMNICOM GROUP INC
2019-07-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
133482.92
ONCOR ELEC DELIVERY CO
2015-01-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1580000.00
1755543.27
ONCOR ELEC DELIVERY CO
2032-05-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
198870.50
ONEOK
2022-02-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30442.00
31731.22
ONEOK PARTNERS LTD PARTNERSHIP
2022-10-01
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
6862870.00
O'REILLY AUTOMOTIVE NEW
2022-09-01
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
218706.60
OWENS CORNING
2019-06-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
666000.00
868703.76
OWENS CORNING
2036-12-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000.00
32088.84
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
1007576.22
PACKAGING CORP OF AMERICA
2022-06-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139000.00
145950.46
PAETEC HOLDING CORP
2018-12-01
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67000.00
79688.13
PENSKE TRUCK LEASING CO L P
2023-01-17
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4429564.00
4544156.82
PENSKE TRUCK LEASING CO LP
2015-05-11
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2073100.00
PENSKE TRUCK LEASING CO LP
2022-07-11
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
545564.17
PETROBRAS INTL FIN CO
2040-01-20
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5890000.00
6655625.56
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12885000.00
11355443.13
PETROLEOS MEXICANOS GUARANTEED NOTES
2049-01-01
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
4449150.00
PETROPLUS FIN 3 LTD
2019-09-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
884000.00
227630.00
PETROPLUS FINANCE LTD
2014-05-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
52787.50
PIONEER DRILLING COMPANY
2018-03-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
235293.61
PIONEER NATURAL RESOURCES COMPANY
2022-07-15
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3600000.00
3738132.00
POTASH CORP OF SASKATCHEWAN INC
2014-05-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
266174.95
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
637185.16
PRESTIGE BRANDS INC
2018-04-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
233000.00
254552.50
PRUDENTIAL FINL INC
2042-09-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1410238.00
1530108.23
RANGE RES CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
539729.17
RANGE RESOURCES CORP
2022-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1310000.00
1344569.45
READERS DIGEST ASSN 9.500
2017-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
425000.00
REALOGY CORP
2020-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
1155150.00
REGENCY ENERGY PARTNERS LP
2023-04-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1240000.00
1302000.00
REGENCY ENERGY PARTNERS LP
2023-11-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
1732500.00
REYNOLDS AMERICAN
2016-06-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5175223.00
6325390.44
REYNOLDS AMERICAN INC
2042-11-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1359000.00
1283779.73
ROSETTA RESOURCES INC
2021-05-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
929625.00
ROYAL CARIBBEAN
2018-03-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
481526.81
RSI HOME PRODS INC
2018-03-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
82600.00
SABRA HEALTH CARE LIMITED PARTNERSHIP
2018-11-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16700.00
18274.32
SAFEWAY INC
2020-08-15
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2069334.45
SAPPI PAPIER HLDG GMBH
2021-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
462892.19
SAPPI PAPIER HLDING
2019-06-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
461140.31
SEALED AIR CORP
2020-12-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
401000.00
446112.50
SERVICE CORP INTER
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
436635.00
SERVICE CORP INTERNATIONAL
2016-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
453000.00
506793.75
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
413000.00
511523.44
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356000.00
403170.00
SERVICE CORPORATION INTERNATIONAL
2020-11-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1773000.00
1795827.38
SINCLAIR TELEVISION GROUP INC
2022-10-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
308000.00
324234.17
SITEL LLC AND SITEL FIN CORP
2017-08-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
162000.00
SKANDINAVSKA ENSKILDA AB
2099-09-23
5.471000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12225000.00
12601947.02
SMITHFIELD FOODS,INC
2022-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
869687.50
SMURFIT CAPITAL
2025-11-20
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
227000.00
252773.96
SOC GEN
2059-07-05
1.127600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
163350.81
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
SPEEDWAY MOTORSPORTS INC
2016-06-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1305000.00
1419187.50
SPIRIT AEROSYSTEMS INC
2017-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
239062.50
SPRINGLEAF FIN CORP
2020-06-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100500.00
ST JUDE MED INC
2016-01-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
114898.61
ST JUDE MEDINC
2043-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
901911.00
908404.76
STANCORP FINANCIAL GROUP, INC
2067-06-01
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
194000.00
203166.50
STATER BROS HLDGS INC
2018-11-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
162188.22
STEEL DYNAMIC INC
2020-03-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
106504.24
STEWART ENTERPRISES
2019-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
201000.00
216739.42
SUBURBAN PROPANE PARTNERS
2018-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
619000.00
672388.75
TARGA RESOURCES PARTNERS LP FIN COR
2017-07-15
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
165562.50
TELEFLEX INC
2019-06-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
162000.00
181338.75
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
353000.00
355931.86
THE RYLAND GROUP INC
2015-01-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
187740.97
THE SCOTTS COMPANY
2020-12-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
456000.00
497040.00
TRANSOCEAN SEDCO FOREX
2022-10-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
756000.00
751025.52
TRAVELPORT LLC SENIOR
2016-09-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
578168.00
576782.13
TRAVELPORT LLC SENIOR DOLLAR FLOATING RATE NOTES D
2016-03-01
13.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1173496.00
1214568.36
TRINIDAD DRILLING
2019-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
724587.50
TRW AUTOMOTIVE INC
2017-12-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
518765.62
U S J-ACUCAR E ALCOOL S A
2019-11-09
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76000.00
82080.00
UNION PACIFIC CORP
2023-04-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1961860.00
UNIT CORP INC
2021-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105044.44
VALASSIS COMMUNICATIONS INC
2021-02-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
551000.00
582452.92
VIACOM INC
2043-03-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5002000.00
4577760.93
VIASAT INC
2020-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
277925.35
VIDOTRON LTEE
2015-12-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1325000.00
1341562.50
VIRGIN MEDIA FINANCE
2019-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
768000.00
866458.67
VULCAN MATERIALS CO
2016-12-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
486150.00
VULCAN MATERIALS COMPANY
2021-06-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
728875.00
WASTE MANAGEMENT,INC
2019-03-11
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
238955.19
WEATHERFORD INTL LTD
2038-03-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
136000.00
155344.34
WINDSTREAM CORP
2018-09-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
165796.87
WYNN LAS VEGAS, LLC
2020-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
225261.56
X
2019-12-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
223964.37
XSTRATA FINANCE LTD
2022-10-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6926000.00
6915541.74
ZOETIS INC
2043-02-01
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4785000.00
4781650.50
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
318000000.00
318000000.00
0.0154
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
318000000.00
318000000.00
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
49998250.00
0.0024
N
49998500.00
49998500.00
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
81621735.00
0.0040
N
81622551.25
81622551.25
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
14998950.00
0.0007
N
14999100.00
14999100.00
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
1999850.00
0.0001
N
1999880.00
1999880.00
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
11998416.67
0.0006
N
11998680.00
11998680.00
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
38002660.00
38002660.00
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
0.0017
N
35002450.00
35002450.00
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
0.0019
N
39003900.00
39003900.00
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
6000720.00
6000720.00
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
0.0034
N
70008400.00
70008400.00
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
6000780.00
6000780.00
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
3000270.00
3000270.00
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
29000870.00
29000870.00
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
0.0017
N
35000700.00
35000700.00
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
0.0024
N
49001470.00
49001470.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.230000%
60688RDR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
33000000.00
33000000.00
0.0016
N
33000990.00
33000990.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
25000000.00
25000000.00
0.0012
N
25001250.00
25001250.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688REC3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
9000000.00
9000000.00
0.0004
N
9000540.00
9000540.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.230000%
60688REP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
22000000.00
22000000.00
0.0011
N
22000660.00
22000660.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M130603_2M47
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
93005398.00
96176957.55
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
4459014.00
4599848.36
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
1711526.00
1766482.86
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
4247941.00
4392831.87
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
6472866.00
6695210.66
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
1036216.00
1070825.41
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
2221522.00
2297506.12
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
1407114.00
1450337.50
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
115000000.00
115000000.00
0.0056
N
115000000.00
115000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.110000%
55799C003_0.1100_M130603_2M47
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
4241581.00
2920564.23
Freddie Mac
2038-12-01
6.000000
Government Agency Debt
30331697.00
14119165.49
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
31167294.00
33960270.33
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
50000000.00
50000000.00
0.0024
N
50000000.00
50000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
992JYJ001_0.0500_M130605_2M47
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-10-01
2.500000
Government Agency Debt
60904687.00
57424808.17
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
37450660.00
36591388.95
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
92000000.00
92000000.00
0.0045
N
92000000.00
92000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
992JYJ001_0.0500_M130606_2M47
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
18270000.00
18623025.57
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
142315474.00
18291472.72
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
10528565.00
9768772.69
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
23231819.00
15958152.71
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
19000000.00
18818802.21
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
17238900.00
17291400.81
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
7277878.00
7229963.37
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
16931329.00
17545053.89
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
16243000.00
16038299.64
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
16500000.00
16606608.74
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
153000000.00
153000000.00
0.0074
N
153000000.00
153000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.213800%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-03
2014-03-03
N
N
N
173000000.00
173000000.00
0.0084
N
173000000.00
173000000.00
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
0.0030
N
62014880.00
62014880.00
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
0.0034
N
71022010.00
71022010.00
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
38992200.00
0.0019
N
38994540.00
38994540.00
Nationwide Building Society
Nationwide Building Society 0.260000%
6385E0X40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
62000000.00
61944923.33
0.0030
N
61936760.00
61936760.00
Natixis SA
Natixis SA 0.300000%
63873ETD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
68000000.00
68000000.00
0.0033
N
68009520.00
68009520.00
NRW.BANK
NRW.BANK 0.115000%
62939LT58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
205000000.00
204998690.25
0.0100
N
204995900.00
204995900.00
NRW.BANK
NRW.BANK 0.115000%
62939LT74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
103000000.00
102998683.89
0.0050
N
102997795.80
102997795.80
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
37996010.00
0.0018
N
37998860.00
37998860.00
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
42000840.00
42000840.00
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
11698066.25
0.0006
N
11699181.00
11699181.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JUS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
75000000.00
74961354.16
0.0036
N
74980500.00
74980500.00
Royal Bank of Canada
Royal Bank of Canada 0.332100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-07-05
2014-06-04
N
N
N
137000000.00
137000000.00
0.0067
N
137068500.00
137068500.00
Royal Bank of Canada
Royal Bank of Canada 0.374500%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-07-01
2014-05-30
N
N
N
125000000.00
125000000.00
0.0061
N
125005000.00
125005000.00
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee)
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.240000%
78065FGV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-31
2013-07-31
N
Y
Kingdom of Belgium Govt
N/A
N/A
N
7000000.00
6997293.33
0.0003
N
6997970.00
6997970.00
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
3999922.22
0.0002
N
4000000.00
4000000.00
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
14998600.00
0.0007
N
14999550.00
14999550.00
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
2998980.00
0.0001
N
2999610.00
2999610.00
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
19982000.00
0.0010
N
19985200.00
19985200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83050TXB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
6000000.00
5993716.67
0.0003
N
5994180.00
5994180.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TYS4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
3000000.00
2995600.01
0.0001
N
2995530.00
2995530.00
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
42000840.00
42000840.00
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
1000100.00
1000100.00
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
0.0020
N
41005330.00
41005330.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HJG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
70000000.00
70000000.00
0.0034
N
70000000.00
70000000.00
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
29001450.00
29001450.00
Societe Generale
Societe Generale 0.330000%
83368NDU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
31000000.00
31000000.00
0.0015
N
31004340.00
31004340.00
Societe Generale
Societe Generale 0.320000%
83368NDY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
15000000.00
15000000.00
0.0007
N
15001800.00
15001800.00
Societe Generale
Societe Generale 0.320000%
83368NEG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
19000000.00
19000000.00
0.0009
N
19002280.00
19002280.00
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
0.0053
N
110044000.00
110044000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.100000%
83365RT54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
Y
Societe Generale
N/A
N/A
N
99000000.00
98999450.00
0.0048
N
98998020.00
98998020.00
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
30997830.00
0.0015
N
30998450.00
30998450.00
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
0.0047
N
96001920.00
96001920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
6000000.00
6000000.00
0.0003
N
6000300.00
6000300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
27000000.00
27000000.00
0.0013
N
27001350.00
27001350.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-18
2013-12-18
N
N
N
58000000.00
58000000.00
0.0028
N
58003480.00
58003480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
9000000.00
9000000.00
0.0004
N
8999730.00
8999730.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
12000000.00
12000000.00
0.0006
N
11999520.00
11999520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CJH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
5000000.00
5000000.00
0.0002
N
4999800.00
4999800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CLM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
44000000.00
44000000.00
0.0021
N
43993840.00
43993840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CMJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
75000000.00
75000000.00
0.0036
N
74997000.00
74997000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
1000000.00
1000000.00
0.0000
N
999780.00
999780.00
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
0.0067
N
137052060.00
137052060.00
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
0.0017
N
35012600.00
35012600.00
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
5000100.00
5000100.00
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
10000700.00
10000700.00
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
0.0011
N
22002200.00
22002200.00
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
0.0025
N
52006240.00
52006240.00
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
0.0011
N
22000220.00
22000220.00
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
0.0047
N
96002880.00
96002880.00
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
0.0011
N
22000660.00
22000660.00
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
0.0038
N
78002340.00
78002340.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
18000000.00
18000000.00
0.0009
N
18000720.00
18000720.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5Y0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
N
66000000.00
66000000.00
0.0032
N
66003300.00
66003300.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86562W7L6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
9000000.00
9000000.00
0.0004
N
8999280.00
8999280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KAE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
N
N
78000000.00
78000000.00
0.0038
N
77984400.00
77984400.00
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
0.0039
N
80001600.00
80001600.00
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
8001360.00
8001360.00
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
4999173.61
0.0002
N
4999600.00
4999600.00
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
2013-06-07
2013-06-07
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 0.080000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
75000000.00
75000000.00
0.0036
N
75000000.00
75000000.00
Texas
TRAN Series 2012 0.080000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
75000000.00
75000000.00
0.0036
N
75000000.00
75000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.210000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
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 0.210000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Texas
N/A
N/A
N
N
1030000.00
1030000.00
0.0001
N
1030000.00
1030000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.160000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
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 0.210000%
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
36708288.47
0.0018
N
36708594.44
36708594.44
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TVT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29985833.33
0.0015
N
29986800.00
29986800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112W2F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
148000000.00
148000000.00
0.0072
N
148035520.00
148035520.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112W2K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
15000000.00
15000000.00
0.0007
N
15000300.00
15000300.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112W2N6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
12000000.00
12000000.00
0.0006
N
12000240.00
12000240.00
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
0.0075
N
155006200.00
155006200.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.236800%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-21
2014-02-14
N
N
N
151000000.00
151000000.00
0.0073
N
151004530.00
151004530.00
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
144984775.00
0.0070
N
144991300.00
144991300.00
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
85983206.11
0.0042
N
85990540.00
85990540.00
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
194952333.34
0.0095
N
194974650.00
194974650.00
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
0.0038
N
79008690.00
79008690.00
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
0.0054
N
112012320.00
112012320.00
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
21003360.00
21003360.00
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
0.0054
N
111013320.00
111013320.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2014-01-02
N
N
N
35000000.00
35000000.00
0.0017
N
35006650.00
35006650.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.246800%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2014-05-20
N
N
N
188000000.00
188000000.00
0.0091
N
187990600.00
187990600.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.120000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-09-06
N
N
N
106000000.00
106000000.00
0.0051
N
106008480.00
106008480.00
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
0.0056
N
115001150.00
115001150.00
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
0.0038
N
79002370.00
79002370.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.354100%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-06-24
2014-06-20
N
N
N
225000000.00
225000000.00
0.0109
N
225305550.00
225305550.00
Westpac Banking Corp
Westpac Banking Corp 0.495600%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-07-29
2014-06-27
N
N
N
100000000.00
100000000.00
0.0049
N
100019300.00
100019300.00
Westpac Banking Corp
Westpac Banking Corp 0.449200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-07-11
N
N
N
61000000.00
61000000.00
0.0030
N
61019520.00
61019520.00
Westpac Banking Corp
Westpac Banking Corp 0.438200%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-18
2013-07-18
N
N
N
110000000.00
110000000.00
0.0053
N
110041800.00
110041800.00
Westpac Banking Corp
Westpac Banking Corp 0.416300%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-08-23
N
N
N
15000000.00
15000000.00
0.0007
N
15009150.00
15009150.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2014-04-25
N
N
N
91000000.00
91000000.00
0.0044
N
91050960.00
91050960.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2014-01-17
N
N
N
24000000.00
24000000.00
0.0012
N
24024240.00
24024240.00
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
131655.02
131655.02
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
438610.22
438610.22
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
964919.70
964919.70
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
471672.10
471672.10
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
109668.75
109668.75