0001145549-13-005123.txt : 20130730
0001145549-13-005123.hdr.sgml : 20130730
20130607130433
ACCESSION NUMBER: 0001145549-13-005123
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: 13899815
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-05-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
78
14241215865.28
6177249.27
1071019.16
14246322095.39
0.0027
1.0001
2013-05-31
1.0001
2013-05-31
C000012373
1.00
14246322095.39
1.00
119433723.99
3140447551.83
3021013827.84
0.0001
1.0001
2013-05-31
1.0001
2013-05-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.330000%
00037CEK2
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
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
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
69000000.00
69000000.00
0.0048
N
69011040.00
69011040.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.300000%
00279HH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0002
N
3000450.00
3000450.00
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
69000000.00
69000000.00
0.0048
N
69000690.00
69000690.00
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
100000000.00
100000000.00
0.0070
Security is a time deposit.
N
100000000.00
100000000.00
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
100000000.00
100000000.00
0.0070
Security is a time deposit.
N
100000000.00
100000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WXY4
Other Note
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
26000000.00
26000000.00
0.0018
N
26000520.00
26000520.00
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
43000000.00
43000000.00
0.0030
N
43000860.00
43000860.00
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
15000000.00
15000000.00
0.0011
N
15000300.00
15000300.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WYF4
Other Note
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
73000000.00
73000000.00
0.0051
N
73001460.00
73001460.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WYL1
Other Note
N
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
7000000.00
7000000.00
0.0005
N
7000140.00
7000140.00
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
9000000.00
9000000.00
0.0006
N
8999910.00
8999910.00
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
147000000.00
147000000.00
0.0103
N
146997148.20
146997148.20
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
200000000.00
200000000.00
0.0140
N
200002000.00
200002000.00
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
176000000.00
176000000.00
0.0124
N
176075680.00
176075680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417FST8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
45000000.00
45000000.00
0.0032
N
45007200.00
45007200.00
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
23000000.00
23000000.00
0.0016
N
23001610.00
23001610.00
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
182000000.00
182000000.00
0.0128
Security is a time deposit.
N
182000000.00
182000000.00
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
26000000.00
26000000.00
0.0018
N
26003120.00
26003120.00
Bank of the West
Bank of the West 0.280000%
06426GBK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-30
2013-08-30
N
N
N
31000000.00
31000000.00
0.0022
N
31010230.00
31010230.00
Bank of the West
Bank of the West 0.280000%
06426GBL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
N
63000000.00
63000000.00
0.0044
N
63014490.00
63014490.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
7000000.00
7000000.00
0.0005
N
7000770.00
7000770.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
32000000.00
32000000.00
0.0022
N
32003840.00
32003840.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FHS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
73000000.00
73000000.00
0.0051
N
73010950.00
73010950.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FJK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
33000000.00
33000000.00
0.0023
N
33005940.00
33005940.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
66000000.00
66000000.00
0.0046
N
66037620.00
66037620.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
14000000.00
14000000.00
0.0010
N
14007980.00
14007980.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
62000000.00
62000000.00
0.0044
N
62035960.00
62035960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
1000000.00
1000000.00
0.0001
N
1000580.00
1000580.00
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
36000000.00
36000000.00
0.0025
N
36010800.00
36010800.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
49000000.00
49000000.00
0.0034
N
49015190.00
49015190.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
9000000.00
9000000.00
0.0006
N
9002880.00
9002880.00
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
13000000.00
13000000.00
0.0009
N
13007410.00
13007410.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XNC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
9000000.00
9000000.00
0.0006
N
9005220.00
9005220.00
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
51000000.00
51000000.00
0.0036
N
51026010.00
51026010.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XPB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
14000000.00
14000000.00
0.0010
N
14007280.00
14007280.00
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
60000000.00
60000000.00
0.0042
N
60008400.00
60008400.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XQR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
38000000.00
38000000.00
0.0027
N
38003800.00
38003800.00
Barclays US Funding Corp
Barclays US Funding Corp 0.320000%
06737HYE3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
Y
Barclays Bank Plc
N/A
N/A
N
13000000.00
12981048.89
0.0009
N
12978420.00
12978420.00
BNP Paribas
BNP Paribas 0.600000%
05572NKU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
77000000.00
77000000.00
0.0054
N
77003080.00
77003080.00
BNP Paribas
BNP Paribas 0.600000%
05572NKW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
63000000.00
63000000.00
0.0044
N
63003150.00
63003150.00
BNP Paribas
BNP Paribas 0.585000%
05572NKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
8000000.00
8000000.00
0.0006
N
8000960.00
8000960.00
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
42000000.00
42000000.00
0.0029
N
42018060.00
42018060.00
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
56000000.00
56000000.00
0.0039
N
56020160.00
56020160.00
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
42000000.00
42000000.00
0.0029
N
42011340.00
42011340.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130603_2M54
0001197610
Other Repurchase Agreement
N
AMERICAN INTERNATIONAL GROUP, INC
2020-12-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2867475.00
3590664.95
AMGEN INC
2018-06-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96952.00
119345.00
BANCO SANTANDER BRASIL
2017-02-13
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
222164.00
237465.55
BANK OF CHINA HONG KONG LIMITED
2016-11-08
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
957300.00
1032696.95
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
172217.00
174244.14
BARRICK GOLD CORP
2014-05-30
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2056027.00
2072184.52
CORPORATION ANDINA DE FOMENTO NOTES DUE 1998
2019-06-04
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1775492.00
2360282.10
ENTERGY TEXAS INC
2019-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4662701.00
5796063.73
ING Bank NV
2015-09-01
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40380.00
42187.00
PPL CAPITAL FDG
2043-06-01
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2173824.00
2101174.80
STATOIL ASA
2022-01-23
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
271365.00
281370.23
STATOIL ASA
2040-08-17
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20609.00
23569.35
TEVA PHARMACEUTICAL FINANCE COMPANY B.V.
2021-11-10
3.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2770047.00
2897826.96
TURLOCK CORP
2022-11-02
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1148705.00
1121274.24
UNITED TECHNOLOGIES
2035-05-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
972856.00
1135060.28
V. F. CORPORATION
2021-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108512.00
114590.90
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
22000000.00
22000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
22000000.00
22000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M130607_2M54
0001197610
Other Repurchase Agreement
N
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
306702.00
310312.14
KOREA GAS CORP
2042-01-21
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10754800.00
13560007.35
LYONDELL BASELL INDS N V
2019-04-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10711010.00
12191259.69
SPAREBANK BOLIGRED1
2018-05-02
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58594.00
57662.76
STATOIL ASA
2040-08-17
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24440.00
27950.64
V. F. CORPORATION
2021-09-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97354.00
102807.83
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000500.00
25000500.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M130603_2M54
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2039-10-15
5.000000
Government Agency Debt
84655168.00
61827559.64
GNMA
2040-06-15
5.000000
Government Agency Debt
138238491.00
68216354.66
GNMA
2040-08-20
5.000000
Government Agency Debt
117159230.00
73261303.10
GNMA
2040-12-20
4.000000
Government Agency Debt
23205472.00
17971253.09
GNMA
2041-05-20
4.500000
Government Agency Debt
106262211.00
71417385.50
GNMA
2042-09-15
3.000000
Government Agency Debt
72180716.00
72956144.48
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
355000000.00
355000000.00
0.0249
N
355000000.00
355000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.205000%
0556X0TL8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
Y
Bank of New Zealand
N/A
N/A
N
4000000.00
3999612.78
0.0003
N
3999640.00
3999640.00
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
36000000.00
36000000.00
0.0025
N
36001440.00
36001440.00
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
45000000.00
45000000.00
0.0032
N
45001800.00
45001800.00
CAFCO, LLC
CAFCO, LLC 0.380000%
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
12000000.00
11997086.67
0.0008
N
11998320.00
11998320.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EW47
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
109000000.00
108870471.66
0.0076
N
108931330.00
108931330.00
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
14000000.00
13999611.11
0.0010
N
13999580.00
13999580.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JTA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
40000000.00
39998055.55
0.0028
N
39998400.00
39998400.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JTJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
56600000.00
56594811.67
0.0040
N
56596038.00
56596038.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JTT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
25000000.00
24996000.00
0.0018
N
24996750.00
24996750.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JUV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
40000000.00
39986311.11
0.0028
N
39986800.00
39986800.00
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
7000000.00
6997305.00
0.0005
N
6997410.00
6997410.00
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
18000000.00
17999640.00
0.0013
N
17999640.00
17999640.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963TTA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20998693.33
0.0015
N
20999580.00
20999580.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9997083.33
0.0007
N
9999200.00
9999200.00
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
3000000.00
2997615.00
0.0002
N
2998740.00
2998740.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TX38
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
39000000.00
38964315.00
0.0027
N
38977770.00
38977770.00
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
12000000.00
11988733.33
0.0008
N
11992320.00
11992320.00
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
10000000.00
9990322.22
0.0007
N
9993300.00
9993300.00
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
49000000.00
49000000.00
0.0034
N
49003430.00
49003430.00
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
1000000.00
1000000.00
0.0001
N
1000070.00
1000070.00
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
52000000.00
52000000.00
0.0037
N
51981280.00
51981280.00
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
61000000.00
61000000.00
0.0043
N
61000000.00
61000000.00
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
120000000.00
120000000.00
0.0084
N
120000000.00
120000000.00
Citibank, NA
Citibank, NA 0.290000%
17304UCN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
25000000.00
25000000.00
0.0018
N
25003000.00
25003000.00
Citibank, NA
Citibank, NA 0.290000%
17304UCW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
10000000.00
10000000.00
0.0007
N
10001500.00
10001500.00
Citibank, NA
Citibank, NA 0.280000%
17304UDB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
100000000.00
100000000.00
0.0070
N
100014000.00
100014000.00
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
82000000.00
82000000.00
0.0058
N
82013940.00
82013940.00
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
3000000.00
3000000.00
0.0002
N
3001650.00
3001650.00
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
53000000.00
52910960.00
0.0037
N
52890820.00
52890820.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZ22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
67000000.00
66891608.88
0.0047
N
66870020.00
66870020.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.495600%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-07-29
2014-06-27
N
N
N
150000000.00
150000000.00
0.0105
N
150040350.00
150040350.00
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
50000000.00
50000000.00
0.0035
N
50001500.00
50001500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DT59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
45570000.00
45569518.98
0.0032
N
45570000.00
45570000.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622UTL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9998630.56
0.0007
N
9998700.00
9998700.00
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
34000000.00
33993426.67
0.0024
N
33993880.00
33993880.00
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
61000000.00
60946625.00
0.0043
N
60969500.00
60969500.00
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
62000000.00
61944027.78
0.0043
N
61967760.00
61967760.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UTS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
69000000.00
69000000.00
0.0048
N
69004140.00
69004140.00
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
87000000.00
87000000.00
0.0061
N
87007830.00
87007830.00
Credit Agricole SA
Credit Agricole SA 0.300000%
922GUT004
0001335241
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-29
2013-08-29
N
N
N
16000000.00
16000000.00
0.0011
N
16001120.00
16001120.00
Credit Suisse AG
Credit Suisse AG 0.280000%
22549TAJ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
19000000.00
19000000.00
0.0013
N
18991260.00
18991260.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D3Y3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
4000000.00
4000000.00
0.0003
N
4000280.00
4000280.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
45000000.00
45000000.00
0.0032
N
45003600.00
45003600.00
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
39000000.00
39000000.00
0.0027
N
39001560.00
39001560.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DS83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
120000000.00
120000000.00
0.0084
N
120019200.00
120019200.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.080000%
22799D001_0.0800_M130603_2M54
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-12-31
2.125000
Treasury Debt
188895000.00
198907195.57
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
195004062.00
195004062.00
0.0137
N
195004062.00
195004062.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130821_2M54
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
80055600.00
32611192.93
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
12392.80
144A CCMFC 2006-2A A2
2047-04-25
0.373200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1440000.00
271116.57
144A RESIF 2005-C B3
2037-09-10
0.799200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
715000.00
64418.86
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
395000.00
30478.30
BALTA 2005-7 (B57L)
2035-09-25
2.896100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12915000.00
3575720.01
BSABS 2005-AC8
2035-11-25
0.523200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23600000.00
4403282.08
BSABS 2005-AC8
2035-11-25
0.523200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
186579.75
CMLTI 2007-AR8 2A1A
2037-07-25
3.018700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16500000.00
5165640.23
CWALT 2005-42CB A2
2035-10-25
0.843200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
913867.00
365991.72
CWALT 2005-54CB 3A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1010000.00
279983.21
CWALT 2006-13T1 A3
2036-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
14734184.74
CWALT 2006-OA9 2A1A
2046-07-20
0.408000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4850000.00
1138698.60
CWALT 2007-OA11 A1B
2047-11-25
1.426400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
724322.64
CWHL 2005-HYB7 6A1
2035-11-20
5.143500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1110000.00
330284.23
CWHL 2005-HYB7 6A1
2035-11-20
5.143500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
820000.00
243993.76
FHAMS 2006-AA3 A1
2036-06-25
2.362800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23059600.00
5736215.38
GSR
2046-08-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
139299.85
IMSA 2005-2 A2D
2036-03-25
0.623200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
362046.26
IMSA 2005-2 A2D
2036-03-25
0.623200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
176130.61
INDA 2007-AR3 1A1
2037-07-25
3.135400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2729000.00
1193950.43
INDA 2007-AR3 3A1
2037-07-25
5.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
960000.00
405739.92
LABS 01-B M1
2028-03-15
6.630000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
612878.84
LABS 01-B M1
2028-03-15
6.630000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
48641.18
MSAC 2007-NC3 A2C
2037-05-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
28858.30
RFMSI 2007-SA1 2A2
2037-02-25
3.505600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49066900.00
11163337.17
SABR 2006-OP1 M4
2035-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
382597.00
200209.27
SABR 2006-OP1 M4
2035-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
65411.28
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
59742.72
STARM 2007-1 1A1
2037-02-25
2.959300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
875000.00
332228.66
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
3887035.58
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
77000000.00
77000000.00
0.0054
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
77000000.00
77000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2M54
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
13425.53
AABST
2035-10-25
0.663200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
399767.84
ABS 144A TRITON AVIATN 0.01
2025-06-15
1.019000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
5700518.49
ABS 144A TRITON AVIATN 0.01
2025-06-15
1.019000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7600000.00
2166197.03
ABS 144A TRITON AVIATN 0.01
2025-06-15
1.019000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
285025.92
AHM 2005-1 1A3
2045-06-25
0.503200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
198200.00
19144.84
AMSI 2006-R2 M3
2036-04-25
0.573200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
829486.31
ARSI 2006-W2 A2B
2036-03-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7232000.00
1154603.44
BCAP 2008-IND2 A2
2038-04-25
3.536300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2675000.00
1107045.03
BSABS 2004-FR1 M3
2034-07-25
1.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1468192.00
1206887.29
BSABS 2006-SD4 2A1
2036-10-25
4.009100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1917000.00
678582.13
CARR 2007-RFC1 A3
2036-12-25
0.333200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3100000.00
1918500.94
CMLTI 2006-NCB1 2A3
2036-05-15
0.389200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5360000.00
2548043.05
CRMSI 2007-2 M1
2037-06-25
6.012600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6714000.00
3651049.96
CSMC 2009-5R
2036-06-25
2.408300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1930000.00
1046713.98
CSMC TR 2013-IVR2
2043-04-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2939776.00
2885921.69
CWHEL 2005-H 2A
2035-12-15
0.439200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5870000.00
428433.33
CWHEL 2005-M A4
2036-02-15
0.529200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6539517.00
3506544.67
CWHL 2005-HYB7 6A1
2035-11-20
5.143500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1055000.00
313918.80
CWL 2005-12 M2
2036-02-25
0.683200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2308635.71
IMSA 2005-2 A2C
2036-03-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
100892.01
INDA 2007-AR3 3A1
2037-07-25
5.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
42264.57
INDS 2006-A A
2036-06-25
0.323200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12146600.00
1174005.41
LBMLT 2006-11 2A2
2036-12-25
0.293200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
4636889.44
LEHMAN MORTGAGE TRUST 200
2037-01-25
0.573200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
219393.56
LXS 2005-5N 3A3C
2035-11-25
0.693200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7049391.00
3440658.11
LXS 2007-12N 1A3A
2047-07-25
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
130097.53
LXS 2007-16N 2A2
2047-09-25
1.043200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
43166.37
MLMI 2006-FF1 B1
2036-08-25
0.943200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3700000.00
422824.97
MSAC 2004-HE1 M1
2034-01-25
0.763200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5480300.00
2708559.39
MSAC 2006-HE4 A4
2036-06-25
0.433200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3097500.00
1798424.63
RALI
2035-01-25
0.493200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57902500.00
7133686.32
RALI
2047-05-25
0.453200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
521570.00
69356.07
RALI 2005-QS3 1A21
2035-03-25
0.693200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22010000.00
1936431.98
RALI 2006-QO4 2A2
2046-04-25
0.433200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
856370.67
RAMC 2005-3 M3
2035-11-25
5.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
152014.00
RAMC 2006-3 AF3
2036-11-25
5.586000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
1574665.64
RAST
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5005000.00
1375398.03
RAST 2006-A1 1A3
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
49052.48
SABR 2006-OP1 M4
2035-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770000.00
402933.47
SAMI 2006-AR5 1A2
2046-05-25
0.453200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1765700.00
40224.25
SAST 2006-2 M2
2036-09-25
0.493200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1196401.48
SBM7 1997-LB6 B2
2027-12-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7544000.00
1210671.18
SDART 2012-1 E
2019-02-15
6.770000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
3874012.23
TIAAS 2007-C4 AJ
2039-08-15
5.535600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
103855.83
TMTS 2005-14HE AV2
2036-08-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
882411.58
WAMU 2006-AR16 1A1
2036-12-25
2.384900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8490000.00
2786343.21
WFHET
2035-11-25
1.343200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9729500.00
1319773.27
WFMBS 2007-8 2A11
2037-07-25
0.703200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4310100.00
300999.69
WMALT 2007-2 2A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
299779.23
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
63000000.00
63000000.00
0.0044
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
63000000.00
63000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2M54
0001230485
Other Repurchase Agreement
N
144A BLACK 2012-1A D
2023-02-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
133017.90
144A BMLDB 2012-OSI A2FX
2029-04-13
3.352000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
130598.98
144A CSMC 2009-2R 5A2
2035-12-26
4.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
181021.38
144A DBUBS 2011-LC2A A4
2044-07-10
4.537000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
126000.00
141182.35
144A JPMCC 2006-FL2A A2
2018-11-15
0.329200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
138215.69
144A JPMCC 2009-IWST A2
2027-12-05
5.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1240000.00
1462301.19
144A MRCY 2005-2A A1
2045-11-29
0.497700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1125000.00
309101.92
144A SAST 2007-4 M1
2037-12-25
3.193200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
435674.09
144A SBM7 2001-MMA E8
2034-02-18
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1305000.00
1446163.91
144A SDART 2012-2A E
2019-04-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35777000.00
31380066.08
ABFC 2006-HE1 A2B
2037-01-25
0.303200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
389372.80
BSABS 2006-4 M1
2036-10-25
0.743200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
512726.46
CD 2007-CD5 AMA
2044-11-15
6.119700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
498925.69
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
142444.03
CMLTI 2007-AR8 1A3A
2037-08-25
5.524400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
845000.00
309356.00
COMM 2004-LB4A A5
2037-10-15
4.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315000.00
326473.99
CSFB 2005-9 3A2
2035-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5185000.00
1412054.16
CSFB 2005-C1 A4
2038-02-15
5.014000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
527296.49
CWALT
2046-12-25
0.313200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
332790.55
CWALT 2005-54CB 3A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
8316.33
CWALT 2005-J11 1A11
2035-11-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6715000.00
5120550.84
CWALT 2007-7T2 A8
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
420356.72
CWHL
2037-10-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62100.00
22785.43
CWL
2037-09-25
0.363200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4700000.00
3396159.97
CWL 2004-15 MF3
2035-02-25
5.311000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
1356300.11
CWL 2005-16 4AV3
2036-05-25
0.443200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000000.00
1811696.08
CWL 2006-13 1AF3
2037-01-25
5.271000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
637380.98
FFMER 2007-3 A2C
2037-06-25
0.373200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46444200.00
28308614.26
FFML 2005-FF1 M1
2034-12-25
0.683200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2241331.28
FFML 2006-FF4 A3
2036-03-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785000.00
466518.13
FHAMS 2006-AA3 A1
2036-06-25
2.362800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1510000.00
375621.66
GABS OAKWOOD MTGE INVESTORS
2029-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
200873.49
GABS OAKWOOD MTGE INVESTORS
2029-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
33478.92
IMSA 2005-2 A2C
2036-03-25
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
940000.00
387095.86
LXS 2007-16N 2A2
2047-09-25
1.043200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
188568.89
MLMI 2007-SL1 A1
2037-02-25
0.493200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20986300.00
1120871.82
MLMT 2005-CKI1 AM
2037-11-12
5.281300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
211853.40
MSAC
2036-08-25
0.333200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
681863.25
MSAC 2007-NC3 A2C
2037-05-25
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1731497.88
MSDWC 2002-NC3 M2
2032-08-25
1.493200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17283000.00
1188331.18
NCHET 2004-1 M2
2034-05-25
1.543200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5317000.00
622453.33
RALI
2047-05-25
0.453200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32135000.00
4273170.21
RALI 2005-QS2 A3
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
99078.22
RASC
2034-07-25
1.373200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11000000.00
212250.12
RASC
2034-07-25
1.373200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
19295.47
RASC 2005-EMX3 M3
2035-09-25
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9728297.00
8331289.90
RASC 2005-EMX5 A2
2035-12-25
0.423200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3250000.00
495843.86
RAST
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3160000.00
868383.17
SARM 2006-2 5-A1
2036-03-25
5.268000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1545000.00
429785.34
SARM 2006-7 1A1
2036-08-25
2.576000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8045000.00
2254020.11
SAST 2005-4 M1
2035-12-21
0.633200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
2427496.31
SDART 2011-3 E
2018-08-15
6.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
217246.27
SDART 2012-3 E
2019-06-17
5.130000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36916300.00
37975335.51
WMALT 2007-2 2A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
5551.47
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
129000000.00
129000000.00
0.0091
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
129063210.00
129063210.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
992JYD004_0.0500_M130605_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-10-20
4.000000
Government Agency Debt
24999754.00
26606387.35
Freddie Mac
2043-02-20
4.000000
Government Agency Debt
24125000.00
25417480.56
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
51000000.00
51000000.00
0.0036
N
51000000.00
51000000.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25155BHS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
14000000.00
14000000.00
0.0010
N
14004200.00
14004200.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
155000000.00
155000000.00
0.0109
N
155266600.00
155266600.00
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
109000000.00
109000000.00
0.0077
N
109054500.00
109054500.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BPN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
14000000.00
14000000.00
0.0010
N
14005460.00
14005460.00
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
8000000.00
8000000.00
0.0006
N
8003440.00
8003440.00
Deutsche Bank AG
Deutsche Bank AG 0.380000%
25155BVS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
30000000.00
30000000.00
0.0021
N
30007200.00
30007200.00
Deutsche Bank AG
Deutsche Bank AG 0.240000%
25155BYQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
N
28000000.00
28000000.00
0.0020
N
28000000.00
28000000.00
Deutsche Bank AG
Deutsche Bank AG 0.340000%
25155BYR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
N
17000000.00
17000000.00
0.0012
N
17001360.00
17001360.00
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
50000000.00
50000000.00
0.0035
N
50002500.00
50002500.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M130607_2M54
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
2449991.28
ABBOTT LABS COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
904.32
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649981.50
ABBVIE INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149969.15
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649877.40
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449939.83
ACTAVIS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149997.11
AFLAC INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449972.44
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649940.91
ALLERGAN INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149974.46
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649993.67
ALLSTATE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149995.33
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
3649994.56
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
1149985.81
AMEREN CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449978.02
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
3649959.28
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
645.26
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
3649995.66
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
2449910.68
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
1149983.82
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649928.25
APACHE CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149972.75
AT&T INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449997.00
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
3649975.02
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
1149999.39
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
2449962.36
GENERAL ELECTRIC CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449986.80
GENERAL MLS INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449982.08
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
3649964.99
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
1149971.11
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649928.85
HERSHEY CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149981.30
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
1149943.75
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649929.07
MCDONALDS CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149988.29
MCKESSON CORP COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449946.10
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
3649911.87
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
1149946.35
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
2449970.93
PRUDENTIAL FINL INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449999.95
SOUTHERN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449965.21
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
1149994.50
TEEKAY CORPORATION COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449964.34
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
2449989.18
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
3649947.84
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
1149931.44
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
3649995.00
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
1149975.00
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
3649958.91
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
2449965.96
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
1149855.72
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
3649934.56
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
2449954.76
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
1149984.64
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
3649981.44
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
1149993.48
VULCAN MATLS CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
601.26
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
3649979.43
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
1149954.15
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3649970.74
WALGREEN CO COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149970.64
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
3649965.00
WESTAR ENERGY INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449978.00
WHITING PETE CORP NEW COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449992.48
XCEL ENERGY INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449977.04
XL GROUP PLC SHS
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2449986.14
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
145000000.00
145000000.00
0.0102
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
145002920.00
145002920.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
99ETSZ007_0.0600_M130606_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
245402964.00
36393168.27
United States Treasury Department
2016-02-15
0.375000
Treasury Debt
6800.00
6795.71
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
35000000.00
35000000.00
0.0025
N
35000000.00
35000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M130607_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
231861.00
98765.72
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
55221446.00
51901234.31
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
50000000.00
50000000.00
0.0035
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130603_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-07-01
4.835000
Government Agency Debt
983236.00
1065777.93
Fannie Mae
2021-04-01
4.300000
Government Agency Debt
2407182.00
2727734.00
Fannie Mae
2027-01-01
3.000000
Government Agency Debt
2834227.00
2749346.34
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
1279118.00
1228608.51
Fannie Mae
2030-05-01
4.500000
Government Agency Debt
6040000.00
2687641.47
Fannie Mae
2031-05-01
4.500000
Government Agency Debt
7434249.00
5151252.36
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
492466.00
98414.07
Fannie Mae
2035-03-01
2.230000
Government Agency Debt
19000000.00
2533766.93
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
340378.00
64115.21
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
11237000.00
2665752.33
Fannie Mae
2036-05-01
2.602000
Government Agency Debt
28422912.00
2605860.90
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
15000000.00
2666583.99
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
4301271.00
1126305.12
Fannie Mae
2036-11-01
6.132000
Government Agency Debt
25000191.00
2668316.99
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
2635197.00
631455.06
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
10412647.00
2788144.93
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
15603591.00
1788629.15
Fannie Mae
2037-08-01
5.957000
Government Agency Debt
23724442.00
1811717.70
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
22408243.00
2805275.15
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
214231.00
82475.60
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
8524902.00
2758831.43
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
9157053.00
1831463.47
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
8820164.00
1872674.41
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
10000000.00
2705718.54
Fannie Mae
2038-11-01
6.500000
Government Agency Debt
6923752.00
2719498.74
Fannie Mae
2039-10-01
4.500000
Government Agency Debt
270801.00
137300.75
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
6803019.00
1879927.37
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
4318513.00
1932606.25
Fannie Mae
2040-07-01
3.998000
Government Agency Debt
6573791.00
2330057.26
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2174830.00
1965438.52
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
302740.00
167853.85
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
3079523.00
1965993.84
Fannie Mae
2041-04-01
3.532000
Government Agency Debt
3049766.00
1612634.73
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
5721549.00
2724789.79
Fannie Mae
2041-08-01
2.911000
Government Agency Debt
5000000.00
2613119.13
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
6477547.00
3510693.80
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
3504000.00
2821103.74
Fannie Mae
2042-05-01
2.249000
Government Agency Debt
26846165.00
2570498.51
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
2930000.00
2760365.82
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
19161253.00
18009174.94
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
2833335.00
2701953.97
Fannie Mae
2042-08-01
3.009000
Government Agency Debt
4518128.00
4264077.47
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
299244.00
316145.05
Fannie Mae
2042-08-25
2.500000
Government Agency Debt
441446.00
449507.76
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
2689577.00
2729436.76
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
2641754.00
2728257.79
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
1106967.00
1077514.66
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
4290155.00
4331461.74
GNMA
2042-07-20
2.000000
Government Agency Debt
64116403.00
63185388.69
GNMA
2042-10-16
2.000000
Government Agency Debt
29082000.00
28506708.73
GNMA
2042-10-20
2.000000
Government Agency Debt
2025164.00
1992629.46
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
203000000.00
203000000.00
0.0142
N
203000000.00
203000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M130605_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-03-25
0.718700
Government Agency Debt
20523342.00
1129197.85
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
6749395.00
2263100.58
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2021529.00
1110810.71
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
610297.00
497687.44
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
3546921.00
3084803.30
Fannie Mae
2028-04-01
2.000000
Government Agency Debt
171754.00
170155.18
Fannie Mae
2029-06-25
0.693200
Government Agency Debt
39479963.00
746737.06
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
9871000.00
9108616.61
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
9045000.00
9363769.92
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2808000.00
2891947.03
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2067000.00
2134321.50
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1184000.00
1165404.10
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1119000.00
1102153.45
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1111000.00
1094649.41
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2032602.21
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
675199.27
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
573767.48
Fannie Mae
2032-12-25
3.000000
Government Agency Debt
2769246.00
2619147.33
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
57413.20
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
46800000.00
7310916.20
Fannie Mae
2033-11-25
6.000000
Government Agency Debt
22500000.00
1111474.05
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
3715028.53
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
14013000.00
2089407.39
Fannie Mae
2035-05-01
6.000000
Government Agency Debt
14982424.00
2115603.85
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
10204932.00
2029177.44
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
7493622.00
1449012.02
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
2300000.00
2626485.77
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
33854619.00
4945029.69
Fannie Mae
2036-05-25
0.493200
Government Agency Debt
3000000.00
2927802.60
Fannie Mae
2036-05-25
0.510200
Government Agency Debt
17756082.00
3173701.30
Fannie Mae
2036-07-01
7.000000
Government Agency Debt
4122556.00
1058602.50
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
1834361.78
Fannie Mae
2036-10-25
5.750000
Government Agency Debt
23455000.00
4665753.27
Fannie Mae
2037-01-01
7.000000
Government Agency Debt
4176934.00
2024208.80
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
11978962.00
2045551.07
Fannie Mae
2037-09-01
3.020000
Government Agency Debt
9120601.00
2129853.83
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
5144083.00
2817027.58
Fannie Mae
2038-04-01
5.254000
Government Agency Debt
8120964.00
1536134.92
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
22358110.00
6412413.71
Fannie Mae
2038-07-25
1.243200
Government Agency Debt
10000000.00
5025126.25
Fannie Mae
2038-10-25
1.420200
Government Agency Debt
9000000.00
1811268.52
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
27500000.00
6745484.31
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
742134.00
335478.35
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
26911126.00
8134341.22
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
5889516.00
2735464.43
Fannie Mae
2039-06-01
6.500000
Government Agency Debt
4900000.00
2022487.32
Fannie Mae
2039-07-25
5.000000
Government Agency Debt
6800000.00
1717075.95
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1580782.81
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
837342.43
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
4269274.00
2028131.90
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
149886.49
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
4023118.00
4457875.24
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
1707000.00
1588283.27
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
689783.00
362942.40
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
198570.96
Fannie Mae
2040-10-01
3.000000
Government Agency Debt
3020872.00
1435708.70
Fannie Mae
2040-11-25
0.593200
Government Agency Debt
12739000.00
3609116.89
Fannie Mae
2040-12-25
0.593200
Government Agency Debt
956500.00
944466.15
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
2933795.80
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
846457.63
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
2001031.47
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2177279.00
2001568.60
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
750541.00
689152.81
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
432086.02
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
429427.87
Fannie Mae
2041-06-25
0.600200
Government Agency Debt
930925.00
719272.85
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1674390.00
814929.71
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
113997.00
86719.38
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1360079.82
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
3674182.00
3171697.26
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
3609417.00
2842058.16
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
991090.00
1011999.69
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
833088.04
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
3757611.00
3829177.21
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
4377866.00
4257972.30
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
523537.00
548871.56
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
131888.92
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
104043.31
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
248955.00
233986.48
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
1346059.00
1383712.89
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
2200653.00
2044516.84
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1414055.69
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1271428.00
1269441.80
Fannie Mae
2042-08-25
2.500000
Government Agency Debt
8332674.00
8484846.75
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1930255.00
1996810.97
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
499508.90
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
366674.07
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
5017000.00
5001545.97
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
7275055.00
7108908.21
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
4574000.00
4436042.69
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3808000.00
3497847.29
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3047000.00
2959784.66
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
2198224.00
1943259.33
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
1965860.00
1977418.34
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
785429.00
697845.81
Fannie Mae
2043-03-25
2.500000
Government Agency Debt
1868000.00
1588932.63
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
3001909.00
3116248.47
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
5755704.00
5828974.11
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4382504.53
Fannie Mae
2047-07-01
6.500000
Government Agency Debt
12101607.00
2040271.08
Fannie Mae
2052-11-25
2.000000
Government Agency Debt
8256000.00
7646636.75
Fannie Mae
2052-11-25
6.500000
Government Agency Debt
3345901.00
2817378.21
GNMA
2041-05-20
4.000000
Government Agency Debt
6405780.00
3885136.84
GNMA
2042-03-20
7.000000
Government Agency Debt
151761.00
160635.47
GNMA
2042-07-20
2.000000
Government Agency Debt
1571984.00
1549157.71
GNMA
2042-07-20
3.000000
Government Agency Debt
898724.00
936360.68
GNMA
2042-08-20
2.500000
Government Agency Debt
4006560.00
4020576.73
GNMA
2042-10-20
2.000000
Government Agency Debt
317541.00
312439.66
GNMA
2043-01-20
3.000000
Government Agency Debt
214886.00
221846.17
GNMA
2059-10-20
0.00
Government Agency Debt
456807.00
490035.88
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
249000000.00
249000000.00
0.0175
N
249000000.00
249000000.00
DNB Bank ASA
DNB Bank ASA 0.220000%
23330LUL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
74000000.00
74000000.00
0.0052
N
74003700.00
74003700.00
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
42000000.00
42000000.00
0.0029
N
42002100.00
42002100.00
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
59000000.00
59000000.00
0.0041
N
59001770.00
59001770.00
Fannie Mae
Fannie Mae 0.055000%
313589HB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
11000000.00
10999731.11
0.0008
N
10999956.00
10999956.00
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
20000000.00
19999533.33
0.0014
N
19999680.00
19999680.00
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
25000000.00
24999916.67
0.0018
N
24999975.00
24999975.00
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
13900000.00
13899949.81
0.0010
N
13899986.10
13899986.10
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
2000000.00
1999991.67
0.0001
N
1999998.00
1999998.00
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
10000000.00
9999977.78
0.0007
N
9999990.00
9999990.00
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
30000000.00
29999550.00
0.0021
N
29999910.00
29999910.00
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
23000000.00
22999718.89
0.0016
N
22999931.00
22999931.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385GW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
2900000.00
2899960.13
0.0002
N
2899991.30
2899991.30
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
15000000.00
14999587.50
0.0011
N
14999925.00
14999925.00
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
0.0007
N
9999950.00
9999950.00
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
11000000.00
10999689.86
0.0008
N
10999824.00
10999824.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
35000000.00
34997812.50
0.0025
N
34999405.00
34999405.00
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
0.0023
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
30000000.00
29998400.00
0.0021
N
29999460.00
29999460.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385HZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
5000000.00
4999736.11
0.0004
N
4999895.00
4999895.00
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
13875000.00
13874024.89
0.0010
N
13874639.25
13874639.25
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
8600000.00
8599774.25
0.0006
N
8599948.40
8599948.40
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
125000000.00
125000000.00
0.0088
N
125092875.00
125092875.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HTB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
45000000.00
44997500.00
0.0032
N
44999100.00
44999100.00
General Electric Capital Corp
General Electric Capital Corp 0.180000%
36959HUQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
N
53000000.00
52986485.00
0.0037
N
52993640.00
52993640.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HVK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
13000000.00
12993048.61
0.0009
N
12997270.00
12997270.00
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
86000000.00
85934066.67
0.0060
N
85951840.00
85951840.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
41000000.00
40967780.84
0.0029
N
40976220.00
40976220.00
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
102000000.00
101903553.33
0.0072
N
101918400.00
101918400.00
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
99000000.00
98893107.50
0.0069
N
98900010.00
98900010.00
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
1800000.00
1800000.00
0.0001
N
1800000.00
1800000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
921AAP008_0.6000_M130808_2M54
0000769993
Other Repurchase Agreement
N
Fannie Mae
2042-11-01
2.305000
Government Agency Debt
32194481.00
32340562.71
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
297402.00
299599.32
HUMANA INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099994.76
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
2099944.25
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
2099987.52
PEPSICO INC COM
2013-05-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099943.10
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
2099963.58
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
42000000.00
42000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
42036120.00
42036120.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M130604_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-05-01
3.000000
Government Agency Debt
19237985.00
19753382.54
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
28317212.00
19755755.09
Fannie Mae
2041-05-01
3.214000
Government Agency Debt
34622000.00
19787576.52
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
23025795.00
19767692.09
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
14338055.00
11425011.94
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
19680201.00
19742559.71
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
6772516.00
7068022.48
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
115000000.00
115000000.00
0.0081
N
115000000.00
115000000.00
Gotham Funding Corp
Gotham Funding Corp 0.210000%
38346LTA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
18000000.00
17999265.00
0.0013
N
17999280.00
17999280.00
Govco, LLC
Govco, LLC 0.290000%
38362VTC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7999420.00
0.0006
N
7999440.00
7999440.00
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
25000000.00
24995166.67
0.0018
N
24995500.00
24995500.00
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
10000000.00
9996938.89
0.0007
N
9997100.00
9997100.00
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
71000000.00
70970258.89
0.0050
N
70970890.00
70970890.00
Govco, LLC
Govco, LLC 0.290000%
38362VV91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
11000000.00
10994063.05
0.0008
N
10994060.00
10994060.00
Govco, LLC
Govco, LLC 0.420000%
38362VXR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-25
2013-10-25
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8984880.00
0.0006
N
8987220.00
8987220.00
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
8000000.00
7999813.33
0.0006
N
7999840.00
7999840.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.260000%
4497W0VT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
Y
ING Bank NV
N/A
N/A
N
39000000.00
38976058.33
0.0027
N
38971920.00
38971920.00
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
17600000.00
17588511.11
0.0012
N
17585392.00
17585392.00
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
33000000.00
32977780.00
0.0023
N
32969970.00
32969970.00
ING Bank NV
ING Bank NV 0.465000%
921LCZ000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
37000000.00
37000000.00
0.0026
N
37011840.00
37011840.00
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
137000000.00
137000000.00
0.0096
N
137035620.00
137035620.00
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
1000000.00
1000000.00
0.0001
N
1000270.00
1000270.00
ING Bank NV
ING Bank NV 0.400000%
922BLX006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
1000000.00
1000000.00
0.0001
N
1000190.00
1000190.00
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
11000000.00
11000000.00
0.0008
N
11000000.00
11000000.00
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
6000000.00
6000000.00
0.0004
N
5999640.00
5999640.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.290000%
4662J0T36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
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
2000000.00
1999344.44
0.0001
N
1999440.00
1999440.00
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
35000000.00
34967450.00
0.0025
N
34980750.00
34980750.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2WP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
6000000.00
5994213.33
0.0004
N
5996520.00
5996520.00
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
45000000.00
44953500.00
0.0032
N
44972100.00
44972100.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320000%
4662J2X86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
25000000.00
24971777.78
0.0018
N
24983500.00
24983500.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2XA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
N
32000000.00
31964453.33
0.0022
N
31978560.00
31978560.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J2XX1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-31
2013-10-31
N
N
N
19000000.00
18976250.00
0.0013
N
18984610.00
18984610.00
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
43000000.00
43000000.00
0.0030
N
43016340.00
43016340.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ABC006_0.6500_M130801_2M54
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
595263.00
595575.58
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78905.00
78946.43
CSMC 2007-TFL2
2015-12-15
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27471882.00
14807901.61
DBUBS 2011 LC3 MTG TR
2044-08-10
5.571200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5113768.00
5238246.66
DBUBS 2011 LC3 MTG TR
2044-08-10
5.571200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3036179.00
3110085.26
IAI COMM 2007 FL 14
2022-06-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13942000.00
4938538.97
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
5.913700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1498999.00
1570185.43
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
382449.00
382943.51
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
9239.00
9250.95
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
290252.00
290730.76
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
27756.00
27801.78
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51299259.00
53391024.14
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2588.00
2693.53
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
13972817.00
15714614.82
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
205566.00
193338.93
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1115446.00
1088008.61
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63177.00
61622.99
MERRILL LYNCH MTGE TR
2039-05-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18828520.00
19333331.45
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
105000000.00
105000000.00
0.0074
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
105089250.00
105089250.00
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
129000000.00
129000000.00
0.0091
N
129053019.00
129053019.00
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
25000000.00
25000000.00
0.0018
N
25036600.00
25036600.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.190000%
48125PA37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
44000000.00
44000000.00
0.0031
N
44001760.00
44001760.00
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
26000000.00
26000000.00
0.0018
N
26000780.00
26000780.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
37000000.00
37000000.00
0.0026
N
37000740.00
37000740.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
25000000.00
25000000.00
0.0018
N
25000500.00
25000500.00
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
62000000.00
62000000.00
0.0044
N
62004340.00
62004340.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.300000%
48125PBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
26000000.00
26000000.00
0.0018
N
25996360.00
25996360.00
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
66000000.00
66000000.00
0.0046
N
66002640.00
66002640.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19997511.11
0.0014
N
19999200.00
19999200.00
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
3000000.00
2997615.00
0.0002
N
2998350.00
2998350.00
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
77000000.00
76999786.11
0.0054
N
76999230.00
76999230.00
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
5000000.00
4999727.78
0.0004
N
4999800.00
4999800.00
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
1000000.00
999923.61
0.0001
N
999950.00
999950.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.235000%
53943RUJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
18000000.00
17994712.50
0.0013
N
17995500.00
17995500.00
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
38000000.00
37999778.34
0.0027
N
37999240.00
37999240.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LUG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3998948.89
0.0003
N
3999023.60
3999023.60
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LUH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
13000000.00
12996504.44
0.0009
N
12996750.00
12996750.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LUW2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-30
2013-07-30
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999651.66
0.0001
N
999670.00
999670.00
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
6000000.00
5999766.67
0.0004
N
5999820.00
5999820.00
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
9000000.00
8999572.50
0.0006
N
8999730.00
8999730.00
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
12000000.00
11999050.00
0.0008
N
11999400.00
11999400.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
31000000.00
30993619.17
0.0022
N
30995660.00
30995660.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19995566.67
0.0014
N
19996800.00
19996800.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11997150.00
0.0008
N
11997960.00
11997960.00
Market Street Funding Corp
Market Street Funding Corp 0.185000%
5705X4VM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
50000000.00
49979701.39
0.0035
N
49985000.00
49985000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.090000%
06399U000_0.0900_M130603_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-05-25
5.250000
Government Agency Debt
18000000.00
20085264.00
Fannie Mae
2042-03-25
2.000000
Government Agency Debt
22008000.00
19404691.38
Fannie Mae
2043-06-25
3.000000
Government Agency Debt
20225000.00
21071254.45
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
18142031.47
Freddie Mac
2032-07-15
4.500000
Government Agency Debt
113109193.00
21153715.68
Freddie Mac
2035-04-15
5.500000
Government Agency Debt
17122545.00
19423598.16
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
18175000.00
20261326.42
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
35000000.00
20169719.65
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
21744000.00
21513243.64
GNMA
2033-11-20
5.500000
Government Agency Debt
18843333.00
21351744.93
GNMA
2038-06-20
2.500000
Government Agency Debt
22345702.00
17975872.85
GNMA
2038-08-20
5.500000
Government Agency Debt
15224275.00
17281871.29
GNMA
2052-07-16
2.830000
Government Agency Debt
20000000.00
19665666.67
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
250000000.00
250000000.00
0.0175
N
250000000.00
250000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
06399V008_0.1800_M130605_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
25001000.00
23480331.03
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
13611991.00
12784562.20
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
24084000.00
23257356.77
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
37800000.00
23302605.33
Freddie Mac
2041-04-15
3.850000
Government Agency Debt
35388240.00
23224269.74
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
44355.00
40875.08
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
103000000.00
103000000.00
0.0072
N
103000000.00
103000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130820_2M54
0000728612
Other Repurchase Agreement
N
AAR CORP
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
99610.62
AI CHS/COMMUNITY HEALTH SYSTEMS, INC.
2018-08-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3115000.00
3305188.06
AK STL CORP
2018-12-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
980000.00
1080620.14
ALLEN SYS GROUP INC
2016-11-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
401800.00
ALLOY FINANCIAL INC
2020-09-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109525.00
130699.83
AMC ENTERTAINMENT INC.
2020-12-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173000.00
208248.75
AMERENENERGY GENERATING COMPANY
2018-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
583403.33
AMERICAN AXLE & MANUFACTURING, INC.
2019-11-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
155220.00
AMERICAN INTERNATIONAL GROUP INC
2068-05-15
8.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000.00
18618.37
AMGEN INC
2037-06-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1250.93
ARCELORITTAL CLASS A NY REGISTRY NEW
2019-06-01
10.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
348183.00
453247.22
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
500000.00
501083.33
AVON PRODUCTS, INC
2020-03-15
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3177630.00
AVON PRODUCTS, INC
2043-03-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2440625.00
2755713.08
BANCO DE BOGOTA
2017-01-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1403000.00
1508419.86
BOISE PAPER HOLDINGS LLC
2020-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
456000.00
511100.00
BURLINGTON NORTHERN SANTA FE
2020-09-01
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129000.00
138411.84
CABLEVISION SYSTEMS CORP
2018-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
223000.00
254755.82
CALPINE CORP
2020-07-31
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1019000.00
1145101.25
CAPITAL ONE FINANCIAL CORPORATION
2014-07-15
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
111000.00
113418.88
CASE NEW HOLLAND INC
2013-09-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1520000.00
1566550.00
CB ERP OPER LTD PARTNR
2015-04-13
6.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1080000.00
1202578.56
CCO HLDGS LLC
2017-10-30
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5026000.00
5396632.60
CELANESE US HOLDING LLC
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
587399.00
639363.42
CENTURYTEL, INC
2021-06-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1150000.00
1287496.87
CHIQUITA BRANDS INTL INC
2021-02-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
976000.00
1072746.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
2022-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2615000.00
2785991.94
CLEARWATER PAPER CORP
2018-11-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4962991.00
5389498.04
CORRECTIONS CORP OF AMERICA
2023-05-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102135.42
D. R. HORTON, INC
2022-09-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2010000.00
DAE AVIATION HOLDINGS
2015-08-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
371000.00
388622.50
DELPHI CORP
2019-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
144281.25
DEVON ENERGY CORP
2014-01-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
364000.00
382720.52
DISCOVER FINL SVCS
2022-04-27
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2254000.00
2520402.76
DISCOVERY COMMUNICATIONS LLC
2023-04-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9107715.00
9051247.17
DUKES-WEEKS REALTY LIMITED PARTNERSHIP
2022-10-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
466058.20
DYNEGY INC NEW DEL
2023-06-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
597633.00
590162.59
ELIZABETH ARDEN INC
2021-03-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
135218.33
EMBARQ CORP
2016-06-01
7.082000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1852496.00
2185093.13
ENEL FINANCE INTERNATL S.A
2037-09-15
6.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1083265.56
ENSCO PLC
2021-03-15
4.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275000.00
1426968.67
EVEREST ACQUISITION LLC EVEREST ACQUISITION
2019-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3210000.00
3485190.63
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
593000.00
656747.50
FORD MOTOR CREDIT CO
2015-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3354297.00
3713053.97
FORD MOTOR CREDIT COMPANY
2021-08-02
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9491610.00
11059275.95
FORD MTR CREDIT CO
2016-05-09
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
11549565.00
FRONTIER COMMUNICATIONS CORP
2014-05-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1548000.00
1639912.50
FRONTIER COMMUNICATIONS CORP
2022-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212289.00
242260.08
FTI CONSULT INC
2020-09-27
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2167500.00
GENWORTH FINANCIAL
2021-09-24
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
125400.92
GOODMAN FDG PTY LTD
2021-04-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300000.00
1500649.58
GOODYEAR TIRE AND RUBBER COMPANY
2022-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
212267.50
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4875978.00
5430048.93
H& E EQUIPMENT SERVICES INC
2022-09-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
327000.00
HANESBRANDS INC
2020-12-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5989288.00
6794223.35
HARTFORD FINANCIAL SERV GROUP
2068-06-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1052000.00
1291293.47
HARVEST OPERATIONS CORP
2017-10-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
895827.08
INDYMAC MBS INC INDX MLT 2004 AR3 CL B 4 VAR DUE
2019-04-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
477000.00
546463.12
ING U S INC
2053-05-15
5.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4700000.00
4752875.00
INGLES MKTS INC
2017-05-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014000.00
1068699.67
INTESA SAN PAOLA
2014-02-24
2.673800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100560.99
INTLNATIONAL STEEL GROUP INC
2014-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4138001.00
4340455.00
IRON MOUNTAIN INCORPORATED
2020-06-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
532000.00
573702.89
ISTAR FININACAIL INC
2016-07-01
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100125.00
JEFFERIES GROUP INC NEW
2023-01-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231000.00
244314.84
JONES LANG LASALLE INC
2022-11-15
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785799.00
803813.88
KENNEDY WILSON INC
2019-04-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2495000.00
2774647.92
LAMAR MEDIA CORP
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
272000.00
299766.67
LAND OLAKES INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2445000.00
2622262.50
LEVEL 3 FINANCING INC
2020-07-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
160225.00
LIBERTY MUTUAL GROUP INC
2037-03-15
7.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2885000.00
3532586.33
LIBERTY MUTUAL GROUP INC
2088-06-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
3219138.89
LINCOLN NATIONAL CORPORATION
2040-06-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5050000.00
6767375.93
LINCOLN NATL CORP
2067-04-20
6.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1951091.53
LONGVIEW FIBRE PAPER & PACKAGING INC
2016-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3101637.00
3361399.10
MEAD PRODS LLC / ACCO BRANDS CORP
2020-04-30
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2495000.00
2646727.19
METROPCS WIRELESS INC
2021-04-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
625848.00
657140.40
MOHEGAN TRIBAL GAMING AUTH
2017-11-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
672624.00
773237.34
MOMENTIVE PERFORMANCE MATERIALS
2021-01-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
392000.00
383768.00
NAVIOS MARITIME HOLDINGS INC
2017-11-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231000.00
245990.94
NOKIA CORP,FI
2039-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2288620.00
2049332.06
OIL STATES ONTERNATIONAL
2019-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
3885000.00
OLIN CORP,VA
2019-08-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2512000.00
2872803.45
ONEOK PARTNERS LTD PARTNERSHIP
2022-10-01
3.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1387000.00
1359828.67
PAETEC HOLDING CORP
2018-12-01
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
166512.50
PETROBRAS INTL FIN CO
2040-01-20
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1642000.00
1855439.25
PETROLEOS MEXICANOS GUARANTEED NOTES
2020-03-05
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
4761466.67
PFD BRICKMAN GRP CL L
2018-11-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
544427.08
PFD KB HOME INCOME PRIDES
2020-03-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1875000.00
2203125.00
PLAINS EXPLORATION & PRODUCTION CO
2019-10-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3664000.00
4176120.34
PLY GEM INDS INC
2017-04-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
218000.00
PPL CAPITAL FUNDING, INC.
2067-03-30
6.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
104000.00
111921.33
PREFERRED TERM SECS XXV LTD
2037-06-22
0.598000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4600000.00
2983403.62
PRUDENTIAL FINCL INC,NJ
2037-12-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169143.00
1522405.40
PUGET SOUND PWR & LIGHT COMPANY
2067-06-01
6.974000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1631000.00
1769664.90
QUEBECOR MEDIA
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1779000.00
1873707.04
QVC NETWORK INC
2022-07-02
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1138000.00
1219036.98
REALTY INCOME
2017-09-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1735000.00
1970665.05
REPUBLIC OF EL SALVADOR
2025-01-30
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102974.65
REYNOLDS GROUP ISSUER LLC
2019-08-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
581172.00
636383.34
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2021-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
153750.00
ROPER INDUSTRIES INC
2017-11-15
1.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1389000.00
1392305.82
RRI ENERGY INC
2014-06-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4420000.00
4884805.97
RYERSON INC / JOSEPH T RYERSON& SON INC
2017-10-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
279288.75
SABRE INC
2019-05-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1008000.00
1117648.00
SEALED AIR CORP
2021-09-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
826000.00
970699.14
SEALED AIR CORP
2023-04-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1965000.00
1974825.00
SERVICE CORP INTER
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2570000.00
2770745.56
SERVICE CORP INTL
2018-10-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1771000.00
2112286.46
SERVICEMASTER CO
2020-02-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
506932.78
SMITHFIELD FOODS
2017-07-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3638000.00
4355747.08
SONIC AUTOMOTIVE INC
2023-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855000.00
851793.75
SPECTRUM BRANDS ESCROW CORP
2022-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
503000.00
544721.06
SPECTRUM BRANDS INC
2018-06-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1945000.00
2239289.30
SPRINT NEXTEL
2020-08-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
357536.11
SPRINT NEXTEL,KS
2017-08-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
141559.17
STARZ LLC STARZ FIN CORP
2019-09-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1559000.00
1590180.00
SUNCOKE ENERGY INC
2019-08-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2890000.00
3092300.00
SWIFT SVCS HOLDINGS
2018-11-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770000.00
885072.22
TATE & LYLE INTERNTL FINC
2014-11-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13400849.00
14091826.55
THERMO ELECTRON CORP
2014-02-21
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
121861.73
THERMO ELECTRON CORP
2016-03-01
3.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105742.00
THOMPSON CREEK METALS CO INC F
2019-05-01
12.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
468000.00
484380.00
TOLL BROS FINANCE CORP
2019-11-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
29140.63
TRANSPORTADORA DE GAS DEL SUR
2017-05-14
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1004000.00
867173.63
TRIUMPH GROUP INC
2017-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2475000.00
2632300.00
USG CORP
2018-01-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
763455.00
USG CORP
2020-03-30
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2219000.00
2496375.00
VENTAS REALTY LP
2019-04-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
217034.89
VERSO PAPER HLDGS LLC
2019-02-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
676000.00
293496.67
VERSO PAPER HOLDING
2016-08-01
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62000.00
35830.83
VIACOM INC CLASS B
2023-03-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1145212.00
1129671.47
WELLPOINT INC COM
2017-06-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
141000.00
167753.38
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
213000000.00
213000000.00
0.0150
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
213000000.00
213000000.00
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
45300000.00
45298414.50
0.0032
N
45298641.00
45298641.00
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
21000000.00
20998530.00
0.0015
N
20998740.00
20998740.00
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
21000000.00
20998425.00
0.0015
N
20998740.00
20998740.00
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
3000000.00
2999604.17
0.0002
N
2999670.00
2999670.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
22000000.00
21988364.45
0.0015
N
21984820.00
21984820.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
73000000.00
73000000.00
0.0051
N
73005110.00
73005110.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
68000000.00
68000000.00
0.0048
N
68008160.00
68008160.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682ACV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
3000000.00
3000000.00
0.0002
N
3000390.00
3000390.00
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
24000000.00
24000000.00
0.0017
N
24000720.00
24000720.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
19000000.00
19000000.00
0.0013
N
19000760.00
19000760.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
74000000.00
74000000.00
0.0052
N
74002960.00
74002960.00
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
56000000.00
56000000.00
0.0039
N
56002800.00
56002800.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
40000000.00
40000000.00
0.0028
N
40002000.00
40002000.00
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
2000000.00
2000000.00
0.0001
N
2000060.00
2000060.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.120000%
60688RJF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M130603_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
34822600.00
36137644.17
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
1345250.00
1396148.66
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
21401980.00
22249968.73
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
9400000.00
9758035.85
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
5885975.00
6109365.98
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
4343417.00
4506062.98
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
1168442.00
1212774.38
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
79000000.00
79000000.00
0.0055
N
79000000.00
79000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.110000%
55799C003_0.1100_M130603_2M54
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
2907483.00
1285348.55
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
10405676.00
10339066.19
Freddie Mac
2028-02-01
2.500000
Government Agency Debt
10400000.00
10374308.64
Freddie Mac
2037-06-01
8.000000
Government Agency Debt
18587689.00
10636937.77
Freddie Mac
2039-11-01
5.000000
Government Agency Debt
13429614.00
7399828.85
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
9798292.00
9986047.34
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
11311604.00
10771343.03
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
10048480.00
10467001.86
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
10287497.00
10165854.39
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
9978072.00
10477390.12
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
9298847.00
10096873.64
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
992JYJ001_0.0500_M130605_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
95285470.00
66529416.19
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
47921663.00
45757569.18
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
110000000.00
110000000.00
0.0077
N
110000000.00
110000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
57000000.00
57000000.00
0.0040
N
56991450.00
56991450.00
National Australia Bank Ltd
National Australia Bank Ltd 0.199000%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-18
2014-02-18
N
N
N
77000000.00
77000000.00
0.0054
N
77000000.00
77000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988LXK000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
146000000.00
146000000.00
0.0102
N
146000000.00
146000000.00
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
64000000.00
63987200.00
0.0045
N
63991040.00
63991040.00
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
6000000.00
5994670.00
0.0004
N
5993880.00
5993880.00
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
89000000.00
89000000.00
0.0062
N
89012460.00
89012460.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.290000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
14095000.00
14095000.00
0.0010
N
14095000.00
14095000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.290000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
NRW.BANK
NRW.BANK 0.115000%
62939LT41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
73000000.00
72999766.81
0.0051
N
72999270.00
72999270.00
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
139000000.00
138999111.93
0.0098
N
138997220.00
138997220.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
94000000.00
94000000.00
0.0066
N
94001880.00
94001880.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.300000%
74927JV75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
48000000.00
47974000.00
0.0034
N
47979840.00
47979840.00
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
10000000.00
9998347.22
0.0007
N
9999300.00
9999300.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JV50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
20000000.00
19987750.00
0.0014
N
19993600.00
19993600.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JV68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
23000000.00
22985688.89
0.0016
N
22992410.00
22992410.00
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
100000000.00
100000000.00
0.0070
N
100050000.00
100050000.00
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
50000000.00
50000000.00
0.0035
N
50002000.00
50002000.00
Royal Bank of Canada
Royal Bank of Canada 0.040000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
300000000.00
300000000.00
0.0211
Security is a time deposit.
N
300000000.00
300000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LUH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
12000000.00
11996920.00
0.0008
N
11997360.00
11997360.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83050TT43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
2000000.00
1999982.78
0.0001
N
2000000.00
2000000.00
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
6000000.00
5994600.00
0.0004
N
5995560.00
5995560.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.380000%
83051HEF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
1000000.00
1000000.00
0.0001
N
1000100.00
1000100.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
52000000.00
52000000.00
0.0037
N
52010400.00
52010400.00
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
63000000.00
63000000.00
0.0044
N
63000000.00
63000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HKS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
2000000.00
2000000.00
0.0001
N
1999900.00
1999900.00
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
20000000.00
20000000.00
0.0014
N
20001000.00
20001000.00
Societe Generale
Societe Generale 0.330000%
83368NDW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
4000000.00
4000000.00
0.0003
N
4000560.00
4000560.00
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
21000000.00
21000000.00
0.0015
N
21002520.00
21002520.00
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
42000000.00
42000000.00
0.0029
N
42005040.00
42005040.00
Societe Generale
Societe Generale 0.680000%
83369TKA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
53000000.00
53000000.00
0.0037
N
53021200.00
53021200.00
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
46000000.00
45999744.45
0.0032
N
45999080.00
45999080.00
State Street Corp
State Street Corp 0.170000%
85747JX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
12000000.00
11993200.00
0.0008
N
11993400.00
11993400.00
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
10000000.00
10000000.00
0.0007
N
10000200.00
10000200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86562CEF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
64000000.00
64000000.00
0.0045
N
64008320.00
64008320.00
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
23000000.00
23000000.00
0.0016
N
23001150.00
23001150.00
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
15000000.00
15000000.00
0.0011
N
15000900.00
15000900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
20000000.00
20000000.00
0.0014
N
19999400.00
19999400.00
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
66000000.00
66000000.00
0.0046
N
65997360.00
65997360.00
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
8000000.00
8000000.00
0.0006
N
7999680.00
7999680.00
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
0.0001
N
999780.00
999780.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CNF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
31000000.00
31000000.00
0.0022
N
30998450.00
30998450.00
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
109000000.00
109000000.00
0.0077
N
109039240.00
109039240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562DW55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
74000000.00
74000000.00
0.0052
N
74008140.00
74008140.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4E5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
25000000.00
25000000.00
0.0018
N
25000250.00
25000250.00
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
6000000.00
6000000.00
0.0004
N
6000060.00
6000060.00
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
8000000.00
8000000.00
0.0006
N
8000240.00
8000240.00
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
58000000.00
58000000.00
0.0041
N
58001740.00
58001740.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5V6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
N
35000000.00
35000000.00
0.0025
N
35001400.00
35001400.00
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
57000000.00
57000000.00
0.0040
N
57002850.00
57002850.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W6D5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
34000000.00
34000000.00
0.0024
N
33999320.00
33999320.00
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
18000000.00
18000000.00
0.0013
N
17998560.00
17998560.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.360000%
86562WX37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
10000000.00
10000548.57
0.0007
N
10001000.00
10001000.00
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
8000000.00
8000000.00
0.0006
N
7998400.00
7998400.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CTE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Swedbank AB
Swedbank AB 0.330000%
87019QUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
3000000.00
3000000.00
0.0002
N
3000510.00
3000510.00
Swedbank AB
Swedbank AB 0.350000%
87019RTL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
43000000.00
42992893.05
0.0030
N
42996560.00
42996560.00
Swedbank AB
Swedbank AB 0.290000%
87019RYK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
N
10000000.00
9986386.12
0.0007
N
9987000.00
9987000.00
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
35000000.00
35000000.00
0.0025
N
35000000.00
35000000.00
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
68000000.00
68000000.00
0.0048
N
68000000.00
68000000.00
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
29000000.00
29000000.00
0.0020
N
29006960.00
29006960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112WM87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
104000000.00
104000000.00
0.0073
N
104009360.00
104009360.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WU54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
31000000.00
31000000.00
0.0022
N
31008060.00
31008060.00
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
141000000.00
141000000.00
0.0099
N
141004230.00
141004230.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
20000000.00
19963611.11
0.0014
N
19967600.00
19967600.00
UBS AG
UBS AG 0.255000%
90267RNY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
86000000.00
86000000.00
0.0060
N
86006880.00
86006880.00
UBS AG
UBS AG 0.250000%
90267RPF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
84000000.00
84000000.00
0.0059
N
84009240.00
84009240.00
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
37000000.00
37000000.00
0.0026
N
37004070.00
37004070.00
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
3000000.00
3000000.00
0.0002
N
3000480.00
3000480.00
Victory Receivables Corp
Victory Receivables Corp 0.180000%
92646KU26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
10495000.00
10493478.23
0.0007
N
10493385.87
10493385.87
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
49000000.00
49000000.00
0.0034
N
49009310.00
49009310.00
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
25000000.00
25000000.00
0.0018
N
24998750.00
24998750.00
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
83000000.00
83000000.00
0.0058
N
83006640.00
83006640.00
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
50000000.00
50000000.00
0.0035
N
50000500.00
50000500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
50000000.00
50000000.00
0.0035
N
50001000.00
50001000.00
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
286000000.00
286000000.00
0.0201
N
286008580.00
286008580.00
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
40000000.00
40000000.00
0.0028
N
40012800.00
40012800.00
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
107000000.00
107000000.00
0.0075
N
107065270.00
107065270.00
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
105000000.00
105000000.00
0.0074
N
105106050.00
105106050.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
647047.87
647047.87
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
142625.77
142625.77
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1097215.70
1097215.70
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
186437.34
186437.34