0001145549-13-006968.txt : 20131224
0001145549-13-006968.hdr.sgml : 20131224
20130807145658
ACCESSION NUMBER: 0001145549-13-006968
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130731
FILED AS OF DATE: 20130807
DATE AS OF CHANGE: 20130807
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: 131017159
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
2013-07-31
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
53
86
14977250132.50
5240851.93
282684618.28
14699806366.15
0.0025
1.0001
2013-07-31
1.0001
2013-07-31
C000012373
1.00
14699806366.15
1.00
-27357136.20
3077799089.86
3105156226.06
0.0001
1.0001
2013-07-31
1.0001
2013-07-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.310000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National North America, LLC
Abbey National North America, LLC 0.255000%
0027A0YD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
Y
Santander UK Plc
N/A
N/A
N
66000000.00
65951380.00
0.0045
N
65948988.60
65948988.60
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
0.0047
N
69002760.00
69002760.00
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
3000270.00
3000270.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279HJ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Santander UK Plc
N/A
N/A
N
6000000.00
6000000.00
0.0004
N
5999700.00
5999700.00
Alpine Securitization Corp
Alpine Securitization Corp 0.150000%
02086LW44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
92000000.00
91986966.67
0.0063
N
91986319.60
91986319.60
Alpine Securitization Corp
Alpine Securitization Corp 0.150000%
02086LW51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
45000000.00
44993437.50
0.0031
N
44993250.00
44993250.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.214800%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2014-03-07
N
N
N
115000000.00
115000000.00
0.0078
N
115024150.00
115024150.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.080000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
75000000.00
75000000.00
0.0051
Security is a time deposit.
N
75000000.00
75000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
4000000.00
4000000.00
0.0003
Security is a time deposit.
N
4000000.00
4000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130802
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
105000000.00
105000000.00
0.0071
Security is a time deposit.
N
105000000.00
105000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130806
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
138000000.00
138000000.00
0.0094
Security is a time deposit.
N
138000000.00
138000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WC35
Other Note
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
40000000.00
40000000.00
0.0027
N
40001600.00
40001600.00
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
0.0029
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
0.0010
N
15000450.00
15000450.00
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
0.0050
N
73002920.00
73002920.00
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
7000420.00
7000420.00
Bank of Montreal
Bank of Montreal 0.180000%
06366ADX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
151000000.00
151000000.00
0.0103
N
150993960.00
150993960.00
Bank of Montreal
Bank of Montreal 0.180000%
06366AJE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
80000000.00
80000000.00
0.0054
N
79991200.00
79991200.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ANP3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
6000000.00
6000000.00
0.0004
N
5999880.00
5999880.00
Bank of Montreal
Bank of Montreal 0.060000%
06366ANU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
125000000.00
125000000.00
0.0085
N
124997087.50
124997087.50
Bank of Nova Scotia
Bank of Nova Scotia 0.270500%
06417FD56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2014-07-24
N
N
N
171000000.00
171000000.00
0.0116
N
170958960.00
170958960.00
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
0.0031
N
45010350.00
45010350.00
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
23001380.00
23001380.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417FYS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
1000000.00
1000000.00
0.0001
N
1000060.00
1000060.00
Bank of Nova Scotia
Bank of Nova Scotia 0.020000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
149000000.00
149000000.00
0.0101
Security is a time deposit.
N
149000000.00
149000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.050000%
049999006_M130805
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
51000000.00
51000000.00
0.0035
Security is a time deposit.
N
51000000.00
51000000.00
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
0.0021
N
31005270.00
31005270.00
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
0.0043
N
63011970.00
63011970.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.110000%
06538F7H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
130000000.00
130000000.00
0.0088
N
129998700.00
129998700.00
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
0.0045
N
66027720.00
66027720.00
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
14006020.00
14006020.00
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
0.0042
N
62026660.00
62026660.00
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
1000440.00
1000440.00
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
0.0024
N
36012240.00
36012240.00
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
0.0033
N
49017150.00
49017150.00
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
9003330.00
9003330.00
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
13002210.00
13002210.00
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
9001620.00
9001620.00
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
0.0035
N
51015810.00
51015810.00
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
14004620.00
14004620.00
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
0.0041
N
60019800.00
60019800.00
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
0.0026
N
38011780.00
38011780.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XRW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
69000000.00
69000000.00
0.0047
N
69022080.00
69022080.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
3000000.00
3000000.00
0.0002
N
3000300.00
3000300.00
Barclays Capital, Inc
Barclays Capital, Inc 0.090000%
00799J004_0.0900_M130801_2M54
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2048-08-15
3.250000
Government Agency Debt
27520000.00
27226535.89
GNMA
2061-06-20
0.00
Government Agency Debt
12267634.00
12746592.18
GNMA
2062-05-20
0.00
Government Agency Debt
21758068.00
21865587.89
GNMA
2062-10-20
4.530000
Government Agency Debt
21670951.00
22243777.08
GNMA
2062-11-20
4.488000
Government Agency Debt
19657473.00
19917507.90
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737HWQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
Y
Barclays Bank Plc
N/A
N/A
N
14000000.00
13995590.00
0.0010
N
13996080.00
13996080.00
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
12987866.67
0.0009
N
12990380.00
12990380.00
BNP Paribas
BNP Paribas 0.400000%
05567VD28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
8000000.00
8001217.54
0.0005
N
8002720.00
8002720.00
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
42010920.00
42010920.00
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
0.0038
N
56016240.00
56016240.00
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
42014280.00
42014280.00
BNP Paribas
BNP Paribas 0.400000%
05572NNT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
50000000.00
50000000.00
0.0034
N
50016000.00
50016000.00
BNP Paribas
BNP Paribas 0.390000%
05572NNV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
N
N
29000000.00
29000000.00
0.0020
N
29008410.00
29008410.00
BNP Paribas
BNP Paribas 0.390000%
05572NPA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
44000000.00
44000000.00
0.0030
N
44013640.00
44013640.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130801_2M54
0001197610
Other Repurchase Agreement
N
ADR AMERICA MOVIL S.A. DE C V
2020-03-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12795.00
13900.05
APPLIED MATERIALS
2041-06-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71850.00
77984.19
CIGNA CORPORATION
2042-02-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
627759.37
COMCAST CORP NEW
2043-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3488092.00
3318221.92
DANSSKE BANK
2014-04-14
1.318100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102630.00
102874.51
FRANCE TELECOM
2015-09-16
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6975.00
7144.34
GCB REGS KOREA HIGHWAY
2014-04-07
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4257948.00
4352389.29
GCB REGS KOREA HIGHWAY
2015-05-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
548379.00
588952.27
HANA BANK
2017-06-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
153243.00
162699.41
J P MORGAN CHASE & CO
2018-05-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
759714.00
736520.35
JP MORGAN CHASE CO
2015-03-20
1.322200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
829417.00
838213.71
KFW KREDITANSTALT FUR
2013-10-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124704.00
127120.49
LORILLARD TOBACCO COMPANY
2016-08-04
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159500.00
170259.60
LOWE'S CO INC
2036-10-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5822430.00
6564660.45
NBCUNIVERSAL ENTERPRISE INC
2019-04-15
1.974000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1077404.00
1059802.27
NUCOR CORP
2023-08-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
327372.00
324903.62
PARTNERRE FIN B LLC
2020-06-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
892335.00
990827.96
PETROBRAS ENERGIA S.A.
2017-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
777292.00
810251.34
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167271.00
160517.43
SPAREBANK 1 BOLIGKREDIT
2013-10-25
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12432.00
12499.55
TURLOCK CORP
2022-11-02
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225768.00
211619.93
UNITED TECH
2040-04-15
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278596.00
332928.72
UNITED TECHNOLOGIES
2019-02-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35856.00
43917.33
VOLKSWAGEN INTERNATIONAL FINANCE NV
2015-11-20
1.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1370000.00
1380025.74
WESTVACO CORP
2031-02-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70162.00
84006.25
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
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 0.290000%
921AES008_0.2900_M130807_2M54
0001197610
Other Repurchase Agreement
N
ADR AMERICA MOVIL S.A. DE C V
2020-03-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197639.00
214708.20
APPLIED MATERIALS
2041-06-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73712.00
80005.16
Bank of Montreal
2017-01-30
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2982656.00
3056029.34
CENTREPOINT ENERGY INC
2018-05-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134576.00
162107.56
DANSSKE BANK
2014-04-14
1.318100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1471949.00
1475455.82
DNB NOR BOLIGKREDIT
2015-10-14
2.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955367.00
3054288.06
GCB REGS KOREA HIGHWAY
2015-05-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2139.00
2297.26
HANA BANK
2017-06-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133437.00
141671.21
IBM CORP
2020-05-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46005.00
43344.84
J P MORGAN CHASE & CO
2018-05-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3971286.00
3850044.84
MORGAN STANLEY
2015-01-26
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6513691.00
6770522.22
MORGAN STANLEY DEAN WITTER
2017-12-28
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11642.00
13133.27
NBCUNIVERSAL ENTERPRISE INC
2019-04-15
1.974000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
486604.00
478654.27
NUCOR CORP
2023-08-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1029345.00
1021583.74
PLAINS EXPOLORATION PRODUCTION COMPANY
2023-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5465640.00
6058122.97
PRUDENTIAL FINCL INC,NJ
2037-12-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
828173.00
1016012.30
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64648.00
62037.84
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3503853.00
3999982.03
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
30000000.00
30000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
30000000.00
30000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130807_2M54
0001197610
Other Repurchase Agreement
N
BANQUE PSA FIN
2016-04-04
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21704.00
22415.65
BARMINCO FIN PTY LTD
2018-06-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
862848.00
791663.04
CCO HOLDINGS LLC
2022-01-31
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3643.00
3734.08
CELANESE YS HLDG LLC
2021-06-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
724299.00
765951.22
CITYCENTER HLDGS LLC CITYCENTER FIN CORP
2016-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
831926.00
880501.23
FIRST DATA CORP
2020-11-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6680.00
7112.11
FORD MOTOR CREDIT COMPANY
2018-05-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
417341.00
458028.50
FORD MOTOR CREDIT COMPANY
2020-01-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9306.00
11454.49
GEORGIA GULF CORP
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
792580.00
765070.87
LEVEL 3 COMMUNICATIONS INC
2019-02-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20092.00
23926.22
MICHAELS FINCO HLDGS LLC MICHAELS FINCO INC
2018-08-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7385.00
7452.70
NBTY INC
2018-10-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
755874.00
859806.67
WTS DINDRED HELTHCARE IN EXP 4 20 06
2019-06-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2686.00
2884.09
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
4000000.00
4000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000680.00
4000680.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M130801_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
102768985.00
95305612.21
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
8979888.00
8562483.67
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
97647114.00
95577784.03
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
100404258.00
95162959.45
Fannie Mae
2043-05-01
4.000000
Government Agency Debt
78790044.00
81341161.26
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
365000000.00
365000000.00
0.0248
N
365000000.00
365000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DTU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
25000000.00
25000000.00
0.0017
N
25000500.00
25000500.00
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
108952645.56
0.0074
N
108978200.00
108978200.00
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FB47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3655000.00
3647026.01
0.0002
N
3650037.24
3650037.24
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
6999828.89
0.0005
N
6999860.00
6999860.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
13000000.00
12996208.33
0.0009
N
12996620.00
12996620.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28991034.17
0.0020
N
28991880.00
28991880.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
16000000.00
15994773.33
0.0011
N
15995200.00
15995200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
70000000.00
69975091.67
0.0048
N
69976900.00
69976900.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999609.17
0.0001
N
999630.00
999630.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11994750.00
0.0008
N
11994840.00
11994840.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999475.00
0.0001
N
999440.00
999440.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JYC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3997596.67
0.0003
N
3997280.00
3997280.00
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
2998942.50
0.0002
N
2999580.00
2999580.00
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
38981572.50
0.0027
N
38992200.00
38992200.00
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
11993846.67
0.0008
N
11997120.00
11997120.00
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
9994583.33
0.0007
N
9997400.00
9997400.00
Charta, LLC
Charta, LLC 0.430000%
16115UZK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39933111.11
0.0027
N
39964400.00
39964400.00
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
0.0033
N
49021070.00
49021070.00
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
1000430.00
1000430.00
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
0.0035
N
52001560.00
52001560.00
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
0.0041
N
61024400.00
61024400.00
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
0.0082
N
120048000.00
120048000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000120.00
2000120.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
5000000.00
5000000.00
0.0003
N
5000300.00
5000300.00
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
3001920.00
3001920.00
Citibank, NA
Citibank, NA 0.400000%
17304UFJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
12000000.00
12000000.00
0.0008
N
12007200.00
12007200.00
Citibank, NA
Citibank, NA 0.400000%
17304UFQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
6000000.00
6000000.00
0.0004
N
6003900.00
6003900.00
Citibank, NA
Citibank, NA 0.400000%
17304UFW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-18
2013-12-18
N
N
N
25000000.00
25000000.00
0.0017
N
25016500.00
25016500.00
Citibank, NA
Citibank, NA 0.400000%
17304UFZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
10000000.00
10000000.00
0.0007
N
10006700.00
10006700.00
Citibank, NA
Citibank, NA 0.400000%
17304UGC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
9000000.00
9000000.00
0.0006
N
9006030.00
9006030.00
Citibank, NA
Citibank, NA 0.400000%
17304UGJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
N
114000000.00
114000000.00
0.0078
N
114075240.00
114075240.00
Citibank, NA
Citibank, NA 0.280000%
17304UGW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
N
64000000.00
64000000.00
0.0044
N
64017280.00
64017280.00
Citibank, NA
Citibank, NA 0.400000%
17304UGY0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
18000000.00
18000000.00
0.0012
N
18012060.00
18012060.00
Citibank, NA
Citibank, NA 0.280000%
17304UHB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
15000000.00
15000000.00
0.0010
N
15004500.00
15004500.00
Citibank, NA
Citibank, NA 0.130000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
44000000.00
44000000.00
0.0030
Security is a time deposit.
N
44000000.00
44000000.00
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
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
53000000.00
52938755.55
0.0036
N
52944880.00
52944880.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422FZL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
101000000.00
100873413.32
0.0069
N
100880820.00
100880820.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
9000000.00
8986080.00
0.0006
N
8984970.00
8984970.00
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
N
67000000.00
66926746.66
0.0046
N
66936350.00
66936350.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
13000000.00
12984515.55
0.0009
N
12985830.00
12985830.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.483800%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-10-28
2014-08-27
N
N
N
150000000.00
150000000.00
0.0102
N
150110250.00
150110250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230500%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2014-02-24
N
N
N
50000000.00
50000000.00
0.0034
N
50007000.00
50007000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DX39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-03
2013-10-03
N
N
N
150000000.00
149952750.00
0.0102
N
149970000.00
149970000.00
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
60996611.11
0.0041
N
60998170.00
60998170.00
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
61994833.33
0.0042
N
61997520.00
61997520.00
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
0.0047
N
69002760.00
69002760.00
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
0.0059
N
87006960.00
87006960.00
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
16001760.00
16001760.00
Credit Agricole SA
Credit Agricole SA 0.280000%
922JUS000
0001335241
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
10000000.00
10000000.00
0.0007
N
10000800.00
10000800.00
Credit Agricole SA
Credit Agricole SA 0.300000%
922NQD009
0001335241
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
33000000.00
33000000.00
0.0022
N
33002640.00
33002640.00
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
19000000.00
19000000.00
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
4000680.00
4000680.00
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
0.0031
N
45009450.00
45009450.00
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
39008580.00
39008580.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.070000%
22799D001_0.0700_M130801_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-08-20
5.500000
Government Agency Debt
20000000.00
1296230.85
Freddie Mac
2038-08-20
6.000000
Government Agency Debt
49324554.00
2434458.21
Freddie Mac
2038-09-20
6.500000
Government Agency Debt
17435000.00
645384.30
Freddie Mac
2038-10-20
6.500000
Government Agency Debt
18000000.00
517586.95
Freddie Mac
2039-01-20
6.500000
Government Agency Debt
16358048.00
829597.30
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
40044214.00
7684371.89
Freddie Mac
2039-12-20
5.000000
Government Agency Debt
27105604.00
8451894.16
Freddie Mac
2040-03-20
5.000000
Government Agency Debt
24808301.00
6712793.32
Freddie Mac
2040-11-20
4.500000
Government Agency Debt
20000000.00
10859142.54
Freddie Mac
2041-03-20
4.500000
Government Agency Debt
54137051.00
19792166.48
Freddie Mac
2043-06-20
2.500000
Government Agency Debt
29858727.00
27617176.49
Freddie Mac
2043-07-20
4.000000
Government Agency Debt
61480000.00
64461409.97
Freddie Mac
2044-01-15
2.350000
Government Agency Debt
28021826.00
28722935.52
Freddie Mac
2048-07-15
3.000000
Government Agency Debt
23825000.00
23138615.37
Freddie Mac
2048-08-15
2.740000
Government Agency Debt
22758700.00
21672799.64
Freddie Mac
2048-08-15
2.850000
Government Agency Debt
17600000.00
16740350.15
Freddie Mac
2051-07-15
2.480000
Government Agency Debt
38067393.00
38736051.75
Freddie Mac
2053-06-15
4.550000
Government Agency Debt
22726194.00
22783766.64
Freddie Mac
2053-07-15
4.450000
Government Agency Debt
3873911.00
3860887.60
Freddie Mac
2054-02-15
3.640000
Government Agency Debt
22898882.00
21806417.25
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
322317441.00
322317441.00
0.0219
N
322317441.00
322317441.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130821_2M54
0001230485
Other Repurchase Agreement
N
144A ACABS 2003-1A AT
2038-06-10
1.024200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
3092196.51
144A ACCDO 11A A
2047-03-15
0.573200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
1941312.25
144A ACCDO 12A A1
2047-10-08
0.703900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
2069175.43
144A ELAT 2007-2 A2C
2037-05-25
1.290000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2265000.00
1315281.41
144A MLMS 2005-ACR1 M4
2035-06-28
0.836400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
1074605.45
144A OAK 1998-D M1
2029-01-15
7.415000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
411564.03
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
102501.44
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
10982.30
144A PALS 1999-1A A1
2029-03-25
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11250000.00
1736123.15
144A PALS 1999-1A A2
2029-03-25
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5560000.00
1059431.15
144A RAAC 2005-RP3 M2
2039-05-25
1.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
212985.94
144A SDART 2012-2A E
2019-04-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2970000.00
2598303.01
ABFC 2006-OPT3 A3B
2036-11-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
799800.57
ABSHE 2004-HE7 M2
2034-10-25
1.240000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5033000.00
932770.71
ACCR 2004-1 A2
2034-04-25
0.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
1958139.99
ACCR 2006-1 A4
2036-04-25
0.470000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2697128.53
ACE 2005-RM2 M5
2035-06-25
0.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1075000.00
844393.39
ACE 2006-ASP6 A2D
2036-12-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
10154573.62
ARSI 2004-W11 M4
2034-11-25
1.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6270000.00
1222441.70
BAFC 2005-H 3A1
2035-11-20
3.074100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3295000.00
1078532.79
BNCMT 2006-2 A5
2036-11-25
0.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23978700.00
2695096.79
BSARM 2007-5 3A1
2047-08-25
5.183200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1725000.00
629683.98
BSSLT
2037-01-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
815.80
CARR 2006-NC5 M1
2037-01-25
0.460000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23957000.00
93036.66
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310000.00
180164.72
CNF 2001-3 A4
2033-05-01
6.910000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2300000.00
1194003.37
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
609824.84
CWA05072
2036-01-25
0.630000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14452000.00
53912.97
CWALT
2046-05-20
0.401500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17267898.00
5062191.47
CWALT 2005-62 2A3
2035-12-25
1.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16505000.00
712412.41
CWALT 2005-62 2A3
2035-12-25
1.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16333000.00
704988.30
CWALT 2005-J11 1A11
2035-11-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
288635.69
CWALT 2006-OA10 4A2
2046-08-25
0.420000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17211300.00
246563.64
CWHEL 2005-H 2A
2035-12-15
0.431000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855000.00
60638.71
CWHEL 2006-E 2A
2036-07-15
0.331000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
44264.90
CWL 2006-11 1AF4
2046-09-25
5.272500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3350000.00
2393008.75
CWL 2006-11 1AF4
2046-09-25
5.272500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
10714.96
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
222067.56
CWL 2007-3 2A2
2047-05-25
0.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1280000.00
1119397.05
FFML 2006-FF16 2A3
2036-12-25
0.330000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
19527.25
GMACM
2029-10-25
6.010000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
94499.52
GMACM 2005-HE1 A3
2035-08-25
0.370000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
25996.84
GPMF 2006-AR6 A3A
2046-10-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
9260.75
HVMLT
2036-12-19
0.361500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19995000.00
4568425.05
JPMAC 2006-CH2 AF2
2036-10-25
5.355800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1195000.00
527515.66
LXS 2006-10N 1A4A
2046-07-25
0.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
12253.48
LXS 2006-10N 1A4A
2046-07-25
0.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
5251.49
LXS 2006-13 1A3
2036-09-25
0.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
222252.88
MARM 2007-3 12A1
2047-05-25
0.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3470000.00
1076008.49
MLMI 2006-AR1 A2C
2037-03-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1085000.00
360878.92
MSAC 2004-HE5 M1
2034-06-25
0.820000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
114184.85
MSAC 2005-HE4 M4
2035-07-25
0.780000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
980000.00
155484.20
MSAC 2007-HE3 A2B
2036-12-25
0.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6735000.00
3160804.16
NHELI 2005-HE1 M5
2035-09-25
0.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
132973.29
RAAC
2047-06-25
0.590000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
235457.80
RALI 2006-QO5 2A1
2046-05-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8450000.00
2929125.30
RALI 2006-QO5 2A1
2046-05-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7580000.00
2627546.72
RALI 2006-QO5 2A1
2046-05-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
672485.57
RALI 2006-QO5 2A1
2046-05-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1675000.00
580625.43
RALI 2006-QO5 2A1
2046-05-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
123057.93
RALI 2006-QS6 1A11
2036-06-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5276000.00
741288.90
RALI 2007-QH3 A1
2037-04-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6755000.00
2645876.53
RALI 2007-QH3 A1
2037-04-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2415000.00
945935.13
RALI 2007-QH3 A1
2037-04-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
74421.40
RAMC 2005-2 M1
2035-08-25
5.051000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
342344.11
RAMP
2036-07-25
0.470000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015000.00
786291.39
RES ACCREDIT
2037-08-25
0.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3615000.00
1482300.28
RES ACCREDIT
2037-08-25
0.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
323932.84
RFMSI 2007-SA4 3A1
2037-10-25
3.887900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10200000.00
3104826.16
SAMI 2006-AR5 3A1
2046-05-25
0.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
960000.00
362417.42
SAMI 2007-AR4 A3
2047-09-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7740000.00
4907237.99
SASC 2005-NC2 M5
2035-05-25
0.810000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
136668.59
SDART 2012-3 E
2019-06-17
5.130000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2175000.00
2250082.10
SVHE 2006-OPT4 M1
2036-06-25
0.470000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16500000.00
1147946.02
United States Treasury Department
2017-04-15
0.125000
Treasury Debt
10000.00
10586.09
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
77000000.00
77000000.00
0.0052
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
77025410.00
77025410.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2M54
0001230485
Other Repurchase Agreement
N
144A GRAND 2006-2A A1A
2046-11-01
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112905000.00
19472868.74
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4005000.00
977424.47
BSSLT 2007-1 2A
2037-08-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
17248.44
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8065000.00
7932640.91
CWALT 2005-62 2A3
2035-12-25
1.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26734000.00
1153931.14
CWALT 2005-9CB 1A1
2035-05-25
0.690000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2230000.00
498931.75
CWHEL 2005-M A4
2036-02-15
0.521000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
59367.18
CWL
2046-01-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
940000.00
664384.14
CWL 2006-BC5 2A3
2037-03-25
0.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4940000.00
3806156.36
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5450000.00
3184916.32
FFMER 2007-3 A2C
2037-06-25
0.370000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5695000.00
3282560.22
FFML 2006-FF11 2A4
2036-08-25
0.430000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1130000.00
623425.17
GPMF 2006-AR6 A3A
2046-10-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
50934.12
LBMLT
2036-03-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20145000.00
5806759.01
LXS 2007-16N 2A2
2047-09-25
1.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
452944.92
MHL 2006-1 2A1A
2036-04-25
0.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
5370.07
MLCFC 2007-5
2048-08-12
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
489760.03
MSAC 2006-HE8 A2FP
2036-10-25
0.260000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5375000.00
311716.81
MSAC 2007-HE3 A2B
2036-12-25
0.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5195000.00
2438066.46
MSAC 2007-NC2 A2C
2037-02-25
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2200000.00
1118968.38
NHELI 2005-FM1 M3
2035-05-25
0.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
137550.06
PPSI 2005-WCW2 M3
2035-07-25
0.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
130623.49
RAMP
2036-07-25
0.470000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
201414.54
RAMP 2005-RS7 M2
2035-07-25
0.710000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
242643.56
SABR 2004-OP2 M3
2034-08-25
1.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1740000.00
134068.56
SARM
2037-05-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5935000.00
1863667.00
SARM
2037-05-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5285000.00
1659558.57
SARM
2037-05-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1730000.00
543242.45
SARM
2037-05-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
193117.98
SARM
2037-05-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
119324.93
SARM 2005-15 2A1
2035-07-25
2.688400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2840000.00
596984.33
SARM 2006-3 3A2
2036-04-25
2.450900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1785000.00
799401.91
SARM 2007-1 2-A3
2037-02-25
4.921500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13110000.00
8039452.20
SASC 2005-NC2 M5
2035-05-25
0.810000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
139515.85
United States Treasury Department
2014-01-15
2.000000
Treasury Debt
30000.00
38350.99
United States Treasury Department
2017-04-15
0.125000
Treasury Debt
705000.00
746319.35
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7595000.00
1537341.85
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6570000.00
1329866.48
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3175000.00
642667.59
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2120000.00
429119.78
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
965000.00
195330.46
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
129545.59
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
71857.32
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
68821.10
WMALT 2005-3 1CB3
2035-05-25
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
12144.90
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
63000000.00
63000000.00
0.0043
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
63025830.00
63025830.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M131016_2M54
0001230485
Other Repurchase Agreement
N
144A CBCL 15A A
2041-02-16
0.554300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22190000.00
1875209.25
144A CCAO 3A C
2028-11-15
7.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
1369478.86
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2400000.00
158997.61
144A ELAT 2007-2 A2C
2037-05-25
1.290000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5585000.00
3243199.40
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
288340000.00
63057437.80
144A SLFMT 2013-1A B1
2058-06-25
5.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5470000.00
5518756.94
AABST
2034-12-25
1.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2055000.00
1366227.06
ABSHE 2005-HE1 M2
2035-03-25
0.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1410000.00
974022.97
ACCSS 2007-A B
2037-02-25
0.822700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5050000.00
2204976.14
ACE 2006-FM2 A2C
2036-08-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9772000.00
3434385.09
AMSI 2005-R6 M6
2035-08-25
1.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
317500.00
16919.61
BAFC 2005-H 3A1
2035-11-20
3.074100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
196394.44
BSARM 2007-5 3A1
2047-08-25
5.183200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4450000.00
1624402.16
BSSLT
2037-01-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37395000.00
6101363.05
CBASS 2006-CB3 AV4
2036-03-25
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
8353387.71
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7510000.00
4364635.66
CMLTI 2007-AHL3 A3A
2037-05-25
0.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9540000.00
1820237.79
CNF 2001-3 A4
2033-05-01
6.910000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
153143.91
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2475000.00
2434381.43
CWALT 2006-OA6 1A3
2046-07-25
0.460000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4955000.00
656821.58
CWHEL
2037-06-15
0.341000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21195000.00
3921780.30
CWHEL 2005-H 2A
2035-12-15
0.431000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17980000.00
1275185.91
CWL
2046-01-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
229707.28
CWL 2004-4 M1
2034-07-25
0.910000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7929835.00
7019847.46
CWL 2005-16 2AF3
2036-05-25
5.110300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63300.00
49385.48
CWL 2005-17 1AF3
2036-05-25
5.260300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3935000.00
3078023.06
CWL 2007-3 2A2
2047-05-25
0.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
1128142.34
CWL 2007-8 M1
2037-11-25
0.460000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
382966.70
FFMER 2007-3 A2C
2037-06-25
0.370000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
48993.44
FFML 2006-FF11 2A4
2036-08-25
0.430000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1190000.00
656527.39
FFML 2006-FF5 2A3
2036-04-25
0.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1625000.00
752194.80
GSAA 2006-14 A3B
2036-09-25
0.470000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
556772.84
LBMLT
2036-09-25
0.430000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
4249585.39
LBMLT 2006-11 2A2
2036-12-25
0.290000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
4267622.08
LXS 2006-10N 1A4A
2046-07-25
0.490000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1750.50
LXS 2006-4N A2A
2046-04-25
0.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1830000.00
509744.32
LXS 2007-16N 2A2
2047-09-25
1.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7710000.00
3174732.12
MARM 2006-2 5A1
2036-05-25
2.819800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
85598.82
MSAC 2006-HE6 A2C
2036-09-25
0.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8975000.00
4085825.64
RAMP 2004-RS8 MII2
2034-08-25
1.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
1213283.39
SACO 2006-3 A1
2036-04-25
0.370000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7326000.00
603652.20
SACO I TRUST 2006-4
2036-03-25
0.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11926000.00
1119691.49
SAIL 2005-5 M3
2035-06-25
0.670000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2070000.00
1015335.44
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
129000000.00
129000000.00
0.0088
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
129000000.00
129000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0XQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-24
2013-10-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
26000000.00
25984833.33
0.0018
N
25986740.00
25986740.00
Deutsche Bank AG
Deutsche Bank AG 0.360000%
25155BB53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
N
2000000.00
2000000.00
0.0001
N
2000700.00
2000700.00
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
0.0105
N
155299150.00
155299150.00
Deutsche Bank AG
Deutsche Bank AG 0.350000%
25155BM69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
3000000.00
3000000.00
0.0002
N
3000450.00
3000450.00
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
0.0074
N
109026160.00
109026160.00
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
14002240.00
14002240.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BQ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
10000000.00
10000000.00
0.0007
N
10000700.00
10000700.00
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
0.0005
N
8002640.00
8002640.00
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
0.0020
N
30013200.00
30013200.00
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
0.0019
N
28002240.00
28002240.00
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
17006460.00
17006460.00
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
0.0034
N
50023000.00
50023000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M130801_2M54
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-10-15
3.000000
Government Agency Debt
7761853.00
7637361.78
Freddie Mac
2042-03-15
6.500000
Government Agency Debt
6259072.00
6922638.74
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
14000000.00
14000000.00
0.0010
N
14000000.00
14000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.290000%
988RGN000_0.2900_M130801_2M54
0001074042
Other Repurchase Agreement
N
AMERICAN GREETINGS CORP CL A
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649988.68
AMERICAN STS WTR CO COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649999.42
AMERICAN VANGUARD CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649980.50
ARBITRON INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649956.70
ASTORIA FINL CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
610594.98
AVISTA CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649987.20
BANK OF AMERICA CORPORATION COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649987.80
BELO CORP COM SER
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649996.20
BENCHMARK ELECTRS INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
534791.70
BERRY PLASTICS GROUP INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649998.72
BIGLARI HLDGS INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
235040.00
BRUNSWICK CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
650000.04
BUCKEYE TECHNOLOGIES INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649988.80
CAI INTERNATIONAL INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
422940.00
CALIX INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649991.20
CAMBREX CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
402574.14
CEC ENTMT INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649986.48
EXPRESS INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
140650.29
FIVE STAR QUALITY CARE INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
205782.00
IDT CORP CL B NEW
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
297803.50
INDEPENDENCE HLDG CO NEW COM NEW
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
107562.00
ISHARES INC MSCI MEX
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649971.10
KRISPY KREME DOUGHNUTS INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
469312.65
MOVADO GROUP INC COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
632051.64
TARGA RES CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649957.32
VONAGE HLDGS CORP COM
2013-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
491114.40
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
13000000.00
13000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
13000000.00
13000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
991JCA005_0.0400_M130801_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
64639477.00
51936158.21
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
67300.00
62614.62
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
991JCA005_0.0400_M130805_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-01
5.500000
Government Agency Debt
80720154.00
29383219.96
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
30354664.00
29851517.08
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
89670.00
45263.30
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
57000000.00
57000000.00
0.0039
N
56999430.00
56999430.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M130807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1202329.00
533013.99
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
106371600.00
68240995.49
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
170377.00
180474.93
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
46300780.00
46598840.66
Fannie Mae
2043-05-25
3.000000
Government Agency Debt
335837.00
286640.91
GNMA
2041-10-20
6.500000
Government Agency Debt
70699267.00
75886603.28
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
184000000.00
184000000.00
0.0125
N
184000000.00
184000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M130807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
666760.00
663589.78
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
48234.00
53783.00
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1500303.58
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
1707000.00
1495128.87
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
167081.00
176983.59
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1650000.00
1476228.60
Fannie Mae
2043-03-25
2.500000
Government Agency Debt
1849900.00
1431841.72
Freddie Mac
2021-04-25
3.871000
Government Agency Debt
728620.00
771889.22
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
1521203.00
767867.30
Freddie Mac
2040-12-15
3.000000
Government Agency Debt
1706929.00
1645159.57
GNMA
2035-12-16
0.975000
Government Agency Debt
36200000.00
35721853.54
GNMA
2039-06-20
4.500000
Government Agency Debt
2441577.00
948380.35
GNMA
2039-11-16
0.851900
Government Agency Debt
100000000.00
23053262.46
GNMA
2040-05-20
0.691500
Government Agency Debt
60000000.00
30443974.51
GNMA
2052-11-16
1.826000
Government Agency Debt
20080000.00
19449753.94
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
115000000.00
115000000.00
0.0078
N
115000000.00
115000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M130807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-01-01
7.000000
Government Agency Debt
4176934.00
1839547.76
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
305649.00
340811.88
Fannie Mae
2039-02-01
2.276000
Government Agency Debt
19085953.00
19126429.18
Fannie Mae
2039-06-01
5.500000
Government Agency Debt
82288592.00
19373150.04
Fannie Mae
2039-11-01
4.000000
Government Agency Debt
28657599.00
15053070.28
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1140411.00
505564.64
Fannie Mae
2041-04-01
3.432000
Government Agency Debt
5654285.00
4876138.09
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
1783551.00
1130242.34
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
15274503.00
14660820.23
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
240440.00
254690.44
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
19856858.00
19317562.06
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
170851.00
168569.15
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
3026069.00
2983544.75
GNMA
2032-04-15
3.250000
Government Agency Debt
20137516.00
19659717.91
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
125800.00
117041.89
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
115000000.00
115000000.00
0.0078
N
115000000.00
115000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-08-01
4.500000
Government Agency Debt
25175036.00
17934406.39
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
156574.00
120961.81
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
87347.00
82078.19
Fannie Mae
2033-02-01
3.000000
Government Agency Debt
4003752.00
3771694.62
Fannie Mae
2035-01-01
2.555000
Government Agency Debt
12099281.00
1707972.74
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
354153.00
394895.94
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3543916.00
681421.07
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
1352495.00
169071.54
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
50000000.00
15969557.21
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
26040597.00
11137420.85
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
20471758.00
17888050.70
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
19253327.00
16602060.12
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
4022254.00
3741232.05
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
8859459.00
5982140.30
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
2275000.00
2102444.54
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
643358.00
681488.65
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
129880.00
137577.75
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
18398740.00
17619639.43
Fannie Mae
2042-12-01
4.000000
Government Agency Debt
1695479.00
1723876.11
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
18600000.00
18232512.60
Fannie Mae
2043-05-25
3.000000
Government Agency Debt
68953.00
58852.21
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
1045070.00
1085589.83
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
1394716.00
880029.91
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
185990.00
93883.35
GNMA
2035-09-15
3.250000
Government Agency Debt
16479000.00
17459607.05
GNMA
2041-08-20
3.500000
Government Agency Debt
19922645.00
15265521.72
GNMA
2042-11-20
2.000000
Government Agency Debt
25490.00
24682.05
GNMA
2043-05-20
3.500000
Government Agency Debt
28310218.00
28731349.36
GNMA
2048-05-15
3.560000
Government Agency Debt
5745620.00
5860262.54
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
175200.00
163002.70
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
199000000.00
199000000.00
0.0135
N
199005070.00
199005070.00
DNB Bank ASA
DNB Bank ASA 0.080000%
23330LC79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
95000000.00
95000000.00
0.0065
N
95000000.00
95000000.00
Fannie Mae
Fannie Mae 0.045000%
313589LG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
10000000.00
9999575.00
0.0007
N
9999910.00
9999910.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385JX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
55000000.00
54999923.62
0.0037
N
55000000.00
55000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385JX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
4618000.00
4617991.03
0.0003
N
4618000.00
4618000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KC9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
41900000.00
41899511.17
0.0029
N
41899916.20
41899916.20
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KE5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
26000000.00
25999595.56
0.0018
N
25999948.00
25999948.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385KK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-14
2013-08-14
N
N
N
3000000.00
2999913.33
0.0002
N
2999988.00
2999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313385KK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-14
2013-08-14
N
N
N
1000000.00
999992.78
0.0001
N
999996.00
999996.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KM7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-16
2013-08-16
N
N
N
23000000.00
22999329.17
0.0016
N
22999908.00
22999908.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385KM7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-16
2013-08-16
N
N
N
10000000.00
9999729.17
0.0007
N
9999960.00
9999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385KS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
9000000.00
8999550.00
0.0006
N
8999946.00
8999946.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385KU9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-23
2013-08-23
N
N
N
24000000.00
23998680.00
0.0016
N
23999856.00
23999856.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385LG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
3000000.00
2999829.99
0.0002
N
2999973.00
2999973.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385MD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
28000000.00
27998288.89
0.0019
N
27999580.00
27999580.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385MF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-27
2013-09-27
N
N
N
70000000.00
69995012.50
0.0048
N
69998880.00
69998880.00
Freddie Mac
Freddie Mac 0.040000%
313397LG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
1255000.00
1254952.59
0.0001
N
1254988.71
1254988.71
Freddie Mac
Freddie Mac 0.055000%
313397LG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
1000000.00
999948.05
0.0001
N
999991.00
999991.00
Freddie Mac
Freddie Mac 0.040000%
313397LU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
2800000.00
2799856.89
0.0002
N
2799963.60
2799963.60
Freddie Mac
Freddie Mac 0.218600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-10
2014-08-10
N
N
N
125000000.00
125000000.00
0.0085
N
125108500.00
125108500.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0WH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
13400000.00
13395976.27
0.0009
N
13396784.00
13396784.00
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
12998375.00
0.0009
N
12999350.00
12999350.00
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
85966483.89
0.0058
N
85983660.00
85983660.00
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
40983235.56
0.0028
N
40991800.00
40991800.00
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
101942001.66
0.0069
N
101967360.00
101967360.00
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
98930425.00
0.0067
N
98953470.00
98953470.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HZA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
N
N
89000000.00
88925511.94
0.0060
N
88941260.00
88941260.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.190000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1725000.00
1725000.00
0.0001
N
1725000.00
1725000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
38399H002_0.0900_M130801_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-08-15
3.500000
Government Agency Debt
93056999.00
84660000.20
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
83000000.00
83000000.00
0.0056
N
83000000.00
83000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2M54
0000769993
Other Repurchase Agreement
N
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
9109300.00
10200001.15
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
10000000.00
10000000.00
0.0007
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
10000000.00
10000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131021_2M54
0000769993
Other Repurchase Agreement
N
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
38259100.00
42840049.64
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
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
42000000.00
42000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130802_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-20
4.500000
Government Agency Debt
15983714.00
11710055.63
GNMA
2028-02-15
3.000000
Government Agency Debt
12000000.00
12136786.07
GNMA
2038-12-20
6.000000
Government Agency Debt
63000408.00
12132511.05
GNMA
2040-09-15
4.000000
Government Agency Debt
19061833.00
11886607.70
GNMA
2041-03-15
4.000000
Government Agency Debt
16302327.00
11452384.73
GNMA
2042-07-20
3.500000
Government Agency Debt
12394807.00
11652317.21
GNMA
2043-07-15
3.500000
Government Agency Debt
4411126.00
4509338.25
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
74000000.00
74000000.00
0.0050
N
74000000.00
74000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130805_2M54
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-20
5.000000
Government Agency Debt
52717926.00
27678674.25
GNMA
2037-12-20
6.000000
Government Agency Debt
39844825.00
6119136.45
GNMA
2041-04-15
4.000000
Government Agency Debt
41858458.00
30656231.16
GNMA
2042-09-20
4.000000
Government Agency Debt
32712186.00
32445958.17
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
95000000.00
95000000.00
0.0065
N
95000000.00
95000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M130801_2M54
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-04-15
3.500000
Government Agency Debt
12677500.00
8556668.99
Freddie Mac
2039-06-20
4.500000
Government Agency Debt
17193486.00
8747090.72
GNMA
2027-05-20
3.500000
Government Agency Debt
7123676.00
6463908.66
GNMA
2034-12-20
5.500000
Government Agency Debt
37558784.00
7381787.79
GNMA
2038-05-15
5.500000
Government Agency Debt
25000000.00
8569589.01
GNMA
2041-11-15
4.000000
Government Agency Debt
10965090.00
8822783.50
GNMA
2042-07-15
4.000000
Government Agency Debt
11196706.00
8578171.47
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
56000000.00
56000000.00
0.0038
N
56000000.00
56000000.00
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
10999291.11
0.0007
N
10999450.00
10999450.00
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
8991075.00
0.0006
N
8993880.00
8993880.00
Govco, LLC
Govco, LLC 0.400000%
38362VZC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
13000000.00
12980788.89
0.0009
N
12983880.00
12983880.00
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
38992676.67
0.0027
N
38995710.00
38995710.00
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
17595722.22
0.0012
N
17597184.00
17597184.00
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
32990760.00
0.0022
N
32993400.00
32993400.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.275000%
4497W0XU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
Y
ING Bank NV
N/A
N/A
N
5000000.00
4996638.89
0.0003
N
4997150.00
4997150.00
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
0.0093
N
137001370.00
137001370.00
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
1000030.00
1000030.00
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
1000390.00
1000390.00
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
0.0007
N
11001100.00
11001100.00
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
6000720.00
6000720.00
ING Bank NV
ING Bank NV 0.310000%
922LNB000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
N
77000000.00
77000000.00
0.0052
N
77016170.00
77016170.00
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
2000000.00
0.0001
N
2000000.00
2000000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0Z39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
7000000.00
6994213.33
0.0005
N
6995520.00
6995520.00
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
34985231.94
0.0024
N
34994750.00
34994750.00
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
5997261.67
0.0004
N
5998920.00
5998920.00
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
44976362.50
0.0031
N
44989200.00
44989200.00
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
24984888.89
0.0017
N
24993000.00
24993000.00
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
31980711.11
0.0022
N
31990720.00
31990720.00
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
18985591.67
0.0013
N
18992210.00
18992210.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.340000%
4662J3CA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
3000000.00
2993738.33
0.0002
N
2994630.00
2994630.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.346200%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-22
2014-01-22
N
N
N
43000000.00
43000000.00
0.0029
N
43030100.00
43030100.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
46899T004_0.0900_M130801_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
63444643.00
51310447.52
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
90339714.00
90725743.33
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
69474775.00
63963809.23
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
200000000.00
200000000.00
0.0136
N
200000000.00
200000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.680000%
921ABC006_0.6800_M131202_2M54
0001168163
Other Repurchase Agreement
N
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1009879.00
948895.02
CSMC 2007-TFL2
2015-12-15
0.371000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41450000.00
22309544.18
EXPORKLORE SA
2031-12-05
5.053000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22252436.00
22387805.93
GENL ELEC CAPT CORP
2020-09-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66188.00
71441.76
J P MORGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-15
2.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23099630.00
21599591.36
J P MORGAN TAX EXEMPT PASS THRU TR SER 2012-3
2042-10-27
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28359684.00
27200585.72
JP MORGAN CHASE CO
2015-03-20
1.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22356049.00
22820002.22
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
5.813700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1118104.00
1109465.36
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.641000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
259365.00
251808.63
ROYAL BK OF CANADA
2016-03-08
0.644200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80242.00
80422.42
SEQUIOA MTG TR 2013 8
2043-06-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32137.00
29676.69
TORONTO DOMINUIN BANK
2018-04-30
1.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2051903.00
2004624.87
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
105000000.00
105000000.00
0.0071
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
105000000.00
105000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.391500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-08-21
2014-08-21
N
N
N
129000000.00
129000000.00
0.0088
N
129047988.00
129047988.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346200%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-10-22
2014-08-22
N
N
N
25000000.00
25000000.00
0.0017
N
25036200.00
25036200.00
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
26000000.00
26000000.00
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
26006760.00
26006760.00
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
0.0045
N
66014520.00
66014520.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
23000000.00
23000000.00
0.0016
N
23001380.00
23001380.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
23000000.00
23000000.00
0.0016
N
23001380.00
23001380.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
18000000.00
18000000.00
0.0012
N
17997480.00
17997480.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
15000000.00
15000000.00
0.0010
N
15072900.00
15072900.00
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
2998942.50
0.0002
N
2999430.00
2999430.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.100000%
53943RV71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
67000000.00
66998883.34
0.0046
N
66998566.20
66998566.20
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.340000%
53944LLK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
48550000.00
48561101.90
0.0033
N
48563108.50
48563108.50
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53944LQJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
N
8000000.00
8000000.00
0.0005
N
8000000.00
8000000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53944LRL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
16000000.00
16000000.00
0.0011
N
15998400.00
15998400.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LVD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-13
2013-08-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
11000000.00
10999193.33
0.0007
N
10999450.00
10999450.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LW34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999193.33
0.0003
N
3999360.00
3999360.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LWA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999300.00
0.0002
N
2999400.00
2999400.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LWQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
15000000.00
14995275.00
0.0010
N
14995650.00
14995650.00
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
49994861.11
0.0034
N
49997000.00
49997000.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4X74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
33108000.00
33096908.82
0.0023
N
33099723.00
33099723.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4XH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
31000000.00
30988065.00
0.0021
N
30991320.00
30991320.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
06399U000_0.0800_M130801_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-12-25
2.000000
Government Agency Debt
18000000.00
16659298.94
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
28024000.00
16374469.38
Fannie Mae
2042-03-25
2.000000
Government Agency Debt
22008000.00
18757935.59
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
35000000.00
15595752.67
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
31448717.00
15731227.14
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
17277907.79
Freddie Mac
2032-04-15
3.500000
Government Agency Debt
20171000.00
16480176.27
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
18175000.00
18888223.91
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
30663263.00
16906670.93
Freddie Mac
2041-08-15
3.750000
Government Agency Debt
19900000.00
16564130.31
GNMA
2032-10-20
6.000000
Government Agency Debt
15023753.00
17315145.76
GNMA
2038-08-20
5.500000
Government Agency Debt
15750000.00
17558672.25
GNMA
2041-06-20
2.500000
Government Agency Debt
1912781.00
1890389.08
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
200000000.00
200000000.00
0.0136
N
200000000.00
200000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130807_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-03-25
3.000000
Government Agency Debt
21538308.00
18796653.70
Fannie Mae
2040-05-25
2.500000
Government Agency Debt
34000000.00
32503001.77
Freddie Mac
2039-07-15
4.750000
Government Agency Debt
73376664.00
22403346.31
Freddie Mac
2041-05-15
2.750000
Government Agency Debt
2686592.00
2014055.81
GNMA
2047-10-16
2.620000
Government Agency Debt
33548000.00
30536876.89
GNMA
2052-07-16
2.600000
Government Agency Debt
28030127.00
27646066.29
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
130000000.00
130000000.00
0.0088
N
130006500.00
130006500.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.560000%
921AMD002_0.5600_M131017_2M54
0000728612
Other Repurchase Agreement
N
AMERICAN GEN FIN
2015-12-01
5.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
560450.00
AMERISTAR CASINOS INC
2021-04-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
875000.00
942447.92
ARAMAR CORP
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1516280.00
1610394.66
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2017-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2163000.00
2287372.50
AVON PRODUCTS, INC
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3769000.00
3826611.26
AVON PRODUCTS, INC
2043-03-15
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4622000.00
4774039.40
BOSTON PROP LP
2021-05-15
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8372603.00
8728340.95
CAPITAL ONE FINANCIAL CORP
2014-07-15
1.418100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2592238.00
2611239.80
CB DISCOVER CREDIT CP
2020-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2864000.00
3436029.90
CDRT HOLDING
2017-10-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555611.00
583854.56
CENTURYTEL, INC
2039-09-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
169000.00
165613.43
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64000.00
72034.67
CINEMARK US A
2021-06-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2725000.00
3002741.84
CITY CENTER HOLDINGS
2017-01-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2850000.00
3084491.67
CLEARWATER PAPER CORP
2018-11-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3263000.00
3578083.44
CONSTELLATION BRANDS INC
2021-05-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4400000.00
4193750.00
CONSTELLATION BRANDS INC
2022-05-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4764000.00
5192760.00
DELMONTE CORP
2019-02-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2087500.00
DENURY RESOURCES INC
2023-07-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4367000.00
4017640.00
DISH DBS CORP
2022-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1427000.00
1430567.50
EMBARQ CORP
2016-06-01
7.082000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3703603.00
4213971.84
EVEREST ACQUISITION LLC EVEREST ACQUISITION
2019-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2717000.00
2953888.44
EXPRESS SCRIPTS HLDG CO
2014-11-21
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5125000.00
5275404.51
Fannie Mae
2051-08-25
2.500000
Government Agency Debt
8765154.00
7788194.85
FENTURA BANCORP
2019-04-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3005000.00
3294231.25
FGI OPER CO LLC FGI FIN INC
2020-05-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195347.00
204625.98
FMG RESOURCES PTY LTD
2017-04-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5104000.00
5123140.00
FORD MOTOR CRDT CO
2014-10-01
8.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3454000.00
3841469.72
GREIF INC
2019-08-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1725000.00
2041968.75
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1189381.00
1311969.84
HUNTSMAN INTERNATIONAL LLC
2020-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1924000.00
1929371.17
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
600000.00
690000.00
INTELSAT JACKSON HOLDINGS S.A.
2022-12-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1044215.28
INTERNATIONAL LEASE FINANCE CORP
2022-08-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2285000.00
2392601.28
INTL LEASE FIN CORP
2020-12-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2653000.00
3118712.04
IRON MOUNTAIN INCORPORATED
2020-06-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3479000.00
3653723.11
LEVEL 3 FINANCING INC
2019-07-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
820703.13
LIBERTY MUTUAL GROUP INC
2037-03-15
7.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3925000.00
4576419.17
LIBERTY MUTUAL GROUP INC
2088-06-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169000.00
1798782.51
LLOYDS BANKING GROUP
2099-10-01
5.920000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3787000.00
3180070.14
METROPCS WIRELESS INC
2023-04-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3095000.00
3237090.59
NAVIOS MARITIME HOLDINGS
2019-02-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3175000.00
3135202.26
NRG ENERGY INC
2021-05-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3932974.00
4345936.27
NXP BV NXP FUNDING LLC
2018-06-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1173560.00
1167692.20
OGX PETROLEO E GAS PARTICIPACOES S A
2018-06-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13350000.00
2952945.84
OLIN CORP,VA
2019-08-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2802000.00
3196867.96
PEABODY ENERGY CORP
2018-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1272910.00
1320856.28
PEABODY ENERGY CORP
2020-09-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2271638.00
2367173.00
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
870011.00
702570.13
PETROLEOS MEXICANOS
2041-06-02
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1058472.22
PFD KB HME INCOME PRIDES
2015-06-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10679.86
PROVIDENT FIN TR I
2038-03-15
7.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4725000.00
5355052.52
QUEBECOR MEDIA
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2946000.00
3023046.08
RBS CAP. TRUST
2099-12-31
1.075600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5164000.00
3593917.24
REALOGY CORPORATION
2019-02-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2104000.00
2359241.50
REGAL ENTERTAINMENT GROUP CLASS A
2025-02-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1069000.00
1028630.40
SANRIDGE ENERGY INC
2023-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
980000.00
SERVICE CORP INTER
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3025000.00
3296577.78
SERVICE MASTER CO
2020-08-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3423000.00
3293876.83
Societe Generale
2059-07-05
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3253735.00
SPECTRUM BRANDS ESCROW CORP
2020-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
618676.04
SPECTRUM BRANDS INC
2018-06-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3250000.00
3630701.39
SPRINT NEXTEL
2020-08-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3282000.00
3533984.66
TENET HEALTHCARE CORP
2020-06-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4150065.00
4027292.24
TENET HEALTHCARE CORP
2021-10-01
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3232000.00
2989600.00
TEXAS COMPETITIVE ELEC HLDGS CO/TCEH FI
2020-10-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
561625.00
THE AES CORP
2021-07-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
459458.33
TRW AUTOMOTIVE INC
2021-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4226000.00
4280409.75
UNITED RENTALS NORTH AMERICA
2022-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
581000.00
663764.26
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
164000000.00
164000000.00
0.0112
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
164162360.00
164162360.00
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
21994493.89
0.0015
N
21994940.00
21994940.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TXB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
45000000.00
44983137.50
0.0031
N
44984700.00
44984700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.236500%
60682AFP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2013-12-19
N
N
N
114000000.00
114000000.00
0.0078
N
114013680.00
114013680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260400%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2014-01-02
N
N
N
36000000.00
36000000.00
0.0024
N
36003240.00
36003240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.240000%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-23
2014-01-23
N
N
N
70000000.00
70000000.00
0.0048
N
70002100.00
70002100.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LBP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
15000000.00
15000000.00
0.0010
N
14999400.00
14999400.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.230000%
60688RJJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
5000000.00
5000000.00
0.0003
N
5000200.00
5000200.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RLR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
20000000.00
20000000.00
0.0014
N
20001000.00
20001000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.100000%
60686N005_0.1000_M130801_2M54
0000812291
Government Agency Repurchase Agreement
Y
0.25 FHLB 15 G3080
2015-01-16
0.250000
Government Agency Debt
2265000.00
2265167.99
0.25 FHLB 15 G3139
2015-02-20
0.250000
Government Agency Debt
725000.00
725208.84
0.25 FHLB 15 M2
2015-05-26
0.250000
Government Agency Debt
725000.00
723867.19
0.375 FHLB 15 8F
2015-03-13
0.375000
Government Agency Debt
9390000.00
9412418.62
0.375 FHLB 16 G3264
2016-06-24
0.375000
Government Agency Debt
1100000.00
1089720.96
0.50 FHLB 15 E7
2015-06-12
0.500000
Government Agency Debt
750000.00
752310.42
1.00 FHLB 16 YZ
2016-03-11
1.000000
Government Agency Debt
16220000.00
16462957.58
1.25 FHLB 14 B6
2014-12-12
1.250000
Government Agency Debt
2980000.00
3021068.54
1.375 FHLB 15 NX
2015-12-11
1.375000
Government Agency Debt
3250000.00
3320192.60
1.625 FHLB 15 QM
2015-12-11
1.625000
Government Agency Debt
150000.00
154064.54
1.63 FHLB 15 GB
2015-08-20
1.630000
Government Agency Debt
4535000.00
4685832.84
1.75 FHLB 15 ES
2015-09-11
1.750000
Government Agency Debt
200000.00
206861.11
2.75 FHLB 14 NX
2014-12-12
2.750000
Government Agency Debt
3190000.00
3311293.55
2.75 FHLB 15 I5
2015-03-13
2.750000
Government Agency Debt
3900000.00
4091020.70
4.75 FHLB 14 9L
2014-11-14
4.750000
Government Agency Debt
850000.00
907670.61
4.75 FHLB 14 Z9
2014-12-12
4.750000
Government Agency Debt
180000.00
191952.95
5.00 FHLB 15 VA
2015-12-11
5.000000
Government Agency Debt
500000.00
555662.22
5.00 FHLB 15 VB
2015-12-21
5.000000
Government Agency Debt
2835000.00
3151628.55
7.375 FHLB 15 YY
2015-02-13
7.375000
Government Agency Debt
400000.00
456870.78
Farm Federal Credit Bank
2014-10-20
7.010000
Government Agency Debt
135000.00
148897.84
Farm Federal Credit Bank
2014-10-23
0.260000
Government Agency Debt
425000.00
425551.56
Farm Federal Credit Bank
2014-11-05
0.270000
Government Agency Debt
3000000.00
3003885.00
Farm Federal Credit Bank
2014-11-19
0.270000
Government Agency Debt
150000.00
150168.00
Farm Federal Credit Bank
2014-11-19
1.625000
Government Agency Debt
2725000.00
2784050.75
Farm Federal Credit Bank
2014-12-10
4.700000
Government Agency Debt
250000.00
266297.08
Farm Federal Credit Bank
2014-12-15
4.300000
Government Agency Debt
310000.00
328415.38
Farm Federal Credit Bank
2015-03-05
4.350000
Government Agency Debt
525000.00
568203.13
Farm Federal Credit Bank
2015-03-26
0.270000
Government Agency Debt
411000.00
411204.47
Farm Federal Credit Bank
2015-04-09
0.280000
Government Agency Debt
2075000.00
2075894.56
Farm Federal Credit Bank
2015-04-13
5.500000
Government Agency Debt
170000.00
187756.50
Farm Federal Credit Bank
2015-09-15
0.550000
Government Agency Debt
690000.00
693317.37
Farm Federal Credit Bank
2015-11-16
1.500000
Government Agency Debt
2600000.00
2671175.00
Farm Federal Credit Bank
2015-12-16
4.875000
Government Agency Debt
100000.00
110921.38
Federal Home Loan Bank
2015-06-12
2.875000
Government Agency Debt
3935000.00
4133257.87
Federal Home Loan Bank
2015-11-20
0.500000
Government Agency Debt
3620000.00
3623171.52
Federal Home Loan Bank
2016-05-18
5.375000
Government Agency Debt
3835000.00
4382539.46
Freddie Mac
2015-10-23
0.400000
Government Agency Debt
150000.00
149890.33
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
80000000.00
80000000.00
0.0054
N
80000000.00
80000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.080000%
55799C003_0.0800_M130801_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
25339899.00
25379693.81
Fannie Mae
2023-07-01
2.500000
Government Agency Debt
25186138.00
25473693.84
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
26462438.00
26474063.83
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
30118945.00
26466217.66
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
30661487.00
26805331.56
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
13458445.00
13780742.43
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
26019030.00
27009401.01
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
16120277.00
16290856.40
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
184000000.00
184000000.00
0.0125
N
184000000.00
184000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M130806_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-10-01
7.500000
Government Agency Debt
1240166.00
7458.96
Fannie Mae
2016-07-01
7.500000
Government Agency Debt
1103012.00
7396.44
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
57619.00
2464.66
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
54513.00
7384.38
Fannie Mae
2021-11-01
5.500000
Government Agency Debt
133390.00
7369.64
Fannie Mae
2024-10-01
4.500000
Government Agency Debt
5000000.00
2117929.96
Fannie Mae
2024-12-01
8.000000
Government Agency Debt
943000.00
7432.31
Fannie Mae
2025-02-01
8.000000
Government Agency Debt
2249728.00
7432.25
Fannie Mae
2027-09-01
4.000000
Government Agency Debt
2089665.00
2114353.09
Fannie Mae
2028-06-01
6.000000
Government Agency Debt
7579182.00
1688579.70
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
2071122.00
2044570.23
Fannie Mae
2033-02-01
3.500000
Government Agency Debt
2066203.00
2065820.24
Fannie Mae
2033-03-01
3.500000
Government Agency Debt
2099490.00
2116323.89
Fannie Mae
2033-05-01
3.500000
Government Agency Debt
2031452.00
2064673.39
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
6946.00
2559.04
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
4748913.00
2110402.47
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2379280.00
2136175.55
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
5125000.00
2140704.89
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
1931000.00
2033516.96
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
2050557.00
2124550.33
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
1617482.00
1581255.51
Fannie Mae
2043-05-01
4.000000
Government Agency Debt
1944172.00
2028783.19
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
2120919.00
2144833.78
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
2048456.00
2070924.83
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
2024514.00
2049202.27
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
2014570.00
2037902.08
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
36000000.00
36000000.00
0.0024
N
35999640.00
35999640.00
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
0.0039
N
57019950.00
57019950.00
National Australia Bank Ltd
National Australia Bank Ltd 0.210500%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2014-02-18
N
N
N
77000000.00
77000000.00
0.0052
N
77000000.00
77000000.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JWB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
Y
National Australia Bank Ltd
N/A
N/A
N
5000000.00
4998975.00
0.0003
N
4999250.00
4999250.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JX13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
Y
National Australia Bank Ltd
N/A
N/A
N
8000000.00
7997560.00
0.0005
N
7998080.00
7998080.00
Nationwide Building Society
Nationwide Building Society 0.220000%
6385E0WR0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
1000000.00
999663.89
0.0001
N
999640.00
999640.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E0WS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
N
65000000.00
64974722.22
0.0044
N
64975950.00
64975950.00
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
5997226.67
0.0004
N
5997360.00
5997360.00
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
0.0061
N
89007120.00
89007120.00
Natixis SA
Natixis SA 0.310000%
63873EVV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
15000000.00
15000000.00
0.0010
N
15000750.00
15000750.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.140000%
6323A0V62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
Y
Natixis SA
N/A
N/A
N
20000000.00
19999611.11
0.0014
N
19999600.00
19999600.00
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
2013-08-07
2013-08-07
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
2013-08-07
2013-08-07
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
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409RW63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
58716000.00
58704256.80
0.0040
N
58706605.44
58706605.44
Nordea North America, Inc
Nordea North America, Inc 0.205000%
65558FYK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
Y
Nordea Bank AB
N/A
N/A
N
101000000.00
100936734.71
0.0069
N
100938390.00
100938390.00
NRW.BANK
NRW.BANK 0.075000%
62939LV71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
190000000.00
189997625.00
0.0129
N
189996314.00
189996314.00
Rabobank Nederland
Rabobank Nederland 0.274800%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2014-03-04
N
N
N
86000000.00
86000000.00
0.0059
N
86007740.00
86007740.00
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
47997600.00
0.0033
N
47999040.00
47999040.00
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
19999222.22
0.0014
N
19999600.00
19999600.00
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
22998881.94
0.0016
N
22999540.00
22999540.00
Royal Bank of Canada
Royal Bank of Canada 0.323900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-10-04
2014-08-04
N
N
N
100000000.00
100000000.00
0.0068
N
100039000.00
100039000.00
Royal Bank of Canada
Royal Bank of Canada 0.324000%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-10-01
2014-08-01
N
N
N
50000000.00
50000000.00
0.0034
N
50019500.00
50019500.00
Royal Bank of Canada
Royal Bank of Canada 0.310500%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2014-06-24
N
N
N
65000000.00
65000000.00
0.0044
N
65009100.00
65009100.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB (Merged Area Redevelopment)Series 2003A 0.300000%
79818CAA7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-10
2013-12-10
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
3500000.00
3500000.00
0.0002
N
3500490.00
3500490.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.230000%
82124LWK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19993738.89
0.0014
N
19995400.00
19995400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83050TWJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
19000000.00
18994173.33
0.0013
N
18996580.00
18996580.00
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
5997550.00
0.0004
N
5998860.00
5998860.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.210000%
83050TX14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
3000000.00
2998932.50
0.0002
N
2999220.00
2999220.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83050UAM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
16000000.00
15977702.22
0.0011
N
15973600.00
15973600.00
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
0.0043
N
63010710.00
63010710.00
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
2000460.00
2000460.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
37000000.00
37000000.00
0.0025
N
36998150.00
36998150.00
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
4000040.00
4000040.00
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
0.0014
N
21000210.00
21000210.00
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
42000420.00
42000420.00
Societe Generale
Societe Generale 0.300000%
83368NJW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
1000000.00
1000000.00
0.0001
N
1000110.00
1000110.00
Societe Generale
Societe Generale 0.260000%
83368NKF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
26000000.00
26000000.00
0.0018
N
26000780.00
26000780.00
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
11996543.33
0.0008
N
11997120.00
11997120.00
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
0.0044
N
64017920.00
64017920.00
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
23004370.00
23004370.00
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
0.0010
N
15002850.00
15002850.00
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
20000000.00
20000000.00
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
0.0045
N
66000660.00
66000660.00
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
0.0005
N
8000240.00
8000240.00
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
1000170.00
1000170.00
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
0.0021
N
31000930.00
31000930.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
4000000.00
4000000.00
0.0003
N
4000160.00
4000160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
8000000.00
8000000.00
0.0005
N
8000320.00
8000320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
36000000.00
36000000.00
0.0024
N
36001440.00
36001440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
5000000.00
5000000.00
0.0003
N
5000250.00
5000250.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
1000000.00
1000000.00
0.0001
N
1000050.00
1000050.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CVK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
3000000.00
3000000.00
0.0002
N
2999940.00
2999940.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CWK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
84000000.00
84000000.00
0.0057
N
83994960.00
83994960.00
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
0.0074
N
109032700.00
109032700.00
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
0.0023
N
34000340.00
34000340.00
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
0.0012
N
18000720.00
18000720.00
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
0.0005
N
8000080.00
8000080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KBJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
9000000.00
9000000.00
0.0006
N
9000000.00
9000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
8000000.00
8000000.00
0.0005
N
7999840.00
7999840.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
9000000.00
9000000.00
0.0006
N
8999820.00
8999820.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KBV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
2000000.00
2000000.00
0.0001
N
1999920.00
1999920.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
92000000.00
92000000.00
0.0063
N
91998160.00
91998160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-31
2013-10-31
N
N
N
23000000.00
23000000.00
0.0016
N
22999310.00
22999310.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KCR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
10000000.00
9999730.74
0.0007
N
9998400.00
9998400.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
6000000.00
6000000.00
0.0004
N
5999160.00
5999160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
74000000.00
74000000.00
0.0050
N
73989640.00
73989640.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.180000%
86958CYR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
121000000.00
121000000.00
0.0082
N
121002420.00
121002420.00
Swedbank AB
Swedbank AB 0.280000%
87019QV88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
45000000.00
45000000.00
0.0031
N
45004050.00
45004050.00
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
9991138.90
0.0007
N
9993900.00
9993900.00
Swedbank AB
Swedbank AB 0.235000%
87019RZ33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
2000000.00
1998381.12
0.0001
N
1998585.60
1998585.60
Texas
TRAN Series 2012 0.060000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
35000000.00
35000000.00
0.0024
N
35000000.00
35000000.00
Texas
TRAN Series 2012 0.060000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
68000000.00
68000000.00
0.0046
N
68000000.00
68000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TZL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
31527000.00
31497364.62
0.0021
N
31504300.56
31504300.56
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
116000000.00
116000000.00
0.0079
N
116022040.00
116022040.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
100000000.00
100000000.00
0.0068
N
100020000.00
100020000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TDD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
100000000.00
100000000.00
0.0068
N
100020000.00
100020000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112TDZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
N
N
49000000.00
49001061.55
0.0033
N
49003430.00
49003430.00
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
29006380.00
29006380.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112W4E4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
N
77000000.00
77000000.00
0.0052
N
77009240.00
77009240.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.240500%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-19
2014-06-18
N
N
N
25000000.00
25000000.00
0.0017
N
25001250.00
25001250.00
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
0.0021
N
31006820.00
31006820.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.231500%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-21
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
141000000.00
141000000.00
0.0096
N
141004230.00
141004230.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
40000000.00
39954000.00
0.0027
N
39951600.00
39951600.00
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
19971805.56
0.0014
N
19971800.00
19971800.00
UBS Securities LLC
UBS Securities LLC 0.060000%
99EPPA003_0.0600_M130801_2M54
0001070766
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-08-15
4.250000
Treasury Debt
64700.00
68710.69
United States Treasury Department
2016-08-31
1.000000
Treasury Debt
51584100.00
52334525.30
United States Treasury Department
2016-11-30
0.875000
Treasury Debt
23975700.00
24096833.23
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
75000000.00
75000000.00
0.0051
N
75000000.00
75000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2014-01-02
N
N
N
49000000.00
49000000.00
0.0033
N
49006860.00
49006860.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0017
N
25005000.00
25005000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.212800%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-08
2014-04-07
N
N
N
20000000.00
20000000.00
0.0014
N
20003400.00
20003400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.130000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-09-06
N
N
N
83000000.00
83000000.00
0.0056
N
83002490.00
83002490.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-09-16
2014-08-15
N
N
N
135000000.00
135000000.00
0.0092
N
135001485.00
135001485.00
Westpac Banking Corp
Westpac Banking Corp 0.411000%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-23
2013-08-23
N
N
N
107000000.00
107000000.00
0.0073
N
107017120.00
107017120.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2014-01-17
N
N
N
105000000.00
105000000.00
0.0071
N
105058800.00
105058800.00
Westpac Banking Corp
Westpac Banking Corp 0.291500%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-19
2014-06-19
N
N
N
50000000.00
50000000.00
0.0034
N
50007000.00
50007000.00
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
0.0000
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
653579.32
653579.32
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
144065.46
144065.46
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
1108291.23
1108291.23
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
188319.26
188319.26