0001145549-13-007720.txt : 20131030
0001145549-13-007720.hdr.sgml : 20131030
20130909122028
ACCESSION NUMBER: 0001145549-13-007720
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130831
FILED AS OF DATE: 20130909
DATE AS OF CHANGE: 20130909
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: 131084906
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-08-31
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
53
86
22434710841.32
8614470.22
1553562.08
22441771749.46
0.0024
1.0002
2013-08-31
1.0002
2013-08-31
C000012379
1.00
5921060646.69
1.00
130026214.23
1621235147.11
1491208932.88
0.0001
1.0002
2013-08-31
1.0002
2013-08-31
C000012380
1.00
16520711102.77
1.00
578404600.11
5516558670.14
4938154070.03
0.0001
1.0002
2013-08-31
1.0002
2013-08-31
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
107000000.00
107000000.00
0.0048
N
107006420.00
107006420.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.110000%
00279HK70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
Y
Santander UK Plc
N/A
N/A
N
51000000.00
51000000.00
0.0023
N
50999490.00
50999490.00
Alpine Securitization Corp
Alpine Securitization Corp 0.060000%
02086LW36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
85000000.00
85000000.00
0.0038
N
84999150.00
84999150.00
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
10200000.00
10199915.00
0.0005
N
10199796.00
10199796.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.206000%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2014-03-07
N
N
N
43000000.00
43000000.00
0.0019
N
42999140.00
42999140.00
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
2013-09-03
2013-09-03
N
N
N
200000000.00
200000000.00
0.0089
Security is a time deposit.
N
200000000.00
200000000.00
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
2013-09-03
2013-09-03
N
N
N
200000000.00
200000000.00
0.0089
Security is a time deposit.
N
200000000.00
200000000.00
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
107000000.00
107000000.00
0.0048
N
107007490.00
107007490.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WJ79
Other Note
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
57000000.00
57000000.00
0.0025
N
56995440.00
56995440.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WK36
Other Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
18000000.00
18000000.00
0.0008
N
17998560.00
17998560.00
Bank of Montreal
Bank of Montreal 0.180000%
06366ADL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
133000000.00
133000000.00
0.0059
N
133000000.00
133000000.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ATC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
120000000.00
120000000.00
0.0053
N
119998800.00
119998800.00
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
17000000.00
17000000.00
0.0008
N
17001190.00
17001190.00
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
2013-09-03
2013-09-03
N
N
N
600000000.00
600000000.00
0.0267
Security is a time deposit.
N
600000000.00
600000000.00
Bank of the West
Bank of the West 0.270000%
06426GBW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
112000000.00
112000000.00
0.0050
N
112029120.00
112029120.00
Bank of the West
Bank of the West 0.100000%
06426GBX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
140000000.00
140000000.00
0.0062
N
140000000.00
140000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
90000000.00
90000000.00
0.0040
N
90024300.00
90024300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
120000000.00
120000000.00
0.0053
N
120033600.00
120033600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.380000%
06538FLZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
16000000.00
16000000.00
0.0007
N
16004320.00
16004320.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
107000000.00
107000000.00
0.0048
N
107033170.00
107033170.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
68000000.00
68000000.00
0.0030
N
68021080.00
68021080.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
22000000.00
22000000.00
0.0010
N
22007260.00
22007260.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
4000000.00
4000000.00
0.0002
N
4000280.00
4000280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
101000000.00
101000000.00
0.0045
N
101007070.00
101007070.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
119000000.00
119000000.00
0.0053
N
119009520.00
119009520.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XNX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
35000000.00
35000000.00
0.0016
N
35005250.00
35005250.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XQL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
72000000.00
72000000.00
0.0032
N
72020160.00
72020160.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XQN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
67000000.00
67000000.00
0.0030
N
67018090.00
67018090.00
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
36000000.00
36000000.00
0.0016
N
36011520.00
36011520.00
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
6000000.00
6000000.00
0.0003
N
6001980.00
6001980.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XTM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
11000000.00
11000000.00
0.0005
N
10998790.00
10998790.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M130903_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-06-01
5.518000
Government Agency Debt
440000.00
410725.65
Fannie Mae
2020-02-01
4.921000
Government Agency Debt
455000.00
483137.40
Fannie Mae
2022-11-01
2.624000
Government Agency Debt
150000.00
140115.94
Fannie Mae
2023-04-01
2.793000
Government Agency Debt
100000.00
94708.90
Fannie Mae
2033-08-01
2.570000
Government Agency Debt
2000000.00
134951.44
Fannie Mae
2033-09-01
2.481000
Government Agency Debt
2001215.00
199021.28
Fannie Mae
2034-01-01
2.637000
Government Agency Debt
50584510.00
4811246.75
Fannie Mae
2034-02-01
2.505000
Government Agency Debt
38064043.00
3772694.37
Fannie Mae
2034-03-01
2.375000
Government Agency Debt
40006922.00
3452737.76
Fannie Mae
2034-03-01
2.535000
Government Agency Debt
19452504.00
3978528.15
Fannie Mae
2034-04-01
2.375000
Government Agency Debt
20002822.00
3621771.12
Fannie Mae
2034-04-01
2.435000
Government Agency Debt
31508950.00
3914202.47
Fannie Mae
2034-05-01
2.242000
Government Agency Debt
28440868.00
3469368.42
Fannie Mae
2034-05-01
2.260000
Government Agency Debt
17709484.00
3717176.13
Fannie Mae
2034-05-01
2.338000
Government Agency Debt
35278895.00
5195505.56
Fannie Mae
2034-05-01
2.583000
Government Agency Debt
33795066.00
5077606.68
Fannie Mae
2034-06-01
2.390000
Government Agency Debt
25006019.00
3121881.95
Fannie Mae
2035-04-01
2.569000
Government Agency Debt
11630759.00
2179239.38
Fannie Mae
2035-08-01
2.566000
Government Agency Debt
34866683.00
8493790.54
Fannie Mae
2036-04-01
2.366000
Government Agency Debt
3000000.00
441547.46
Fannie Mae
2036-04-01
2.541000
Government Agency Debt
2740000.00
407232.67
Fannie Mae
2036-04-01
2.780000
Government Agency Debt
23255000.00
4787644.02
Fannie Mae
2036-08-01
2.601000
Government Agency Debt
40476468.00
7569268.82
Fannie Mae
2037-03-01
2.628000
Government Agency Debt
17413631.00
6003360.90
Fannie Mae
2037-04-01
2.769000
Government Agency Debt
20594702.00
4629636.36
Fannie Mae
2037-08-01
3.047000
Government Agency Debt
1000000.00
199072.04
Fannie Mae
2038-04-01
2.216000
Government Agency Debt
500000.00
143366.80
Fannie Mae
2038-07-01
2.198900
Government Agency Debt
28327593.00
7240505.82
Fannie Mae
2038-11-01
3.721000
Government Agency Debt
25746612.00
3420519.50
Fannie Mae
2039-05-01
2.970000
Government Agency Debt
4000000.00
3147912.03
Fannie Mae
2040-06-01
3.140000
Government Agency Debt
10000307.00
3233462.80
Fannie Mae
2040-06-01
3.556000
Government Agency Debt
10059353.00
6835097.10
Fannie Mae
2040-07-01
3.105000
Government Agency Debt
10080341.00
3126697.73
Fannie Mae
2040-07-01
3.122000
Government Agency Debt
10096135.00
2418572.42
Fannie Mae
2040-07-01
3.551000
Government Agency Debt
900000.00
426866.19
Fannie Mae
2040-11-01
3.244000
Government Agency Debt
10000000.00
4631870.25
Fannie Mae
2041-02-01
3.090000
Government Agency Debt
1000000.00
175287.15
Fannie Mae
2041-04-01
3.145000
Government Agency Debt
25130786.00
8141960.91
Fannie Mae
2041-04-01
3.307000
Government Agency Debt
1500000.00
798971.99
Fannie Mae
2041-07-01
3.590000
Government Agency Debt
2180380.00
2176488.18
Fannie Mae
2041-09-01
2.702000
Government Agency Debt
5027775.00
4475401.49
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
125672262.00
125672262.00
0.0056
N
125672262.00
125672262.00
Barclays Capital, Inc
Barclays Capital, Inc 0.020000%
992JYM004_0.0200_M130903_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-08-31
2.375000
Treasury Debt
4657100.00
4814703.07
United States Treasury Department
2014-10-31
2.375000
Treasury Debt
79354500.00
81994119.62
United States Treasury Department
2022-11-15
1.625000
Treasury Debt
49898100.00
45791180.20
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
130000000.00
130000000.00
0.0058
N
130000000.00
130000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.030000%
992JYM004_0.0300_M130903_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
2.186000
Government Agency Debt
753767.00
717552.83
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
58603000.00
51857395.22
GNMA
2039-06-20
2.600000
Government Agency Debt
116595686.00
88626765.82
GNMA
2039-10-16
3.000000
Government Agency Debt
13878176.00
4808690.93
GNMA
2043-08-15
3.500000
Government Agency Debt
6087381.00
6173337.53
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
145000000.00
145000000.00
0.0065
N
145000000.00
145000000.00
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
87000000.00
86989342.50
0.0039
N
86991300.00
86991300.00
Barclays US Funding Corp
Barclays US Funding Corp 0.360000%
06737HXM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
Y
Barclays Bank Plc
N/A
N/A
N
50000000.00
49976000.00
0.0022
N
49986500.00
49986500.00
Barclays US Funding Corp
Barclays US Funding Corp 0.310000%
06737HYS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
Y
Barclays Bank Plc
N/A
N/A
N
17000000.00
16987703.33
0.0008
N
16990140.00
16990140.00
Barclays US Funding Corp
Barclays US Funding Corp 0.310000%
06737HYT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
Y
Barclays Bank Plc
N/A
N/A
N
16000000.00
15988288.89
0.0007
N
15990560.00
15990560.00
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
22000000.00
22001339.30
0.0010
N
22003960.00
22003960.00
BNP Paribas
BNP Paribas 0.440000%
05572NMB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
43000000.00
43000000.00
0.0019
N
43002150.00
43002150.00
BNP Paribas
BNP Paribas 0.400000%
05572NMF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
86000000.00
86000000.00
0.0038
N
86010320.00
86010320.00
BNP Paribas
BNP Paribas 0.410000%
05572NMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
82000000.00
82000000.00
0.0037
N
82023780.00
82023780.00
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
47000000.00
47000000.00
0.0021
N
47017860.00
47017860.00
BNP Paribas
BNP Paribas 0.390000%
05572NNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
152000000.00
152000000.00
0.0068
N
152057760.00
152057760.00
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
22000000.00
22000000.00
0.0010
N
22008800.00
22008800.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130906_2M47
0001197610
Other Repurchase Agreement
N
Abbey National Treasury Services Plc
2016-04-27
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
58804.17
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
1373875.00
1463785.96
AMERCIAN HONDA FINANCE
2014-07-17
0.287600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4329006.00
4329800.47
APACHE CORP
2026-03-15
7.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3107905.00
3981055.37
ARROW ELECTRONICS, INC.
2023-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2559268.00
2507801.12
BANCO BRADESCO SA
2014-05-16
2.363200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1332294.00
1342351.52
BANK OF AMERICA FUNDING CORP 2002 1
2016-08-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2125000.00
2407085.49
BANK OF AMERICA N/A
2017-06-15
0.573200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1016678.00
978392.37
BM&FBOVESPA SA BOLSA DE VALORES
2020-07-16
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2039297.00
2098278.00
CB MERCK & CO.INC.
2028-12-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
381738.00
457096.79
CB WEYERHAEUSER CORP
2017-08-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1673797.00
1950891.77
CONAGRA INC
2019-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2060277.00
2494212.54
COVIDIEN INTL FIN S A
2023-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
213430.00
199002.13
DISCOVERY COMMUNICATIONS LLC
2021-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
212699.00
223052.04
FLORIDA POWER AND LIGHT COMPANY
2039-04-01
5.960000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2764217.00
3388011.71
HALLIBURTON COMPANY
2018-08-01
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2662765.00
2637229.08
HANA BANK
2017-10-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
354027.00
367431.45
HUTCHISON WHAMPOA INTERNATL ,KY
2015-09-11
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
467704.00
507585.96
JOHNSON AND JOHNSON
2040-09-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2771430.00
2884435.05
KOREA GAS CORP
2017-07-25
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1974435.00
LIFE TECH CORP
2020-03-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2236842.00
2570340.23
LORILLARD TOBACCO COMPANY
2016-08-04
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178864.00
187050.21
MAY DEPT STORE CO
2024-07-15
6.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1279640.00
1496256.75
MORGAN STANLEY DEAN WITTER
2017-12-28
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
647420.00
731725.23
NBCUNIVERSAL ENTERPRISE INC
2019-04-15
1.974000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1719483.00
1674807.11
ORACLE CORP
2022-10-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1013874.00
937205.41
PENSKE TRUCK LEASING CO., L.P.
2016-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89154.00
91158.63
PENSKE TRUCK LESING CO LP
2018-07-17
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
438247.00
434983.83
PFD HCP INC SERIES E
2021-02-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69183.00
75342.35
PROGRESS ENERGY INC
2022-04-01
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1226862.00
1191528.37
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2884580.00
2612708.34
ST JUDE MEDINC
2043-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355281.00
340661.78
TRANSOCEAN SEDCO FOREX
2022-10-15
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955854.00
2761920.42
UNITEDHEALTH GROUP INC COM
2023-02-15
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
859369.00
799116.73
VIACOM INC CLASS B COMMON NEW
2015-02-27
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
343521.00
344456.81
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
50000000.00
50000000.00
0.0022
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
50000000.00
50000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130906_2M47
0001197610
Other Repurchase Agreement
N
Abbey National Treasury Services Plc
2018-08-23
3.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3894.00
3907.52
AMKOR TECHNOLOGY INC
2022-10-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29154.00
27987.84
BURLINGTON COAT FACT
2019-02-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
676.00
779.09
CCO HOLDINGS LLC
2022-01-31
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180262.00
183927.95
CRICKET COMMUNICATIONS INC
2020-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3498539.00
4072518.06
CROWN CASTLE INTL CORP
2023-01-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1958294.00
1850587.83
DISH DBS CORP
2022-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253115.00
248052.70
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.590000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615.00
612.23
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2155094.00
2293424.09
FIRST DATA CORP
2016-03-31
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1828583.00
1909726.37
HARRAHS OPERATING CO INC
2017-06-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
694655.00
734814.74
HUNTSMAN INTERNATIONAL LLC
2020-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44944.00
43448.21
INTL LEASE FIN CORP
2016-09-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1284405.00
1452742.33
LEVI STRAUSS & CO
2022-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10920.00
11602.50
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
244008.00
263681.15
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2289027.00
2403478.35
NUCOR CORP
2043-08-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
752389.73
ROCKWOOD SPECIALTIES GROUP, INC
2020-10-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2307503.00
2307302.70
SLM CORPORATION
2017-09-25
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1236780.00
1272749.69
SUNGARD DATA SYS INC
2018-11-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1007419.00
1088274.87
T MOBILE USA INC
2018-09-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24658.00
24936.94
THE LIMITED
2033-03-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56370.00
57472.42
VIA 7.875 09/01/23
2023-09-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
276658.00
343815.69
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
393908.00
420652.71
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
19000000.00
19000000.00
0.0008
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
19002850.00
19002850.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.050000%
987WVU007_0.0500_M130903_2M47
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
160626148.00
134374058.06
GNMA
2041-07-15
4.000000
Government Agency Debt
110998617.00
79970635.49
GNMA
2041-09-15
4.000000
Government Agency Debt
283217833.00
130331836.61
GNMA
2042-08-15
3.500000
Government Agency Debt
112478272.00
100897007.62
GNMA
2043-04-20
3.500000
Government Agency Debt
132538204.00
132256463.11
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
561000000.00
561000000.00
0.0250
N
561000000.00
561000000.00
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
32000000.00
32000000.00
0.0014
N
32000640.00
32000640.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DUD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
N
61000000.00
61000000.00
0.0027
N
61003660.00
61003660.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EWG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
49000000.00
48991860.57
0.0022
N
48996080.00
48996080.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476FBJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6986606.67
0.0003
N
6991810.00
6991810.00
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FBT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
55000000.00
54886425.00
0.0024
N
54930700.00
54930700.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.235000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-09-10
2014-05-07
N
N
N
182000000.00
182000000.00
0.0081
N
182089180.00
182089180.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
13606YG42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
149000000.00
149000000.00
0.0066
N
149000000.00
149000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.030000%
13606YG91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
150000000.00
150000000.00
0.0067
N
150000000.00
150000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JW48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11999930.00
0.0005
N
11999760.00
11999760.00
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
50000000.00
49995041.67
0.0022
N
49995500.00
49995500.00
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
9000000.00
8998950.00
0.0004
N
8999100.00
8999100.00
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
26000000.00
25996511.67
0.0012
N
25996880.00
25996880.00
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
38000000.00
37992463.33
0.0017
N
37993540.00
37993540.00
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
4000000.00
3999020.00
0.0002
N
3999120.00
3999120.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
19000000.00
18994680.00
0.0008
N
18995250.00
18995250.00
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
22000000.00
21992685.00
0.0010
N
21993180.00
21993180.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11993700.00
0.0005
N
11993280.00
11993280.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TWH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5999370.00
0.0003
N
5999760.00
5999760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13000000.00
12996432.22
0.0006
N
12998700.00
12998700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4998483.33
0.0002
N
4999400.00
4999400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TXW4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4998020.83
0.0002
N
4999150.00
4999150.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TZ44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
14368000.00
14358820.44
0.0006
N
14362827.52
14362827.52
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
115000000.00
114853023.60
0.0051
N
114929850.00
114929850.00
Charta, LLC
Charta, LLC 0.420000%
16115XB46
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
70000000.00
69874233.32
0.0031
N
69927900.00
69927900.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
62000000.00
62000000.00
0.0028
N
62022940.00
62022940.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
160000000.00
160000000.00
0.0071
N
160059200.00
160059200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.240000%
16144RTU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
44000000.00
44000000.00
0.0020
N
44007040.00
44007040.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
18000000.00
18000000.00
0.0008
N
18006120.00
18006120.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
76000000.00
76000000.00
0.0034
N
76025840.00
76025840.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
10000000.00
10000000.00
0.0004
N
10002100.00
10002100.00
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
64000000.00
64000000.00
0.0029
N
64013440.00
64013440.00
Ciesco, LLC
Ciesco, LLC 0.460000%
17178BW43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
83000000.00
82998939.44
0.0037
N
82998340.00
82998340.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17178CBJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13973213.34
0.0006
N
13983620.00
13983620.00
Citibank, NA
Citibank, NA 0.400000%
17304UEK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
79000000.00
79000000.00
0.0035
N
79042660.00
79042660.00
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
32000000.00
32000000.00
0.0014
N
32018880.00
32018880.00
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
103000000.00
103000000.00
0.0046
N
103067980.00
103067980.00
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
2000000.00
2000000.00
0.0001
N
2001360.00
2001360.00
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
91000000.00
91000000.00
0.0041
N
91061880.00
91061880.00
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
132000000.00
132000000.00
0.0059
N
132025080.00
132025080.00
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
31000000.00
31000000.00
0.0014
N
31007130.00
31007130.00
Citibank, NA
Citibank, NA 0.400000%
17304UHZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
42000000.00
42000000.00
0.0019
N
42027300.00
42027300.00
Citibank, NA
Citibank, NA 0.130000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
80000000.00
80000000.00
0.0036
Security is a time deposit.
N
79999200.00
79999200.00
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
104000000.00
103910328.89
0.0046
N
103937600.00
103937600.00
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
100000000.00
99904000.00
0.0045
N
99932000.00
99932000.00
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
41000000.00
40948613.33
0.0018
N
40958180.00
40958180.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
18000000.00
17975200.00
0.0008
N
17978400.00
17978400.00
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
56000000.00
55949724.44
0.0025
N
55959120.00
55959120.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224100%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2014-02-24
N
N
N
71000000.00
71000000.00
0.0032
N
71008520.00
71008520.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225900%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2014-03-03
N
N
N
17000000.00
17000000.00
0.0008
N
17000510.00
17000510.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272DWG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
20000000.00
19998772.22
0.0009
N
19999600.00
19999600.00
CRC Funding, LLC
CRC Funding, LLC 0.460000%
12622UWG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
81000000.00
80986544.99
0.0036
N
80991900.00
80991900.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
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
73000000.00
72868843.34
0.0032
N
72888310.00
72888310.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UD68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
200000000.00
200000000.00
0.0089
N
199994000.00
199994000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UE34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
5000000.00
5000000.00
0.0002
N
4999850.00
4999850.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UE83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
1000000.00
1000000.00
0.0000
N
999970.00
999970.00
Credit Agricole SA
Credit Agricole SA 0.300000%
922NQD009
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
110000000.00
110000000.00
0.0049
N
110011000.00
110011000.00
Credit Agricole SA
Credit Agricole SA 0.270000%
922QVJ003
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
20000000.00
20000000.00
0.0009
N
20000800.00
20000800.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
126000000.00
126000000.00
0.0056
N
126020160.00
126020160.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
94000000.00
94000000.00
0.0042
N
94017860.00
94017860.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
22799D001_0.0500_M130903_2M47
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2017-02-28
0.875000
Treasury Debt
35321200.00
35287334.02
United States Treasury Department
2018-01-31
0.875000
Treasury Debt
183975000.00
179909771.78
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
210976201.00
210976201.00
0.0094
N
210976201.00
210976201.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2M47
0001230485
Other Repurchase Agreement
N
ACCR 2006-2 A4
2036-09-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13500000.00
9557320.92
ACE
2036-08-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19793200.00
7059860.52
ACE 2006-ASP3 A2D
2036-06-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
3861943.01
AMSI 2006-R2 M3
2036-04-25
0.564000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
572265.38
ARSI 2004-W11 M4
2034-11-25
1.034000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10310000.00
2025221.85
ARSI 2006-W2 A2C
2036-03-25
0.474000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6286000.00
2372255.91
ARSI 2006-W3 A2D
2036-04-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
3228945.43
ARSI 2006-W4 A2D
2036-05-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1799697.34
BSABS 2005-4 M3
2036-01-25
1.084000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4485000.00
1480074.52
CARR 2007-RFC1 A3
2036-12-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9115000.00
5157404.01
CWL 2006-14 2A3
2037-02-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8550000.00
4848943.91
CWL 2006-18 2A3
2037-03-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12245000.00
5651151.66
CWL 2006-BC5 2A3
2037-03-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2440000.00
1896575.93
CWL 2007-1 2A3
2037-07-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14575000.00
10030602.70
CWL 2007-5 2A4
2047-09-25
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
2300880.03
FFMER 2007-2 A2C
2037-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
287730.00
161614.47
GSAA 2007-5 2A3A
2047-04-25
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7665000.00
3321450.46
LXS 2006-7 2A3A
2036-05-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5085000.00
1970610.20
MLMI 2006-AR1 A2C
2037-03-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
151889.91
MSAC 2006-NC4 A2D
2036-06-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11995000.00
6058433.70
MSHEL 2006-3 A4
2036-04-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6360000.00
3485485.70
MSIX 2006-2 A4
2036-11-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6005000.00
2341876.18
OOMLT 2005-4 M3
2035-11-25
0.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
115183.59
OOMLT 2007-3 2A3
2037-04-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16430000.00
8625742.75
RASC 2006-EMX2 M1
2036-02-25
0.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9085000.00
6404389.84
SABR
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
665000.00
248942.78
SABR 2005-FR4 M2
2036-01-25
0.824000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
186744.28
SBM7 1997-LB6 B2
2027-12-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7544000.00
1133038.95
SVHE 2006-2 M2
2036-03-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7753000.00
3572238.99
SVHE 2006-3 A3
2036-11-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5700000.00
2471112.69
WBCMT
2049-06-15
5.920300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
308075.20
WMHE 2007-HE4 2A2
2047-07-25
0.314000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10776276.00
2250111.35
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
91000000.00
91000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
91136500.00
91136500.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2M47
0001230485
Other Repurchase Agreement
N
144A GCCFC 2007-GG9 G
2039-03-10
5.662000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6800000.00
340581.78
144A GKKRE 2007-1A A1
2056-08-15
0.544200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7290000.00
5130540.09
144A JPMBS 2006-R1 3A1
2044-09-28
5.092500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48042292.00
2370829.53
144A MSC 2006-T23 B
2041-08-12
5.986600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
1424052.25
144A OAK 1998-D M1
2029-01-15
7.415000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5750000.00
4640798.94
ABSHE 2005-HE1 M2
2035-03-25
0.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2600000.00
1664706.64
AHM 2007-1 GA2
2047-05-25
0.430000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22050000.00
71408.40
AHMA 2006-6 A1B
2046-12-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48343000.00
773099.67
AHMA 2007-3 12A1
2037-06-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9060000.00
1086681.15
BAFC 2004-1 B1
2034-03-25
5.978400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12475000.00
7737728.63
BAFC 2004-D B1
2035-01-25
3.264900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5389000.00
426480.16
BOAMS 2005-6 1A15
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1385000.00
608694.30
BOAMS 2005-9 1A8
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2980000.00
827766.36
CHASE 2005-S2 A18
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1071984.00
422204.79
CMLTI 2005-5 1A1
2035-08-25
0.482600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21440000.00
1752895.83
CMO CONSECO FIN SEC CORP
2030-06-01
9.163000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9740000.00
8863344.52
CMO LEHMAN XS TR SER 2007-15N
2037-08-25
0.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15392000.00
957349.47
CSFB 2005-4 2A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4312500.00
2400951.21
CSFB 2005-5 DB1
2035-07-25
5.826200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3554947.00
1252176.30
CSFB 2005-9 3A2
2035-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
7387130.41
CSFB NIMS TRUST ARMT
2045-11-15
4.927700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
695000.00
602377.75
CSMC 2008-3R
2037-07-26
5.631300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
628135.00
7637.31
CSMC 2009- 9R
2037-01-26
5.208500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5033247.00
4443832.77
CSMC 2009-2R
2035-12-25
6.418100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1058950.00
683814.04
CWALT 2005-21CB A6
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10020000.00
1697421.06
CWALT 2006-OA10 4A2
2046-08-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8476300.00
106091.62
CWALT 2006-OA11 A1B
2046-09-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12500000.00
4146046.19
CWALT 2006-OA18 A2
2046-12-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8310000.00
753763.44
CWALT 2006-OA19 A2
2047-02-20
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15760000.00
268882.40
CWALT 2006-OA2 A3
2046-05-20
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
23828.63
CWALT 2007-9T1 2A2
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1055000.00
413179.58
CWALT 2007-9T1 2A3
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3610000.00
1521639.95
CWALT 2007-OA9 A2
2047-06-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84939000.00
3400959.25
CWHL 2005-11 3A2
2035-04-25
2.678100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
278081.96
CWHL 2005-13 A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
612230.04
CWHL 2006-14 A3
2036-09-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15660000.00
379847.10
CWHL 2006-20 1A35
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8530000.00
1737843.36
CWHL 2006-HYB5 4A1
2036-09-20
5.195100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
515000.00
145207.73
CWMBS INC 2005-7
2035-03-25
0.544000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48595000.00
1176893.74
DBALT 2007-AR1 A2
2047-01-25
0.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12760000.00
2477658.80
FHAMS 2007-FA1 A2
2037-03-25
54.132800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
999500.00
887777.93
GSR 2005-6F 3A20
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2130000.00
1211999.09
GSR 2006-1F 3A1
2036-02-25
0.784000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20364000.00
3972086.53
GSR 2006-3F 2A2
2036-03-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5165000.00
719323.28
HVMLT
2035-02-19
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5066667.00
215485.33
HVMLT 2005-10 1A1B
2035-11-19
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
6185.56
IMSA 2006-3 A7
2036-11-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
3979734.18
INDA 2006-AR2 4A1
2036-09-25
2.922200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48879053.00
10521482.03
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
6.002900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
940000.00
916777.92
JPMCC 2007-C1 AM
2051-02-15
6.139500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
835000.00
859253.96
JPMORGAN ALT TRUST 2006-S
2036-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
968927.09
LXS 2006-10N 1A4A
2046-07-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
111576.10
MARM 2005-1 B1
2035-03-25
3.432100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1805000.00
69707.93
MARM 2006-2 5A1
2036-05-25
2.818100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10456000.00
2738104.27
MARM 2006-OA2 1A1
2046-12-25
0.963000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22156000.00
5517722.15
MHL 2005-4 M1
2035-10-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
1273923.75
MLMI 2005-A5 M2
2035-06-25
2.479000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5114000.00
1540.07
MSM 2004-6AR CB2
2034-08-25
2.781400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
5375.23
MSM 2006-8AR 3B2
2036-06-25
2.237700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1306000.00
2524.13
MSM 2007-15AR 2A1
2037-11-25
2.529600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11350000.00
5408157.34
NOVASTAR
2036-09-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
343683.40
NSTR 2007-B 2AV2
2037-04-25
0.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2319999.00
1544581.71
RALI 2003-QS1 M3
2033-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3562005.00
334953.46
RALI 2005-QS2 A3
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
4011628.09
RALI 2005-QS4 A6
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1104521.60
RALI 2006-QO5 3A2
2046-05-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42000.00
3855.14
RALI 2007-QS11 A1
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
395000.00
130290.95
RAST 2006-A8 2A7
2036-08-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5769000.00
2653134.51
RAST 2007-A2 1A3
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2455000.00
701982.02
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
37046.98
RFMSI 2004-S4 1M3
2034-04-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
616400.00
1245.84
RFMSI 2005-S6 M1
2035-08-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6812900.00
445982.92
SABR
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
224610.02
SAIL 2004-7 B
2034-08-25
2.684000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2395580.00
140308.65
SAMI 2006-AR1 2A2
2036-02-25
0.494000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
495069.57
SARM 2005-18 3A2
2035-09-25
2.636100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25477000.00
670422.60
SARM 2005-21 6A4
2035-11-25
5.218400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1165000.00
29844.27
SARM 2006-1 6A1
2036-02-25
2.448800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
38766.94
SARM 2007-1 2-A3
2037-02-25
8.728100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
9081.57
SARM 2007-3 3A1
2047-04-25
5.087200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
129852.07
SARM 2008-1 A32
2037-10-25
2.523800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3253000.00
154587.34
SASC 2003-26A B3
2033-09-25
2.496500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7529000.00
23112.09
SASC 2004-2AC B1
2034-02-25
2.430700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17814000.00
4409826.69
SASC 2004-3 B3
2034-03-25
5.643600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2548000.00
4308.82
SASC 2004-4XS 2M2
2034-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1467000.00
150368.73
TMST 2005-4 B1
2045-12-25
5.154700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
6845.83
TMST 2008-1 1A2
2038-03-25
2.497700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8921000.00
15769.93
WAMU
2037-02-25
2.493600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
74719.21
WAMU 2005-AR4 B1
2035-04-25
2.444800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
204847.55
WAMU 2006-AR16 1A1
2036-12-25
2.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1875000.00
561620.59
WAMU 2006-AR5 A1B3
2046-06-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
33806.35
WBCMT 2006-C29 E
2048-11-15
5.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
47653.72
WBCMT 2007-C33 AJ
2051-02-15
6.122600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
402438.16
WFMBS 2006-4 1B1
2036-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16900000.00
288360.53
WFMBS 2006-AR11 A7
2036-08-25
2.618900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10161500.00
64164.50
WMALT
2035-06-25
7.506600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
31714.42
WMALT 2005-4 CB3
2035-06-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25055000.00
5221128.88
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
121000000.00
121000000.00
0.0054
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
121000000.00
121000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M131016_2M47
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7117000.00
633281.29
144A CCMFC 2006-1A A1
2046-12-25
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13570000.00
1867029.45
144A CWL 2004-SD2 M2
2033-03-25
1.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
976890.65
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6085000.00
689270.53
144A MLMS 2005-ACR1 M4
2035-06-28
0.834000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
108795.57
144A MSAC 2007-SEA1 1A2
2047-02-25
2.084000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38257000.00
7610328.58
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
203324.09
144A RAAC 2005-RP3 M2
2039-05-25
1.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
32526.50
144A SDART 2012-2A E
2019-04-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3405000.00
2962867.14
ACE 2006-CW1 A2C
2036-07-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1120000.00
661724.29
AHMA 2006-6 A1B
2046-12-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2603000.00
41627.09
AIRPT 2001-1A A9
2019-03-15
0.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17125000.00
3890493.81
ARMT 2005-5 3A3
2035-09-25
5.146100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4655000.00
3863452.09
ARSI
2035-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9645000.00
1008805.68
ARSI 2005-W2 M1
2035-10-25
0.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1355000.00
1018207.48
BAFC 2005-E 7A1
2035-06-20
2.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142000.00
10689.33
BAFC 2006-F 1A1
2036-07-20
2.624400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16055000.00
4598489.65
BALTA 2006-8 1A1
2046-06-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26600000.00
3325260.02
BAMH 1997-2 B1
2022-02-10
7.070000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10935000.00
4809746.09
BNCMT 2007-1 A3
2037-03-25
0.284000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
146725.99
BNCMT 2007-3 A4
2037-07-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
705000.00
303081.15
BSABS
2034-09-25
1.939000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
395000.00
325918.13
BSCMS
2017-06-11
5.899000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
346911.53
CARR 2004-NC1 M2
2034-05-25
1.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
341313.61
CARR 2006-NC1 A3
2036-01-25
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3110000.00
1677191.93
CARR 2006-NC1 A4
2036-01-25
0.494000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3910000.00
2634255.46
CARR 2007-RFC1 A3
2036-12-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6220000.00
3519369.50
CBASS
2037-07-25
0.447200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3537125.35
CD
2048-10-15
5.688000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2090000.00
1881664.55
CFAB 2004-2 1M2
2035-02-25
5.536100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
678948.41
CMLTI 2005-11 A2B
2035-12-25
2.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2809524.00
456356.14
CMLTI 2007-AHL3 A3C
2045-07-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
30198.59
CMLTI 2007-AMC4 A2B
2037-05-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4189.36
CMLTI 2007-AR8 2A1A
2037-07-25
2.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
45529.73
CMLTI 2007-OPX1 A2
2037-01-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2410000.00
947780.31
CNF 2000-2 A5 SERIES 00 A5
2031-12-01
8.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5670000.00
2634488.64
CSFB 2002-HE11 M2
2032-10-25
2.234000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
399370.08
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3245000.00
3130913.71
CSMC 2007-C4 A1AJ
2039-09-15
5.761700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1040000.00
828409.31
CSMC 2007-TFL2
2022-04-15
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1799723.00
1717393.25
CWALT 2005-81 A2
2037-02-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12967200.00
275725.96
CWALT 2006-OA10 4A2
2046-08-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3092000.00
38700.29
CWALT 2006-OA7 1A3
2046-06-25
1.101900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40572500.00
810804.67
CWHEL 2004-I A
2034-02-15
0.474000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12158000.00
625722.58
CWHEL 2004-P 2A
2034-03-15
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89250000.00
5004435.01
CWHEL 2005-H 2A
2035-12-15
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9100000.00
697641.80
CWHEL 2006-H 2A1A
2036-11-15
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10305000.00
1867084.63
CWL
2036-05-25
5.249600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3870000.00
2735388.83
CWL
2046-01-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23270000.00
16227430.79
CWL 2002-6 M1
2033-02-25
1.284000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
444632.58
CWL 2005-16 2AF3
2036-05-25
5.098400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
172000.00
132397.43
CWL 2005-17 1AF3
2036-05-25
5.249600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5205000.00
4019479.64
CWL 2006-11 1AF3
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
446936.74
CWL 2007-BC1 2A1
2037-05-25
0.244000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56121384.00
2999400.27
FFML 2004-FFH2 M4
2034-06-25
1.759000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5850000.00
211784.15
GMACM 2005-HE3 A3
2036-02-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000000.00
8152248.50
HEAT 2006-6 2A4
2036-11-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2095000.00
500874.50
HEMT 2005-3 M3
2035-11-25
0.904000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7860000.00
5073187.31
HEMT 2005-HF1
2036-02-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4395000.00
1142932.84
HVMLT 2006-9 2AB2
2036-11-19
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1383000.00
63641.23
INABS 2006-H2 A
2036-06-28
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14487000.00
2661614.78
JPMAC 2006-CH2 AV5
2036-10-25
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
153000.00
80466.19
JPMAC 2007-CH3 A3
2037-03-25
0.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3510000.00
3149790.18
LBMLT 2006-A A1
2036-05-25
0.274000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13970000.00
1198656.07
LXS 2005-9N 1A1
2036-02-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2430000.00
594656.96
LXS 2006-10N 1A4A
2046-07-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
85425.45
LXS 2006-4N A1D1
2046-04-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
70815.02
LXS 2006-4N A2A
2046-04-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7170000.00
1985475.31
MARM 2006-2 5A1
2036-05-25
2.818100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2950000.00
772514.12
MARM 2007-3 12A1
2047-05-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
575000.00
176691.30
NHELI 2006-HE3 2A4
2036-07-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3425000.00
1276787.92
NOVASTAR
2036-09-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2633333.00
45251.64
PPSI 2005-WHQ4 M2
2035-09-25
0.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1622131.47
RALI 2006-QO3 A2
2046-04-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5066000.00
996005.14
RALI 2006-QO3 A3
2046-04-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18365000.00
3669700.54
RALI 2006-QS1 A5
2036-01-25
1.094000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6380000.00
1650846.62
RALI 2006-QS17 A3
2036-12-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2897000.00
727671.38
RAMC 2005-3 M3
2035-11-25
5.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
121123.34
RAMC 2006-3 AF3
2036-11-25
5.586000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
1491778.06
RAMP 2004-RS10 MII2
2034-10-25
1.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6645000.00
3112821.60
RAMP 2005-RS9 AI4
2035-11-25
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5213000.00
2288148.95
RASC
2037-02-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13050000.00
7397007.55
RAST 2005-A14 A5
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
126779.56
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
259646.68
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40050000.00
10990603.08
RFMS2 2006-HI4 A4
2036-09-25
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
761542.23
RFMSI 2007-SA4 3A1
2037-10-25
3.825300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3030000.00
916916.91
SABR
2035-08-25
0.624000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1027411.12
SABR
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
295736.53
SABR 2005-FR4 M2
2036-01-25
0.824000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
259977.33
SACO 2006-8 A
2036-06-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8565000.00
1096328.60
SAMI 2007-AR2 1A2
2037-02-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31090000.00
862861.77
SARM 2006-1 6A1
2036-02-25
2.448800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
140530.16
SARM 2007-1 2-A3
2037-02-25
8.728100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2550000.00
1543867.64
SASC 2006-BC1 A6
2036-03-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23160000.00
6505904.25
SAST 2007-2 A2C
2047-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000000.00
20475819.11
SVHE 2006-2 M2
2036-03-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6880000.00
3169999.26
WAMU 2006-AR16 1A1
2036-12-25
2.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2895000.00
867142.20
WAMU 2007-HY3 3A3
2037-03-25
4.712300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21415000.00
8149134.19
WBCMT
2049-06-15
5.920300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
154037.60
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
181000000.00
181000000.00
0.0081
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
181128510.00
181128510.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0WS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
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
10000000.00
9998402.78
0.0004
N
9998800.00
9998800.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.210000%
2284K0XJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
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
54000000.00
53985825.00
0.0024
N
53987040.00
53987040.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0XJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
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
12000000.00
11996250.00
0.0005
N
11997120.00
11997120.00
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
31000000.00
30989020.84
0.0014
N
30991630.00
30991630.00
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
17000000.00
17000000.00
0.0008
N
17005270.00
17005270.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
191000000.00
191000000.00
0.0085
N
191296050.00
191296050.00
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
75000000.00
75000000.00
0.0033
N
75006000.00
75006000.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25155BQ32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
N
125000000.00
125000000.00
0.0056
N
125015000.00
125015000.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BRW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
27000000.00
27000000.00
0.0012
N
27004590.00
27004590.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155BX42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-26
2014-02-26
N
N
N
26000000.00
26000000.00
0.0012
N
25992200.00
25992200.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BYX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
71000000.00
71000000.00
0.0032
N
71031240.00
71031240.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BZL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
136000000.00
136000000.00
0.0061
N
136059840.00
136059840.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M130903_2M47
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-04-15
0.250000
Treasury Debt
213004700.00
211140012.63
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
207000000.00
207000000.00
0.0092
N
207000000.00
207000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988RGN000_0.2800_M130903_2M47
0001074042
Other Repurchase Agreement
N
3M CO COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249919.60
ABBVIE INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249959.36
ALASKA AIR GROUP INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249969.96
BANK OF AMERICA CORPORATION COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249992.38
BERRY PLASTICS GROUP INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249988.16
CAPITALSOURCE INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249940.34
CBRE GROUP INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249994.70
COMMUNITY HEALTH SYS INC NEWCOM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249985.10
CVS CAREMARK CORPORATION COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249952.76
DAVITA INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249899.42
DUKE ENERGY CORP NEW COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249969.42
EATON CORP PLC SHS
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249980.66
EQT CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249976.10
EQUIFAX INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249986.76
FOREST LABS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249967.25
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
466141.36
ISHARES INC MSCI MEX
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
784499.32
LAS VEGAS SANDS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249988.82
MAXIMUS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249984.80
NOBLE CORPORATION BAAR NAMEN -A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.74
TARGA RES CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249957.50
TJX COS INC NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249952.00
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
25000000.00
25000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
991JCA005_0.0400_M130903_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
169535060.00
79301141.89
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
7873145.00
8272110.86
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
84000000.00
84000000.00
0.0037
N
84000000.00
84000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M130906_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
516700.00
547537.17
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
341105.00
361462.49
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1877854.00
1917896.78
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
159430128.00
62163038.63
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
433805.00
439769.45
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
183220.00
188779.61
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
376441.00
327479.60
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
2895.00
2518.46
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
152658.00
144939.56
GNMA
2042-10-20
2.000000
Government Agency Debt
538292.00
491906.17
GNMA
2042-10-20
2.000000
Government Agency Debt
363792.00
332443.23
GNMA
2043-01-20
3.000000
Government Agency Debt
56921267.00
55537424.55
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
117000000.00
117000000.00
0.0052
N
117000000.00
117000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M130906_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
15653036.00
8983952.19
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
684202.00
725035.86
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
16181533.00
14136783.63
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
9421628.00
9771078.44
Fannie Mae
2033-07-01
3.500000
Government Agency Debt
5248909.00
5361172.82
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
22403361.00
8814612.50
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
58094623.00
10028566.14
Fannie Mae
2040-06-01
3.920000
Government Agency Debt
11562153.00
5122203.69
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
76591142.00
38762721.41
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
7865307.00
6162393.22
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
23432196.00
17864101.15
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
11947678.00
10472646.77
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
2765559.00
2562244.94
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
17874175.00
16914377.81
Fannie Mae
2043-07-25
3.000000
Government Agency Debt
23275750.00
21205479.78
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
1074049.00
934353.95
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
148670.00
153245.89
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
298394.00
328292.65
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
2091560.00
1938180.98
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
1998093.00
1851568.14
GNMA
2042-10-20
2.000000
Government Agency Debt
979340.00
894948.08
GNMA
2043-01-20
3.000000
Government Agency Debt
25635274.00
25012041.56
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0089
N
200000000.00
200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M130906_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
2914504.00
2232523.74
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2067000.00
1973055.77
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
533376.00
458331.84
Fannie Mae
2032-12-25
3.000000
Government Agency Debt
2769246.00
2362293.30
Fannie Mae
2033-07-25
3.000000
Government Agency Debt
1883000.00
1610199.75
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
2300000.00
2546846.48
Fannie Mae
2039-07-25
5.000000
Government Agency Debt
6800000.00
1422054.76
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2518982.50
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
1897537.48
Fannie Mae
2042-03-25
0.740000
Government Agency Debt
2361089.00
2077690.78
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
238983.00
190251.55
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
2957366.00
2778447.97
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1833270.00
1858475.89
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
2348234.00
2419488.59
Fannie Mae
2042-12-25
0.540000
Government Agency Debt
2152000.00
2046128.80
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
3040000.00
2438432.30
Fannie Mae
2043-06-25
3.000000
Government Agency Debt
2644000.00
2148955.07
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
518469.00
498668.04
Fannie Mae
2043-07-25
3.000000
Government Agency Debt
2469000.00
2020905.30
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
565157.00
491650.45
Freddie Mac
2026-03-15
3.500000
Government Agency Debt
8896000.00
8981604.99
Freddie Mac
2026-03-15
3.500000
Government Agency Debt
7930000.00
8010172.25
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
353868.00
168166.57
Freddie Mac
2032-12-15
2.500000
Government Agency Debt
9249625.00
7901512.08
Freddie Mac
2034-11-15
6.000000
Government Agency Debt
6650000.00
7579931.57
Freddie Mac
2036-08-15
0.584000
Government Agency Debt
50000000.00
8441990.44
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
7875913.00
8797602.22
Freddie Mac
2039-04-15
6.500000
Government Agency Debt
1725393.00
1793728.44
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
8524216.00
8401516.61
Freddie Mac
2042-07-15
6.500000
Government Agency Debt
6016353.00
6944443.57
Freddie Mac
2043-01-15
2.500000
Government Agency Debt
584093.00
501881.26
GNMA
2042-10-20
2.000000
Government Agency Debt
532409.00
486530.13
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M130906_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
621248.00
533840.55
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
20582307.00
20269984.28
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
164837.00
181109.64
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
161264063.00
18446292.17
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1342593.00
1371458.64
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
258886.00
262445.46
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
631448.00
549319.38
Freddie Mac
2031-04-15
3.000000
Government Agency Debt
1179865.00
1162536.23
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
2985271.00
1418672.48
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
1920176.00
1779364.97
Freddie Mac
2043-01-01
3.000000
Government Agency Debt
21623652.00
20051769.73
GNMA
2041-07-15
5.000000
Government Agency Debt
38810473.00
19515436.34
GNMA
2042-10-20
2.000000
Government Agency Debt
643776.00
588300.38
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
83000000.00
83000000.00
0.0037
N
83000000.00
83000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130905_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-01-01
2.615000
Government Agency Debt
4304470.00
8792.03
Fannie Mae
2019-07-25
3.400000
Government Agency Debt
628000.00
332175.87
Fannie Mae
2020-03-01
1.900000
Government Agency Debt
4835546.00
67049.31
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
20479244.00
20374374.77
Fannie Mae
2024-05-01
6.000000
Government Agency Debt
458384.00
184782.20
Fannie Mae
2024-09-01
2.228000
Government Agency Debt
1000000.00
7716.54
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
615517.00
631746.47
Fannie Mae
2026-04-01
2.154000
Government Agency Debt
2100000.00
57010.87
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
6884903.00
5273868.01
Fannie Mae
2028-12-01
2.662000
Government Agency Debt
34982733.00
341543.06
Fannie Mae
2029-12-01
2.443000
Government Agency Debt
20000000.00
590979.58
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
859650.00
706362.13
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1184000.00
1048859.03
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1119000.00
991288.16
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1111000.00
984152.32
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
781000.00
691822.82
Fannie Mae
2032-01-25
3.000000
Government Agency Debt
1197000.00
1004240.71
Fannie Mae
2032-01-25
3.000000
Government Agency Debt
814000.00
687674.25
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
608201.23
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
529971.33
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
1230494.00
1144171.04
Fannie Mae
2033-01-25
2.500000
Government Agency Debt
85000.00
69510.87
Fannie Mae
2033-04-01
2.348000
Government Agency Debt
1000000.00
11778.51
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
50971.70
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
365477.00
361105.15
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1024876.00
1046730.14
Fannie Mae
2033-09-01
2.752000
Government Agency Debt
9879000.00
860563.68
Fannie Mae
2033-11-25
6.000000
Government Agency Debt
22500000.00
851973.28
Fannie Mae
2034-03-01
4.288000
Government Agency Debt
1150000.00
60372.66
Fannie Mae
2034-03-01
4.500000
Government Agency Debt
4568008.00
811252.09
Fannie Mae
2034-04-01
2.883000
Government Agency Debt
20000.00
634.98
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
29796643.00
1211370.04
Fannie Mae
2035-01-01
2.394000
Government Agency Debt
150000.00
13561.59
Fannie Mae
2035-01-01
2.602000
Government Agency Debt
95000.00
19914.73
Fannie Mae
2035-08-01
2.800000
Government Agency Debt
4800000.00
838246.91
Fannie Mae
2035-10-01
2.724000
Government Agency Debt
670771.00
184931.71
Fannie Mae
2036-02-01
5.430000
Government Agency Debt
701895.00
49959.44
Fannie Mae
2036-03-01
5.628000
Government Agency Debt
700000.00
98105.40
Fannie Mae
2036-05-25
0.484000
Government Agency Debt
888963.00
869789.15
Fannie Mae
2036-07-01
2.141000
Government Agency Debt
100000.00
17024.39
Fannie Mae
2036-07-01
2.248000
Government Agency Debt
5600000.00
512064.51
Fannie Mae
2036-08-01
2.712000
Government Agency Debt
25000.00
4803.69
Fannie Mae
2036-10-01
2.035000
Government Agency Debt
440000.00
53997.78
Fannie Mae
2036-10-01
6.192000
Government Agency Debt
15443259.00
731640.49
Fannie Mae
2036-11-01
2.759000
Government Agency Debt
150000.00
15116.28
Fannie Mae
2036-12-01
2.682000
Government Agency Debt
95000.00
16450.27
Fannie Mae
2036-12-01
5.972000
Government Agency Debt
1552826.00
387517.63
Fannie Mae
2036-12-01
6.104000
Government Agency Debt
25000.00
3998.79
Fannie Mae
2037-01-01
2.240000
Government Agency Debt
430000.00
60844.07
Fannie Mae
2037-01-01
2.496000
Government Agency Debt
422000.00
17802.44
Fannie Mae
2037-01-01
2.718000
Government Agency Debt
330000.00
57366.74
Fannie Mae
2037-01-01
6.189000
Government Agency Debt
245000.00
71627.67
Fannie Mae
2037-02-01
1.915000
Government Agency Debt
280000.00
19872.31
Fannie Mae
2037-02-01
1.985000
Government Agency Debt
1380614.00
186128.48
Fannie Mae
2037-02-01
3.063000
Government Agency Debt
465000.00
54627.41
Fannie Mae
2037-02-01
3.217000
Government Agency Debt
5290622.00
446831.19
Fannie Mae
2037-02-01
6.037000
Government Agency Debt
265000.00
82049.03
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
66493.00
73057.16
Fannie Mae
2037-04-01
2.396000
Government Agency Debt
4112000.00
884736.23
Fannie Mae
2037-04-01
2.706000
Government Agency Debt
1500000.00
314703.19
Fannie Mae
2037-05-01
2.076000
Government Agency Debt
2500000.00
427889.61
Fannie Mae
2037-06-01
2.519000
Government Agency Debt
50000.00
14252.93
Fannie Mae
2037-06-25
5.500000
Government Agency Debt
1000000.00
161808.37
Fannie Mae
2037-07-01
2.834000
Government Agency Debt
1331590.00
240921.59
Fannie Mae
2037-08-01
2.653000
Government Agency Debt
35000.00
3426.91
Fannie Mae
2037-09-01
6.132000
Government Agency Debt
4933756.00
909274.32
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
2500000.00
1137162.17
Fannie Mae
2037-10-01
5.810000
Government Agency Debt
5453570.00
450084.02
Fannie Mae
2038-03-01
2.560000
Government Agency Debt
40115105.00
11172425.92
Fannie Mae
2039-02-01
2.239000
Government Agency Debt
849791.00
822805.59
Fannie Mae
2039-04-01
4.759000
Government Agency Debt
10937036.00
473143.07
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
792903.63
Fannie Mae
2040-02-01
3.505000
Government Agency Debt
1000000.00
323765.54
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
138038.87
Fannie Mae
2040-07-01
4.272000
Government Agency Debt
597000.00
194874.27
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
184418.64
Fannie Mae
2040-10-01
3.381000
Government Agency Debt
1430919.00
524893.86
Fannie Mae
2040-12-01
2.628000
Government Agency Debt
1062000.00
299621.64
Fannie Mae
2040-12-01
2.958000
Government Agency Debt
1300000.00
633122.43
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
281682.00
208550.96
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
780006.88
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
410162.48
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
407743.45
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
2601514.00
1691299.30
Fannie Mae
2041-05-25
3.000000
Government Agency Debt
1000000.00
855179.93
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1258544.92
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1032915.00
997060.68
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
777704.71
Fannie Mae
2042-05-01
3.560000
Government Agency Debt
803695.00
602401.97
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
31640855.00
32988916.06
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
123343.84
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
97304.97
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
63551.00
50592.20
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
2241809.00
2106181.54
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1310859.55
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1840890.00
1866200.66
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
391369.00
396749.99
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
895588.00
922763.64
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
463856.99
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
341491.03
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
1688502.00
1655495.10
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
935177.00
927708.35
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
1692000.00
1346097.48
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
19197424.00
18926327.49
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
193855.00
191117.48
Fannie Mae
2043-03-25
2.500000
Government Agency Debt
18100.00
13511.61
Fannie Mae
2043-05-01
2.512000
Government Agency Debt
826250.00
785747.69
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
543685.00
472971.18
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
475660.00
451610.47
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
6715836.00
6663797.97
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
348338.00
359059.44
Freddie Mac
2021-01-25
3.974000
Government Agency Debt
52579.00
55792.57
Freddie Mac
2026-06-01
3.500000
Government Agency Debt
22181.00
8922.40
Freddie Mac
2026-10-15
3.000000
Government Agency Debt
252000.00
235002.52
Freddie Mac
2030-08-15
4.000000
Government Agency Debt
998000.00
998668.88
Freddie Mac
2031-04-15
3.000000
Government Agency Debt
1090348.00
1074333.98
Freddie Mac
2031-10-15
3.000000
Government Agency Debt
1079000.00
953903.62
Freddie Mac
2031-10-15
3.000000
Government Agency Debt
949000.00
838624.34
Freddie Mac
2032-07-01
7.000000
Government Agency Debt
5500000.00
823478.43
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
4259673.00
2024298.91
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
277000.00
211324.38
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
101000.00
79692.73
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
88000.00
69999.15
Freddie Mac
2033-01-15
3.000000
Government Agency Debt
703400.00
625125.43
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
575483.00
511299.19
Freddie Mac
2033-03-15
3.000000
Government Agency Debt
685335.00
578693.22
Freddie Mac
2033-05-15
3.500000
Government Agency Debt
458000.00
422939.85
Freddie Mac
2033-08-15
0.641000
Government Agency Debt
1000000.00
145036.11
Freddie Mac
2036-08-01
6.000000
Government Agency Debt
7298093.00
710520.05
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
309260.00
340247.41
Freddie Mac
2037-07-01
7.000000
Government Agency Debt
4505112.00
519741.98
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
1838164.00
815787.13
Freddie Mac
2037-12-15
0.791000
Government Agency Debt
1100000.00
214097.50
Freddie Mac
2038-03-01
7.000000
Government Agency Debt
4101733.00
531923.31
Freddie Mac
2039-04-01
6.500000
Government Agency Debt
1000000.00
146705.53
Freddie Mac
2039-04-15
4.000000
Government Agency Debt
3000000.00
845685.34
Freddie Mac
2040-05-01
5.000000
Government Agency Debt
1007556.00
885771.66
Freddie Mac
2040-05-15
5.000000
Government Agency Debt
661000.00
682446.66
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
1123833.00
1107656.31
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
26943705.00
13707626.10
Freddie Mac
2040-12-15
4.000000
Government Agency Debt
1044000.00
988858.24
Freddie Mac
2041-03-15
0.641000
Government Agency Debt
2400000.00
996632.55
Freddie Mac
2041-05-15
4.000000
Government Agency Debt
830000.00
810061.92
Freddie Mac
2041-05-15
4.000000
Government Agency Debt
495000.00
494320.97
Freddie Mac
2042-03-15
3.500000
Government Agency Debt
1281000.00
1185877.35
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
431063.00
355915.84
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
251351.00
211492.89
Freddie Mac
2042-07-15
0.491000
Government Agency Debt
999900.00
935854.00
Freddie Mac
2042-07-15
3.000000
Government Agency Debt
1029234.00
962475.68
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
1056593.00
874310.10
Freddie Mac
2042-08-15
2.500000
Government Agency Debt
535000.00
421111.82
Freddie Mac
2042-09-15
2.000000
Government Agency Debt
1021574.00
915158.21
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
1325604.00
1228394.34
Freddie Mac
2042-11-15
2.750000
Government Agency Debt
1287000.00
1060066.22
Freddie Mac
2043-01-15
2.500000
Government Agency Debt
106664.00
84181.67
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
642510.00
597949.87
Freddie Mac
2043-02-15
1.184000
Government Agency Debt
250000.00
239767.61
Freddie Mac
2043-05-15
3.000000
Government Agency Debt
707000.00
593712.91
GNMA
2026-10-20
3.000000
Government Agency Debt
206683.00
160942.53
GNMA
2033-05-15
3.920000
Government Agency Debt
13207000.00
13506771.23
GNMA
2033-07-15
3.150000
Government Agency Debt
4234579.00
4103538.30
GNMA
2034-08-20
7.000000
Government Agency Debt
8951407.00
700137.08
GNMA
2039-06-15
5.000000
Government Agency Debt
2358913.00
540797.27
GNMA
2039-09-15
3.100000
Government Agency Debt
9000000.00
9281168.35
GNMA
2040-03-15
5.000000
Government Agency Debt
933328.00
625168.09
GNMA
2040-04-15
5.000000
Government Agency Debt
1109476.00
760457.26
GNMA
2041-06-20
3.500000
Government Agency Debt
20984311.00
12273579.28
GNMA
2041-06-20
4.000000
Government Agency Debt
145914.00
57355.81
GNMA
2041-10-20
4.000000
Government Agency Debt
719275.00
556739.53
GNMA
2042-03-20
2.500000
Government Agency Debt
443893.00
435669.75
GNMA
2042-03-20
4.000000
Government Agency Debt
365687.00
269181.35
GNMA
2042-10-20
2.000000
Government Agency Debt
2040336.00
1864515.68
GNMA
2042-10-20
2.000000
Government Agency Debt
487021.00
445053.31
GNMA
2044-05-15
3.050000
Government Agency Debt
8000000.00
8055877.82
GNMA
2044-06-15
2.990000
Government Agency Debt
6000000.00
6128555.49
GNMA
2044-10-15
2.930000
Government Agency Debt
9000000.00
9226164.36
GNMA
2048-04-15
2.470000
Government Agency Debt
8000000.00
7866816.44
GNMA
2048-05-15
2.280000
Government Agency Debt
5000000.00
4791598.96
GNMA
2048-05-15
3.560000
Government Agency Debt
9254380.00
9357943.72
GNMA
2048-06-15
2.820000
Government Agency Debt
6000000.00
6116990.19
GNMA
2058-10-20
6.172000
Government Agency Debt
157638.00
53613.14
GNMA
2059-10-20
0.00
Government Agency Debt
726278.00
704544.29
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
278000000.00
278000000.00
0.0124
N
278000000.00
278000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130906_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
463892.00
355343.45
Fannie Mae
2030-10-01
4.500000
Government Agency Debt
34963708.00
20365626.56
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
19631356.00
19173925.16
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
575611.00
565882.99
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
470038.00
464415.39
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1297260.00
1324922.37
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
88345.00
97066.38
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
61930131.00
10690669.51
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
182909.00
185423.84
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
96866.00
99805.29
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
487700.00
424267.81
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
167244.00
165948.10
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
81555.00
38756.89
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
96178.00
105814.90
GNMA
2042-10-20
2.000000
Government Agency Debt
1162289.00
1062131.96
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
53000000.00
53000000.00
0.0024
N
53000000.00
53000000.00
DNB Bank ASA
DNB Bank ASA 0.205000%
23330LC20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
120000000.00
120000000.00
0.0053
N
120003600.00
120003600.00
DNB Bank ASA
DNB Bank ASA 0.080000%
23330LJ23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
185000000.00
185000000.00
0.0082
N
184998927.00
184998927.00
DNB Bank ASA
DNB Bank ASA 0.214100%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-27
2013-11-27
N
N
N
30000000.00
30000000.00
0.0013
N
30003900.00
30003900.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC) Series 1999B 0.240000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2410000.00
2410000.00
0.0001
N
2410000.00
2410000.00
Fannie Mae
Fannie Mae 0.030000%
313589ML4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
2000000.00
1999951.67
0.0001
N
1999984.00
1999984.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385LG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
67528000.00
67527906.21
0.0030
N
67527932.47
67527932.47
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385LJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
13000000.00
12999962.08
0.0006
N
12999987.00
12999987.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385LJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
5000000.00
4999987.50
0.0002
N
4999995.00
4999995.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385LR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
135000000.00
134997937.50
0.0060
N
134999595.00
134999595.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385LR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
4905000.00
4904945.50
0.0002
N
4904985.29
4904985.29
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385LV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
N
2000000.00
1999965.00
0.0001
N
1999992.00
1999992.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313385LY0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
22000000.00
21999740.28
0.0010
N
21999890.00
21999890.00
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
10000000.00
9999755.56
0.0004
N
9999940.00
9999940.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385MD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
2000000.00
1999957.23
0.0001
N
1999988.00
1999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385MF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-27
2013-09-27
N
N
N
180000000.00
179995199.98
0.0080
N
179998740.00
179998740.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385ML7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
9000000.00
8999565.00
0.0004
N
8999928.00
8999928.00
Federal Home Loan Bank
Federal Home Loan Bank 0.057000%
313385MN3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
2000000.00
1999901.83
0.0001
N
1999982.00
1999982.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385MT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
N
22000000.00
21998460.00
0.0010
N
21999780.00
21999780.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385NF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
88000000.00
87995306.66
0.0039
N
87998768.00
87998768.00
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
4000000.00
3999995.56
0.0002
N
3999996.00
3999996.00
Freddie Mac
Freddie Mac 0.055000%
313397LM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
2000000.00
1999981.67
0.0001
N
1999996.00
1999996.00
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
100000000.00
100000000.00
0.0045
N
100066700.00
100066700.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HW37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
101000000.00
101000000.00
0.0045
N
100998990.00
100998990.00
General Electric Capital Corp
General Electric Capital Corp 0.270000%
36959HW94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
1000000.00
999955.00
0.0000
N
999980.00
999980.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
65000000.00
64988372.22
0.0029
N
64996100.00
64996100.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
N
33000000.00
32992831.67
0.0015
N
32997030.00
32997030.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
N
N
180000000.00
179936750.01
0.0080
N
179971200.00
179971200.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
29000000.00
28989624.44
0.0013
N
28995070.00
28995070.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXW2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-30
2013-10-30
N
N
N
110000000.00
109959941.67
0.0049
N
109981300.00
109981300.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HYK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
N
7000000.00
6996556.39
0.0003
N
6998110.00
6998110.00
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
30000000.00
29981216.66
0.0013
N
29988300.00
29988300.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959JAQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
44000000.00
43959801.11
0.0020
N
43973600.00
43973600.00
General Electric Co
General Electric Co 0.050000%
36960LW35
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
155000000.00
155000000.00
0.0069
N
154998450.00
154998450.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.180000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2580000.00
2580000.00
0.0001
N
2580000.00
2580000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
38399H002_0.0500_M130903_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2041-09-15
4.000000
Government Agency Debt
147896622.00
124248351.92
GNMA
2042-10-15
3.000000
Government Agency Debt
65731277.00
61391648.31
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
182000000.00
182000000.00
0.0081
N
182000000.00
182000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2M47
0000769993
Other Repurchase Agreement
N
CALPINE CORP COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999992.90
CHIMERA INVT CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4803277.92
DELTA AIR LINES INC DEL COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999990.48
Freddie Mac
2016-08-16
0.204100
Government Agency Debt
47998000.00
47989809.46
HCA HOLDINGS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999990.00
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999949.90
MASTERCARD INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4891371.45
MONSANTO CO NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999914.25
PEPSICO INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
942123.08
PPL CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4962936.42
PRUDENTIAL FINL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999984.64
PVH CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999905.40
WILLIAMS COS INC DEL COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4999989.90
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
100000000.00
100000000.00
0.0045
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
100050000.00
100050000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131021_2M47
0000769993
Other Repurchase Agreement
N
DELTA AIR LINES INC DEL COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099997.24
FHDN 11/29/13
2013-11-29
0.00
Government Agency Debt
36227000.00
36225188.65
HCA HOLDINGS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3100000.00
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099976.52
MASTERCARD INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3032834.07
MONSANTO CO NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099941.00
PPL CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3077025.51
PRUDENTIAL FINL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099954.28
PVH CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099992.92
WILLIAMS COS INC DEL COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3099997.36
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
62000000.00
62000000.00
0.0028
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
62000000.00
62000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M130903_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2037-12-20
6.000000
Government Agency Debt
96939329.00
14331808.28
GNMA
2042-07-20
4.000000
Government Agency Debt
15386565.00
16138940.67
GNMA
2042-09-20
4.000000
Government Agency Debt
32712186.00
31991584.44
GNMA
2043-08-15
4.000000
Government Agency Debt
27722545.00
29337666.63
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
90000000.00
90000000.00
0.0040
N
90000000.00
90000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130903_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-03-20
7.000000
Government Agency Debt
6906763.00
2687042.72
GNMA
2026-03-15
3.500000
Government Agency Debt
16293077.00
10832781.34
GNMA
2039-01-15
5.000000
Government Agency Debt
7520353.00
2422492.25
GNMA
2039-09-15
5.000000
Government Agency Debt
14520691.00
10772599.70
GNMA
2040-06-15
5.500000
Government Agency Debt
19100000.00
10624516.51
GNMA
2043-04-20
4.000000
Government Agency Debt
10021710.00
10600567.58
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
47000000.00
47000000.00
0.0021
N
47000000.00
47000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130905_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-08-15
4.500000
Government Agency Debt
51078905.00
21424884.66
GNMA
2040-05-15
4.500000
Government Agency Debt
28767467.00
21420554.23
GNMA
2042-12-20
4.000000
Government Agency Debt
18433135.00
18716717.42
GNMA
2043-01-20
3.500000
Government Agency Debt
11193141.00
10857844.67
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
71000000.00
71000000.00
0.0032
N
71000000.00
71000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130906_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
4853481.00
528683.20
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
5777585.00
521285.56
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
5808401.00
553299.37
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
4618936.00
515607.72
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
5071156.00
496614.81
Fannie Mae
2018-12-01
4.000000
Government Agency Debt
3420000.00
509920.50
Fannie Mae
2020-02-01
5.000000
Government Agency Debt
1735169.00
525685.34
Fannie Mae
2020-12-01
5.000000
Government Agency Debt
4460029.00
510431.37
Fannie Mae
2021-05-15
9.407000
Government Agency Debt
4482577.00
482403.36
Fannie Mae
2021-06-01
3.500000
Government Agency Debt
1040122.00
550453.38
Fannie Mae
2022-01-01
3.500000
Government Agency Debt
719372.00
530755.81
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
4960888.00
495115.68
Fannie Mae
2023-06-01
6.000000
Government Agency Debt
1283691.00
531152.32
Fannie Mae
2023-06-01
7.000000
Government Agency Debt
1249547.00
507173.16
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
3381395.00
511147.44
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
2042242.00
544088.79
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
1277235.00
504597.54
Fannie Mae
2025-03-01
6.500000
Government Agency Debt
2241910.00
506711.26
Fannie Mae
2025-08-01
5.000000
Government Agency Debt
1300776.00
543873.57
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
746447.00
486006.40
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
715335.00
479234.26
Fannie Mae
2026-03-01
7.000000
Government Agency Debt
1534181.00
549584.60
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
813566.00
519771.65
Fannie Mae
2026-08-01
4.000000
Government Agency Debt
630000.00
509403.48
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
775222.00
507759.76
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
630000.00
523135.24
Fannie Mae
2027-04-01
2.231000
Government Agency Debt
13962884.00
536890.90
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
564413.00
499853.23
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1134506.00
549469.19
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
711332.00
553608.66
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
609706.00
546138.30
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
530028.00
497313.52
Fannie Mae
2028-03-01
6.500000
Government Agency Debt
76432313.00
529952.74
Fannie Mae
2028-08-01
2.000000
Government Agency Debt
497291.00
480939.13
Fannie Mae
2028-08-01
3.000000
Government Agency Debt
480710.00
493452.02
Fannie Mae
2029-06-01
2.310000
Government Agency Debt
25101507.00
542306.25
Fannie Mae
2030-12-01
6.500000
Government Agency Debt
22705517.00
492903.26
Fannie Mae
2031-04-01
2.539000
Government Agency Debt
23119004.00
481163.83
Fannie Mae
2031-04-01
6.000000
Government Agency Debt
5821189.00
512099.87
Fannie Mae
2031-08-01
2.379000
Government Agency Debt
8117100.00
514190.77
Fannie Mae
2031-10-01
6.000000
Government Agency Debt
7087511.00
480179.03
Fannie Mae
2031-11-01
7.500000
Government Agency Debt
51159992.00
546268.10
Fannie Mae
2032-01-01
6.000000
Government Agency Debt
16810000.00
551858.37
Fannie Mae
2032-01-01
7.000000
Government Agency Debt
17983392.00
513033.01
Fannie Mae
2032-02-01
6.000000
Government Agency Debt
3866835.00
505501.00
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
675000.00
543184.41
Fannie Mae
2032-04-01
6.000000
Government Agency Debt
4680990.00
506772.91
Fannie Mae
2032-04-01
8.500000
Government Agency Debt
34159648.00
491915.26
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
5456354.00
487525.33
Fannie Mae
2032-08-01
4.000000
Government Agency Debt
574700.00
533005.72
Fannie Mae
2032-08-01
7.500000
Government Agency Debt
7680709.00
498778.99
Fannie Mae
2032-10-01
6.000000
Government Agency Debt
3909116.00
517244.05
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
34542241.00
538804.06
Fannie Mae
2032-10-01
7.500000
Government Agency Debt
4997123.00
551517.82
Fannie Mae
2032-11-01
7.000000
Government Agency Debt
22000000.00
531490.05
Fannie Mae
2033-01-01
5.500000
Government Agency Debt
8016775.00
488335.33
Fannie Mae
2033-02-01
3.000000
Government Agency Debt
513537.00
486841.71
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
5671860.00
512759.92
Fannie Mae
2033-03-01
8.000000
Government Agency Debt
19000000.00
524449.26
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
2000000.00
547188.95
Fannie Mae
2033-06-01
2.290000
Government Agency Debt
25917143.00
482676.22
Fannie Mae
2033-07-01
2.249000
Government Agency Debt
10002606.00
522342.30
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
5000000.00
518691.39
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
2446127.00
534800.32
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
3955000.00
510772.34
Fannie Mae
2034-07-01
7.000000
Government Agency Debt
5420101.00
391983.71
Fannie Mae
2034-08-01
7.500000
Government Agency Debt
2300000.00
534234.28
Fannie Mae
2034-12-01
5.500000
Government Agency Debt
4375000.00
546555.45
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
3628548.00
494016.55
Fannie Mae
2035-03-01
4.000000
Government Agency Debt
1200000.00
502730.53
Fannie Mae
2035-04-01
5.500000
Government Agency Debt
1769946.00
519872.02
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
1965549.00
492479.07
Fannie Mae
2035-07-01
5.500000
Government Agency Debt
3931514.00
545842.06
Fannie Mae
2035-07-01
6.000000
Government Agency Debt
1987470.00
551502.18
Fannie Mae
2035-08-01
5.000000
Government Agency Debt
2705221.00
555489.16
Fannie Mae
2035-08-01
7.000000
Government Agency Debt
5977446.00
494989.05
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
3065511.00
501073.90
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
4195000.00
510025.44
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
1116853.00
546793.01
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
4106500.00
515509.30
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
4000000.00
502459.01
Fannie Mae
2036-06-01
7.500000
Government Agency Debt
5686873.00
487663.01
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
2210185.00
509901.50
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
1910000.00
482211.54
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
1495329.00
551093.21
Fannie Mae
2036-10-01
5.500000
Government Agency Debt
1028363.00
524464.89
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
6171535.00
535852.24
Fannie Mae
2037-03-01
7.000000
Government Agency Debt
7850000.00
501115.08
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
2811122.00
503913.14
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
2012663.00
491542.99
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
1271000.00
518773.78
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
5000000.00
497241.26
Fannie Mae
2037-10-01
5.500000
Government Agency Debt
1016387.00
539621.16
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
3910996.00
490492.30
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
2156000.00
480118.29
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
1228544.00
486922.70
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
3398091.00
554259.38
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
1430067.00
549084.89
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
4560000.00
548313.55
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
3088939.00
534374.56
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
3608000.00
514995.77
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
1878426.00
554499.74
Fannie Mae
2039-02-01
6.000000
Government Agency Debt
3253311.00
496792.14
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
785000.00
547872.07
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
1527684.00
506728.67
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
1027034.00
550080.70
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
1019272.00
530189.05
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
1438220.00
503116.45
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
1287270.00
508941.78
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
873819.00
518385.08
Fannie Mae
2040-02-01
5.000000
Government Agency Debt
836306.00
552812.61
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
553432.00
510160.19
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
583458.00
534705.78
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
1393732.00
510181.92
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
1140436.00
491349.56
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
910344.00
543744.55
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1498095.00
537647.02
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1054804.00
535242.46
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1642845.00
553897.37
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
963537.00
492795.49
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1024510.00
546247.49
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
516055.00
521902.76
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
821041.00
489291.22
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
899230.00
528144.38
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
1097132.00
491197.63
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
809932.00
543684.73
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
866123.00
529726.27
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
655125.00
522397.50
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1009358.00
519575.82
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
1800000.00
518031.09
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
744957.00
504706.96
Fannie Mae
2041-05-01
4.000000
Government Agency Debt
902424.00
521937.89
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1211764.00
508802.30
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
1096065.00
535192.26
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
640322.00
512436.14
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1953834.00
529324.12
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
590000.00
549490.90
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
567278.00
531576.44
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
526884.00
517519.73
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
551176.00
512678.89
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
476453.00
486307.61
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
559390.00
517891.54
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
508220.00
479290.91
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
580863.00
549662.11
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
552741.00
529996.77
Fannie Mae
2043-08-01
2.500000
Government Agency Debt
558595.00
509588.21
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
563142.00
541807.74
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
553635.00
531851.85
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
548524.00
527743.53
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
545195.00
547080.53
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
519000.00
514977.46
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
512262.00
512983.29
Fannie Mae
2050-08-05
5.000000
Government Agency Debt
1129028.00
544089.32
Freddie Mac
2017-05-01
6.000000
Government Agency Debt
18650000.00
508358.05
Freddie Mac
2018-09-01
5.000000
Government Agency Debt
3284425.00
481558.69
Freddie Mac
2018-11-01
4.500000
Government Agency Debt
4460000.00
509005.93
Freddie Mac
2018-12-01
6.000000
Government Agency Debt
1703321.00
552478.47
Freddie Mac
2019-01-01
5.500000
Government Agency Debt
4300000.00
527458.83
Freddie Mac
2019-04-01
4.000000
Government Agency Debt
616465.00
493983.61
Freddie Mac
2019-09-01
5.000000
Government Agency Debt
5152307.00
551855.11
Freddie Mac
2020-09-01
5.000000
Government Agency Debt
4000000.00
483200.63
Freddie Mac
2021-01-01
8.000000
Government Agency Debt
2544545.00
504478.11
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
3926714.00
493364.52
Freddie Mac
2021-10-01
4.000000
Government Agency Debt
3510000.00
501006.53
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
1594279.00
543480.75
Freddie Mac
2023-07-01
6.000000
Government Agency Debt
2674534.00
495827.24
Freddie Mac
2023-09-01
6.000000
Government Agency Debt
3277095.00
509185.61
Freddie Mac
2023-09-01
6.500000
Government Agency Debt
1448948.00
531399.19
Freddie Mac
2024-10-01
5.000000
Government Agency Debt
1050162.00
492408.43
Freddie Mac
2024-12-01
4.000000
Government Agency Debt
2065000.00
526417.65
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1735750.00
521715.60
Freddie Mac
2026-11-01
4.500000
Government Agency Debt
1003661.00
501941.62
Freddie Mac
2027-01-01
6.000000
Government Agency Debt
3345000.00
499939.15
Freddie Mac
2027-04-01
3.500000
Government Agency Debt
1053000.00
521465.45
Freddie Mac
2027-08-01
6.000000
Government Agency Debt
3668457.00
553855.14
Freddie Mac
2027-10-01
3.000000
Government Agency Debt
592875.00
498713.37
Freddie Mac
2027-12-01
2.500000
Government Agency Debt
538603.00
512396.50
Freddie Mac
2027-12-01
6.500000
Government Agency Debt
2489229.00
527813.83
Freddie Mac
2028-02-01
7.000000
Government Agency Debt
58165000.00
495089.48
Freddie Mac
2028-03-01
2.500000
Government Agency Debt
571774.00
551251.09
Freddie Mac
2028-03-01
5.500000
Government Agency Debt
2456962.00
521587.02
Freddie Mac
2028-06-01
2.500000
Government Agency Debt
504567.00
497504.71
Freddie Mac
2028-08-01
6.000000
Government Agency Debt
1199341.00
509510.94
Freddie Mac
2029-05-01
6.000000
Government Agency Debt
27500000.00
498407.38
Freddie Mac
2030-04-01
5.000000
Government Agency Debt
1158670.00
547487.67
Freddie Mac
2031-08-01
4.000000
Government Agency Debt
741043.00
481767.33
Freddie Mac
2032-02-01
6.500000
Government Agency Debt
25716833.00
480616.86
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
675000.00
503374.79
Freddie Mac
2033-03-01
6.000000
Government Agency Debt
6021324.00
537238.20
Freddie Mac
2033-09-01
6.000000
Government Agency Debt
5991505.00
527167.38
Freddie Mac
2033-10-01
5.500000
Government Agency Debt
2500000.00
523760.17
Freddie Mac
2033-10-01
6.000000
Government Agency Debt
7363300.00
545829.81
Freddie Mac
2033-11-01
6.000000
Government Agency Debt
3235000.00
521522.63
Freddie Mac
2034-03-01
5.000000
Government Agency Debt
1920825.00
524640.95
Freddie Mac
2034-05-01
5.500000
Government Agency Debt
1925000.00
527882.77
Freddie Mac
2034-07-01
6.000000
Government Agency Debt
2233481.00
555998.88
Freddie Mac
2035-04-01
4.500000
Government Agency Debt
5400000.00
507341.97
Freddie Mac
2035-06-01
4.500000
Government Agency Debt
3213698.00
546363.06
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
2500000.00
535736.46
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
2388576.00
512603.93
Freddie Mac
2035-07-01
5.000000
Government Agency Debt
3075921.00
482384.79
Freddie Mac
2035-08-01
5.000000
Government Agency Debt
2860000.00
539324.90
Freddie Mac
2035-08-01
5.000000
Government Agency Debt
3705938.00
484975.45
Freddie Mac
2035-10-01
5.000000
Government Agency Debt
3730000.00
524436.91
Freddie Mac
2035-10-01
5.500000
Government Agency Debt
2750000.00
515158.37
Freddie Mac
2035-11-01
5.500000
Government Agency Debt
2310693.00
520599.98
Freddie Mac
2036-05-01
5.000000
Government Agency Debt
1713000.00
534006.91
Freddie Mac
2036-06-01
5.000000
Government Agency Debt
3026533.00
480708.85
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
2345000.00
515307.06
Freddie Mac
2036-07-01
6.000000
Government Agency Debt
3092085.00
521204.29
Freddie Mac
2036-07-01
6.500000
Government Agency Debt
3945877.00
530625.99
Freddie Mac
2037-01-01
5.000000
Government Agency Debt
3003166.00
550404.05
Freddie Mac
2037-03-01
5.500000
Government Agency Debt
3000000.00
528254.96
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
1068259.00
521530.28
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
1548332.00
512284.57
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
3022815.00
510219.54
Freddie Mac
2038-03-01
6.000000
Government Agency Debt
2306663.00
533589.74
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
499800.00
104884.83
Freddie Mac
2039-01-01
5.000000
Government Agency Debt
1321357.00
529810.88
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
1770268.00
553761.93
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
756848.00
480590.94
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
1075000.00
492484.86
Freddie Mac
2040-03-01
4.500000
Government Agency Debt
825000.00
500610.90
Freddie Mac
2040-08-01
4.500000
Government Agency Debt
770126.00
507199.44
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
888305.00
504462.78
Freddie Mac
2041-01-01
5.500000
Government Agency Debt
1232313.00
552906.19
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
1023000.00
526035.68
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
963812.00
482930.86
Freddie Mac
2041-02-01
5.000000
Government Agency Debt
500000.00
481077.68
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
2682795.00
536774.16
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
549269.00
499908.15
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
1200000.00
507131.61
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1102104.00
515122.81
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
1002000.00
554412.76
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
677420.00
503624.26
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
600000.00
552193.63
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
543575.00
548259.07
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
582856.00
537090.57
Freddie Mac
2048-09-01
6.500000
Government Agency Debt
2272343.00
533816.89
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
121000000.00
121000000.00
0.0054
N
121000000.00
121000000.00
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
33000000.00
32963333.33
0.0015
N
32971950.00
32971950.00
Indiana Health & Educational Facility Financing Auth
Taxable RB (Union Hospital) Series 2006B 0.110000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12330000.00
12330000.00
0.0005
N
12330000.00
12330000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.250000%
4497W0W53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
Y
ING Bank NV
N/A
N/A
N
30000000.00
29999583.33
0.0013
N
29999700.00
29999700.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W0WC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
Y
ING Bank NV
N/A
N/A
N
23000000.00
22998620.00
0.0010
N
22999080.00
22999080.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.250000%
4497W0XB9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
Y
ING Bank NV
N/A
N/A
N
14000000.00
13996305.56
0.0006
N
13997340.00
13997340.00
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
23000000.00
22990336.80
0.0010
N
22992180.00
22992180.00
ING Bank NV
ING Bank NV 0.280000%
922GHP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
155000000.00
155000000.00
0.0069
N
155004650.00
155004650.00
ING Bank NV
ING Bank NV 0.280000%
922JAD005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
49000000.00
49000000.00
0.0022
N
49003430.00
49003430.00
ING Bank NV
ING Bank NV 0.380000%
922PLL001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
2000000.00
2000000.00
0.0001
N
2001040.00
2001040.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
115000000.00
115000000.00
0.0051
N
115040250.00
115040250.00
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
34000000.00
33979373.33
0.0015
N
33984700.00
33984700.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2WK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
20000000.00
19997244.44
0.0009
N
19999400.00
19999400.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2X11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
103000000.00
102975165.55
0.0046
N
102993820.00
102993820.00
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
13000000.00
12976917.78
0.0006
N
12981800.00
12981800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.350000%
4662J3EK8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
28000000.00
27929766.67
0.0012
N
27927480.00
27927480.00
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
67000000.00
67000000.00
0.0030
N
67046230.00
67046230.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.050000%
46899T004_0.0500_M130903_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-25
2.000000
Government Agency Debt
127000000.00
21285120.58
Fannie Mae
2039-12-25
1.040000
Government Agency Debt
115000000.00
18746503.50
Fannie Mae
2041-06-25
0.760000
Government Agency Debt
26793215.00
10245020.77
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
23000000.00
22796027.91
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
31715000.00
10539209.40
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
10976216.55
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
5452938.00
6168678.05
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
2000000.00
2161554.46
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.680000%
921ABC006_0.6800_M131202_2M47
0001168163
Other Repurchase Agreement
N
CLECO POWER LLC
2040-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2006343.00
2166910.63
COMMNWLTH BNK OF AUS
2015-05-21
0.763100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4989803.87
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11356239.00
10557278.37
DUKE CAPITAL LLC
2014-08-15
5.668000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3529710.00
3684705.45
EXPORKLORE SA
2031-12-05
5.521100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10761185.00
10734347.32
GENERAL ELEC CAPT CORP
2017-01-09
2.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
812020.00
844312.68
GENL ELEC CAPT CORP
2020-09-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
278596.00
299181.61
J F SHEA CO INC 7.34 SERIES C SENIOR NOTE DUE
2041-10-27
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3992662.00
3337681.74
J P MORGAN CHASE & CO
2020-10-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5274345.83
J P MORGAN CHASE & CO
2040-10-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
734239.00
797497.36
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
3908257.00
3715207.55
JEFF RES TRUST 2009
2035-10-25
5.108300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1124103.00
970073.45
JP MORGAN CHASE CO
2018-01-25
1.165900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142639.00
142809.24
JP MORGAN CHASE CO
2019-04-23
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129000.00
152861.77
JP MORGAN CHASE COML MTG SECSTR 2012 C6
2045-05-15
4.116600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2514375.00
JP MORGAN CHASE COMM MTG SEC
2041-07-15
4.838000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38714066.00
21600983.29
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26474476.00
25692419.98
JP MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
5.710200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3688709.00
3879416.25
JP MORGAN CHASE COMML MTGE SEC
2043-06-15
6.522800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2144183.00
2214207.36
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.634100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34684619.00
32565687.39
LB-UBS COMMERCIAL MORTGAGE TRUST
2031-01-17
4.568000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20489735.00
12270592.08
SEMPRA ENERGY
2022-10-01
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4251212.00
3926164.33
SLM PRIVATE CREDIT STUDENT LOAN TRUST 2002-A
2039-12-15
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825908.00
699198.85
SVENSKA HANDELSBANKEN
2016-07-12
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83377.00
87504.72
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
133000000.00
133000000.00
0.0059
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
133195510.00
133195510.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.383600%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-09-23
2014-09-19
N
N
N
47000000.00
47000000.00
0.0021
N
47005969.00
47005969.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.366200%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-10-18
2014-09-18
N
N
N
90000000.00
90000000.00
0.0040
N
90082530.00
90082530.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346200%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-10-22
2014-09-22
N
N
N
30000000.00
30000000.00
0.0013
N
30042660.00
30042660.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
180000000.00
180000000.00
0.0080
N
180030600.00
180030600.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
5000000.00
5000000.00
0.0002
N
5000850.00
5000850.00
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
75000000.00
75000000.00
0.0033
N
75000000.00
75000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
70000000.00
70000000.00
0.0031
N
70317800.00
70317800.00
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
98000000.00
98000000.00
0.0044
N
98020580.00
98020580.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
12000000.00
12000000.00
0.0005
N
12002640.00
12002640.00
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
27000000.00
27000000.00
0.0012
N
27000000.00
27000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PF24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
55000000.00
55000000.00
0.0025
N
54947090.00
54947090.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2WH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5999370.00
0.0003
N
5999760.00
5999760.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2X34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-03
2013-10-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49988750.00
0.0022
N
49994000.00
49994000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53943RZC6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
109000000.00
108936416.66
0.0049
N
108921520.00
108921520.00
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
133000000.00
133000000.00
0.0059
N
133003990.00
133003990.00
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
11000000.00
11000000.00
0.0005
N
10999890.00
10999890.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LWC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9999475.00
0.0004
N
9999500.00
9999500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LWS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
17000000.00
16997719.17
0.0008
N
16997960.00
16997960.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LXR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-25
2013-10-25
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9997111.11
0.0004
N
9997200.00
9997200.00
Market Street Funding Corp
Market Street Funding Corp 0.170000%
5705X4WD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
80000000.00
79996222.22
0.0036
N
79996800.00
79996800.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4WD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
22000000.00
21998900.00
0.0010
N
21999120.00
21999120.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4WG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
18000000.00
17998830.00
0.0008
N
17999280.00
17999280.00
Market Street Funding Corp
Market Street Funding Corp 0.170000%
5705X4X25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
60459000.00
60450720.48
0.0027
N
60453558.69
60453558.69
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130903_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-11-25
2.501000
Government Agency Debt
15634480.00
14520158.93
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
60000000.00
46113450.99
Freddie Mac
2039-05-15
2.500000
Government Agency Debt
1267149.00
1166390.10
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
60000000.00
60000000.00
0.0027
N
60000000.00
60000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130904_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
16459721.00
14222562.36
Fannie Mae
2033-05-25
5.250000
Government Agency Debt
18000000.00
19765083.00
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
22551380.00
20885821.85
Freddie Mac
2035-04-15
5.500000
Government Agency Debt
19200000.00
21338180.27
Freddie Mac
2036-12-15
2.500000
Government Agency Debt
19200000.00
18956583.79
Freddie Mac
2039-03-15
3.350000
Government Agency Debt
49084720.00
20039267.05
Freddie Mac
2040-05-15
3.000000
Government Agency Debt
25000000.00
20502018.78
Freddie Mac
2041-04-15
3.850000
Government Agency Debt
35388240.00
19702385.96
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
25000000.00
19350188.09
GNMA
2033-11-20
5.500000
Government Agency Debt
18843333.00
20811510.76
GNMA
2043-08-20
3.000000
Government Agency Debt
11925715.00
10426398.21
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0089
N
200000000.00
200000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.560000%
921AMD002_0.5600_M131017_2M47
0000728612
Other Repurchase Agreement
N
144A
2014-12-15
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26605000.00
8912675.00
AAR CORP
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
730753.12
AGRIUM INC
2043-06-01
4.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1450000.00
1322603.00
AIR LEASE CORP
2017-04-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89000.00
97486.21
ALCOA INC 3.75 PRF
2017-02-01
5.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
352288.48
ALCOA INC 3.75 PRF
2019-02-23
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6459938.00
6644577.38
ALLSTATE CORPORATION
2067-05-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3910000.00
4155800.52
ALPHA NATURAL RESOURCES INC
2021-06-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1362000.00
1158314.79
AMERICAN INTERNATIONAL GROUP, INC
2020-12-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
624921.00
736929.76
AMGEN IN
2041-11-15
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770780.00
759115.10
ARAMAR CORP
2020-03-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
204884.00
214228.99
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
9471711.00
9687455.53
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
295000.00
316967.26
AUTOMIBILES GILDEMEISTER S A
2023-01-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
217031.25
BALL CORP
2019-09-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
134300.42
BALL CORP
2020-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
612000.00
679893.75
BANQUE PSA FIN
2014-04-04
2.173900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
119847.79
BBVA BANCOMER
2022-05-17
6.008000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
305156.87
BILL BARRETT CORP B
2022-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
121250.00
BROCADE COMM SYSTEMS INC
2023-01-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
511987.50
CABLEVISION SYSTEMS CORPORATION
2020-09-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1799982.00
1763926.11
CALPINE CORP
2023-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
462392.00
496999.15
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2030.00
CB CSC HOLDINGS, INC.
2018-07-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
372785.16
CB DISCOVER CREDIT CP
2018-02-21
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1937800.00
CB PECO ENERGY CAP TR
2028-04-06
7.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
131783.60
CB US WEST CAPITAL FDG
2018-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
275989.58
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
197464.46
CELANESE US HOLDING LLC
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
314000.00
342995.94
CEMEX ESPANA SA LUXEMBOURG BRANCH
2020-05-05
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
259000.00
281527.60
CEMEX FINANCE LLC,MX
2016-12-14
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
53877.78
CENTRE SQUARE CDO LTD
2022-02-09
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
176000.00
181973.00
CENTURYTEL INC
2015-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
261770.83
CENTURYTEL, INC
2039-09-15
7.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21394.00
19946.34
CHESTER DOWNS & MARINA LLC CHESTER DOWNS FIN CO
2020-02-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
141000.00
140647.50
CHRYSLER GROUP LLC CG CO ISSUER INC
2019-06-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
143379.17
CINCINNATI BELL INC
2020-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2623937.00
2857221.40
CITIGROUP INC
2020-08-09
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4682000.00
5204536.56
CITIGROUP INC
2036-08-25
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2678540.00
2671604.44
CITIZENS COMMUNICATIONS CO CL B
2027-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
596000.00
575046.87
CLEAR CHANNEL COMMU
2027-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1118183.00
779583.21
COLOMBIA TELECOMUNICACIONES S A ESP
2022-09-27
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
803000.00
710655.00
COMMERCIAL VEHICLE GROUP
2019-04-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
210028.91
COMPAGNIE GENERALE DE GEOPHYSIQUE
2016-05-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
177821.87
COMPANHIA DE SANEAMENTO BASICO DO ESTADO
2020-12-16
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
204863.09
COMPASS BANK
2017-10-01
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1690000.00
1848429.99
CONAGRAINC
2039-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4851000.00
5626240.33
CONSTELLATION BRANDS INC
2023-05-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
912500.00
CONTINENTAL AIRLINES INC
2015-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1486000.00
1582125.63
CONTINENTAL RESOURCES INC
2019-10-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
273000.00
306891.81
CONTINENTAL RESOURCES INC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
1034530.42
CONTINENTAL TRUST
2040-10-07
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
250374.91
CONTL RESOURCES INC
2023-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2621272.00
2516421.12
COSAN LUXEMBOURG S A
2018-03-14
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
524939.11
CROSSTEX ENERGY LP
2018-02-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
618000.00
658910.31
CSN ISLANDS IX CORP
2015-01-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
109000.00
D. R. HORTON, INC
2023-02-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
41323.44
DCP MIDSTREAM LLC
2043-05-21
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
944725.00
DEANS FOODS
2016-06-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
589000.00
653675.47
DIGICEL LIMITED
2017-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
154228.48
DIGICEL LIMITED
2020-02-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
253472.22
DISCOVERY COMMUNICATIONS LLC
2021-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2527582.00
2650611.00
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
260934.28
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
365401.57
EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC
2015-11-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
246750.52
EMERGENCEY MEDIACAL SERVICES CORP
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
511540.36
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC
2020-12-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1010000.00
1085469.44
ENTERPRISE PROD OPER LP
2049-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
778000.00
870773.80
ESTERLINE TECHNOLOGIES CORP
2020-08-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
285706.81
FC EQUITIES INC 8 PROMISSORY NOTE DUE 6-21-20086
2018-03-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
139032.12
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2023-03-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
204750.00
FERRELLGAS FINANCE CORP
2017-10-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
271316.84
FFH 8.597 01/15/27 0
2027-01-15
8.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
120096.12
FIDELITY NATL TITTLE GRP INC
2022-09-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
775650.00
FORD HLDNGS INC.
2020-03-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
38312.84
FORD MOTOR CREDIT COMPANY
2015-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1328000.00
1458623.74
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
442208.33
GCB ING CAP FDG
2049-12-29
3.874000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71000.00
69417.17
GENWORTH FINANCIAL
2066-11-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
550521.25
GEOPARK LATIN AMER LTD AGENCIAEN CHILE
2020-02-11
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
278308.33
GLOBAL AT ELECTRONICS
2019-02-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
190611.11
GOLDMAN SACHS CAPITAL III
2043-09-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1270013.00
952086.41
GRUPO KUO S A B DE C V
2022-12-04
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
253732.64
GRUPO PAPELERO SCRIBE SA DE CV
2020-04-07
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000.00
12093.04
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4294673.00
4754417.74
HALCON RES CORP
2021-05-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
459000.00
459000.00
HEWLETT PACKARD COMPANY
2016-09-15
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5825775.00
6078613.63
HEWLETT PACKARD COMPANY
2016-12-09
3.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2333000.00
2446628.76
HILCORP ENERGY I LP
2020-02-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
189449.73
HOMER CITY GENERATION L P
2026-10-01
8.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1084933.00
1140426.30
HOT TOPIC INC
2021-06-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
207000.00
209587.50
HYPERMARCAS S A
2021-04-20
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
747134.72
IASIS HEALTHCARE LLC
2019-05-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89000.00
95401.51
INERGY MIDSTREAM LP NRGM FIN CORP
2020-12-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
261000.00
257737.50
INMET MNG CORP
2021-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
50250.00
INTL LEASE FIN CORP
2014-09-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
634143.47
ISLE OF CAPRI CASINOS INC
2019-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
587411.46
ISLE OF CAPRI CASINOS INC
2021-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1009361.00
962979.46
J2 GLOBAL INC
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1083.94
JAGUAR HOLDING CO II
2019-12-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
287746.53
JARDEN CORP
2017-05-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
843000.00
960844.38
JARDEN CORP
2020-01-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
280312.50
JARDEN CORP
2022-11-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
338000.00
356713.23
JBS USA LLC JBS USA FINANCE INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
289218.61
JET EQUIPMENT TRUST SERIES
2015-05-01
8.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23300000.00
9908951.78
JP Morgan Chase & Co
2099-01-01
7.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
141104.17
JPMORGAN CHASE & CO
2099-12-31
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1796908.33
KEYCORP MEDIUM TERM NTS BE SR NT 5.1%21
2021-03-24
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4196336.00
4599939.60
KINDER MORGAN FIN CORP
2016-01-05
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305000.00
330979.39
KINETIC CONCEPTS
2019-11-01
12.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2616000.00
2867608.33
KRATON POLYMERS LLC KRATON POLYMERS CAP CORP
2019-03-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149000.00
155863.31
LAMAR MEDIA CORP
2022-02-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
472000.00
477773.81
LAND OLAKES CAPITAL TRUST I
2028-03-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1009145.83
LENDER PROCESSING SERVICES
2023-04-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
350315.62
LENNAR CORPORATION
2018-12-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
109592.60
LEVEL 3 FINANCING INC
2019-04-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
790000.00
891753.65
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
39983.13
LIBERTY MUTUAL GROUP INC
2037-03-15
7.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5696391.00
6549425.55
LYNX I CORP
2021-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1217000.00
1186575.00
M.D.C. HOLDINGS INC
2020-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
235316.53
MALLINCKRODT INTL FIN SA
2023-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
193302.83
MARKWEST ENERGY PARTNERS LP
2023-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
557000.00
547252.50
MASHANTUCKET WESTERN PEQUOT TRIBE
2026-07-01
7.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8941180.00
6066054.16
METALSA S A DE CV
2023-04-24
4.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
780000.00
734877.00
MORGAN STANLEY GROUP INC
2018-04-25
1.545900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3292353.00
3291506.73
MTR GAMING GROUP INC
2019-08-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1075000.00
1146771.18
MUELLER WATER PRODUCTS INC
2020-09-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
247000.00
279976.21
NATIONSTAR MORTGAGE LLC
2021-07-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
980652.78
NATIONSTAR MORTGAGE LLC
2022-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68000.00
65110.00
NAVIOS MARITIME HOLDINGS INC
2017-11-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
772000.00
825528.01
NBCUNIVERSAL MEDIA LLC
2020-04-30
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12223343.00
13989819.79
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FIN
2022-03-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
687000.00
704175.00
NEWFIELD EXPLO9RATION COMPANY
2020-02-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
299403.39
NISKA GAS STORAGE US LLC
2018-03-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
433270.83
NOKIA CORP,FI
2039-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38620.00
33669.80
OBEBRECHT OFFSHORE DRILLING FIN LTD
2022-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4490000.00
4468391.87
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
1800000.00
378975.00
OIL STATES ONTERNATIONAL
2019-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
751498.61
OMEGA HEALTHCARE INVESTORS INC
2022-10-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10928.13
OWENS CORNING
2019-06-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
666000.00
818633.88
OWENS CORNING
2022-12-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
338473.75
PETROBRAS INTL FIN CO
2020-01-20
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2025000.00
2069871.75
PETROLEOS MEXICANOS GUARANTEED NOTES
2020-03-05
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2439249.00
2742122.41
PFD KB HOME INCOME PRIDES
2018-06-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
42904.17
PFD KB HOME INCOME PRIDES
2020-03-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
405937.50
PFD PRECISION DRILLING
2020-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
413000.00
442662.86
POLYMER GROUP INC
2019-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
237937.50
POST HLDGS INC
2022-02-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
583000.00
615399.01
POWER SECTOR ASSETS
2019-05-27
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
352195.00
426818.46
PPL SUPPLY LLC
2021-12-15
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5045000.00
5061043.10
PPL WEM HLDGS PLC
2021-05-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2966000.00
3244232.64
PRESTIGE BRANDS INC
2018-04-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58000.00
63895.46
PROLOGIS TRUST
2018-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
2332342.51
PRUDENTIAL FINCL INC
2040-11-15
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7040000.00
8155816.53
PRUDENTIAL HOLDINGS
2023-12-18
7.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11869665.00
14439803.56
QEP RES INC
2022-10-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
252412.50
QGOG CONSTELLATION S A
2019-11-09
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
281000.00
254305.00
QVC NETWORK INC
2022-07-02
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1123000.00
1130015.32
R.R DONNELLEY &SON COMP
2014-04-01
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660000.00
678554.25
R.R.DONNELLY & SONS COMPANY
2016-08-15
8.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1074000.00
1244318.50
RADIOSHACK CORPORATION COM
2019-05-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
383468.75
REPUBLIC OF EL SALVADOR
2025-01-30
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
799973.96
RITE AID CORP
2020-08-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
222416.67
RKI EXPL PRODTN LLC RKI FIN CORP
2021-08-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
757614.58
RRI ENERGY INC
2017-06-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
927000.00
1023321.09
RSI HOME PRODS INC
2018-03-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
214718.75
SABINE PASS LIQUEFACTION LLC
2021-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
95953.12
SALLY HOLDINGS LLC/SALLY CAPITAL INC
2022-06-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
162832.22
SANRIDGE ENERGY INC
2023-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209000.00
202207.50
SAPPI PAPIER HLDG GMBH
2021-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205000.00
1150808.47
SAPPI PAPIER HLDING
2019-06-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
722464.58
SEADRILL LTD
2017-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
150750.00
SEAGATE HDD CAYMAN
2023-06-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
252637.50
SENECA GAMING CORP
2018-12-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
408000.00
444881.50
SERVICE CORP INTERNATIONAL
2016-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
453000.00
502461.94
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
378000.00
440685.00
SERVICE CORP INTL
2018-10-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
171000.00
199695.34
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356000.00
395530.83
SINCLAIR TELEVISON GRP INC
2017-11-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
435230.56
SITEL LLC AND SITEL FIN CORP
2017-08-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
620000.00
663400.00
SM ENERGY COMPANY
2023-01-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2081.31
SOC GEN
2059-07-05
1.023900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
162312.86
SOPHIA L P SOHIA FIN INC
2019-01-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
328406.25
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
654000.00
619665.00
STEEL DYNAMIC INC
2020-03-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
105682.55
STEWART ENTERPRISES
2019-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
697200.00
SUPERVALU INC SR 144A NT
2021-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
448654.00
438643.41
TARGA RESOURCES PARTNERS LP FINANCE COR
2018-10-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000.00
1112.03
TAYLOR MORRISON CMNTYS INC MONARCH CMNTYS INC
2020-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
498000.00
542820.00
TELEFLEX INC
2019-06-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
102000.00
108833.65
TENNECO AUTOMOTIVE INC
2018-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2156.46
THE AES CORP
2021-07-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
66275.21
THE RYLAND GROUP INC
2015-01-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
184050.78
THE RYLAND GROUP INC
2022-10-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
196000.00
185952.96
THE SCOTTS COMPANY
2020-12-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
456000.00
481080.00
TIME WARNER CABLE INC
2017-05-01
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
99754.87
TIME WARNER CABLE INC
2038-07-01
7.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3814000.00
4000710.14
TIME WARNER CABLE INC
2040-11-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2039708.00
1862060.48
TOLL BROS FINANCE CORP
2019-11-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
157473.75
TRINIDAD DRILLING
2019-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
693773.44
U S J-ACUCAR E ALCOOL S A
2019-11-09
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76000.00
70490.00
UHS ESCROW CORP
2018-10-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
108022.22
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107630.21
UNIVISION COMMUNICATIONS INC
2020-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
955000.00
1061034.84
VALE OVERSEAS LTD
2034-01-17
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1399437.00
1601674.31
VALEANT PHARMACEUTICALS INTL INC
2020-10-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2104000.00
2262267.56
VANGUARD HEALTH HOLDING CO II
2019-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5082000.00
5469467.21
VENTAS REALTY LIMITED PARTNERSHIP
2020-04-01
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2569958.00
2448655.98
VENTAS REALTY LP
2019-04-30
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3584436.00
3779477.11
VERSO PAPER HLDGS LLC VERSO PAPER
2019-01-15
11.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
138375.00
VIACOM INC CLASS B COMMON NEW
2043-09-01
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8150000.00
8264079.62
VIDEOTRON LTEE,CA
2018-04-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
184000.00
196467.92
VIEDEOTRON LTEE
2022-07-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
461000.00
428730.00
VIRGIN MEDIA FINANCE
2019-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
911384.00
1017474.79
VISANT CORP
2017-10-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
146083.33
VULCAN MATERIALS CO
2016-12-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
273437.01
WACHOVIA NATL BK ASSOC
2018-10-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1981255.00
2283396.39
WIND ACQUISITION FINANCE S A
2018-02-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1033645.83
X
2019-12-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
215610.34
ZIONS BANCORPORATION
2099-12-31
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
722587.50
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
245000000.00
245000000.00
0.0109
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
245142100.00
245142100.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TWT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-27
2013-09-27
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
40000000.00
39995200.00
0.0018
N
39996000.00
39996000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.229100%
60682AFP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-12-19
N
N
N
71000000.00
71000000.00
0.0032
N
71010650.00
71010650.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.251700%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
N
21003570.00
21003570.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AFT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
62000000.00
62000000.00
0.0028
N
62001860.00
62001860.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233400%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2014-01-23
N
N
N
67000000.00
67000000.00
0.0030
N
67009380.00
67009380.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LBZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
28000000.00
28000000.00
0.0012
N
27998880.00
27998880.00
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
8000000.00
8000000.00
0.0004
N
8000080.00
8000080.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
33000000.00
33000000.00
0.0015
N
33000660.00
33000660.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
8000000.00
8000000.00
0.0004
N
8000160.00
8000160.00
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
99000000.00
99000000.00
0.0044
N
99002970.00
99002970.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.080000%
60686N005_0.0800_M130903_2M47
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
8491027.00
2575059.57
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
48627498.00
14888419.03
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
3409450.00
1325956.53
Freddie Mac
2041-04-15
0.741000
Government Agency Debt
290390938.00
98008824.18
United States Treasury Department
2014-01-15
2.000000
Treasury Debt
5264300.00
6735742.73
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
120000000.00
120000000.00
0.0053
N
120000000.00
120000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.205900%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-03-03
N
N
N
173000000.00
173000000.00
0.0077
N
173000000.00
173000000.00
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
115000000.00
114995400.00
0.0051
N
114997700.00
114997700.00
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
16000000.00
15997760.00
0.0007
N
15998560.00
15998560.00
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
7000000.00
6999058.89
0.0003
N
6999160.00
6999160.00
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
39000000.00
38993770.83
0.0017
N
38994930.00
38994930.00
Nationwide Building Society
Nationwide Building Society 0.260000%
6385E0X40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
62000000.00
61986118.88
0.0028
N
61988220.00
61988220.00
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
107000000.00
107000000.00
0.0048
N
107007490.00
107007490.00
Natixis SA
Natixis SA 0.250000%
63873EXR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
35000000.00
35000000.00
0.0016
N
34998250.00
34998250.00
Natixis SA
Natixis SA 0.270000%
63873EXW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
17000000.00
17000000.00
0.0008
N
16999490.00
16999490.00
Natixis SA
Natixis SA 0.270000%
63873EXZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
20000000.00
20000000.00
0.0009
N
19999000.00
19999000.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.280000%
6323A0Y44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
Y
Natixis SA
N/A
N/A
N
2000000.00
1999035.56
0.0001
N
1999180.00
1999180.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.270000%
6323A0YJ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
Y
Natixis SA
N/A
N/A
N
27000000.00
26984610.00
0.0012
N
26984880.00
26984880.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.260000%
6323A0YJ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
Y
Natixis SA
N/A
N/A
N
16000000.00
15991217.77
0.0007
N
15991040.00
15991040.00
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
64000000.00
63998933.34
0.0029
N
63998720.00
63998720.00
NRW.BANK
NRW.BANK 0.080000%
62939LW47
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
337000000.00
336999251.12
0.0150
N
336996630.00
336996630.00
PNC Bank NA
PNC Bank NA 0.280000%
69354BAB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-30
2014-01-30
N
N
N
105000000.00
105000000.00
0.0047
N
104994750.00
104994750.00
Rabobank Nederland
Rabobank Nederland 0.265900%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2014-03-04
N
N
N
137000000.00
137000000.00
0.0061
N
137038360.00
137038360.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
208000000.00
208000000.00
0.0093
N
207952160.00
207952160.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
58000000.00
58000000.00
0.0026
N
58000000.00
58000000.00
Royal Bank of Canada
Royal Bank of Canada 0.323900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-10-04
2014-09-04
N
N
N
137000000.00
137000000.00
0.0061
N
137023290.00
137023290.00
Royal Bank of Canada
Royal Bank of Canada 0.324000%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-10-01
2014-08-29
N
N
N
125000000.00
125000000.00
0.0056
N
125041250.00
125041250.00
Royal Bank of Canada
Royal Bank of Canada 0.304100%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2014-06-24
N
N
N
125000000.00
125000000.00
0.0056
N
125016250.00
125016250.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
60000000.00
60000000.00
0.0027
Security is a time deposit.
N
60000000.00
60000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LW57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
43000000.00
42999522.22
0.0019
N
42999140.00
42999140.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LW65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
9000000.00
8999842.50
0.0004
N
8999820.00
8999820.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LW99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
22410000.00
22409253.00
0.0010
N
22409327.70
22409327.70
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LWA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
32000000.00
31998755.55
0.0014
N
31998720.00
31998720.00
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
48000000.00
47995400.00
0.0021
N
47998080.00
47998080.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TWK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
20000000.00
19997333.33
0.0009
N
19999200.00
19999200.00
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
55000000.00
54991016.67
0.0025
N
54995600.00
54995600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83050TXB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
6000000.00
5998163.33
0.0003
N
5999220.00
5999220.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TYS4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
3000000.00
2997900.00
0.0001
N
2998650.00
2998650.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HJG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
70000000.00
70000000.00
0.0031
N
70011200.00
70011200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
3000000.00
3000000.00
0.0001
N
3000600.00
3000600.00
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
12000000.00
12000000.00
0.0005
N
12002040.00
12002040.00
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
46000000.00
46000000.00
0.0020
N
46005980.00
46005980.00
Societe Generale
Societe Generale 0.250000%
83368NMA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
53000000.00
53000000.00
0.0024
N
53000000.00
53000000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.290000%
83365RXX8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-31
2013-10-31
N
Y
Societe Generale
N/A
N/A
N
24000000.00
23988786.67
0.0011
N
23992320.00
23992320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
32000000.00
32000000.00
0.0014
N
31997760.00
31997760.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
6000000.00
6000000.00
0.0003
N
6001080.00
6001080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
27000000.00
27000000.00
0.0012
N
27004860.00
27004860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-18
2013-12-18
N
N
N
58000000.00
58000000.00
0.0026
N
58010440.00
58010440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CG30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
6000000.00
6000000.00
0.0003
N
5998140.00
5998140.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CLM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
44000000.00
44000000.00
0.0020
N
44010120.00
44010120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
1000000.00
1000000.00
0.0000
N
1000190.00
1000190.00
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
35000000.00
35000000.00
0.0016
N
35000350.00
35000350.00
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
16000000.00
16000000.00
0.0007
N
16000160.00
16000160.00
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
25000000.00
25000000.00
0.0011
N
25000250.00
25000250.00
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
34000000.00
34000000.00
0.0015
N
34000680.00
34000680.00
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
9000000.00
9000000.00
0.0004
N
9000180.00
9000180.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
28000000.00
28000000.00
0.0012
N
28000560.00
28000560.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CRR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
10000000.00
10000000.00
0.0004
N
10000400.00
10000400.00
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
57000000.00
57000000.00
0.0025
N
56998860.00
56998860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CWW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
7000000.00
7000000.00
0.0003
N
6999860.00
6999860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CXA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
N
15000000.00
15000000.00
0.0007
N
14999700.00
14999700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CXG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
31000000.00
31000000.00
0.0014
N
30999380.00
30999380.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CYX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
4000000.00
4000000.00
0.0002
N
3999920.00
3999920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CZS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
102000000.00
102000000.00
0.0045
N
101994900.00
101994900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562D2N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
137000000.00
137000000.00
0.0061
N
137031510.00
137031510.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562D2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
35000000.00
35000000.00
0.0016
N
35008750.00
35008750.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86562W7L6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
9000000.00
9000000.00
0.0004
N
9000090.00
9000090.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KAE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
N
N
78000000.00
78000000.00
0.0035
N
78001560.00
78001560.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KBD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
121000000.00
121000000.00
0.0054
N
121002420.00
121002420.00
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
75000000.00
75000000.00
0.0033
N
75002250.00
75002250.00
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
75000000.00
75000000.00
0.0033
N
75002250.00
75002250.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
11000000.00
11000000.00
0.0005
N
10999780.00
10999780.00
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
63000000.00
63000000.00
0.0028
N
62998740.00
62998740.00
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
12000000.00
12000000.00
0.0005
N
12000000.00
12000000.00
Swedbank AB
Swedbank AB 0.264100%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-12-20
N
N
N
10000000.00
10000000.00
0.0004
N
10003100.00
10003100.00
Swedbank AB
Swedbank AB 0.280000%
87019RZ25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
68000000.00
67952400.00
0.0030
N
67966000.00
67966000.00
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
8000000.00
7995247.78
0.0004
N
7996000.00
7996000.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.150000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.150000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Texas
N/A
N/A
N
N
1010000.00
1010000.00
0.0000
N
1010000.00
1010000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.110000%
882723BQ1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12485000.00
12485000.00
0.0006
N
12485000.00
12485000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602UAM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
26000000.00
25975733.40
0.0012
N
25982060.00
25982060.00
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
60000000.00
60000000.00
0.0027
N
60028800.00
60028800.00
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
284000000.00
284000000.00
0.0127
N
284139160.00
284139160.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112THA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
38000000.00
38000000.00
0.0017
N
38006080.00
38006080.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112W2F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
148000000.00
148000000.00
0.0066
N
148048840.00
148048840.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112W4B0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
91000000.00
91000000.00
0.0041
N
91002730.00
91002730.00
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
179000000.00
179000000.00
0.0080
N
179010740.00
179010740.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112W4W4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
56000000.00
56000000.00
0.0025
N
56005600.00
56005600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.234100%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-17
2014-06-17
N
N
N
145000000.00
145000000.00
0.0065
N
144994200.00
144994200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.234100%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2014-06-18
N
N
N
15000000.00
15000000.00
0.0007
N
14999400.00
14999400.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.223600%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
151000000.00
151000000.00
0.0067
N
151004530.00
151004530.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.180000%
89233GWQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
21000000.00
20997795.00
0.0009
N
20998740.00
20998740.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233GZD1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49966333.33
0.0022
N
49976500.00
49976500.00
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
46000000.00
45956798.34
0.0020
N
45961360.00
45961360.00
UBS AG
UBS AG 0.800000%
90267RLP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
10000000.00
10001634.42
0.0004
N
10002700.00
10002700.00
UBS Securities LLC
UBS Securities LLC 0.030000%
99EPPA003_0.0300_M130903_2M47
0001070766
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
76901800.00
76500050.79
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
75000000.00
75000000.00
0.0033
N
75000000.00
75000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-02
N
N
N
35000000.00
35000000.00
0.0016
N
35003850.00
35003850.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.233600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2014-05-20
N
N
N
188000000.00
188000000.00
0.0084
N
188007520.00
188007520.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.205000%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-09
2014-04-07
N
N
N
195000000.00
195000000.00
0.0087
N
194982450.00
194982450.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.236000%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2014-08-05
N
N
N
67000000.00
67000000.00
0.0030
N
67003350.00
67003350.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.120000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-06
N
N
N
106000000.00
106000000.00
0.0047
N
106000000.00
106000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-09-13
2014-09-15
N
N
N
55000000.00
55000000.00
0.0025
N
55000220.00
55000220.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.372600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-09-23
2014-09-22
N
N
N
225000000.00
225000000.00
0.0100
N
225047475.00
225047475.00
Westpac Banking Corp
Westpac Banking Corp 0.563800%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-10-28
2014-09-26
N
N
N
100000000.00
100000000.00
0.0045
N
100015000.00
100015000.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-04-25
N
N
N
91000000.00
91000000.00
0.0041
N
91048230.00
91048230.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-17
N
N
N
24000000.00
24000000.00
0.0011
N
24011760.00
24011760.00
Westpac Banking Corp
Westpac Banking Corp 0.264100%
9612C4HX2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-30
2014-05-28
N
N
N
35000000.00
35000000.00
0.0016
N
35006300.00
35006300.00
Westpac Banking Corp
Westpac Banking Corp 0.284100%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2014-06-19
N
N
N
116000000.00
116000000.00
0.0052
N
116033640.00
116033640.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
147661.54
147661.54
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
133648.46
133648.46
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
491936.09
491936.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
445251.36
445251.36
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1082233.85
1082233.85
0.0000
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
979529.86
979529.86
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
529017.61
529017.61
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
478813.84
478813.84
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
123002.19
123002.19
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
111329.28
111329.28