0001145549-13-009509.txt : 20131230
0001145549-13-009509.hdr.sgml : 20131230
20131107144254
ACCESSION NUMBER: 0001145549-13-009509
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20131031
FILED AS OF DATE: 20131107
DATE AS OF CHANGE: 20131107
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: 131200049
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
2013-10-31
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
89
22209694730.73
8289510.88
1006324.89
22216977916.72
0.0024
1.0002
2013-10-31
1.0002
2013-10-31
C000012379
1.00
5923476164.47
1.00
-72592698.86
1781269055.77
1853861754.63
0.0001
1.0002
2013-10-31
1.0002
2013-10-31
C000012380
1.00
16293501752.25
1.00
-213142746.71
5655233149.90
5868375896.61
0.0001
1.0002
2013-10-31
1.0002
2013-10-31
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
107002140.00
107002140.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.110000%
00279HN77
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
115000000.00
115000000.00
0.0052
N
115000000.00
115000000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.140000%
02086LY83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5999836.67
0.0003
N
5999820.00
5999820.00
Alpine Securitization Corp
Alpine Securitization Corp 0.170000%
02086LYC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
4000000.00
3999792.22
0.0002
N
3999840.00
3999840.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.194300%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2014-03-07
N
N
N
43000000.00
43000000.00
0.0019
N
43006450.00
43006450.00
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
2013-11-01
2013-11-01
N
N
N
400000000.00
400000000.00
0.0180
Security is a time deposit.
N
400000000.00
400000000.00
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
0.0026
N
57002850.00
57002850.00
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
18000900.00
18000900.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ22
Other Note
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
20000000.00
20000000.00
0.0009
N
19999600.00
19999600.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ30
Other Note
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
245000000.00
245000000.00
0.0110
N
244995100.00
244995100.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WR62
Other Note
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
109000000.00
109000000.00
0.0049
N
108988010.00
108988010.00
Bank of Montreal
Bank of Montreal 0.180000%
06366AZD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
79000000.00
79000000.00
0.0036
N
79003160.00
79003160.00
Bank of Montreal
Bank of Montreal 0.190000%
06366AZS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
100000000.00
100000000.00
0.0045
N
100006000.00
100006000.00
Bank of Montreal
Bank of Montreal 0.060000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
370000000.00
370000000.00
0.0167
Security is a time deposit.
N
370000000.00
370000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.245800%
06417F2X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-09-04
N
N
N
321000000.00
321000000.00
0.0144
N
320932590.00
320932590.00
Bank of Nova Scotia
Bank of Nova Scotia 0.243800%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-12
2014-09-09
N
N
N
89000000.00
89000000.00
0.0040
N
88981310.00
88981310.00
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
112022400.00
112022400.00
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
107022470.00
107022470.00
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
0.0031
N
68014280.00
68014280.00
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
22005060.00
22005060.00
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
4001360.00
4001360.00
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
101035350.00
101035350.00
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
0.0054
N
119041650.00
119041650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.120000%
06538GNG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
158000000.00
158000000.00
0.0071
N
157998420.00
157998420.00
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
72005040.00
72005040.00
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
67005360.00
67005360.00
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
36008640.00
36008640.00
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
6001740.00
6001740.00
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
11003520.00
11003520.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
31000000.00
31000000.00
0.0014
N
31000000.00
31000000.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
67000000.00
67000000.00
0.0030
N
67010720.00
67010720.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
00799J004_0.0800_M131101_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-09-15
0.250000
Treasury Debt
38477100.00
38525414.91
United States Treasury Department
2015-08-15
0.250000
Treasury Debt
7374200.00
7374591.55
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
45000000.00
45000000.00
0.0020
N
45000000.00
45000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
07699U005_0.0600_M131107_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-11-01
2.770000
Government Agency Debt
74330644.00
12735429.65
Fannie Mae
2037-10-01
2.779999
Government Agency Debt
76347895.00
11805832.21
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
1811360.00
658102.03
Fannie Mae
2041-09-01
3.315999
Government Agency Debt
454387.00
309160.97
Fannie Mae
2041-09-01
3.543000
Government Agency Debt
226793.00
133487.77
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
34193.00
20997.34
Fannie Mae
2042-07-01
2.375999
Government Agency Debt
14520953.00
12223026.87
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1626872.00
1578207.08
Fannie Mae
2042-10-01
2.423999
Government Agency Debt
75666.00
61363.08
Freddie Mac
2023-12-15
5.000000
Government Agency Debt
204637.00
26224.92
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
8331934.00
3561613.34
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
7516.00
3406.41
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
8371768.00
8388204.57
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
439643.00
341873.30
GNMA
2039-05-20
4.500000
Government Agency Debt
1084715.00
222237.18
GNMA
2040-05-15
4.500000
Government Agency Debt
54533.00
23595.64
GNMA
2062-11-20
4.512999
Government Agency Debt
25866.00
26868.00
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
50000000.00
50000000.00
0.0023
N
49996500.00
49996500.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M131104_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-11-01
3.051000
Government Agency Debt
5323034.00
5498856.47
Freddie Mac
2027-10-15
2.500000
Government Agency Debt
121490000.00
125311143.98
Freddie Mac
2036-02-15
2.000000
Government Agency Debt
4100000.00
4128001.63
Freddie Mac
2039-09-15
5.000000
Government Agency Debt
1540545.00
915745.80
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
43613.00
19766.33
Freddie Mac
2042-11-15
4.000000
Government Agency Debt
4051714.00
4243604.14
GNMA
2039-03-15
4.500000
Government Agency Debt
4804077.00
1670114.16
GNMA
2039-07-15
4.500000
Government Agency Debt
4607644.00
1800818.93
GNMA
2039-09-20
6.000000
Government Agency Debt
1904507.00
1114086.83
GNMA
2042-01-15
3.500000
Government Agency Debt
3109956.00
2195793.52
GNMA
2043-10-15
4.299999
Government Agency Debt
11202400.00
11878793.44
GNMA
2048-10-15
4.299999
Government Agency Debt
11354400.00
11991896.57
GNMA
2048-10-15
4.299999
Government Agency Debt
9310000.00
9832713.05
GNMA
2048-10-15
4.299999
Government Agency Debt
6209200.00
6557817.60
GNMA
2048-10-15
4.299999
Government Agency Debt
6080000.00
6421363.63
GNMA
2048-11-15
4.110000
Government Agency Debt
11245900.00
11747759.53
GNMA
2048-11-15
4.200000
Government Agency Debt
10880000.00
11425196.80
GNMA
2062-11-20
4.546000
Government Agency Debt
12879546.00
13319696.73
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
220000000.00
220000000.00
0.0099
N
219997800.00
219997800.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M131105_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-01-20
5.000000
Government Agency Debt
125432262.00
24589022.72
Fannie Mae
2043-02-20
3.000000
Government Agency Debt
21951154.00
22001488.00
GNMA
2039-11-20
5.000000
Government Agency Debt
25416063.00
12028508.08
GNMA
2040-05-15
4.500000
Government Agency Debt
271045.00
117277.26
GNMA
2043-10-20
4.500000
Government Agency Debt
16624685.00
18056818.49
GNMA
2062-03-20
0.00
Government Agency Debt
2646193.00
2549808.44
GNMA
2062-11-20
4.512999
Government Agency Debt
18731457.00
19457077.08
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
95000000.00
95000000.00
0.0043
N
95000000.00
95000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M131106_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-05-21
0.875000
Government Agency Debt
22028000.00
21622880.60
United States Treasury Department
2016-10-15
0.625000
Treasury Debt
7100.00
7110.83
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
21000000.00
21000000.00
0.0009
N
20999790.00
20999790.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M131107_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-06-01
3.000000
Government Agency Debt
11303355.00
9947702.52
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
22500000.00
7167747.73
Fannie Mae
2039-09-01
3.980999
Government Agency Debt
18979633.00
6340504.71
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
577639.00
209867.39
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
1200000.00
972771.71
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
12182745.00
10134385.29
Fannie Mae
2041-06-01
3.294000
Government Agency Debt
14221483.00
7017697.27
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
582879.00
357936.13
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
7029209.00
6748579.98
Fannie Mae
2042-10-01
2.423999
Government Agency Debt
1198247.00
971745.87
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
8040856.00
7777398.62
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
10085260.00
9645180.43
Freddie Mac
2025-05-15
4.000000
Government Agency Debt
685000.00
673487.98
Freddie Mac
2032-09-01
3.500000
Government Agency Debt
10000000.00
9711877.58
Freddie Mac
2038-12-15
2.500000
Government Agency Debt
5000000.00
4645491.85
Freddie Mac
2039-07-15
4.500000
Government Agency Debt
10000000.00
7788141.90
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
702648.00
318454.86
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
8181111.00
7924924.86
Freddie Mac
2042-05-15
2.000000
Government Agency Debt
7015275.00
5667696.27
Freddie Mac
2042-08-15
0.482300
Government Agency Debt
5914117.00
5389770.95
Freddie Mac
2042-11-15
4.000000
Government Agency Debt
1000.00
1047.36
GNMA
2037-01-16
4.500000
Government Agency Debt
17402873.00
3315354.04
GNMA
2037-12-20
3.000000
Government Agency Debt
3800000.00
2493958.52
GNMA
2039-03-20
5.000000
Government Agency Debt
3549383.00
3897310.09
GNMA
2039-05-20
4.500000
Government Agency Debt
9490.00
1944.32
GNMA
2039-06-20
2.600000
Government Agency Debt
6920.00
5071.16
GNMA
2039-11-20
4.500000
Government Agency Debt
6800000.00
2012187.59
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
116000000.00
116000000.00
0.0052
N
116000000.00
116000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M131107_2M47
0000851376
Government Agency Repurchase Agreement
Y
0.18 FHLB 14 G3361
2014-08-05
0.179999
Government Agency Debt
5000000.00
5002850.00
8.25 MCDB 16
2016-06-01
8.250000
Government Agency Debt
5453000.00
6650615.12
Fannie Mae
2018-05-21
0.875000
Government Agency Debt
12436000.00
12207288.14
Fannie Mae
2018-11-27
1.625000
Government Agency Debt
4927000.00
4951901.88
Fannie Mae
2029-05-15
6.250000
Government Agency Debt
8970000.00
11860308.42
Farm Federal Credit Bank
2025-05-01
2.370000
Government Agency Debt
14778000.00
13673196.72
Federal Home Loan Bank
2013-12-13
3.125000
Government Agency Debt
3000000.00
3046527.50
Freddie Mac
2014-07-30
1.000000
Government Agency Debt
6160000.00
6214687.11
Freddie Mac
2018-11-21
1.100000
Government Agency Debt
4741000.00
4629770.87
United States Treasury Department
2014-04-24
0.00
Treasury Debt
50767700.00
50745362.21
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
116000000.00
116000000.00
0.0052
N
116000000.00
116000000.00
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
16996340.28
0.0008
N
16998300.00
16998300.00
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
15996417.78
0.0007
N
15998240.00
15998240.00
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
47010810.00
47010810.00
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
152041040.00
152041040.00
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
22007040.00
22007040.00
BNP Paribas
BNP Paribas 0.340000%
05572NQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
11000000.00
11000000.00
0.0005
N
11002640.00
11002640.00
BNP Paribas
BNP Paribas 0.300000%
05572NQJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
104000000.00
104000000.00
0.0047
N
103991680.00
103991680.00
BNP Paribas
BNP Paribas 0.300000%
05572NQL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
65000000.00
65000000.00
0.0029
N
64994800.00
64994800.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
921AES008_0.2600_M131106_2M47
0001197610
Other Repurchase Agreement
N
ARROW ELECTRONICS, INC.
2023-03-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3480984.00
3496770.26
AT & T INC
2021-05-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29279.00
31455.00
BANGKOK BANK PLUBLIC COMPANY LIMITED
2015-10-18
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1857676.00
1913134.34
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
325000.00
374422.75
BANK OF AMERICA FUNDING CORPORATION 2002-1
2020-07-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1438544.00
1679178.24
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
2161739.79
CB WEYERHAEUSER CORP
2017-08-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1673797.00
1981332.09
CORPORACION ANDINA DE FOMENTO
2022-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35031.00
36182.39
FEDERATED RETAIL HLDGS INC
2037-03-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
688128.00
769702.71
FORD MOTOR CREDIT COMPANY
2020-01-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
781688.00
1009810.83
HARTFORD FIN SERV CROUP
2019-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1852110.00
2195466.50
HYUNDAI MOTOR MANF CZECH
2015-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
588003.00
614063.29
IBM CORP
2017-09-14
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
117077.17
IBM CORPORATION
2014-10-31
0.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4112669.00
4153939.63
JOHNSON AND JOHNSON
2040-09-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2666766.00
2755062.62
KOREA GAS CORP
2017-07-25
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800602.00
1815583.01
MORGAN STANLEY
2015-01-26
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
369357.00
386587.30
MORGAN STANLEY DEAN WITTER
2017-12-28
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
639648.00
744959.11
NEWS AMERICA INC
2041-02-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2282543.00
2605484.79
ORACLE CORP
2022-10-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
919389.00
863385.95
PENSKE TRUCK LESING CO LP
2018-07-17
2.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
798352.00
809884.64
PETROBRAS INTERNTL FINANCE CO
2014-09-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
231466.00
246488.79
PHILLIP MORRIS INTERNATIONAL INC
2043-03-04
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
804485.00
730883.67
PNC FDG CORP
2014-05-19
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
624537.00
641999.05
TUPPERWARE CORP
2021-06-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2598869.00
2735210.00
VERIZON COMM
2019-04-01
6.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
876829.00
1040788.72
VODAFONE GROUP PLC
2017-02-27
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143436.00
163257.42
WATSON PHARMACEUTICALS, INC.
2042-10-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1872465.00
1726150.58
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
36000000.00
36000000.00
0.0016
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
36000720.00
36000720.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M131101_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-05-20
5.000000
Government Agency Debt
200000000.00
104775666.23
Freddie Mac
2042-06-20
4.500000
Government Agency Debt
153712733.00
107686931.52
GNMA
2041-07-15
4.000000
Government Agency Debt
39277504.00
28206436.43
GNMA
2042-09-15
3.000000
Government Agency Debt
109859100.00
102959971.18
GNMA
2042-09-15
3.000000
Government Agency Debt
76785344.00
73520995.14
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
405000000.00
405000000.00
0.0182
N
405000000.00
405000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987YEA006_0.0700_M131107_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
144653.00
8113.74
Fannie Mae
2036-09-25
3.000000
Government Agency Debt
55429352.00
55135962.05
Fannie Mae
2043-05-01
4.500000
Government Agency Debt
45145410.00
40013758.82
Fannie Mae
2043-05-25
0.458799
Government Agency Debt
145097.00
139359.96
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
40475713.00
42638916.13
GNMA
2038-02-16
0.695500
Government Agency Debt
56168363.00
17958825.86
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
150000000.00
150000000.00
0.0068
N
149994000.00
149994000.00
BPCE SA
BPCE SA 0.245000%
05571CB59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
43000000.00
42971906.67
0.0019
N
42975786.70
42975786.70
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
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
6991310.28
0.0003
N
6995310.00
6995310.00
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
54924283.34
0.0025
N
54958200.00
54958200.00
CAFCO, LLC
CAFCO, LLC 0.380000%
12476FCH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69899511.11
0.0031
N
69937000.00
69937000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.224000%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-11-12
2014-07-07
N
N
N
182000000.00
182000000.00
0.0082
N
182060060.00
182060060.00
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 Bank Plc
N/A
N/A
12000000.00
11997830.00
0.0005
N
11998200.00
11998200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JZJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-18
2013-12-18
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
35000000.00
34990404.17
0.0016
N
34991600.00
34991600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
22000000.00
21991915.00
0.0010
N
21992740.00
21992740.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
10000000.00
9995975.00
0.0004
N
9996200.00
9996200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
29000000.00
28987481.67
0.0013
N
28987820.00
28987820.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
50000000.00
49976375.00
0.0022
N
49976000.00
49976000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KB30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
70000000.00
69961616.66
0.0031
N
69958700.00
69958700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KBC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
7000000.00
6995794.17
0.0003
N
6995240.00
6995240.00
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
14364707.33
0.0006
N
14366994.24
14366994.24
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
114934066.66
0.0052
N
114971250.00
114971250.00
Charta, LLC
Charta, LLC 0.260000%
16115UZT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-27
2013-12-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3998382.22
0.0002
N
3998880.00
3998880.00
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
69922416.66
0.0031
N
69961500.00
69961500.00
Charta, LLC
Charta, LLC 0.340000%
16115XCU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49930583.34
0.0022
N
49951000.00
49951000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.230000%
16144RTR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
18000000.00
18000298.91
0.0008
N
18000720.00
18000720.00
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
62028520.00
62028520.00
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
0.0072
N
160073600.00
160073600.00
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
44004400.00
44004400.00
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
18008640.00
18008640.00
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
76036480.00
76036480.00
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
0.0005
N
10003800.00
10003800.00
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
64025600.00
64025600.00
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
13982620.56
0.0006
N
13990620.00
13990620.00
Ciesco, LLC
Ciesco, LLC 0.385000%
17178CC50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
108000000.00
107856780.01
0.0049
N
107912520.00
107912520.00
Ciesco, LLC
Ciesco, LLC 0.360000%
17178CE17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39927600.00
0.0018
N
39945600.00
39945600.00
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
0.0036
N
79009480.00
79009480.00
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
32009600.00
32009600.00
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
103041200.00
103041200.00
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
2000860.00
2000860.00
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
91038220.00
91038220.00
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
42028560.00
42028560.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
13000000.00
13000000.00
0.0006
N
13004550.00
13004550.00
Citibank, NA
Citibank, NA 0.350000%
17304ULB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
151000000.00
151000000.00
0.0068
N
151052850.00
151052850.00
Citibank, NA
Citibank, NA 0.350000%
17304ULC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
66000000.00
66000000.00
0.0030
N
66023760.00
66023760.00
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
103964871.11
0.0047
N
103982320.00
103982320.00
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
99956444.44
0.0045
N
99977000.00
99977000.00
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
40970115.56
0.0018
N
40981550.00
40981550.00
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
17984640.00
0.0008
N
17989920.00
17989920.00
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
55979093.33
0.0025
N
55989360.00
55989360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2014-02-24
N
N
N
71000000.00
71000000.00
0.0032
N
71014910.00
71014910.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.218000%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2014-03-03
N
N
N
17000000.00
17000000.00
0.0008
N
17003060.00
17003060.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EC55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
86000000.00
85937793.34
0.0039
N
85954420.00
85954420.00
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
72919091.66
0.0033
N
72942330.00
72942330.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622VCH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39942577.78
0.0018
N
39949600.00
39949600.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622VCU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17975745.00
0.0008
N
17974980.00
17974980.00
CRC Funding, LLC
CRC Funding, LLC 0.360000%
12622VE18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24954750.00
0.0011
N
24954250.00
24954250.00
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
0.0090
N
200022000.00
200022000.00
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
5000600.00
5000600.00
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
1000120.00
1000120.00
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
20001200.00
20001200.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TFL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
144000000.00
144000000.00
0.0065
N
144005760.00
144005760.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
11000000.00
11000000.00
0.0005
N
10999560.00
10999560.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
16000000.00
16000000.00
0.0007
N
15999360.00
15999360.00
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
94001880.00
94001880.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M131101_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-05-15
4.000000
Government Agency Debt
20172000.00
10431195.62
Freddie Mac
2025-07-15
4.000000
Government Agency Debt
22133808.00
9515104.19
Freddie Mac
2025-12-20
3.500000
Government Agency Debt
5765000.00
3610413.20
Freddie Mac
2027-04-15
3.000000
Government Agency Debt
22000000.00
18398290.87
Freddie Mac
2036-01-20
5.000000
Government Agency Debt
22000000.00
4472659.98
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
20000000.00
5586271.88
Freddie Mac
2038-05-15
4.500000
Government Agency Debt
18742793.00
19489753.56
Freddie Mac
2038-08-20
5.500000
Government Agency Debt
20000000.00
1138709.26
Freddie Mac
2038-10-20
6.500000
Government Agency Debt
18000000.00
412299.78
Freddie Mac
2039-06-15
3.279999
Government Agency Debt
18451747.00
17189035.54
Freddie Mac
2039-08-15
5.000000
Government Agency Debt
20000000.00
11835472.58
Freddie Mac
2040-11-20
4.500000
Government Agency Debt
20000000.00
10035145.28
Freddie Mac
2048-10-15
3.600000
Government Agency Debt
19760000.00
20094383.37
Freddie Mac
2048-10-15
3.799999
Government Agency Debt
18412100.00
18913898.71
Freddie Mac
2053-10-15
4.700000
Government Agency Debt
7123100.00
7702555.47
Freddie Mac
2053-11-15
3.359999
Government Agency Debt
18747764.00
18207566.71
Freddie Mac
2054-05-15
4.089999
Government Agency Debt
6895000.00
6755766.11
Freddie Mac
2054-08-15
2.480000
Government Agency Debt
18379995.00
18287282.23
GNMA
2039-06-20
5.000000
Government Agency Debt
20452204.00
8690697.88
GNMA
2041-03-20
4.500000
Government Agency Debt
20725000.00
12312668.11
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
218705032.00
218705032.00
0.0098
N
218705032.00
218705032.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2M47
0001230485
Other Repurchase Agreement
N
BSABS 2006-SD4 2A1
2036-10-25
3.960300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2620000.00
867504.14
CMLTI 2005-5 1A1
2035-08-25
0.494599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17360000.00
1369679.33
CWHEL 2004-P 2A
2034-03-15
0.493999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127865000.00
7206167.83
CWHEL 2005-M A4
2036-02-15
0.504000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
443876.83
CXHE
2034-01-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5155000.00
3002159.36
GSR 2004-9 B1
2034-08-25
3.121200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3605000.00
1320979.88
IMSA
2036-11-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2280000.00
1011556.20
RALI 2006-QO6 A2
2046-06-25
0.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32580000.00
6813326.88
SDART 2011-4 E
2018-11-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10890.33
TMST
2038-04-25
5.775999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130926000.00
42878653.32
TMST
2038-04-25
6.156200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151017000.00
39725650.42
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
91046410.00
91046410.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2M47
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.620199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10326000.00
915665.05
144A BAYC 2006-SP2 A
2037-01-25
0.450199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
3495062.89
144A BGRS 2004-2A A1LA
2039-04-12
0.693599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21280000.00
2604984.51
144A CCMFC 2003-4A B3
2034-10-25
0.737600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1915000.00
59756.49
144A CDMC 2003-4 B5
2033-05-25
5.395999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315600.00
43508.57
144A ELAT 2007-2 A2C
2037-05-25
1.270200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3875000.00
2291238.81
144A EMCM 2001-A M1
2040-05-25
0.870199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
65832.98
144A GCCFC 2007-RR2 A1FL
2051-03-22
0.646000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53950268.00
578517.49
144A MARM 2005-5 A2
2045-04-26
0.562699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
10386.72
144A PALS 2001-1A A2
2031-05-10
0.779200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8445000.00
3061465.87
ABS BANKAMERICA MANUFACT
2025-12-10
7.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
1058593.11
ARMT 2005-10 5A2
2036-01-25
0.490200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6712000.00
166326.52
BAFC 2004-1 B1
2034-03-25
5.978399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8095000.00
4892538.22
BAFC 2004-D B1
2035-01-25
3.224299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5389000.00
436619.74
BALTA 2007-2 2A1
2037-04-25
2.491600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
142500.00
43076.49
BCM 2000-A A4
2030-06-15
8.289999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2285000.00
781443.87
BOAA 2005-6 CB5
2035-07-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1268000.00
69359.30
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
821612.30
BSABS 2004-HE6 M2
2034-08-25
1.420199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3645747.90
BSABS 2007-AQ2 A4
2037-01-25
0.500199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10124000.00
683863.71
BSARM 2004-10 23A1
2035-01-25
5.254900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
241000.00
30598.16
CARR
2036-10-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
4647309.06
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
457259.76
CMLTI 2005-11 A2B
2035-12-25
2.509999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4854524.00
757577.46
CMLTI 2007-AHL3 A3A
2037-05-25
0.230199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7386000.00
1381894.58
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
9050756.85
CMSI 2007-5 1A11
2037-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
1574719.62
CNF 2001-3 A4
2033-05-01
6.910000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
239734.28
CSMC 2009-2R
2035-12-25
6.283299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7078950.00
5969530.75
CWALT 2004-22CB M
2034-10-25
6.043899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
42206.23
CWALT 2004-5CB M
2034-03-25
5.520400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3674300.00
1094833.02
CWALT 2005-J1 1A5
2035-02-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3662000.00
354653.30
CWHEL
2036-11-15
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25135000.00
4442740.20
CWHL 2004-11 3A1
2034-07-25
4.775299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1555000.00
318983.31
CWHL 2005-7 IM1
2035-03-25
0.920200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5971000.00
1131218.03
CWL 2005-13 MV2
2036-04-25
0.630199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
103546.91
CWL 2005-17 4A2A
2036-05-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
25231.65
CWL 2006-16 2A2
2046-12-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
580000.00
261642.71
CWL 2006-S6 A3
2034-03-25
5.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4870000.00
2155675.70
FFML 2005-FF3 M5
2035-04-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6474000.00
4171475.93
FHASI 2005-3 B1
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1556000.00
875988.25
FHASI 2005-AR1 B1
2035-04-25
3.654300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5821000.00
1147033.72
FHASI 2006-AR2 4A1
2036-08-25
5.336199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35765000.00
9214391.36
FHLT 2004-2 M4
2034-07-25
1.270200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
51633.84
FHLT 2004-B M4
2034-05-25
1.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5432000.00
447189.54
Freddie Mac
2037-07-01
5.500000
Government Agency Debt
1555700.00
240009.60
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
971050.00
117349.45
GMACM 2004-J4 M2
2034-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
570000.00
159479.75
GNMA
2053-10-16
2.899999
Government Agency Debt
5000.00
4976.65
HASC
2036-03-25
0.690200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4151000.00
549948.83
HVMLT 2005-9 B5
2035-06-20
1.172500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
408066.48
HVMLT 2005-9 B6
2035-06-20
1.322500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4731000.00
265502.77
IMPAC CMB TRUST SERIES 200
2035-06-25
0.815200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31189000.00
2752649.89
IMSA
2036-11-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2025000.00
898421.62
IMSA 2004-3 M3
2034-11-25
1.220200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20750000.00
392571.50
INABS 2005-B M5
2035-08-25
0.830200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2730000.00
1301962.50
JPMCC 2006-LDP7 AJ
2045-04-15
5.862899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1075000.00
1087152.59
JPMCC 2007-LDPX AM
2049-01-15
5.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20778.05
JPMMT 2004-A6 B2
2034-12-25
3.233099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1302290.00
218919.06
MARM 2003-2 B1
2033-08-25
2.511200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9150000.00
1021406.25
MARM 2007-3 12A1
2047-05-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
78934.60
MLMI 2006-A3 5A2
2036-05-25
2.867300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155747.00
224719.84
MSM 2005-5AR 1M5
2035-09-25
0.870199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4062000.00
2106044.71
MSM 2005-5AR 1M6
2035-09-25
0.920200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4063000.00
1660388.71
MSM 2007-15AR 2A1
2037-11-25
2.526600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28500000.00
13948638.93
NCSLT 2006-4 A4
2032-05-25
0.480200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5302.00
2684.91
NCSLT 2007-2 A4
2033-01-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5004.00
2580.71
NHEL 2006-6 A2C
2037-01-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
357000.00
132454.01
PPSI 2004-WCW2 M3
2034-10-25
0.870199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2145000.00
1811725.73
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
4000456.78
RALI 2006-QO3 A2
2046-04-25
0.430200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7385000.00
1575735.65
RAMC 2005-2 M1
2035-08-25
5.051000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51000.00
23848.99
RAMP
2036-03-25
0.620199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
13984.65
RASC 2006-KS7 A3
2036-09-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
229035.37
SACO
2036-07-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
313000.00
31760.90
SASC 2004-2AC B1
2034-02-25
2.425300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13310000.00
3233324.85
United States Treasury Department
2026-01-15
2.000000
Treasury Debt
4380000.00
6016637.45
WAMU 2005-AR13 B1
2045-10-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
944145.40
WAMU 2005-AR18 3A1
2036-01-25
4.805200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5310000.00
1641311.67
WAMU 2006-AR10 3A2
2046-08-25
5.904200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7352000.00
3932019.58
WMALT 2005-4 CB7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15995000.00
11618195.30
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_M140129_2M47
0001230485
Other Repurchase Agreement
N
144A ABSMH 2004-CN1 A2
2030-12-02
8.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
2696549.36
144A BSSP 2007-R1 A1
2037-02-27
2.670999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12215000.00
138224.37
144A CFCAT 2013-2A D
2019-08-15
5.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
1904150.34
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8687000.00
568222.52
144A SASC 2007-GEL2 A1
2037-05-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39730000.00
529976.93
144A SMSTR 2005-1A A1
2045-12-06
0.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2045000.00
486053.11
144A TMTS 2006-4SL A1
2037-05-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4254000.00
336169.15
ABFC 2006-OPT2 A3D
2036-10-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1230000.00
649846.37
ABS BANKAMERICA MANUFACT
2025-12-10
7.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1280000.00
1868964.39
AHM 2005-2 1A2
2045-09-25
0.520200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3595000.00
204417.61
AIRPT 2001-1A A9
2019-03-15
0.723999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31332000.00
7007025.76
ARC 2002-BC2 A
2032-05-25
0.480200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13784000.00
213563.84
ARMT 2006-2 6A1
2036-05-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1135000.00
140306.60
BALTA 2006-5 1A1
2036-08-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7211000.00
869791.98
BCM 2001-A M1
2030-12-15
7.934999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8005000.00
7884768.61
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.437700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
194609.37
BSABS 2003-HE1 M2
2034-01-25
1.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
9101.59
CMO OMI TRUST 2002-B
2032-06-15
7.089999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12925000.00
6927354.89
CWALT 2005-17 2A2
2035-06-25
0.450199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12740000.00
790450.60
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3485000.00
816269.68
CWALT 2006-OA9 2A1A
2046-07-20
0.382500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19537000.00
3956925.20
CWHEL 2004-K 2A
2034-02-15
0.473999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13831000.00
502251.51
CWHEL 2004-P 2A
2034-03-15
0.493999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14080000.00
793515.37
CWHEL 2006-C 2A
2036-05-15
0.353999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2059000.00
297669.49
CWHL 2004-11 3A1
2034-07-25
4.775299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1320000.00
270776.83
CWHL 2004-25 2A3
2035-02-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8497000.00
1015251.37
CWHL 2006-HYB2 1A1
2036-04-20
2.955200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45986888.00
8402237.90
CWL 2005-13 MV2
2036-04-25
0.630199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4495000.00
2164852.76
CWL 2005-IM3 A3
2036-03-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950000.00
541156.33
CWL 2006-16 2A2
2046-12-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
180443.25
CWL 2007-3 2A2
2047-05-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46900000.00
41086381.38
CXHE
2034-01-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1419832.00
826879.13
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
262976.21
DEUTSCHE MORTGAGE SEC
2036-04-15
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000.00
7188.00
FHLT 2004-4 M2
2035-03-25
0.730199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3213196.99
GMACM 2005-AR2 2A
2035-05-25
3.553500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9410000.00
2140304.76
GMACM 2005-HE3 A3
2036-02-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3105000.00
1192189.90
GMACM 2006-HE1 A
2036-11-25
0.380199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100000.00
309645.72
GSAA 2007-1 1A1
2037-02-25
0.250199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26765000.00
3232020.79
GSAMP 2002-HE2 B1
2032-10-20
3.172499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12100000.00
1115808.10
GSMS
2045-08-10
5.799100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
1314089.02
GT 97-4 M1 ASSETBK HOME EQUITY
2028-09-15
7.219999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1910000.00
1813958.19
IMSA 2006-3 A7
2036-11-25
0.440199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
4002645.02
IMSA 2007-1 A2
2037-03-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
853860.50
IMSA 2007-3 A1B
2037-09-25
0.410200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1510000.00
664753.57
INDB 2005-1 A1
2035-11-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52600000.00
6071051.18
INDX 2005-AR15 A2
2035-09-25
4.649000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1214000.00
380737.14
INDX 2006-AR11 3A1
2036-06-25
2.791999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38650000.00
9571621.14
INDX 2006-AR7 3A1
2036-05-25
2.717400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16617500.00
3852195.10
IRWHE 2002-1 1A1
2023-07-25
0.440199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
153106.87
IXIS
2035-06-25
0.690200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2240000.00
1957113.69
JPMAC 2005-FRE1 M2
2035-10-25
0.600199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3175000.00
460468.24
JPMAC 2006-CH2 AF2
2036-10-25
5.343499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
996000.00
398486.41
JPMCC 2007-LDPX AM
2049-01-15
5.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1030000.00
1070069.35
LABS 01-B M1
2028-03-15
6.629999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
700767.87
LBMLT 2005-WL1 M4
2035-06-25
0.870199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2822694.18
LXS 2006-10N 1A4A
2046-07-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7329000.00
3450155.83
MARM 2007-3 12A1
2047-05-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1824000.00
587660.08
MHL 2005-4 M1
2035-10-25
0.620199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
1274599.19
ML CFC COMM MTG
2051-03-12
5.525999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1036363.01
MLMI 2004-WMC1 M2
2034-10-25
1.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2115000.00
1183614.63
MLMI 2005-AR1 M2
2036-06-25
0.840199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3005000.00
623305.18
MSAC
2035-02-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3657000.00
844051.36
MSAC 2006-HE6 A2C
2036-09-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155000.00
531562.72
MSAC 2007-NC3 A2A
2037-05-25
0.230199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6387000.00
269433.27
NHEL 2006-1 A2C
2036-05-25
0.330199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
4028714.42
OOMLT 2005-4 M3
2035-11-25
0.660200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5045000.00
1646186.78
POPLR 2004-4 AV1
2034-09-25
0.510199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4193.00
269.34
PPSI 2004-WCW2 M3
2034-10-25
0.870199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3030000.00
2559220.96
RALI 2006-QO6 A2
2046-06-25
0.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
446000.00
93270.22
RAMC 2004-4 AF5
2035-02-25
5.493000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4752467.27
RAMP 2005-EFC5 M5
2035-10-25
0.800200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
545000.00
76307.71
RAMP 2005-RS3 M6
2035-03-25
0.890199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
266829.25
RAMP 2005-RS6 M4
2035-06-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
238314.88
RENAISSANCE HOME EQUITY LOAN T
2036-05-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305000.00
157527.34
SACO 2006-9 A1
2036-08-25
0.320199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
1181.27
SAIL 2004-3 A3
2034-04-25
2.206000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53021000.00
9717064.25
SAMI 2004-AR3 B1
2034-07-19
1.072500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
15345.99
SAMI 2005-AR1 M
2035-04-19
0.622500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6375700.00
2535008.31
SAMI 2006-AR1 2A2
2036-02-25
0.480200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39319433.00
1305180.75
SASC
2036-04-25
0.540200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2310564.46
SDART 2011-4 E
2018-11-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
130683.99
SDART 2013-3 E
2020-06-15
3.410000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3320000.00
3295467.70
TMST
2038-04-25
6.156200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
413000.00
108641.37
TMST 2007-3 4A1
2047-06-25
0.390199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
63835.50
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
8325000.00
8372530.84
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
50000.00
64816.82
United States Treasury Department
2018-06-30
1.375000
Treasury Debt
190000.00
192283.01
WAMU MTGE P/T TR
2045-04-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9360000.00
1989492.68
WBCMT
2049-06-15
5.732599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10705000.00
9659695.12
WMALT 2005-3 1CB3
2035-05-25
0.620199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2879000.00
562481.78
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2760000.00
736564.06
WMALT 2006-AR10 A2A
2036-12-25
0.340200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
354083.00
162987.33
WMALT 2006-AR6 1A1B
2046-07-25
0.420200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
371459.04
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
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
181249780.00
181249780.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
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
60000000.00
59968566.66
0.0027
N
59970600.00
59970600.00
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
17004590.00
17004590.00
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
0.0086
N
191219650.00
191219650.00
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
0.0034
N
75027750.00
75027750.00
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
26005200.00
26005200.00
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
71013490.00
71013490.00
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
136025840.00
136025840.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M131101_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-04-25
3.000000
Government Agency Debt
71976785.00
74445804.66
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
44904961.00
32674196.05
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
103000000.00
103000000.00
0.0046
N
103000000.00
103000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.260000%
988RGN000_0.2600_M131101_2M47
0001074042
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
500000.00
ALLIANT ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499954.28
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499989.78
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499988.45
CROWN HOLDINGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499991.58
EMULEX CORP COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.23
EXAR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
389120.34
GRAPHIC PACKAGING HLDG CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.69
KRATON PERFORMANCE POLYMERS COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.50
LAZARD LTD SHS A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499976.80
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499989.41
METHODE ELECTRS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499978.78
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499986.18
NU SKIN ENTERPRISES INC CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499899.90
RAYMOND JAMES FINANCIAL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499976.96
RITE AID CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.49
ROCKWOOD HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499979.92
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.99
STATE STR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499967.37
SYNOVUS FINL CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.50
VONAGE HLDGS CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
111216.56
XEROX CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499995.12
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
10000000.00
10000000.00
0.0005
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
10000000.00
10000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988VHX008_0.2800_M131107_2M47
0001074042
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
900000.00
ALLIANT ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899959.48
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699973.52
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899966.14
ANADARKO PETE CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699977.53
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699990.62
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899993.38
BERRY PLASTICS GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
396536.77
CBRE GROUP INC CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699991.60
COEUR D ALENE MINES CORP IDACOM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1834313.58
COVIDIEN PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699947.60
CROWN HOLDINGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899976.72
DELEK US HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699985.92
DOLLAR GEN CORP NEW COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699949.65
EMULEX CORP COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
195211.62
EXAR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899954.25
GENERAL ELECTRIC CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
556486.11
GRAPHIC PACKAGING HLDG CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899992.62
HESS CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699924.80
JOHNSON & JOHNSON
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699999.08
JPMORGAN CHASE & CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699967.80
JUNIPER NETWORKS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1379069.68
KRATON PERFORMANCE POLYMERS COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899999.10
LAZARD LTD SHS A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899966.00
LILLY ELI & CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699997.89
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699810.81
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899801.65
METHODE ELECTRS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899997.77
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899983.24
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
242911.88
NATIONAL OILWELL VARCO INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699978.38
NU SKIN ENTERPRISES INC CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899913.50
OCCIDENTAL PETE CORP DEL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699927.62
OGE ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
36.97
PEPSICO INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699926.72
PHILIP MORRIS INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699998.72
PHILLIPS 66 COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699951.96
PLATINUM UNDERWRITER HLDGS LCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
291490.04
RAYMOND JAMES FINANCIAL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899986.08
RITE AID CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899996.24
ROCKWOOD HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899951.30
RPM INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
705368.71
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899994.56
STATE STR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899997.45
SYNOVUS FINL CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899999.10
TE CONNECTIVITY LTD REG SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699967.36
UNION PAC CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699913.90
XEROX CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899993.18
XL GROUP PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699991.34
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
112000000.00
112000000.00
0.0050
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
112004700.00
112004700.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
988VHX008_0.3000_M131107_2M47
0001074042
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
500000.00
ALLIANT ENERGY CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499954.28
AMDOCS LTD ORD
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499989.78
BANK OF AMERICA CORPORATION COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499988.45
CROWN HOLDINGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499991.58
EMULEX CORP COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.23
EXAR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499987.35
GRAPHIC PACKAGING HLDG CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.69
KRATON PERFORMANCE POLYMERS COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.50
LAZARD LTD SHS A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499976.80
LINKEDIN CORP COM CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499989.41
METHODE ELECTRS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499978.78
MGM RESORTS INTERNATIONAL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499986.18
NU SKIN ENTERPRISES INC CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499899.90
RAYMOND JAMES FINANCIAL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499976.96
RITE AID CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.49
ROCKWOOD HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499979.92
RPM INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
346.77
SERVICE CORP INTL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.99
STATE STR CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499967.37
SYNOVUS FINL CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.50
XEROX CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499995.12
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
10000000.00
10000000.00
0.0005
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
10000500.00
10000500.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
99ETSZ007_0.0500_M131107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
39990.00
37307.65
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
80352548.00
78863449.64
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
24847131.00
28232073.68
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
61235.00
59014.88
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
2600312.00
2756302.98
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
47583671.00
24558725.51
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
14122503.00
10226093.55
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
236810.00
240511.41
GNMA
2037-11-16
2.750000
Government Agency Debt
32000000.00
22466520.89
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
161000000.00
161000000.00
0.0072
N
161000000.00
161000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
99ETSZ007_0.0600_M131107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-07-01
4.835000
Government Agency Debt
5400000.00
5741442.05
Fannie Mae
2027-01-01
3.000000
Government Agency Debt
2737143.00
2013609.13
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
7956209.00
6021073.99
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
20937179.00
18016232.02
Fannie Mae
2035-06-01
2.144000
Government Agency Debt
50002567.00
5476094.16
Fannie Mae
2036-03-01
2.652000
Government Agency Debt
26618581.00
5425308.51
Fannie Mae
2036-12-01
4.177999
Government Agency Debt
6656053.00
6951452.43
Fannie Mae
2037-03-01
5.626999
Government Agency Debt
5315775.00
4974530.48
Fannie Mae
2037-10-01
2.786000
Government Agency Debt
53864166.00
5764551.67
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
4227581.00
2109621.30
Fannie Mae
2037-10-01
6.243000
Government Agency Debt
14595318.00
1510360.96
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
179258082.00
17459375.37
Fannie Mae
2038-01-01
1.754000
Government Agency Debt
25061481.00
5871242.63
Fannie Mae
2040-04-01
3.791999
Government Agency Debt
20013682.00
5624988.11
Fannie Mae
2041-07-01
2.153000
Government Agency Debt
45380744.00
24163267.37
Fannie Mae
2041-08-01
6.000000
Government Agency Debt
1641416.00
1383961.23
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
20722592.00
18724757.02
Fannie Mae
2042-05-01
2.204000
Government Agency Debt
64000000.00
5557379.42
Fannie Mae
2042-05-01
3.560999
Government Agency Debt
7571045.00
5569869.07
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
130366831.00
94858815.14
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
253000.00
236029.86
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
163837.00
153252.33
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
98591.00
92221.54
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
17835380.00
18025238.32
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
20158644.00
19386953.18
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
18625372.00
19053875.51
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
19675312.00
19807420.68
Fannie Mae
2043-09-01
6.000000
Government Agency Debt
17474919.00
18888350.38
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
13285362.00
14082342.01
Fannie Mae
2043-11-01
5.000000
Government Agency Debt
15870802.00
17503394.37
Freddie Mac
2030-08-15
3.000000
Government Agency Debt
15020578.00
15203198.64
Freddie Mac
2032-02-01
3.500000
Government Agency Debt
809613.00
624622.18
Freddie Mac
2033-08-01
4.000000
Government Agency Debt
14250227.00
15032042.55
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
1333640.00
1414343.00
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
24852874.00
11739281.63
Freddie Mac
2041-11-20
5.000000
Government Agency Debt
24356268.00
14136222.04
Freddie Mac
2041-12-20
5.000000
Government Agency Debt
29385476.00
13158514.85
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
17000000.00
16216891.70
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
207568.00
210812.35
GNMA
2035-12-16
0.974999
Government Agency Debt
3022712.00
2937979.57
GNMA
2042-05-20
4.000000
Government Agency Debt
31157053.00
23968521.55
GNMA
2045-08-15
3.649999
Government Agency Debt
4347256.00
4426309.46
GNMA
2052-01-15
3.200000
Government Agency Debt
12933762.00
13175656.89
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
484000000.00
484000000.00
0.0218
N
484000000.00
484000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M131101_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
63431383.00
31746823.86
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
85776.00
90084.92
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
14584.00
13641.80
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
2273632.00
2170931.18
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
555212.00
563890.13
GNMA
2042-12-20
3.500000
Government Agency Debt
17078013.00
16623621.30
GNMA
2043-04-20
3.500000
Government Agency Debt
12606057.00
12983558.82
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
62000000.00
62000000.00
0.0028
N
62000000.00
62000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
99ETSZ007_0.1400_M131107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-09-01
3.001999
Government Agency Debt
50000000.00
10408436.84
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
9867571.00
3432966.33
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
740045.00
777220.84
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
4141450.00
3835758.94
Fannie Mae
2043-02-25
0.428800
Government Agency Debt
26193953.00
25681777.29
Freddie Mac
2033-04-15
3.000000
Government Agency Debt
26301165.00
26102054.31
Freddie Mac
2042-08-15
6.500000
Government Agency Debt
5954819.00
5921870.87
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
1998093.00
1839914.65
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
75000000.00
75000000.00
0.0034
N
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M131107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
123720080.00
115421476.01
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
29055.00
28001.59
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
10695129.00
10980612.21
Fannie Mae
2043-11-25
4.000000
Government Agency Debt
32367783.00
33620297.52
Freddie Mac
2036-01-01
5.000000
Government Agency Debt
15118443.00
4837112.49
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
17998934.00
16360334.28
GNMA
2032-05-20
6.000000
Government Agency Debt
9256284.00
3311409.69
GNMA
2033-07-16
5.000000
Government Agency Debt
453333.00
506469.37
GNMA
2033-11-16
5.500000
Government Agency Debt
3370792.00
3833353.43
GNMA
2036-06-16
1.399999
Government Agency Debt
11159556.00
10978041.73
GNMA
2036-06-16
1.700000
Government Agency Debt
10099681.00
10008855.58
GNMA
2036-06-20
6.000000
Government Agency Debt
384837.00
433962.98
GNMA
2036-07-20
6.000000
Government Agency Debt
4427095.00
5027227.57
GNMA
2037-06-16
5.783999
Government Agency Debt
1000000.00
1110071.00
GNMA
2039-10-20
6.500000
Government Agency Debt
6250000.00
7171937.52
GNMA
2042-02-20
2.000000
Government Agency Debt
829869.00
784447.30
GNMA
2042-02-20
3.000000
Government Agency Debt
1143.00
1047.11
GNMA
2042-07-20
3.000000
Government Agency Debt
643969.00
569850.10
GNMA
2043-01-20
4.000000
Government Agency Debt
5063077.00
5039576.50
GNMA
2043-03-20
3.500000
Government Agency Debt
1089524.00
1096346.85
GNMA
2044-02-16
2.149999
Government Agency Debt
1000000.00
924643.67
GNMA
2053-06-16
2.450000
Government Agency Debt
2204390.00
1944282.27
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
225000000.00
225000000.00
0.0101
N
225000000.00
225000000.00
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
0.0054
N
120006000.00
120006000.00
DNB Bank ASA
DNB Bank ASA 0.201000%
23330LXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
30000000.00
30000000.00
0.0014
N
30001500.00
30001500.00
DNB Bank ASA
DNB Bank ASA 0.080000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
83000000.00
83000000.00
0.0037
Security is a time deposit.
N
83000000.00
83000000.00
DNB Bank ASA
DNB Bank ASA 0.060000%
939RWC006_M131107
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
1000000.00
1000000.00
0.0000
Security is a time deposit.
N
1000000.00
1000000.00
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
2013-11-07
2013-11-07
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%
313589PU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
10000000.00
9999783.33
0.0005
N
9999930.00
9999930.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385NX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
15000000.00
14999916.67
0.0007
N
14999985.00
14999985.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385NY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
2000000.00
1999990.00
0.0001
N
1999996.00
1999996.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
100000000.00
99999611.12
0.0045
N
99999800.00
99999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
8000000.00
7999976.67
0.0004
N
7999984.00
7999984.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385NZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
2000000.00
1999988.33
0.0001
N
1999996.00
1999996.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385PM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
91000000.00
90998319.04
0.0041
N
90999545.00
90999545.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385PM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-20
2013-11-20
N
N
N
7000000.00
6999852.22
0.0003
N
6999965.00
6999965.00
Federal Home Loan Bank
Federal Home Loan Bank 0.009000%
313385PP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-22
2013-11-22
N
N
N
20000000.00
19999895.00
0.0009
N
19999880.00
19999880.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313385PU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
9000000.00
8999837.50
0.0004
N
8999937.00
8999937.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385QB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
90000000.00
89997112.50
0.0041
N
89998380.00
89998380.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385QB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
27700000.00
27698730.42
0.0012
N
27699501.40
27699501.40
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385QB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
11405000.00
11404581.82
0.0005
N
11404794.71
11404794.71
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313385QB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
1435000.00
1434815.84
0.0001
N
1434974.17
1434974.17
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385QD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
50000000.00
49994166.67
0.0023
N
49999050.00
49999050.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313385QG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
5000000.00
4999208.33
0.0002
N
4999895.00
4999895.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313385QJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
23000000.00
22995911.11
0.0010
N
22999494.00
22999494.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313385QJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
1000000.00
999966.67
0.0000
N
999978.00
999978.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313385QL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
8256000.00
8254555.20
0.0004
N
8255810.11
8255810.11
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385QL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
5000000.00
4999766.67
0.0002
N
4999885.00
4999885.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385QT6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
7000000.00
6999523.61
0.0003
N
6999811.00
6999811.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385RA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-27
2013-12-27
N
N
N
21000000.00
20998530.00
0.0009
N
20999349.00
20999349.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.020000%
98599G006_0.0200_M131101_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
164830390.00
175000098.09
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
175000000.00
175000000.00
0.0079
N
175000000.00
175000000.00
Freddie Mac
Freddie Mac 0.025000%
313397PS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
19000000.00
18999683.34
0.0009
N
18999867.00
18999867.00
Freddie Mac
Freddie Mac 0.040000%
313397QP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
30000000.00
29998500.00
0.0014
N
29999250.00
29999250.00
Freddie Mac
Freddie Mac 0.243600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-11-10
N
N
N
100000000.00
100000000.00
0.0045
N
100074700.00
100074700.00
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
6999195.00
0.0003
N
6999720.00
6999720.00
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
29992525.00
0.0013
N
29997300.00
29997300.00
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
43976386.67
0.0020
N
43990320.00
43990320.00
General Electric Co
General Electric Co 0.070000%
36960LY41
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
65000000.00
64999620.84
0.0029
N
64999350.00
64999350.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
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 0.100000%
38399H002_0.1000_M131101_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-07-01
3.795999
Government Agency Debt
66076488.00
37331957.99
Fannie Mae
2042-07-01
2.527000
Government Agency Debt
42060555.00
34621104.12
Fannie Mae
2042-10-01
2.270000
Government Agency Debt
34307379.00
30046938.08
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
921AAP008_0.5400_M140102_2M47
0000769993
Other Repurchase Agreement
N
ALTRIA GROUP INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8019858.12
BRISTOL MYERS SQUIBB CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6359235.96
CALPINE CORP COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6656418.56
CF INDS HLDGS INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099810.95
CHIMERA INVT CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2877360.72
COMMONWEALTH REIT COM SH B
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7979043.16
COMMUNITY HEALTH SYS INC NEWCOM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7927884.72
COPA HOLDINGS SA CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099977.44
DANA HLDG CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
888451.80
DELPHI AUTOMOTIVE PLC SHS
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
781910.54
DOW CHEM CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7479147.78
HONEYWELL INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8031399.36
HOSPITALITY PPTYS TR COM SH B
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8017675.80
INTL PAPER CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4066178.22
LIFELOCK INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3950301.46
LYONDELLBASELL INDUSTRIES N SHS - A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8072084.70
MASTERCARD INC CL A
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2624784.56
OCCIDENTAL PETE CORP DEL COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5350830.18
PEPSICO INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
596598.24
PHILIP MORRIS INTL INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4914325.38
PITNEY BOWES INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099987.00
PVH CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099892.75
REYNOLDS AMERICAN INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8008017.93
TIME WARNER CABLE INC COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7974371.76
TIME WARNER INC COM NEW
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7912943.00
UNITED TECHNOLOGIES CORP COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099983.45
WALGREEN CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3137380.16
WEYERHAEUSER CO COM
2013-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7974364.64
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
162000000.00
162000000.00
0.0073
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
162116640.00
162116640.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M131101_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-01-15
5.500000
Government Agency Debt
40000000.00
18674344.73
GNMA
2040-10-15
4.000000
Government Agency Debt
29969985.00
19253291.52
GNMA
2043-08-15
3.500000
Government Agency Debt
9487647.00
9855862.28
GNMA
2043-08-15
4.000000
Government Agency Debt
17963101.00
19110984.24
GNMA
2043-09-20
5.000000
Government Agency Debt
5063124.00
5525517.77
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
71000000.00
71000000.00
0.0032
N
71000000.00
71000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M131106_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-07-01
5.000000
Government Agency Debt
11613957.00
3162612.56
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
4737409.00
3154194.64
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
32565524.00
27985954.46
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
3532590.00
3157944.01
Fannie Mae
2030-06-01
1.818000
Government Agency Debt
244914247.00
3151590.38
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
3554476.00
3141888.42
Fannie Mae
2032-05-01
4.000000
Government Agency Debt
3026165.00
3157189.24
Fannie Mae
2032-06-01
4.000000
Government Agency Debt
3206718.00
3143988.72
Fannie Mae
2033-01-01
3.000000
Government Agency Debt
3248761.00
3177839.04
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
3079751.00
3160218.11
Fannie Mae
2033-05-01
2.500000
Government Agency Debt
3294922.00
3166949.40
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
23417224.00
6318767.37
Fannie Mae
2036-01-01
5.000000
Government Agency Debt
18695000.00
9217747.44
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
15719015.00
10904149.09
Fannie Mae
2038-12-01
4.753999
Government Agency Debt
14986983.00
3174113.09
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
5300000.00
3150668.86
Fannie Mae
2039-03-01
6.000000
Government Agency Debt
8800000.00
3159095.81
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
20750000.00
3168749.10
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
5773271.00
4756190.81
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
4973011.00
3161317.78
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
40105246.00
25751191.45
Fannie Mae
2040-08-01
3.068000
Government Agency Debt
10220514.00
3135105.07
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
2418341.00
1239604.99
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
26491645.00
23340263.89
Fannie Mae
2042-05-01
2.093999
Government Agency Debt
4532000.00
3175215.80
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
2925334.00
3151616.26
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
10363896.00
11219391.51
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
2898540.00
3137591.29
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1053414.00
1140289.05
Freddie Mac
2030-12-01
6.000000
Government Agency Debt
47495944.00
12116008.33
Freddie Mac
2032-05-01
4.500000
Government Agency Debt
3051786.00
3137233.61
Freddie Mac
2032-12-01
3.000000
Government Agency Debt
3202739.00
3150969.60
Freddie Mac
2035-03-01
5.000000
Government Agency Debt
14337899.00
5843372.98
Freddie Mac
2036-01-01
5.500000
Government Agency Debt
10209029.00
5649783.68
Freddie Mac
2036-02-01
6.500000
Government Agency Debt
7947187.00
3144155.17
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
4897500.00
3159384.33
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
4670000.00
3142594.70
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
10048800.00
6301978.66
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
3287753.00
3141340.44
Freddie Mac
2043-09-01
3.500000
Government Agency Debt
3088419.00
3141762.71
Freddie Mac
2043-10-01
4.000000
Government Agency Debt
2996270.00
3146990.49
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
9850922.00
10428632.60
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
3525269.00
3804762.90
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
2940694.00
3180219.41
GNMA
2038-10-15
6.000000
Government Agency Debt
10552665.00
3892592.74
GNMA
2043-03-20
4.000000
Government Agency Debt
2709399.00
2876780.37
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
256000000.00
256000000.00
0.0115
N
256000000.00
256000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M131105_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2033-01-20
6.000000
Government Agency Debt
144594287.00
8850990.19
GNMA
2039-07-20
6.000000
Government Agency Debt
23198447.00
8531166.32
GNMA
2040-06-15
4.500000
Government Agency Debt
15770420.00
8548927.44
GNMA
2040-12-20
4.000000
Government Agency Debt
10129349.00
8309404.17
GNMA
2041-12-15
4.000000
Government Agency Debt
1864751.00
1342264.23
GNMA
2043-04-15
4.000000
Government Agency Debt
7881238.00
8384599.59
GNMA
2043-09-15
4.000000
Government Agency Debt
851238.00
912648.27
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
44000000.00
44000000.00
0.0020
N
44000000.00
44000000.00
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
32984966.67
0.0015
N
32990430.00
32990430.00
Indiana Health & Educational Facility Financing Auth
Taxable RB (Union Hospital) Series 2006B 0.140000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12200000.00
12200000.00
0.0005
N
12200000.00
12200000.00
ING Bank NV
ING Bank NV 0.380000%
461995003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
60000000.00
60000000.00
0.0027
N
60045000.00
60045000.00
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
2000780.00
2000780.00
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
0.0052
N
115043700.00
115043700.00
ING Bank NV
ING Bank NV 0.390000%
922UST006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
38000000.00
38000000.00
0.0017
N
38019380.00
38019380.00
ING Bank NV
ING Bank NV 0.390000%
922USU003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
38000000.00
38000000.00
0.0017
N
38019380.00
38019380.00
ING Bank NV
ING Bank NV 0.380000%
922WKJ002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
26000000.00
26000000.00
0.0012
N
26014040.00
26014040.00
ING Bank NV
ING Bank NV 0.340000%
922XHF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
110000000.00
110000000.00
0.0050
N
110038500.00
110038500.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
5000000.00
5000000.00
0.0002
N
5001000.00
5001000.00
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
33992746.67
0.0015
N
33996940.00
33996940.00
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
12984161.67
0.0006
N
12989860.00
12989860.00
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
27945827.77
0.0013
N
27950160.00
27950160.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320600%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
67000000.00
67000000.00
0.0030
N
67029480.00
67029480.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.110000%
46899T004_0.1100_M131101_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-25
2.000000
Government Agency Debt
127000000.00
18398668.73
Fannie Mae
2039-12-25
1.028999
Government Agency Debt
115000000.00
17009092.23
Fannie Mae
2041-06-25
0.749000
Government Agency Debt
6974288.00
2471660.89
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
23000000.00
22855645.22
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
31715000.00
9727767.94
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
10216565.01
Freddie Mac
2041-12-15
3.000000
Government Agency Debt
7206764.00
5129994.64
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
7000000.00
7994882.04
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
6000000.00
6846478.86
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
2000000.00
2182345.54
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
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_M140305_2M47
0001168163
Other Repurchase Agreement
N
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5170087.00
5077104.28
BANC OF AMERICA COMMERCIAL MORTGAGE INC., 2006-3
2044-07-10
6.055299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127772.00
132250.31
BEAR STEARNS MTG FDG TRUST 2006 AR5
2036-12-25
0.338799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
368330.00
150303.12
CD 2007 CD4 COMML MTGE TR
2049-12-11
5.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13976459.00
14467649.23
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.208899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14374000.00
15367428.31
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
291266.00
298289.71
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2150053.00
2191001.12
J P MORGAN CHASE COML MTG SECE TR 2011-C3
2046-02-16
5.725399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9586293.00
9597658.90
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
5.376199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10834822.00
10391779.67
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.922299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32237351.00
32290056.02
JP MORGAN CHASE COML MTG SECSTR 2011 FL1
2016-11-15
6.682999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4775609.00
4743260.09
JP MORGAN CHASE COMMERCIAL MORTGAGE SECUR
2019-07-15
0.882299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
299893.00
223761.46
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.632299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64621.00
59559.97
MERRILL LYNCH MTGE TR
2039-05-12
5.871900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
25215301.59
ML CFC COML MTGE TR 2007-8
2049-08-12
6.093200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23776570.00
24112624.14
UBS BARCLAYS COML MTG TR 2012-C3
2049-08-10
5.123499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9695464.00
8818467.61
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
133000000.00
133000000.00
0.0060
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
133235410.00
133235410.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.372500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-11-21
2014-11-21
N
N
N
47000000.00
47000000.00
0.0021
N
47004230.00
47004230.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-01-21
2014-11-18
N
N
N
90000000.00
90000000.00
0.0041
N
90083340.00
90083340.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-01-22
2014-11-21
N
N
N
30000000.00
30000000.00
0.0014
N
30043230.00
30043230.00
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
0.0034
N
75026250.00
75026250.00
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
0.0032
N
70260400.00
70260400.00
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
98039200.00
98039200.00
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
12004920.00
12004920.00
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
27007830.00
27007830.00
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
54982400.00
54982400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
85000000.00
85000000.00
0.0038
N
84987250.00
84987250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
137000000.00
137000000.00
0.0062
N
137000000.00
137000000.00
Lloyds Bank Plc
Lloyds 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
108973930.84
0.0049
N
108980380.00
108980380.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LY57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
8000000.00
7999822.22
0.0004
N
7999840.00
7999840.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.170000%
56274LY73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999886.67
0.0002
N
3999880.00
3999880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LYC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999755.55
0.0002
N
3999800.00
3999800.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LYK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
23000000.00
22997700.00
0.0010
N
22998160.00
22998160.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LYR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
6000000.00
5999200.00
0.0003
N
5999340.00
5999340.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.190000%
56274LZ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
30000000.00
29995091.67
0.0014
N
29995500.00
29995500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.170000%
56274LZ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
9000000.00
8998682.50
0.0004
N
8998650.00
8998650.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MA93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3998313.33
0.0002
N
3998480.00
3998480.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000%
06399U000_0.1100_M131101_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-12-25
4.000000
Government Agency Debt
17911000.00
19341163.50
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
25001000.00
21287041.27
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
12032432.00
10245395.06
Fannie Mae
2033-05-25
5.250000
Government Agency Debt
18000000.00
19301256.00
Fannie Mae
2040-08-25
2.750000
Government Agency Debt
55200000.00
20827997.14
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
22551380.00
21107773.42
Freddie Mac
2036-12-15
2.500000
Government Agency Debt
13455231.00
13298156.21
Freddie Mac
2039-03-15
3.350000
Government Agency Debt
49084720.00
20113864.83
Freddie Mac
2040-05-15
3.000000
Government Agency Debt
25000000.00
20139668.20
GNMA
2032-09-20
6.000000
Government Agency Debt
17249965.00
19249011.69
GNMA
2033-11-20
5.500000
Government Agency Debt
18843333.00
21088673.15
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
200000000.00
200000000.00
0.0090
N
200000000.00
200000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M131104_2M47
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-07-15
4.750000
Government Agency Debt
60811391.00
15916704.43
GNMA
2040-05-20
5.000000
Government Agency Debt
28079486.00
30433295.71
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
45000000.00
45000000.00
0.0020
N
45000000.00
45000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921AMD002_0.5700_M131226_2M47
0000728612
Other Repurchase Agreement
N
144A GSMS 2007-EOP K
2020-03-06
4.804500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1724318.00
1734925.08
144A RITE AID CORP.
2028-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
402266.00
396623.10
ADJ RATE MTGE TR
2035-01-25
0.828799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
681282.00
199694.33
AGATE BAY MTG TR 2013 1
2043-07-25
3.639200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1722509.00
1433893.14
ALTERNATIVE LOAN TRUST
2037-08-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7627549.00
3254108.27
ARCELORMITTAL CLASS A NY
2018-06-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2041000.00
2266573.02
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
545000.00
595800.43
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
260962.50
BANC AMER LARGE 2010 HLTN
2013-12-15
2.482000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
177631.71
BANC AMER RE REMIC TR 2010 UBER5
2017-07-17
5.664699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
228090.59
BANC OF AMERICA ALT LN TR
2036-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000000.00
6588596.60
BANC OF AMERICA RE REMIC TRUST 2009 UBE
2017-07-24
6.116699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
317399.98
BANQUE PSA FIN
2014-04-04
2.173900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
119307.65
BAYVIEW COMMERCIAL ASSET TRUST 2007-6
2037-12-25
1.678800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21232942.00
5897084.61
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-03-25
0.538799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12400000.00
3633082.88
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
181811.00
171560.40
BEAR STEARNS ATL A TRUST
2035-05-25
2.894299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
21520.06
BEAR STERNS ASSET BACKED SEC 2004 AC
2035-04-25
0.644100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14036000.00
2096009.06
BOE INTER HOLDING CORP
2017-11-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
207236.25
BOYD GAMING CORP
2018-12-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
56776.04
CB GEO GROUP INC THE
2021-02-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
230369.51
CB PECO ENERGY CAP TR
2028-04-06
7.379999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
131240.85
CDW LLC
2018-12-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1272000.00
1432872.67
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
194139.72
CELANESE US HOLDING LLC
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114000.00
123170.67
CENTURYTEL INC
2015-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
263888.89
CENTURYTEL, INC
2042-03-15
7.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
675000.00
631403.44
CITIGROUP
2036-05-25
5.960399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10500000.00
6061606.49
CLEARWIRE COMMUNICIATIONS INC LLC
2016-12-01
14.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
95900.00
CNL LIFESTYLE PPTYS INC
2019-04-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
320216.67
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.208899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11574762.00
12374726.95
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
205376.10
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.169999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21004341.00
21174180.93
CONSOL ENERGY INC
2020-04-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
533803.12
CONSOL ENERGY INC
2021-03-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15712.50
CONTINENTAL RESOURCES INC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159000.00
179024.06
CONTINENTAL TRUST
2040-10-07
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
247846.67
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
479493.89
CREDIT SUISSE FIRST BOSTON MTG SEC,NY
2036-10-26
5.689800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4808000.00
2448197.03
CSMC SER 2006 TFL2
2021-10-15
1.402300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2377233.00
2337476.74
CSMC SER 2011 6R
2037-03-28
2.880399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12018490.00
5137716.14
CSMC,SERIES 2006
2021-10-15
1.702299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
871594.72
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
108750.00
CWALT INC
2035-07-25
0.818799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
5380428.56
CWALT INC
2046-07-25
0.388799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24258960.00
7750383.68
CWALT INC`062405
2035-08-25
0.488800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21878549.00
5682207.55
CWALT, INC. 2006-HY11
2036-06-25
0.290200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23676891.00
6477774.68
CWHL 2005-HYB8 3A2
2035-12-20
2.599800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
260363.49
CWMBS INC
2035-03-25
0.538799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3350000.00
601288.98
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
43935.62
DANA HOLDING CORP
2023-09-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
668000.00
698060.00
DEANS FOODS
2016-06-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89000.00
101719.58
DEVON ENERGY CORPORATION
2041-07-15
5.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167000.00
177804.16
DIGICEL LIMITED
2017-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
150900.75
DIGICEL LIMITED
2020-02-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
257687.50
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
260179.79
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
369183.10
EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC
2015-11-15
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
247444.48
EMC MORTGAGE LOAN TR. 2001-A
2040-08-25
0.742999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5136479.00
367742.87
ENTERPRISE PROD OPER LP
2049-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1778000.00
1999694.38
ENTERPRISE PRODUCTS OPERATIONG LP
2068-01-15
7.033999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
489684.38
ESTERLINE TECHNOLOGIES CORP
2020-08-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
290506.25
FFH 8.597 01/15/27 0
2027-01-15
8.596999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
122329.86
FHLT 2004-3 M3
2034-11-25
1.303800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3304000.00
2751145.33
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
796950.00
FIRST HORIZON ALT MTGE SEC TR
2035-09-25
0.678799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4242277.00
1132251.71
FIRSTENERGY CORP
2023-03-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
424000.00
395999.04
FRONTIER COMM CORP
2018-10-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
894645.00
1034899.24
FTI CONSULT INC
2022-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
744000.00
769172.00
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
568827.08
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
70171.85
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2958492.00
2522298.60
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
290266.67
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
941644.08
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
11681.00
GS MTGE CORP 11
2020-03-06
4.085200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1949703.00
1958618.83
GSAMP TRU 2004-HE2
2035-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8799517.00
6433566.44
GSAMP TRUST 2004-HE2
2035-05-25
0.934100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7790000.00
1158113.00
GSR MORT LOAN TRUST 2001-1
2034-01-25
6.638200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4803000.00
2542611.50
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
192987.36
IAI INTELSAT BERMUDA LTD
2018-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
705175.00
IMPERIAL CMB TRUST SER 1998-2
2034-11-25
1.978799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6699000.00
276824.87
INDYMAC INDX MTGE LOAN TRUST 2004-AR14
2034-12-25
2.560200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
992652.00
131481.79
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
266872.50
INKIA ENERGY LTD
2021-04-04
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4806378.00
5100918.85
INMET MNG CORP
2021-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
52625.00
INSTITUTO COSTA DE ELECTRIC DADS
2023-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
111000.00
102052.94
INTERNATIONAL LEASE FINANCE CORP.
2019-05-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
613000.00
684878.51
INTL LEASE FIN CORP
2020-12-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
782000.00
948109.83
J C PENNY
2036-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1089079.00
724600.56
J P MORGAN MTGE TR 2003-A1
2035-07-25
3.500400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5999572.00
3924657.62
JABIL CIRCUIT INC
2020-12-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
478000.00
512057.50
JP MORGAN CHASE COMM SEC
2049-01-15
0.442300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1062797.00
602819.07
JP MORGAN MTGE TRUST 2003-A1
2035-06-01
4.087699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12252990.00
4606700.90
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
334571.78
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
984519.44
LB UBS CMCL
2040-09-17
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1364187.00
1318746.08
LEUCADIA NATIONAL CORP
2023-10-18
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385000.00
386134.25
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
40516.03
LUMINENT
2046-10-25
0.378800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3739339.00
1011594.67
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
237890.81
MALLINCKRODT INTL FIN SA
2023-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
173777.60
MARFRIG HLDGS EUROPE B V
2021-09-20
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334000.00
331912.50
MARKWEST ENERGY PARTNERS LP
2021-08-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1523691.00
1677922.39
MARKWEST ENERGY PARTNERS LP
2023-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2165000.00
2240775.00
MASTR ALTERNATIVE LOAN TRUST 2002 1
2033-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119584414.00
20294611.40
MCGRAW HILL GLOBAL ED HLDGS LLC
2021-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
927000.00
998842.50
MICHAEL FOODS GROU[
2018-07-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
561854.17
ML-CFC 2007
2049-08-12
6.093200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6769335.00
6989513.28
MOHEGAN TRIBAL GAMING AUTH
2017-11-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
896193.00
1057507.74
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
280242.08
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
634000.00
661050.67
NATIONSTAR MORTGAGE LLC
2022-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3772111.00
3658947.67
NEWFIELD EXPLO9RATION COMPANY
2020-02-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
310204.69
NEWFIELD EXPLORATION COMPANY
2022-01-30
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
316485.42
NORTHERN OIL GAS INC
2020-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
106333.33
NUVEEN INVESTMENTS INC CLASS A COMMON
2017-10-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1090000.00
1072620.56
OIL STATES ONTERNATIONAL
2019-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
980000.00
1067791.67
OMNICARE INC
2020-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127000.00
144912.29
OWENS CORNING
2019-06-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
666000.00
846079.74
PFD PRECISION DRILLING
2020-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
14242.13
POLYMER GROUP INC
2019-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
240468.75
PREFERRED TERM SECURITIES XX111,KY
2036-12-22
0.454400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
716121.69
PRIUDENTYAL FINCL
2036-12-14
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
186290.22
PROVIDENT FDG ASSOC
2019-02-15
10.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490000.00
555598.75
PRUDENTIAL FINCIAL INC
2018-08-15
1.044200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1139688.00
1146998.44
Q 7.750 02/15/31
2031-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
694103.89
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
483000.00
505281.73
QVC NETWORK INC
2022-07-02
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
298000.00
307569.07
R.R.DONNELLY & SONS COMPANY
2016-08-15
8.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1074000.00
1269366.57
RALI SERIES 2003 QS4 TRUST
2035-03-25
4.324900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8220300.00
817480.58
RALI SERIES 2003-QS4 TRUST
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
321404.32
RANGE RESOURCES CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
552918.75
REGENCY ENERGY PARTNERS LP
2020-09-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
4181944.45
ROCK TENN CO
2023-03-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
16766.36
SAPPI PAPIER HLDG GMBH
2017-07-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
432127.78
SEQUOIA MTGE TR
2036-07-20
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31222324.00
11999688.47
SERVICE CORP INTERNATIONAL,TX
2021-11-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1053000.00
1236631.50
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356000.00
381365.00
SOC GEN
2059-07-05
1.023900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
42536.97
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
654000.00
626205.00
STANDARD PACIFIC CORP
2016-09-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118000.00
144105.86
STRUCTURED ADJ.RATE MTGE LOAN TRUST
2035-04-25
0.823799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
5453812.00
STRUCTURED ASSET SEC CORP
2031-04-25
0.488800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1676323.00
1150173.78
STRUCTUTRED MTG INV II TRUST 20
2036-06-25
0.368800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7096798.00
2877037.83
SUNTRUST BK ATLANTA
2015-08-24
0.552100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2335000.00
2318997.89
T MOBILE USA INC
2022-04-28
6.730999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
1100479.38
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
1086.00
TARGA RESOURCES PARTNERS LP/FINANCE COR
2023-05-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
235205.63
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
314000.00
344615.00
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
184769.62
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
192025.56
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
162575.00
TRINIDAD DRILLING
2019-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
710571.87
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
75240.00
USG CORP
2018-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
1859327.78
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
140062.50
VIDEOTRON LTEE,CA
2018-04-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
184000.00
199542.89
WACHOVIA BANK COMMERCIAL MTGE TRUST SERIES 200
2042-04-15
5.022000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13973884.00
14640759.67
WAMU MTG CERT 2005-AR2
2045-01-25
0.568799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45005000.00
6354095.15
WAMU MTGE P/T TR
2045-04-25
0.778800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3196785.28
WBCMT 2007-C31 AJ
2047-04-15
5.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1189238.00
1145481.84
WELLS FARGO MTG B SEC
2034-09-25
2.613700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11225000.00
5608620.96
ZIONS BANCORPORATION
2099-12-31
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
743508.00
First Tier Security
N/A
N/A
2013-12-26
2013-12-26
N
N
N
245000000.00
245000000.00
0.0110
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
245169050.00
245169050.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TYE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
92000000.00
91994352.22
0.0041
N
91995400.00
91995400.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TYF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
15000000.00
14999008.33
0.0007
N
14999250.00
14999250.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.217500%
60682AFP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-19
2013-12-19
N
N
N
71000000.00
71000000.00
0.0032
N
71005680.00
71005680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.243900%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
N
21002310.00
21002310.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-25
2014-01-23
N
N
N
67000000.00
67000000.00
0.0030
N
67007370.00
67007370.00
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
0.0013
N
28000280.00
28000280.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LCM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
9000000.00
9000014.88
0.0004
N
9000090.00
9000090.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
32000000.00
32000000.00
0.0014
N
31998720.00
31998720.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LEC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
11000000.00
11000000.00
0.0005
N
11000000.00
11000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
N
20999160.00
20999160.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
57000000.00
57000000.00
0.0026
N
56997720.00
56997720.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
5000000.00
5000000.00
0.0002
N
4999800.00
4999800.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LGZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
100000000.00
100000000.00
0.0045
N
99995000.00
99995000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LHK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
50000000.00
50000000.00
0.0023
N
49999000.00
49999000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M131101_2M47
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-06-01
3.112000
Government Agency Debt
14727046.00
7875641.39
Fannie Mae
2041-06-01
3.162999
Government Agency Debt
27009182.00
12380321.29
Fannie Mae
2041-06-01
3.661999
Government Agency Debt
24704449.00
12179001.57
Fannie Mae
2041-08-01
2.920999
Government Agency Debt
2500000.00
1089840.25
Fannie Mae
2041-09-01
2.685000
Government Agency Debt
30177754.00
15726454.60
Fannie Mae
2041-10-01
2.987000
Government Agency Debt
30085634.00
20762073.09
Fannie Mae
2041-11-01
2.999000
Government Agency Debt
10140071.00
5465532.29
Fannie Mae
2041-11-01
3.129999
Government Agency Debt
5971237.00
3638087.13
Fannie Mae
2043-04-01
1.954000
Government Agency Debt
1066846.00
962618.93
Freddie Mac
2027-03-15
2.500000
Government Agency Debt
3630000.00
3075517.41
United States Treasury Department
2015-06-30
0.375000
Treasury Debt
43994700.00
44132332.88
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
124000000.00
124000000.00
0.0056
N
124000000.00
124000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
270000000.00
270000000.00
0.0122
Security is a time deposit.
N
270000000.00
270000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.198000%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-03-03
N
N
N
173000000.00
173000000.00
0.0078
N
173000000.00
173000000.00
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
107000000.00
107000000.00
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
35001750.00
35001750.00
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
17001870.00
17001870.00
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
20002000.00
20002000.00
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
1999953.33
0.0001
N
1999980.00
1999980.00
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
26996557.50
0.0012
N
26998110.00
26998110.00
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
15998035.55
0.0007
N
15998880.00
15998880.00
NRW.BANK
NRW.BANK 0.080000%
62939LY60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
330000000.00
329996333.30
0.0149
N
329996700.00
329996700.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LY63
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
15000000.00
14999687.50
0.0007
N
14999700.00
14999700.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LY89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-08
2013-11-08
N
N
N
36000000.00
35998950.00
0.0016
N
35999280.00
35999280.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LYD8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
22000000.00
21998900.00
0.0010
N
21999120.00
21999120.00
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
105018900.00
105018900.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
84000000.00
84000000.00
0.0038
N
84004200.00
84004200.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
20000000.00
20000000.00
0.0009
N
20000200.00
20000200.00
Rabobank Nederland
Rabobank Nederland 0.255800%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2014-03-04
N
N
N
137000000.00
137000000.00
0.0062
N
137030140.00
137030140.00
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
0.0094
N
208049920.00
208049920.00
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
58013920.00
58013920.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.320000%
76582KC74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
61000000.00
60931680.00
0.0027
N
60945100.00
60945100.00
Royal Bank of Canada
Royal Bank of Canada 0.292900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-11-07
N
N
N
60000000.00
60000000.00
0.0027
N
60003900.00
60003900.00
Royal Bank of Canada
Royal Bank of Canada 0.334400%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-01-06
2014-11-04
N
N
N
137000000.00
137000000.00
0.0062
N
137053430.00
137053430.00
Royal Bank of Canada
Royal Bank of Canada 0.298400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-01-02
2014-10-31
N
N
N
125000000.00
125000000.00
0.0056
N
125041250.00
125041250.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-25
2014-06-24
N
N
N
125000000.00
125000000.00
0.0056
N
125053750.00
125053750.00
Sanofi
Sanofi 0.170000%
8010M2Y63
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
36750000.00
36749132.29
0.0017
N
36749632.50
36749632.50
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
113000000.00
112947266.67
0.0051
N
112960450.00
112960450.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
16000000.00
15990720.00
0.0007
N
15992320.00
15992320.00
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
2999375.00
0.0001
N
2999850.00
2999850.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UD13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
40000000.00
39953022.22
0.0018
N
39957200.00
39957200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UDF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
N
21000000.00
20973050.00
0.0009
N
20973750.00
20973750.00
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
3000570.00
3000570.00
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
12003240.00
12003240.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
10000000.00
10000000.00
0.0005
N
10001100.00
10001100.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
29000000.00
29000000.00
0.0013
N
28998840.00
28998840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HQR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
12000000.00
12000000.00
0.0005
N
11998800.00
11998800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.080000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
92000000.00
92000000.00
0.0041
Security is a time deposit.
N
91999080.00
91999080.00
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
53000530.00
53000530.00
Societe Generale
Societe Generale 0.110000%
83399A003
0000865845
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
100000000.00
100000000.00
0.0045
Security is a time deposit.
N
100000000.00
100000000.00
Societe Generale
Societe Generale 0.110000%
83399A003_M131104
0000865845
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
85000000.00
85000000.00
0.0038
Security is a time deposit.
N
85000000.00
85000000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.110000%
83365RY74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Societe Generale
N/A
N/A
N
95000000.00
94998258.34
0.0043
N
94998888.50
94998888.50
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562C3V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
123000000.00
123000000.00
0.0055
N
122993850.00
122993850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C5J7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-11
2014-02-11
N
N
N
34000000.00
34000000.00
0.0015
N
33998980.00
33998980.00
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
32005440.00
32005440.00
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
6000840.00
6000840.00
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
27003780.00
27003780.00
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
58008700.00
58008700.00
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
6000360.00
6000360.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CH88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
39000000.00
39000000.00
0.0018
N
39002340.00
39002340.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CJ60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
30000000.00
30000000.00
0.0014
N
30001800.00
30001800.00
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
44011440.00
44011440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CM58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
24000000.00
24000000.00
0.0011
N
24001440.00
24001440.00
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
1000250.00
1000250.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
38000000.00
38000000.00
0.0017
N
38002280.00
38002280.00
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
0.0026
N
57000570.00
57000570.00
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
7000070.00
7000070.00
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
15000300.00
15000300.00
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
31000620.00
31000620.00
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
4000120.00
4000120.00
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
0.0046
N
102003060.00
102003060.00
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
11000110.00
11000110.00
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
63000630.00
63000630.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
17000000.00
17000000.00
0.0008
N
17000680.00
17000680.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KED1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
82000000.00
82000000.00
0.0037
N
82003280.00
82003280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
103000000.00
103000000.00
0.0046
N
103000000.00
103000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
20000000.00
20000000.00
0.0009
N
20000000.00
20000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
65000000.00
65000000.00
0.0029
N
64998050.00
64998050.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
28000000.00
28000000.00
0.0013
N
27999160.00
27999160.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.050000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
293000000.00
293000000.00
0.0132
Security is a time deposit.
N
293000000.00
293000000.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.180000%
86958FY76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
39000000.00
38998830.00
0.0018
N
38999610.00
38999610.00
Swedbank AB
Swedbank AB 0.252500%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-20
2013-12-20
N
N
N
10000000.00
10000000.00
0.0005
N
10001900.00
10001900.00
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
67983604.44
0.0031
N
67992520.00
67992520.00
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
7998328.89
0.0004
N
7999120.00
7999120.00
Swedbank AB
Swedbank AB 0.080000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
2000000.00
2000000.00
0.0001
Security is a time deposit.
N
1999980.00
1999980.00
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
2013-11-07
2013-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.170000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.170000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
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 0.130000%
882723BQ1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
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
25985960.04
0.0012
N
25986480.00
25986480.00
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
60013800.00
60013800.00
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
0.0128
N
284065320.00
284065320.00
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
38007980.00
38007980.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112TMK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
72000000.00
72000000.00
0.0032
N
72009360.00
72009360.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112TMV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
148000000.00
148000000.00
0.0067
N
148000000.00
148000000.00
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
0.0067
N
148013320.00
148013320.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.223800%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2014-06-17
N
N
N
145000000.00
145000000.00
0.0065
N
145031900.00
145031900.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.225500%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2014-06-18
N
N
N
15000000.00
15000000.00
0.0007
N
15003450.00
15003450.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.212500%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-21
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
151000000.00
151000000.00
0.0068
N
151019630.00
151019630.00
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
49986000.00
0.0022
N
49994000.00
49994000.00
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
45974137.78
0.0021
N
45982980.00
45982980.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HC51
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
20000000.00
19984844.44
0.0009
N
19987000.00
19987000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.210000%
89233HDF8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49951875.01
0.0022
N
49949000.00
49949000.00
UBS AG
UBS AG 0.240000%
90267RTT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
81000000.00
81000000.00
0.0036
N
81008910.00
81008910.00
Union Bank, NA
Union Bank, NA 0.210000%
905269FC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
47000000.00
47000000.00
0.0021
N
47007050.00
47007050.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2014-01-02
N
N
N
35000000.00
35000000.00
0.0016
N
35002800.00
35002800.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-21
2014-05-20
N
N
N
188000000.00
188000000.00
0.0085
N
188016920.00
188016920.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.193300%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-08
2014-04-07
N
N
N
195000000.00
195000000.00
0.0088
N
194996100.00
194996100.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224300%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-05
2014-08-05
N
N
N
67000000.00
67000000.00
0.0030
N
66997320.00
66997320.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.210000%
9497P6Q68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
24000000.00
24000000.00
0.0011
N
24000000.00
24000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.304400%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-12-16
2014-11-14
N
N
N
55000000.00
55000000.00
0.0025
N
55003520.00
55003520.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.350200%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-12-23
2014-11-21
N
N
N
225000000.00
225000000.00
0.0101
N
225048150.00
225048150.00
Westpac Banking Corp
Westpac Banking Corp 0.538100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2014-11-28
N
N
N
100000000.00
100000000.00
0.0045
N
100006900.00
100006900.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2014-04-25
N
N
N
91000000.00
91000000.00
0.0041
N
91063700.00
91063700.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TUG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2014-10-29
N
N
N
102000000.00
102000000.00
0.0046
N
102000000.00
102000000.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-01
2014-01-17
N
N
N
24000000.00
24000000.00
0.0011
N
24009600.00
24009600.00
Westpac Banking Corp
Westpac Banking Corp 0.251000%
9612C4HX2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-29
2014-05-28
N
N
N
35000000.00
35000000.00
0.0016
N
35012950.00
35012950.00
Westpac Banking Corp
Westpac Banking Corp 0.272500%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2014-06-19
N
N
N
116000000.00
116000000.00
0.0052
N
116056840.00
116056840.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
134977.41
134977.41
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
449678.78
449678.78
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
989269.96
989269.96
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
483575.00
483575.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
112436.31
112436.31