0001145549-13-010376.txt : 20140129
0001145549-13-010376.hdr.sgml : 20140129
20131206143809
ACCESSION NUMBER: 0001145549-13-010376
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20131130
FILED AS OF DATE: 20131206
DATE AS OF CHANGE: 20131206
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: 131262679
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
2013-11-30
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
87
22316446734.08
9349526.28
1131823.14
22324664437.22
0.0025
1.0001
2013-11-30
1.0001
2013-11-30
C000012379
1.00
5896256630.28
1.00
-27219534.19
1426542900.45
1453762434.64
0.0001
1.0001
2013-11-30
1.0001
2013-11-30
C000012380
1.00
16428407806.94
1.00
134906054.69
5062262707.05
4927356652.36
0.0001
1.0001
2013-11-30
1.0001
2013-11-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.240000%
00279HP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
Y
Santander UK Plc
N/A
N/A
N
110000000.00
110000000.00
0.0049
N
110002200.00
110002200.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.100000%
00279HP67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
Y
Santander UK Plc
N/A
N/A
N
112000000.00
112000000.00
0.0050
N
112000000.00
112000000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.080000%
02086LZ33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
43000000.00
42999904.44
0.0019
N
42999570.00
42999570.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.188500%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-09
2014-03-07
N
N
N
43000000.00
43000000.00
0.0019
N
43003870.00
43003870.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
179000000.00
179000000.00
0.0080
Security is a time deposit.
N
179000163.79
179000163.79
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M131202
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
141000000.00
141000000.00
0.0063
Security is a time deposit.
N
141000000.00
141000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M131204
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
175000000.00
175000000.00
0.0078
Security is a time deposit.
N
175000198.45
175000198.45
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
57000570.00
57000570.00
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
18000360.00
18000360.00
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
20001600.00
20001600.00
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
245019600.00
245019600.00
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
109004360.00
109004360.00
Bank of America, NA
Bank of America, NA 0.210000%
06052WW41
Other Note
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
20000000.00
20000000.00
0.0009
N
19998000.00
19998000.00
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
0.0035
N
79004740.00
79004740.00
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
100008000.00
100008000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.238000%
06417F2X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-04
2014-09-04
N
N
N
321000000.00
321000000.00
0.0144
N
321012840.00
321012840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.238500%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-09
2014-09-09
N
N
N
89000000.00
89000000.00
0.0040
N
89003560.00
89003560.00
Bank of Nova Scotia
Bank of Nova Scotia 0.234000%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-26
2014-11-25
N
N
N
35000000.00
35000000.00
0.0016
N
35000000.00
35000000.00
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
112007840.00
112007840.00
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
107013910.00
107013910.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
68000000.00
68000000.00
0.0030
N
68008840.00
68008840.00
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
22003520.00
22003520.00
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
0.0053
N
119041650.00
119041650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
70000000.00
70000000.00
0.0031
N
70000000.00
70000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GRD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
72000000.00
72000000.00
0.0032
N
72000000.00
72000000.00
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
36003960.00
36003960.00
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
6001500.00
6001500.00
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
11003080.00
11003080.00
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
31004340.00
31004340.00
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 0.070000%
00799J004_0.0700_M131202_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-12-15
0.250000
Treasury Debt
2116500.00
2121221.30
United States Treasury Department
2015-11-15
4.500000
Treasury Debt
4218900.00
4574301.53
United States Treasury Department
2015-12-31
2.125000
Treasury Debt
11897500.00
12452722.70
United States Treasury Department
2016-09-30
1.000000
Treasury Debt
23898000.00
24262261.72
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
4982000.00
5450551.68
United States Treasury Department
2017-06-30
2.500000
Treasury Debt
49662000.00
53139039.59
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
07699U005_0.0600_M131206_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-02-01
4.668999
Government Agency Debt
25080420.00
8578568.30
Fannie Mae
2028-11-01
3.500000
Government Agency Debt
4796.00
5047.17
Fannie Mae
2033-09-01
3.500000
Government Agency Debt
469261.00
479056.61
Fannie Mae
2036-07-01
2.807999
Government Agency Debt
2695385.00
982650.18
Fannie Mae
2036-11-01
2.468999
Government Agency Debt
74330644.00
12292580.74
Fannie Mae
2037-10-01
2.682999
Government Agency Debt
76347895.00
11750213.11
Fannie Mae
2041-09-01
3.543000
Government Agency Debt
226793.00
129821.21
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
34193.00
20385.76
Fannie Mae
2042-07-01
2.375000
Government Agency Debt
14520953.00
11960444.49
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1626872.00
1557731.65
Fannie Mae
2042-10-01
2.424999
Government Agency Debt
75666.00
59735.15
Fannie Mae
2043-11-01
2.611000
Government Agency Debt
43406.00
43156.78
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
8331934.00
3477756.19
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
439643.00
337365.97
Freddie Mac
2043-11-15
0.00
Government Agency Debt
15265.00
15531.40
GNMA
2028-11-16
4.000000
Government Agency Debt
126398.00
135825.28
GNMA
2039-05-20
4.500000
Government Agency Debt
1084715.00
214140.16
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
50000000.00
50000000.00
0.0022
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M131206_2M47
0000851376
Government Agency Repurchase Agreement
Y
0.18 FHLB 14 G3361
2014-08-05
0.179999
Government Agency Debt
4700000.00
4703901.00
3.25 FHLB 14 GN
2014-09-12
3.250000
Government Agency Debt
9835000.00
10142357.41
8.25 MCDB 16
2016-06-01
8.250000
Government Agency Debt
5453000.00
6664283.98
Fannie Mae
2014-01-10
0.00
Government Agency Debt
4331000.00
4330783.45
Fannie Mae
2016-07-05
0.375000
Government Agency Debt
392000.00
391090.56
Fannie Mae
2019-10-09
0.00
Government Agency Debt
75072121.00
64318790.39
Fannie Mae
2031-01-25
5.000000
Government Agency Debt
1000000.00
670396.36
Fannie Mae
2039-03-20
5.500000
Government Agency Debt
1127160.00
363030.53
Federal Home Loan Bank
2014-03-28
0.00
Government Agency Debt
5000000.00
4998850.00
Freddie Mac
2014-06-19
0.00
Government Agency Debt
139000.00
138929.11
Freddie Mac
2014-07-30
1.000000
Government Agency Debt
4754000.00
4797668.13
Freddie Mac
2015-04-17
0.500000
Government Agency Debt
31305000.00
31447855.15
Freddie Mac
2017-03-08
1.000000
Government Agency Debt
6566000.00
6630018.50
Freddie Mac
2018-11-21
1.100000
Government Agency Debt
4741000.00
4605712.93
Freddie Mac
2035-08-15
0.467700
Government Agency Debt
61905000.00
9110638.19
Freddie Mac
2035-08-15
0.473999
Government Agency Debt
51151430.00
7669293.25
Freddie Mac
2038-02-20
5.000000
Government Agency Debt
1943888.00
389706.28
Freddie Mac
2038-10-20
5.500000
Government Agency Debt
1394514.00
236951.71
Freddie Mac
2038-10-20
6.000000
Government Agency Debt
2468663.00
358281.05
Freddie Mac
2039-10-15
4.500000
Government Agency Debt
1500000.00
997021.03
Freddie Mac
2039-10-15
5.000000
Government Agency Debt
2937207.00
878759.69
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
4700816.00
4759655.90
Freddie Mac
2043-09-15
0.00
Government Agency Debt
32309732.00
32277616.13
GNMA
2028-11-16
4.000000
Government Agency Debt
575267.00
618172.78
GNMA
2028-11-20
4.000000
Government Agency Debt
14013424.00
15060816.89
GNMA
2031-12-15
6.500000
Government Agency Debt
12221427.00
250909.46
GNMA
2034-04-15
6.000000
Government Agency Debt
11197242.00
726920.85
GNMA
2034-08-15
6.000000
Government Agency Debt
3772108.00
583796.78
GNMA
2034-08-15
6.000000
Government Agency Debt
2112256.00
336261.81
GNMA
2034-08-15
6.000000
Government Agency Debt
1894131.00
335466.73
GNMA
2034-08-15
6.000000
Government Agency Debt
2780029.00
311452.04
GNMA
2034-08-15
6.000000
Government Agency Debt
652964.00
153718.67
GNMA
2034-09-15
6.000000
Government Agency Debt
2020908.00
297971.73
GNMA
2034-09-15
6.000000
Government Agency Debt
964180.00
153288.01
GNMA
2034-12-15
6.000000
Government Agency Debt
780415.00
157582.26
GNMA
2035-01-15
6.000000
Government Agency Debt
1990684.00
274898.46
GNMA
2035-02-15
6.000000
Government Agency Debt
1875862.00
260183.29
GNMA
2036-01-15
6.000000
Government Agency Debt
1094736.00
200872.29
GNMA
2036-08-20
5.000000
Government Agency Debt
2821862.00
503533.62
GNMA
2037-04-15
6.000000
Government Agency Debt
1212690.00
203340.25
GNMA
2039-01-20
5.500000
Government Agency Debt
3029915.00
548905.27
GNMA
2039-08-20
6.000000
Government Agency Debt
498871.00
163301.49
GNMA
2040-06-20
4.500000
Government Agency Debt
406745.00
238702.00
GNMA
2040-08-15
5.000000
Government Agency Debt
384180.00
218248.30
GNMA
2040-10-15
5.000000
Government Agency Debt
1152744.00
545113.62
GNMA
2041-08-15
4.000000
Government Agency Debt
1155762.00
808352.01
GNMA
2042-11-15
3.000000
Government Agency Debt
338240.00
313286.24
GNMA
2042-12-15
2.500000
Government Agency Debt
275834.00
251887.58
GNMA
2043-01-15
2.500000
Government Agency Debt
901863.00
823841.63
GNMA
2043-01-15
2.500000
Government Agency Debt
862762.00
789697.15
GNMA
2043-01-15
2.500000
Government Agency Debt
738489.00
675639.46
GNMA
2043-01-15
2.500000
Government Agency Debt
619238.00
566488.97
GNMA
2043-01-15
2.500000
Government Agency Debt
485268.00
444263.51
GNMA
2043-02-15
2.500000
Government Agency Debt
953697.00
874315.75
GNMA
2043-02-15
2.500000
Government Agency Debt
856878.00
784328.14
GNMA
2043-05-15
2.500000
Government Agency Debt
937391.00
863419.32
GNMA
2043-05-15
2.500000
Government Agency Debt
792507.00
729705.66
GNMA
2043-05-15
2.500000
Government Agency Debt
734770.00
676224.99
GNMA
2043-05-15
2.500000
Government Agency Debt
528358.00
486586.45
GNMA
2043-06-15
2.500000
Government Agency Debt
910311.00
837852.82
GNMA
2043-06-15
2.500000
Government Agency Debt
767012.00
707519.93
GNMA
2043-06-15
2.500000
Government Agency Debt
511943.00
473007.25
GNMA
2043-06-15
2.500000
Government Agency Debt
508016.00
468833.72
GNMA
2043-06-15
2.500000
Government Agency Debt
291021.00
268497.85
GNMA
2043-07-15
2.500000
Government Agency Debt
960067.00
887290.99
GNMA
2043-07-15
2.500000
Government Agency Debt
832270.00
768648.46
GNMA
2043-07-15
2.500000
Government Agency Debt
352634.00
325996.57
GNMA
2043-08-20
3.000000
Government Agency Debt
14350.00
13976.33
GNMA
2043-09-20
5.000000
Government Agency Debt
123126.00
133583.27
GNMA
2043-09-20
5.500000
Government Agency Debt
370023.00
404368.57
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
229000000.00
229000000.00
0.0103
N
229000000.00
229000000.00
Bennington Stark Capital Company, LLC
Bennington Stark Capital Company, LLC 0.320000%
08224MBE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
50000000.00
49967111.11
0.0022
N
49979500.00
49979500.00
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
47001880.00
47001880.00
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
152015200.00
152015200.00
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
22003300.00
22003300.00
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
11002310.00
11002310.00
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
104007280.00
104007280.00
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
65004550.00
65004550.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
46000000.00
46000000.00
0.0021
N
45998160.00
45998160.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
96000000.00
96000000.00
0.0043
N
96021120.00
96021120.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M131206_2M47
0001197610
Other Repurchase Agreement
N
ANADARKA PETROLEUM CORPORATION
2036-10-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
807514.00
295779.46
AT & T INC
2021-05-15
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29279.00
30795.38
BANGKOK BANK PLUBLIC COMPANY LIMITED
2015-10-18
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2151664.00
2220799.95
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
375932.56
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
1681487.11
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
2034628.00
2175158.62
CB WEYERHAEUSER CORP
2017-08-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1673797.00
1994514.17
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
35875.97
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
1006456.96
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
2201924.19
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
615633.26
IBM CORP
2017-09-14
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
117002.50
JOHNSON AND JOHNSON
2040-09-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2178240.00
2206905.64
KOREA GAS CORP
2017-07-25
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1696300.00
1720065.16
MORGAN STANLEY DEAN WITTER
2017-12-28
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
541828.00
637887.03
NEWS AMERICA INC
2041-02-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2223201.00
2496869.63
ORACLE CORP
2022-10-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
419389.00
387562.03
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
246726.68
Swedbank AB
2017-09-29
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600577.00
610451.49
THE GOLDMAN SACHS GROUP INC
2016-02-07
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
436206.00
464998.99
TIME WARNER INC
2041-03-29
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
729788.00
807867.61
TRANSOCEAN SEDCO FOREX
2016-12-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1030628.00
1160804.90
VERIZON COMMUNICATIONS
2043-09-15
6.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
648214.00
745710.61
VIACOM INC CLASS B COMMON NEW
2019-09-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128475.00
148246.34
VODAFONE GROUP PLC
2017-02-27
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143436.00
163952.37
WATSON PHARMACEUTICALS, INC.
2042-10-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1872465.00
1700591.44
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
25000000.00
25000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000500.00
25000500.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M131206_2M47
0001197610
Other Repurchase Agreement
N
BARCLAYS COMMECIAL MORTGAGE SECURITIES LLC
2046-07-25
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10193809.00
9348495.33
CONSOL ENERGY INC
2017-04-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7839616.00
8391437.87
EATON CORP OHIO
2022-11-02
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
413216.00
383973.62
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15614.00
18716.85
MARIPOSA BORROWER INC MARIPOSA MERGER SUB
2021-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18941.00
19626.03
MILLICOM INTERNATIONAL CELLULAR SA
2021-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
338.00
347.92
SEAGATE HDD CAYMAN
2021-11-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4367521.00
4837029.51
TENET HEALTHCARE CORP
2022-04-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
339.00
373.48
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
20000000.00
20000000.00
0.0009
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
20000000.00
20000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M131202_2M47
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
3.500000
Government Agency Debt
185793394.00
170240001.44
GNMA
2042-12-20
3.000000
Government Agency Debt
268745397.00
249999999.37
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
408000000.00
408000000.00
0.0183
N
408000000.00
408000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987YEA006_0.0700_M131202_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
144653.00
7737.49
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
775459.00
334896.55
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
1036091.00
412903.00
Fannie Mae
2021-11-01
4.500000
Government Agency Debt
2320000.00
420596.31
Fannie Mae
2024-07-01
3.202999
Government Agency Debt
2300000.00
2207079.43
Fannie Mae
2035-01-01
1.844000
Government Agency Debt
16059000.00
2266251.18
Fannie Mae
2036-01-01
5.343000
Government Agency Debt
24011181.00
1221008.40
Fannie Mae
2036-09-25
3.000000
Government Agency Debt
55429352.00
54787595.84
Fannie Mae
2036-10-01
2.700000
Government Agency Debt
19626697.00
2228218.78
Fannie Mae
2037-05-01
2.712000
Government Agency Debt
6600000.00
2057028.03
Fannie Mae
2038-03-01
2.633999
Government Agency Debt
16550655.00
2029169.97
Fannie Mae
2043-02-01
2.149000
Government Agency Debt
1096528.00
997471.35
Fannie Mae
2043-05-01
4.500000
Government Agency Debt
45145410.00
39523305.88
Fannie Mae
2043-05-25
0.446000
Government Agency Debt
145097.00
138273.49
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
440008.00
420204.57
Fannie Mae
2043-08-01
2.500000
Government Agency Debt
149187.00
137043.64
Fannie Mae
2043-10-01
2.099000
Government Agency Debt
2198889.00
2256681.42
Freddie Mac
2032-08-15
6.000000
Government Agency Debt
30200682.00
6103161.96
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
37249075.00
16302956.46
Freddie Mac
2042-03-15
0.703999
Government Agency Debt
51465.00
41067.70
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
426952.00
418664.45
Freddie Mac
2043-11-15
0.00
Government Agency Debt
111311.00
110346.71
GNMA
2024-10-20
1.625000
Government Agency Debt
22101963.00
187817.01
GNMA
2038-02-16
0.687500
Government Agency Debt
56168363.00
17786031.85
GNMA
2039-08-20
3.750000
Government Agency Debt
9864999.00
2392161.76
GNMA
2039-10-20
3.000000
Government Agency Debt
2228819.00
769282.56
GNMA
2040-04-20
2.500000
Government Agency Debt
872137.00
385174.29
GNMA
2041-05-20
3.500000
Government Agency Debt
240912.00
103089.97
GNMA
2041-11-20
3.500000
Government Agency Debt
880780.00
311201.43
GNMA
2042-12-20
2.000000
Government Agency Debt
18193.00
18452.61
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
150000000.00
150000000.00
0.0067
N
150000000.00
150000000.00
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
42980978.47
0.0019
N
42985380.00
42985380.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
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
6993781.67
0.0003
N
6997060.00
6997060.00
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
54944175.00
0.0025
N
54974150.00
54974150.00
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
69922416.66
0.0031
N
69957300.00
69957300.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.218500%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2013-12-10
2014-08-06
N
N
N
182000000.00
182000000.00
0.0082
N
182076440.00
182076440.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606YR73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
46000000.00
46000000.00
0.0021
N
46000000.00
46000000.00
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
12000000.00
0.0005
N
11999880.00
11999880.00
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
34996733.33
0.0016
N
34997200.00
34997200.00
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
21995893.33
0.0010
N
21996480.00
21996480.00
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
9997783.33
0.0004
N
9998100.00
9998100.00
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
28992725.83
0.0013
N
28993620.00
28993620.00
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
49985416.67
0.0022
N
49987000.00
49987000.00
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
69974275.00
0.0031
N
69976200.00
69976200.00
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
6997060.00
0.0003
N
6997200.00
6997200.00
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
14367800.44
0.0006
N
14367856.32
14367856.32
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
114976648.61
0.0052
N
114989650.00
114989650.00
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
3999277.78
0.0002
N
3999520.00
3999520.00
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
69947733.34
0.0031
N
69976200.00
69976200.00
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
49945222.22
0.0022
N
49965500.00
49965500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
62000000.00
62000000.00
0.0028
N
62022940.00
62022940.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
160000000.00
160000000.00
0.0072
N
160059200.00
160059200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.240000%
16144RTU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
44000000.00
44000000.00
0.0020
N
44000440.00
44000440.00
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
18007380.00
18007380.00
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
76031160.00
76031160.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
10000000.00
10000000.00
0.0004
N
10003900.00
10003900.00
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
64026880.00
64026880.00
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
13987563.33
0.0006
N
13994120.00
13994120.00
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
107892584.99
0.0048
N
107943840.00
107943840.00
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
39940000.00
0.0018
N
39962000.00
39962000.00
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
32001920.00
32001920.00
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
103016480.00
103016480.00
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
2000400.00
2000400.00
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
91017290.00
91017290.00
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
42024360.00
42024360.00
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
13006110.00
13006110.00
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
151070970.00
151070970.00
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
66031020.00
66031020.00
Citibank, NA
Citibank, NA 0.330000%
17304ULS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
70000000.00
70000000.00
0.0031
N
70028700.00
70028700.00
Citibank, NA
Citibank, NA 0.120000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
4000000.00
4000000.00
0.0002
Security is a time deposit.
N
3999936.44
3999936.44
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
103993528.89
0.0047
N
103996880.00
103996880.00
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
99984000.00
0.0045
N
99992000.00
99992000.00
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
40981413.33
0.0018
N
40990160.00
40990160.00
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
17989600.00
0.0008
N
17993880.00
17993880.00
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
55994524.44
0.0025
N
55997200.00
55997200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.206000%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-24
2014-02-24
N
N
N
71000000.00
71000000.00
0.0032
N
71011360.00
71011360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.208000%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2014-03-03
N
N
N
17000000.00
17000000.00
0.0008
N
17002380.00
17002380.00
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
85953345.00
0.0039
N
85960440.00
85960440.00
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
72945493.34
0.0033
N
72965690.00
72965690.00
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
39955666.67
0.0018
N
39966000.00
39966000.00
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
17980860.00
0.0008
N
17982720.00
17982720.00
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
24962500.00
0.0011
N
24966750.00
24966750.00
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
200004000.00
200004000.00
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
5000150.00
5000150.00
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
1000030.00
1000030.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532UW91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
16000000.00
16000000.00
0.0007
N
15999200.00
15999200.00
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
144012960.00
144012960.00
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
11000000.00
11000000.00
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
16000000.00
16000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
47000000.00
47000000.00
0.0021
N
46995770.00
46995770.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TML9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
77000000.00
77000000.00
0.0034
N
76993070.00
76993070.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
39000000.00
39000000.00
0.0017
N
39000000.00
39000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.070000%
22799D001_0.0700_M131202_2M47
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-02-15
11.250000
Treasury Debt
21875000.00
25501981.38
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
25000000.00
25000000.00
0.0011
N
25000000.00
25000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.090000%
22799D001_0.0900_M131202_2M47
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
3.000000
Government Agency Debt
261090000.00
239631470.16
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
234931941.00
234931941.00
0.0105
N
234931941.00
234931941.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2M47
0001230485
Other Repurchase Agreement
N
ARMT 2006-2 6A1
2036-05-25
0.336000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78265000.00
9663555.14
CWALT 2005-10CB 1A1
2035-05-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
13771209.12
IMSA 2007-1 A2
2037-03-25
0.326000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95475000.00
53075796.64
INDX 2006-AR29 A1
2036-11-25
0.336000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43720000.00
11493233.36
NAA 2005-AR4 5A3
2035-08-25
0.456000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99406000.00
7931541.40
RALI 2005-QS3 1A21
2035-03-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98000000.00
8858182.45
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
N
91000000.00
91000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2M47
0001230485
Other Repurchase Agreement
N
BAFC 2007-B A1
2047-04-20
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5540000.00
1603609.57
BALTA 2005-5 24A1
2035-07-25
5.364899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
9158506.39
BALTA 2005-9
2035-11-25
0.425999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
3790161.16
BSABS 2004-AC4 M1
2034-08-25
0.766000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
3348923.94
BSMF 2006-AR4 A1
2036-12-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
9644421.64
CWALT 2005-IM1 A1
2036-01-25
0.466000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
5494244.99
CWALT 2007-OH1 A1D
2047-04-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33060000.00
14513515.72
CWL 2005-IM3 A3
2036-03-25
0.415999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8841573.00
DSLA 2007-AR1 2A1A
2048-04-19
0.307500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
13609631.36
INDX 2006-AR27 2A2
2036-10-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
8610247.14
INDYMAC INDX MTGE LN TR
2046-04-25
0.386000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29270000.00
6992299.61
RALI 2005-QO4 2A1
2045-12-25
0.446000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28440000.00
6118320.12
RALI 2006-Q10 A1
2037-01-25
0.326000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32500000.00
10920705.94
RALI SERIES 2005 QS9 TRUST
2045-10-25
0.565999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31725000.00
7014360.71
SAMI 2005-AR4 A1
2035-12-25
0.475999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
3332924.54
WAMU 2006-AR19 1A
2047-01-25
0.889100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28500000.00
10841176.67
WAMU 2007-OA5 1A
2047-06-25
0.899100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000000.00
15449860.57
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
121013310.00
121013310.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M140129_2M47
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A1
2047-04-25
0.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7740000.00
1454803.47
144A CCMFC 2006-2A A2
2047-04-25
0.345999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1661592.14
144A CCMFC 2006-3A A2
2047-08-25
0.345999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
6391940.12
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
221600000.00
14366921.87
AHM 2007-1 GA1C
2047-05-25
0.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6207500.00
2750813.01
ARMT 2004-4 5M1
2035-03-25
1.316000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13750000.00
10674280.08
ARMT 2005-5 3A3
2035-09-25
5.119699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
16931521.89
BAFC 2007-B A1
2047-04-20
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22460000.00
6501276.36
BCAP 2006-AA2 A1
2037-01-25
0.336000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27763537.00
7038920.86
BUMT 2005-1 1A2
2045-09-25
0.556000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24125000.00
1427338.12
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.917999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9273054.44
CWALT
2046-12-25
0.285999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10400000.00
3252438.02
CWALT 2005-51 3A3A
2035-11-20
0.487499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9500000.00
3003921.12
CWALT 2005-79CB A1
2036-01-25
0.715999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
4306515.46
CWALT 2005-J8 1A1
2035-07-25
0.865999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
2534402.53
CWALT 2007-OA3 1A1
2047-04-25
0.305999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
7798370.12
HASC 2006-NC1 2A
2035-11-25
0.386000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
3153977.54
HMBT
2036-12-25
0.345999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5226294.99
HMBT 2005-1 M1
2035-03-25
0.626000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
883255.38
HVMLT
2038-01-19
0.357499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1409179.81
IMM 2005-2 1M1
2035-04-25
0.811000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
589555.69
IMM 2005-5 A4
2035-08-25
0.926000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2584543.73
IMSA 2005-2 A1
2036-05-25
0.485999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1783000.00
298706.87
INDA
2037-03-25
5.262400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22700000.00
7150763.79
INDX
2037-06-25
0.406000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4549000.00
2198239.41
INDX 2004-AR7 A5
2034-09-25
1.385999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2365290.73
INDX 2005-AR15 A2
2035-09-25
4.643099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54900000.00
17023178.85
MSM 2005-11AR A1
2036-01-25
0.446000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
4738311.47
PHHAM 2007-2 1A3
2037-05-25
0.496000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9405000.00
6723671.66
RALI 2006-QO4 2A1
2046-04-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000000.00
6939184.90
RALI 2007-QH6 A1
2037-07-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15564000.00
6878168.31
RES ACCREDIT
2037-08-25
0.415999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6205000.00
2497861.84
RFMSI 2007-SA1 2A1
2037-02-25
3.487800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1819928.96
RFMSI 2007-SA2 2A1
2037-04-25
3.176899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8125000.00
2234707.27
SAMI
2036-05-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1460860.97
SAMI 2004-AR1 M
2034-03-19
0.617500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2726760.00
574287.52
SAMI 2006-AR5 2A1
2046-05-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2707743.94
SAMI 2006-AR5 3A1
2046-05-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
6533228.16
SARM
2035-05-25
1.538999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6788000.00
1369841.18
WAMU 2006-AR17 1A
2046-12-25
0.969099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
9597069.67
WMALT 2006-AR10 A2A
2036-12-25
0.336000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6254083.00
2859566.68
WMALT 2007-OA5 A1A
2047-05-25
0.989099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19730000.00
9172736.05
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
181157470.00
181157470.00
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
59980450.00
0.0027
N
59984400.00
59984400.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B5Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
146000000.00
146000000.00
0.0065
N
146005840.00
146005840.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155B6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0002
N
4000200.00
4000200.00
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
17002380.00
17002380.00
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
191147070.00
191147070.00
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
75024000.00
75024000.00
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
26006500.00
26006500.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
144000000.00
144000000.00
0.0065
N
144000000.00
144000000.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JAX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-30
2014-05-30
N
N
N
67000000.00
67000000.00
0.0030
N
66993300.00
66993300.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
21599B009_0.0900_M131202_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-04-25
3.000000
Government Agency Debt
27462225.00
27444574.83
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
39504163.00
27662202.24
Freddie Mac
2026-11-20
3.500000
Government Agency Debt
1000000.00
647169.45
Freddie Mac
2027-05-20
3.500000
Government Agency Debt
1481960.00
1512711.03
Freddie Mac
2027-08-20
3.500000
Government Agency Debt
503787.00
367976.44
Freddie Mac
2027-11-20
3.000000
Government Agency Debt
150000.00
145538.59
Freddie Mac
2028-04-20
3.500000
Government Agency Debt
981453.00
986027.79
Freddie Mac
2028-10-20
3.500000
Government Agency Debt
1679287.00
1730342.19
Freddie Mac
2028-10-20
4.000000
Government Agency Debt
688746.00
713642.18
Freddie Mac
2028-11-20
3.000000
Government Agency Debt
544362.00
547432.38
Freddie Mac
2038-03-20
6.500000
Government Agency Debt
3196263.00
1074378.82
Freddie Mac
2039-03-20
5.000000
Government Agency Debt
8279044.00
1246934.02
Freddie Mac
2039-05-20
5.000000
Government Agency Debt
10422764.00
1443837.62
Freddie Mac
2039-11-20
5.000000
Government Agency Debt
7600971.00
1635179.87
Freddie Mac
2040-01-20
4.000000
Government Agency Debt
2949536.00
1286699.57
Freddie Mac
2042-03-20
3.500000
Government Agency Debt
3500000.00
2273247.35
Freddie Mac
2043-09-20
3.000000
Government Agency Debt
1059585.00
1020840.68
Freddie Mac
2043-09-20
3.500000
Government Agency Debt
238202.00
239137.48
Freddie Mac
2043-10-20
5.000000
Government Agency Debt
2106832.00
2247592.24
GNMA
2027-07-15
5.450000
Government Agency Debt
1381000.00
979996.76
GNMA
2029-04-15
7.750000
Government Agency Debt
727400.00
725657.05
GNMA
2032-04-15
9.000000
Government Agency Debt
380213.00
480109.09
GNMA
2033-12-15
7.599999
Government Agency Debt
300000.00
265858.42
GNMA
2035-06-15
3.200000
Government Agency Debt
1794848.00
1626451.57
GNMA
2036-08-15
4.299999
Government Agency Debt
989008.00
1032440.73
GNMA
2040-09-20
6.500000
Government Agency Debt
7563248.00
2402145.22
GNMA
2041-06-15
3.250000
Government Agency Debt
582216.00
532914.98
GNMA
2043-09-15
3.399999
Government Agency Debt
2107100.00
2100133.19
GNMA
2046-09-15
3.250000
Government Agency Debt
2322900.00
2290255.68
GNMA
2048-10-15
3.750000
Government Agency Debt
976900.00
990504.10
GNMA
2048-10-15
4.879999
Government Agency Debt
25000.00
26464.19
GNMA
2048-11-15
3.359999
Government Agency Debt
908455.00
941914.61
GNMA
2048-11-15
4.129999
Government Agency Debt
1633700.00
1695555.51
GNMA
2049-09-15
5.750000
Government Agency Debt
1578259.00
1589258.24
GNMA
2050-10-15
2.509999
Government Agency Debt
294608.00
280532.28
GNMA
2051-03-15
6.875000
Government Agency Debt
187485.00
210223.97
GNMA
2052-10-15
5.200000
Government Agency Debt
415786.00
441645.58
GNMA
2052-10-15
5.240000
Government Agency Debt
1612642.00
1769008.07
GNMA
2052-11-15
4.400000
Government Agency Debt
1425119.00
1498573.55
GNMA
2052-12-15
4.150000
Government Agency Debt
683165.00
706267.03
GNMA
2053-03-15
4.150000
Government Agency Debt
1122507.00
1160320.17
GNMA
2053-03-15
4.230000
Government Agency Debt
319432.00
339957.10
GNMA
2053-04-15
3.899999
Government Agency Debt
609451.00
621360.27
GNMA
2053-05-15
4.099999
Government Agency Debt
1909533.00
1969971.42
GNMA
2053-05-15
4.400000
Government Agency Debt
1238358.00
1304328.08
GNMA
2053-07-15
3.169999
Government Agency Debt
419378.00
393431.32
GNMA
2053-07-15
3.299999
Government Agency Debt
1394041.00
1365033.70
GNMA
2053-07-15
4.370000
Government Agency Debt
180710.00
177458.83
GNMA
2053-07-15
5.389999
Government Agency Debt
1002647.00
1103608.62
GNMA
2053-08-15
3.560000
Government Agency Debt
613618.00
613894.96
GNMA
2053-09-15
2.480000
Government Agency Debt
371538.00
369366.69
GNMA
2053-09-15
3.870000
Government Agency Debt
114084.00
112380.61
GNMA
2053-10-15
2.290000
Government Agency Debt
527471.00
522859.38
GNMA
2053-12-15
2.500000
Government Agency Debt
130731.00
127954.46
GNMA
2053-12-15
2.500000
Government Agency Debt
69384.00
67910.38
GNMA
2053-12-15
2.750000
Government Agency Debt
1303620.00
1271532.55
GNMA
2053-12-15
2.750000
Government Agency Debt
53819.00
53596.45
GNMA
2053-12-15
2.899999
Government Agency Debt
1723460.00
1786425.85
GNMA
2053-12-15
3.950000
Government Agency Debt
617243.00
601196.05
GNMA
2054-02-15
3.100000
Government Agency Debt
2352644.00
2438071.12
GNMA
2054-03-15
2.350000
Government Agency Debt
1623316.00
1619664.80
GNMA
2054-03-15
2.399999
Government Agency Debt
387529.00
348150.11
GNMA
2054-03-15
2.680000
Government Agency Debt
1417260.00
1416509.48
GNMA
2054-03-15
2.700000
Government Agency Debt
1424787.00
1445503.40
GNMA
2054-04-15
2.730000
Government Agency Debt
1402644.00
1441883.43
GNMA
2054-04-15
2.799999
Government Agency Debt
1569552.00
1594582.87
GNMA
2054-04-15
3.189999
Government Agency Debt
767288.00
802519.65
GNMA
2054-05-15
2.580000
Government Agency Debt
1940107.00
1878573.92
GNMA
2054-05-15
2.629999
Government Agency Debt
1757433.00
1751780.31
GNMA
2054-05-15
3.890000
Government Agency Debt
157045.00
153374.95
GNMA
2054-06-15
2.529999
Government Agency Debt
2089290.00
2099646.15
GNMA
2054-07-15
3.549999
Government Agency Debt
1175981.00
1209898.77
GNMA
2054-08-15
2.490000
Government Agency Debt
1522453.00
1374881.12
GNMA
2054-08-15
2.640000
Government Agency Debt
1526385.00
1524004.35
GNMA
2054-08-15
3.500000
Government Agency Debt
817979.00
850501.21
GNMA
2054-08-15
3.500000
Government Agency Debt
297978.00
331137.65
GNMA
2054-09-15
3.299999
Government Agency Debt
719337.00
763490.38
GNMA
2054-10-15
2.379999
Government Agency Debt
2650703.00
2375303.20
GNMA
2054-10-15
2.589999
Government Agency Debt
1917190.00
1896600.23
GNMA
2054-10-15
3.149999
Government Agency Debt
1927821.00
1998144.05
GNMA
2054-10-15
3.450000
Government Agency Debt
751388.00
798847.42
GNMA
2054-11-15
3.210000
Government Agency Debt
1569503.00
1626872.52
GNMA
2054-11-15
4.250000
Government Agency Debt
25000.00
25417.21
GNMA
2054-12-15
2.740000
Government Agency Debt
1890254.00
1917647.77
GNMA
2054-12-15
4.250000
Government Agency Debt
25000.00
25414.14
GNMA
2055-01-15
2.629999
Government Agency Debt
2348540.00
2134784.24
GNMA
2055-01-15
4.000000
Government Agency Debt
733210.00
733905.90
GNMA
2055-01-15
4.099999
Government Agency Debt
1391025.00
1400966.50
GNMA
2055-02-15
2.970000
Government Agency Debt
1444446.00
1489007.16
GNMA
2055-02-15
3.029999
Government Agency Debt
870969.00
934399.64
GNMA
2055-02-15
3.350000
Government Agency Debt
2366773.00
2439263.84
GNMA
2055-02-15
4.349999
Government Agency Debt
1367304.00
1397833.62
GNMA
2055-02-15
5.099999
Government Agency Debt
484193.00
516151.51
GNMA
2055-03-15
3.379999
Government Agency Debt
1386148.00
1459602.60
GNMA
2055-04-15
4.250000
Government Agency Debt
1326619.00
1347276.52
GNMA
2055-05-15
2.899999
Government Agency Debt
612844.00
633155.83
GNMA
2055-05-15
4.570000
Government Agency Debt
215207.00
222236.83
GNMA
2055-06-15
2.899999
Government Agency Debt
882067.00
911301.84
GNMA
2055-06-15
4.400000
Government Agency Debt
2267665.00
2322381.99
GNMA
2055-06-15
4.450000
Government Agency Debt
797492.00
818275.53
GNMA
2055-07-15
5.349999
Government Agency Debt
25000.00
26948.13
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
158000000.00
158000000.00
0.0071
N
158000000.00
158000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.260000%
988RGN000_0.2600_M131202_2M47
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499966.50
ARCHER DANIELS MIDLAND CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
293915.16
AXIALL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499977.39
BANK OF AMERICA CORPORATION COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499990.55
BEAM INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499982.86
CARDINAL HEALTH INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499964.85
CBRE GROUP INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499993.52
CONSOLIDATED EDISON INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499966.21
DISCOVER FINL SVCS COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499992.22
DTE ENERGY CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499959.32
EMULEX CORP COM NEW
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499983.75
EOG RES INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499955.72
GRAPHIC PACKAGING HLDG CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
206691.30
HESS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499961.28
MGM RESORTS INTERNATIONAL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499984.24
MUELLER WTR PRODS INC COM SER
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499996.31
NU SKIN ENTERPRISES INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499888.00
OCCIDENTAL PETE CORP DEL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499990.40
PFIZER INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499974.04
PIONEER NAT RES CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499874.54
REGIONS FINANCIAL CORP NEW COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499995.12
SYNOVUS FINL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.50
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
10000000.00
10000000.00
0.0004
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_M131202_2M47
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499966.50
ARCHER DANIELS MIDLAND CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499995.99
AXIALL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499977.39
BANK OF AMERICA CORPORATION COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499990.55
BEAM INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499982.86
CARDINAL HEALTH INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499964.85
CBRE GROUP INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499993.52
CONSOLIDATED EDISON INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499966.21
DISCOVER FINL SVCS COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499992.22
DTE ENERGY CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499959.32
EMULEX CORP COM NEW
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
152703.60
EOG RES INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499955.72
HESS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499961.28
JPMORGAN CHASE & CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
347926.44
MGM RESORTS INTERNATIONAL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499984.24
MUELLER WTR PRODS INC COM SER
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499996.31
NU SKIN ENTERPRISES INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499888.00
OCCIDENTAL PETE CORP DEL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499990.40
PFIZER INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499974.04
PIONEER NAT RES CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499874.54
REGIONS FINANCIAL CORP NEW COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499995.12
SYNOVUS FINL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499999.50
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
10000000.00
10000000.00
0.0004
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_M131204_2M47
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699984.25
AMERICAN ELEC PWR INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699986.57
ARCHER DANIELS MIDLAND CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699987.20
CARDINAL HEALTH INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699991.94
CBRE GROUP INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699983.08
DEERE & CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2605509.60
DU PONT E I DE NEMOURS & CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699994.42
FOREST LABS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699965.06
JOHNSON & JOHNSON
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699990.32
JPMORGAN CHASE & CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699967.16
JUNIPER NETWORKS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699984.14
MCDONALDS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699936.38
MGM RESORTS INTERNATIONAL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699982.28
OCCIDENTAL PETE CORP DEL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699928.80
PIONEER NAT RES CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699965.70
PRECISION CASTPARTS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699816.84
REGIONS FINANCIAL CORP NEW COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2095175.56
REYNOLDS AMERICAN INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699956.48
SCHLUMBERGER LTD COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699960.05
TESORO CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699991.24
WALGREEN CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699971.38
WHIRLPOOL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4699985.92
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
94000000.00
94000000.00
0.0042
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
94000940.00
94000940.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988VHX008_0.2800_M131206_2M47
0001074042
Other Repurchase Agreement
N
ABBVIE INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899959.00
AMDOCS LTD ORD
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
778885.77
ARCHER DANIELS MIDLAND CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899959.59
AXIALL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
813463.53
BANK OF AMERICA CORPORATION COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899998.82
BEAM INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899996.24
CARDINAL HEALTH INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899936.73
CBRE GROUP INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899978.56
CONSOLIDATED EDISON INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899983.33
DISCOVER FINL SVCS COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899996.65
DTE ENERGY CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899940.16
EOG RES INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899887.01
HESS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899946.60
JPMORGAN CHASE & CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899964.36
MGM RESORTS INTERNATIONAL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899983.14
MUELLER WTR PRODS INC COM SER
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899996.81
NU SKIN ENTERPRISES INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899925.76
OCCIDENTAL PETE CORP DEL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899925.60
PFIZER INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899972.40
PIONEER NAT RES CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899917.30
REGIONS FINANCIAL CORP NEW COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
899993.18
SYNOVUS FINL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
208425.00
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
18000000.00
18000000.00
0.0008
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
18000000.00
18000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
99ETSZ007_0.0500_M131206_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
159856243.00
167440000.78
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
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_M131205_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-20
3.500000
Government Agency Debt
20437801.00
17905635.21
Freddie Mac
2041-11-20
5.000000
Government Agency Debt
24356268.00
13799510.70
Freddie Mac
2041-12-20
5.000000
Government Agency Debt
29385476.00
12989105.44
GNMA
2052-01-15
3.200000
Government Agency Debt
10000000.00
10057606.48
United States Treasury Department
2015-10-31
1.250000
Treasury Debt
8846400.00
9019748.58
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
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 0.060000%
99ETSZ007_0.0600_M131206_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
130366831.00
91287433.31
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
5168590.00
5006405.57
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
361490.00
382759.74
United States Treasury Department
2015-08-15
0.250000
Treasury Debt
42600.00
42628.97
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
93000000.00
93000000.00
0.0042
N
93000000.00
93000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M131202_2M47
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2034-05-15
5.500000
Government Agency Debt
75298050.00
8494427.70
GNMA
2039-12-15
5.500000
Government Agency Debt
16607749.00
8494369.37
GNMA
2040-07-15
4.500000
Government Agency Debt
23116693.00
9342566.90
GNMA
2042-05-15
4.000000
Government Agency Debt
7776037.00
7812554.04
GNMA
2042-07-15
3.500000
Government Agency Debt
8376375.00
8324230.93
GNMA
2043-05-20
5.000000
Government Agency Debt
8558943.00
8396654.88
GNMA
2043-11-15
4.500000
Government Agency Debt
2408763.00
2602268.57
GNMA
2043-11-20
5.000000
Government Agency Debt
9162876.00
10036729.30
GNMA
2048-09-15
2.799999
Government Agency Debt
8517503.00
8103840.63
GNMA
2048-10-15
4.190000
Government Agency Debt
8720000.00
9075453.61
GNMA
2054-07-15
3.640000
Government Agency Debt
8671129.00
9197198.69
GNMA
2054-08-15
2.259999
Government Agency Debt
2747135.00
2819705.45
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
90000000.00
90000000.00
0.0040
N
90000000.00
90000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M131206_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
129851694.00
135562591.57
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
81155259.00
85005354.66
Fannie Mae
2043-12-01
4.000000
Government Agency Debt
7878416.00
8252161.05
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
23337547.00
22859893.72
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
242000000.00
242000000.00
0.0108
N
242000000.00
242000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M131206_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
3050770.00
2673280.62
Fannie Mae
2033-09-01
4.000000
Government Agency Debt
3915320.00
4114069.41
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
28249009.00
2074698.80
Fannie Mae
2035-09-01
5.500000
Government Agency Debt
14449550.00
1938361.42
Fannie Mae
2036-01-01
2.226999
Government Agency Debt
47540165.00
3942363.15
Fannie Mae
2037-04-01
5.403999
Government Agency Debt
18180000.00
2865272.56
Fannie Mae
2037-10-01
5.985999
Government Agency Debt
25021017.00
3840530.66
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
12756713.00
6336167.75
Fannie Mae
2040-01-01
4.389999
Government Agency Debt
38025000.00
10698112.13
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
109472297.00
61531860.85
Fannie Mae
2041-02-01
3.589999
Government Agency Debt
2189390.00
1161864.08
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1948723.00
1883792.49
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
2463737.00
2129630.86
Fannie Mae
2042-05-01
3.561999
Government Agency Debt
2848421.00
2084676.53
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
2289121.00
1982717.65
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
2239946.00
1986242.60
Fannie Mae
2042-08-01
2.649999
Government Agency Debt
10178498.00
10308560.76
Fannie Mae
2043-01-01
4.500000
Government Agency Debt
1956295.00
2008181.24
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
11056677.00
10314430.34
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
2088612.00
2069839.17
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
11427716.00
10717809.29
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
2433051.00
2303142.38
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
3022827.00
2898782.30
Fannie Mae
2043-09-01
6.000000
Government Agency Debt
9384816.00
9500393.62
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
1884200.00
1946173.16
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
2807095.00
3012339.09
Fannie Mae
2043-11-01
5.000000
Government Agency Debt
1649818.00
1819062.75
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
12655202.00
11662016.77
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
55488000.00
29721709.56
GNMA
2041-05-20
4.000000
Government Agency Debt
20717612.00
9973616.86
GNMA
2043-01-20
3.000000
Government Agency Debt
38458593.00
36054284.76
GNMA
2043-02-20
2.500000
Government Agency Debt
64808736.00
60047142.67
United States Treasury Department
2015-08-15
0.250000
Treasury Debt
5654300.00
5658145.54
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
310000000.00
310000000.00
0.0139
N
310000000.00
310000000.00
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
2013-12-03
2013-12-03
N
N
N
305000000.00
305000000.00
0.0137
Security is a time deposit.
N
305000129.93
305000129.93
DNB Bank ASA
DNB Bank ASA 0.070000%
939RWC006_M131204
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
29000000.00
29000000.00
0.0013
Security is a time deposit.
N
28999991.50
28999991.50
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
2013-12-06
2013-12-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2410000.00
2410000.00
0.0001
N
2410000.00
2410000.00
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
89999825.00
0.0040
N
89999910.00
89999910.00
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
27699923.06
0.0012
N
27699972.30
27699972.30
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
11404974.66
0.0005
N
11404988.60
11404988.60
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
1434988.84
0.0001
N
1434998.57
1434998.57
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
49999333.33
0.0022
N
49999950.00
49999950.00
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
4999854.17
0.0002
N
4999990.00
4999990.00
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
22999080.00
0.0010
N
22999931.00
22999931.00
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
999992.50
0.0000
N
999997.00
999997.00
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
8255621.60
0.0004
N
8255975.23
8255975.23
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
4999938.89
0.0002
N
4999985.00
4999985.00
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
6999825.00
0.0003
N
6999965.00
6999965.00
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
20999343.75
0.0009
N
20999853.00
20999853.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385RG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
10000000.00
9999569.44
0.0004
N
9999740.00
9999740.00
Federal Home Loan Bank
Federal Home Loan Bank 0.052500%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
55000000.00
54997433.33
0.0025
N
54998515.00
54998515.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
27000000.00
26998560.00
0.0012
N
26999271.00
26999271.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
4795000.00
4794765.58
0.0002
N
4794870.54
4794870.54
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
4000000.00
3999822.22
0.0002
N
3999892.00
3999892.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
8100000.00
8099500.50
0.0004
N
8099748.90
8099748.90
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
25000000.00
24998375.00
0.0011
N
24999200.00
24999200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
13000000.00
12999225.41
0.0006
N
12999584.00
12999584.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
67000000.00
66995198.33
0.0030
N
66997588.00
66997588.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
31440000.00
31437187.87
0.0014
N
31438805.28
31438805.28
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
2000000.00
1999833.89
0.0001
N
1999924.00
1999924.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
40000000.00
39996466.66
0.0018
N
39998240.00
39998240.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M131202_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
638366121.00
715002979.95
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
715000000.00
715000000.00
0.0320
N
715000000.00
715000000.00
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
29999533.33
0.0013
N
29999880.00
29999880.00
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
100056800.00
100056800.00
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
29998466.67
0.0013
N
29999400.00
29999400.00
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
43985101.11
0.0020
N
43995600.00
43995600.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2580000.00
2580000.00
0.0001
N
2580000.00
2580000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
38399H002_0.0900_M131202_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-04-01
3.508999
Government Agency Debt
51500000.00
14629863.43
Fannie Mae
2041-02-01
3.053999
Government Agency Debt
25544585.00
14655294.96
Fannie Mae
2041-09-01
2.725000
Government Agency Debt
39482581.00
14571312.21
Fannie Mae
2041-12-01
2.499000
Government Agency Debt
27871335.00
14510849.99
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
15635531.00
14616818.29
Fannie Mae
2042-10-01
1.399000
Government Agency Debt
68639999.00
4924665.35
Fannie Mae
2043-07-01
1.935999
Government Agency Debt
14705275.00
14505287.19
Fannie Mae
2044-04-01
1.349000
Government Agency Debt
154255533.00
14670022.48
Freddie Mac
2028-05-01
3.000000
Government Agency Debt
14795469.00
14664960.72
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
14722590.00
14681164.52
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
14449692.00
14464647.70
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
14841721.00
14587801.87
Freddie Mac
2043-10-01
4.000000
Government Agency Debt
13837548.00
14490350.84
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
14016543.00
14634085.41
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
10406449.00
10773329.52
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
201353386.00
201353386.00
0.0090
N
201353386.00
201353386.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
921AAP008_0.5400_M140102_2M47
0000769993
Other Repurchase Agreement
N
ABBVIE INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8041634.50
ARMSTRONG WORLD INDS INC NEWCOM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7856314.80
BRISTOL MYERS SQUIBB CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7919099.21
CALPINE CORP COM NEW
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8074424.45
CHEVRON CORP NEW COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099919.30
COMMUNITY HEALTH SYS INC NEWCOM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8023688.52
CVS CAREMARK CORPORATION COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8097520.68
DISNEY WALT CO COM DISN
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8053342.92
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
20076639.00
4740662.56
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
18787063.00
17450743.98
GENERAL ELECTRIC CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099977.00
JOHNSON & JOHNSON
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099989.38
LYONDELLBASELL INDUSTRIES N SHS - A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099992.20
MASTERCARD INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099780.80
OCCIDENTAL PETE CORP DEL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7898363.20
ORACLE CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099972.54
PHILLIPS 66 COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2524320.00
PVH CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099973.64
SCHLUMBERGER LTD COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099931.15
WALGREEN CO COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8007974.87
WILLIAMS COS INC DEL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7959686.08
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
162055080.00
162055080.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M131203_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-05-01
3.000000
Government Agency Debt
3458210.00
3441880.46
Fannie Mae
2034-03-01
6.347000
Government Agency Debt
29492865.00
6278127.20
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
5845374.00
6278655.95
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
11919.00
12504.35
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
331226.00
308832.89
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
16000000.00
16000000.00
0.0007
N
16000000.00
16000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M131204_2M47
0000769993
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-08-15
4.875000
Treasury Debt
20036000.00
22702834.07
United States Treasury Department
2016-10-15
0.625000
Treasury Debt
10391800.00
10429861.68
United States Treasury Department
2016-11-15
0.625000
Treasury Debt
20579000.00
20632129.07
United States Treasury Department
2017-04-30
3.125000
Treasury Debt
32553000.00
35248826.34
United States Treasury Department
2017-05-15
4.500000
Treasury Debt
35023000.00
39552185.97
United States Treasury Department
2017-06-30
0.750000
Treasury Debt
24895000.00
24917600.33
United States Treasury Department
2017-07-31
0.500000
Treasury Debt
26326500.00
26036593.15
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
176000000.00
176000000.00
0.0079
N
176000000.00
176000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M131206_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-10-01
3.548999
Government Agency Debt
60260948.00
24830624.12
Fannie Mae
2040-12-01
3.294000
Government Agency Debt
50012229.00
24788975.59
Fannie Mae
2041-04-01
3.597000
Government Agency Debt
50065108.00
24325734.65
Fannie Mae
2041-07-01
3.823999
Government Agency Debt
41608826.00
21206258.35
Fannie Mae
2043-08-01
2.629999
Government Agency Debt
18085759.00
18068407.43
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
111000000.00
111000000.00
0.0050
N
111000000.00
111000000.00
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
32996333.33
0.0015
N
32997360.00
32997360.00
Indiana Health & Educational Facility Financing Auth
Taxable RB (Union Hospital) Series 2006B 0.120000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
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
60036000.00
60036000.00
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
2000620.00
2000620.00
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
115034500.00
115034500.00
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
26011700.00
26011700.00
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
0.0049
N
110046200.00
110046200.00
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
5001900.00
5001900.00
ING Bank NV
ING Bank NV 0.240000%
923GSH002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
51000000.00
51000000.00
0.0023
N
51001530.00
51001530.00
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
33999773.33
0.0015
N
34000000.00
34000000.00
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
12987967.78
0.0006
N
12993110.00
12993110.00
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
27954266.66
0.0013
N
27962200.00
27962200.00
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
67018760.00
67018760.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.300000%
46590EEM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
30000000.00
29957500.00
0.0013
N
29955300.00
29955300.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
120000000.00
119644000.00
0.0054
N
119604000.00
119604000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.680000%
921ABC006_0.6800_M140227_2M47
0001168163
Other Repurchase Agreement
N
BANC OF AMERICA COMMERCIAL MORTGAGE INC., 2006-3
2044-07-10
5.859399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60266.00
62058.82
CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS
2030-05-15
4.533000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5522767.00
5601178.33
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
5.998000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29341582.00
31028008.13
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
291266.00
297506.56
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
188584.00
192401.83
J P MORGAN CHASE COML MTG SECE TR 2011-C3
2046-02-16
5.540799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9586293.00
9704767.48
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
5.202600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10834822.00
10371007.40
JMBB COML MTG SECS TR 20130C12
2045-07-15
4.087500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8504630.00
8041268.69
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.914000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31817351.00
31863613.43
JP MORGAN CHASE COML MTG SECSTR 2011 FL1
2016-11-15
6.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4775609.00
4764144.88
JP MORGAN CHASE COMMERCIAL MORTGAGE SECUR
2019-07-15
0.874000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
299893.00
223680.40
JPMBB COML MTG SECS TR 2013 C12
2045-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
385844.94
LBUBS 2008-C1 AJ
2041-04-15
6.151099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
229144.00
232114.65
MERRILL LYNCH MTGE TR
2039-05-12
5.679299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
25223472.64
ML CFC COML MTGE TR 2007-8
2049-08-12
5.892800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15998359.00
16418183.01
UBS BARCLAYS COML MTG TR 2012-C3
2049-08-10
4.958199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9695464.00
8783429.48
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
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
133180880.00
133180880.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.367000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-12-23
2014-12-19
N
N
N
47000000.00
47000000.00
0.0021
N
47003431.00
47003431.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-01-18
2014-12-18
N
N
N
90000000.00
90000000.00
0.0040
N
90079650.00
90079650.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-01-22
2014-12-22
N
N
N
30000000.00
30000000.00
0.0013
N
30041880.00
30041880.00
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
75034500.00
75034500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
70000000.00
70000000.00
0.0031
N
70230300.00
70230300.00
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
98041160.00
98041160.00
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
12005280.00
12005280.00
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
27009990.00
27009990.00
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
54995050.00
54995050.00
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
85028050.00
85028050.00
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
0.0061
N
137019180.00
137019180.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PR62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
10000000.00
10000000.00
0.0004
N
10001400.00
10001400.00
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
108993641.66
0.0049
N
108995640.00
108995640.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
95000000.00
95000000.00
0.0043
N
94995250.00
94995250.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
6000000.00
6000000.00
0.0003
N
5999700.00
5999700.00
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
30000000.00
0.0013
N
29999700.00
29999700.00
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
9000000.00
0.0004
N
8999910.00
8999910.00
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
3999071.11
0.0002
N
3999240.00
3999240.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-13
2014-01-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
5000000.00
4998833.33
0.0002
N
4998950.00
4998950.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
27500000.00
27493125.00
0.0012
N
27493675.00
27493675.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.215000%
56274MBD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
15000000.00
14993460.42
0.0007
N
14994000.00
14994000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.090000%
06399U000_0.0900_M131202_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-01-25
2.911000
Government Agency Debt
45026361.00
44316418.16
Fannie Mae
2022-11-25
2.500999
Government Agency Debt
5416976.00
5135971.57
Fannie Mae
2040-04-25
1.750000
Government Agency Debt
9230753.00
8121604.16
Freddie Mac
2039-05-15
2.500000
Government Agency Debt
50000000.00
45426006.95
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M131206_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-06-25
2.000000
Government Agency Debt
65923923.00
58913367.43
Fannie Mae
2041-01-25
1.165999
Government Agency Debt
25932308.00
26075442.81
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
25000000.00
25901477.78
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
4910672.00
4941492.32
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
26984000.00
25827562.20
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
25000000.00
25033170.24
Freddie Mac
2026-01-15
3.500000
Government Agency Debt
23000000.00
23407243.11
Freddie Mac
2032-05-15
2.500000
Government Agency Debt
25000000.00
23693060.70
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
48698000.00
25861115.70
Freddie Mac
2042-04-15
3.500000
Government Agency Debt
5071869.00
4659435.88
GNMA
2026-12-20
2.500000
Government Agency Debt
21702125.00
18336633.27
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
255000000.00
255000000.00
0.0114
N
254999250.00
254999250.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140103_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
1736156.39
144A MSBAM 2012-C5 E
2022-07-15
4.680699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6070039.00
5559259.06
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
392740.12
ADJ RATE MTGE TR
2035-01-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
4427209.66
AGATE BAY MTG TR 2013 1
2043-07-25
3.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6296000.00
4820291.48
ALGECO SCOTSMAN GLOBAL FIN PLC
2019-10-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5600000.00
5883577.78
ALTERNATIVE LOAN TRUST 2007-16CB (CWALT)
2037-08-25
0.615999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14440102.00
4038607.38
AMERICAN INTERNATIONAL GROUP INC
2068-05-15
8.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3890345.00
4680782.06
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
164842.19
ASC 1997-D4 B5
2027-04-14
7.525000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1546430.13
ATHE AES CORP
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2975000.00
2811375.00
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
236287.50
BANC AMER FDG 2013 R1 LTD
2041-11-03
0.398799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375770.00
225286.15
BANC AMER RE REMIC TR 2010 UBER5
2017-07-17
5.633700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
227435.58
BANC OF AMER 2006
2047-01-20
2.846000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5614035.00
1183881.39
BANC OF AMERICA LARGE LOAN TRUST 2007 B
2029-08-15
4.073999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4797305.00
4356160.82
BANC OF AMERICA RE REMIC TRUST 2009 UBE
2017-07-24
5.918499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
316341.21
BANK OF AMERICA FUNDING 2010 R6 TRUST
2035-07-26
2.741499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169000.00
1090774.56
BANQUE PSA FIN
2014-04-04
2.144400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
120117.13
BAYVIEW COMMERCIAL ASSET TRUST 2007-6
2037-12-25
1.670199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1385062.89
BCAP LLC 2011 RR12 TR
2035-02-26
2.608699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4256119.00
4508453.20
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
181811.00
171370.78
BEAR STERNS ASSET BACKED SEC 2004 AC
2035-04-25
0.630199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14036000.00
2072181.93
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
202215.00
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
134767.75
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
195239.70
CEMEX S A B DE C V
2018-01-11
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
274000.00
308798.00
CENTURYTEL INC
2015-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
264236.11
CHC HELICOPTER S A
2020-10-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1109385.00
1192588.88
CITIGRP MTGE LOAN TRUST
2035-09-25
5.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950902.00
1677933.09
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
95725.00
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
319658.33
COBALT COMMERCIAL MTGE TRUST 2007
2046-05-15
5.772500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8612544.00
9418177.49
COMM 2013 CCRE9 MTG TR
2045-07-10
4.261300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
1658001.68
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
5.998000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21574762.00
22814785.20
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.169999
Government Agency Debt
9110000.00
9162852.17
CONSOL ENERGY INC
2021-03-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15600.00
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
465891.67
Credit Suisse
2016-09-15
5.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1884627.00
2036741.63
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR
2045-06-25
3.555099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2487519.03
CSMC SER 2006 TFL2
2021-10-15
1.393999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2377233.00
2342287.94
CSMC SER 2011 6R
2037-03-28
2.858600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12452021.00
5615211.45
CSN ISLANDS IX CORP
2015-01-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000.00
25920.00
CWALT 2005-59 1A2A
2035-11-20
0.552000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58175000.00
1765862.70
CWALT INC
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168397.00
131437.75
CWALT INC
2046-07-25
0.380199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29358960.00
9249212.52
CWALT INC 2005-13CB
2035-06-25
0.510199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1813000.00
324988.20
CWALT, INC. 2004-2CB
2034-10-25
0.930200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40929278.00
2513508.81
CWMBS INC
2034-11-25
2.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20650000.00
3257347.90
CWMBS INC
2035-03-25
0.530200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3350000.00
585404.25
DEUTSCHE ALT-A SECURITIES INC
2033-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71500000.00
6705196.29
DEVON ENERGY CORPORATION
2041-07-15
5.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
161176.41
DIGICEL LIMITED
2017-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
151782.58
DREAWORKS ANIMATION SKG INC
2020-08-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2854465.00
3084061.12
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
260687.32
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
370419.50
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
243308.82
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
2009053.57
EQUINIX, INC
2023-04-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2475000.00
2462728.13
Fannie Mae
2023-10-25
5.419999
Government Agency Debt
3682692.00
3903867.53
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
123495.74
FHLT 2004-3 M3
2034-11-25
1.290999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3304000.00
2752020.73
FIRST HORIZON ALT MTGE SEC TR
2035-09-25
0.670200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4242277.00
1104750.63
FREDDIE MAC STRUCTURED P/T CTFS SPCS SERIES
2048-07-25
4.285999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3081000.00
3102034.67
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
547435.42
GCB ING CAP FDG
2049-12-29
3.848100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
71000.00
71092.77
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1154197.00
981568.85
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
290500.00
GRUPO PAPELERO SCRIBE SA DE CV
2020-04-07
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000.00
12093.83
GS MTG SECS TR 2011-GC3
2044-03-11
5.543199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1493015.00
1520467.92
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7562003.00
3168546.27
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
1961104.79
GS MTGE SEC CORP 11
2049-12-20
5.580300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46159898.00
3363432.68
GSAMP TRUST 2004-HE2
2035-05-25
0.920200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7790000.00
1161052.52
GSR MORT LOAN TRUST 2001-1
2034-01-25
6.632299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4803000.00
2541900.76
HARBORVIEW MORTGAGE LOAN TRUST
2033-10-19
0.542499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41962612.00
2006847.06
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
193919.44
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
701825.00
IMPERIAL CMB TRUST SER 1998-2
2034-11-25
1.970200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6699000.00
279868.03
INDYMAC INDX MTGE LOAN TRUST 2004-AR14
2034-12-25
2.501300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
992652.00
131527.64
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
267198.75
INMET MNG CORP
2021-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
52125.00
INTL LEASE FIN CORP
2017-03-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
107481.25
INTL LEASE FIN CORP
2020-12-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
476000.00
583139.67
J C PENNY
2036-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1089079.00
838908.48
J P MORGAN MTGE TR 2003-A1
2035-07-25
3.505399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5999572.00
3955625.34
JP Morgan Chase & Co
2099-01-01
7.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1111363.89
JP MORGAN CHASE COMM SEC
2049-01-15
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7943654.00
4591454.08
JPMORGAN ACCEPTANCE CORP I
2037-08-26
6.450499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5597159.00
3387537.97
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
334954.05
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
975313.89
LEVI STRAUSS & CO
2020-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3862000.00
4343328.57
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
40529.39
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
237561.19
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
169555.60
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
323980.00
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
1028970.00
MICHAEL FOODS GROU[
2018-07-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
561895.83
MORGAN STANLEY BK AMER MERRILLYNCH TR 2013 C10
2046-07-15
4.083100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3450000.00
2904858.22
MORGAN STANLEY CAP I TR 2012 C4
2045-03-15
5.525500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
4124835.25
MUELLER WATER PRODUCTS INC
2020-09-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500.00
571.94
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
631000.00
657712.33
NATIONSTAR MORTGAGE LLC
2022-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
315534.00
297390.80
NEWFIELD EXPLORATION COMPANY
2022-01-30
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
315577.08
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
1093981.53
OMNICARE INC
2020-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
127000.00
146154.07
PFD PRECISION DRILLING
2020-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
13910.99
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
698677.77
PRIUDENTYAL FINCL
2036-12-14
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
128348.62
PROVIDENT FDG ASSOC
2019-02-15
10.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490000.00
554557.50
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
483000.00
509400.65
RALI SERIES 2003 QS4 TRUST
2035-03-25
4.326500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8220300.00
804174.39
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
315188.70
RANGE RESOURCES CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
541125.00
RBSSP RESEC TR 2009-6
2036-01-26
2.672200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6533565.00
3566784.40
RBSSP RESECURITIZATION TRUST 2009 7
2036-04-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8546033.00
5010279.27
REGIONS FINL CORP NEW
2015-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4045000.00
4428119.93
SEAGATE TECH HDD HOLDINGS
2016-10-01
6.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12068.00
13769.05
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356000.00
382551.67
SOC GEN
2059-07-05
0.992800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
42574.46
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
634000.00
600715.00
STANDARD PACIFIC CORP
2016-09-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118000.00
144797.47
STRU ASSET SEC CORP. (SASCO) 20
2034-02-25
2.481799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16083000.00
2211579.50
STRUCTUTRED MTG INV II TRUST 20
2036-06-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7096798.00
2838066.37
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
343830.00
TENET HEALTHCARE CORP
2020-02-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1589437.00
1676259.99
TESORO LOGISTICS LP / TESORO LOGISTICS FIN CORP
2021-10-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1380000.00
1424850.00
THE AES CORP
2020-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2424111.11
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
185063.72
TIMBERLAKE FIN LLC
2036-06-28
0.461000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35588289.00
9994582.23
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
158935.00
TRINIDAD DRILLING
2019-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
709678.12
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
74480.00
UBS BARCLAYS COML
2063-05-10
4.891499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7057008.00
6279407.61
UBS COML MTG TR 2012-C1
2045-05-10
5.535099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2841705.00
UBS-BARCLAYS COML MTG TR 2012-C4
2045-12-10
4.501800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2639563.20
VALEANT PHARMACEUTICALS INTERNATIONAL INC
2021-08-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1850000.00
1994878.13
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
140400.00
VPII ESCROW CORP
2018-08-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670616.00
756119.54
WACHOVIA BANK COMM MTG
2020-06-15
0.467700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
5739107.30
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
2006183.00
2096699.97
WAMU MTGE P/T TR
2045-04-25
0.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3145378.75
WATERFALL VICTORIA 2011 SBC2
2039-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1953500.00
1684407.55
WELLS FARGO COML
2045-10-15
4.778999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3265000.00
2987401.55
WELLS FARGO MTG B SEC
2034-09-25
2.614399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2672417.00
1311902.59
ZIONS BANCORPORATION
2099-12-31
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
750402.00
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
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
245227850.00
245227850.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.212500%
60682AFP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
N
71000000.00
71000000.00
0.0032
N
71002840.00
71002840.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233000%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
N
21001680.00
21001680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.216000%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2014-01-23
N
N
N
67000000.00
67000000.00
0.0030
N
67006700.00
67006700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJB3
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
31996800.00
31996800.00
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
32000000.00
32000000.00
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
11000110.00
11000110.00
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
21000420.00
21000420.00
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
57001140.00
57001140.00
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
5000100.00
5000100.00
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
100000000.00
100000000.00
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
0.0022
N
50002500.00
50002500.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LJL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
33000000.00
33000000.00
0.0015
N
32997030.00
32997030.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LJN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
56000000.00
56000000.00
0.0025
N
55994960.00
55994960.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.100000%
60686N005_0.1000_M131202_2M47
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-06-01
3.109999
Government Agency Debt
14727046.00
7740674.32
Fannie Mae
2041-06-01
3.162999
Government Agency Debt
27009182.00
12357788.13
Fannie Mae
2041-06-01
3.660000
Government Agency Debt
24704449.00
11631476.78
Fannie Mae
2041-09-01
2.682999
Government Agency Debt
30177754.00
15732329.89
Fannie Mae
2041-10-01
2.988999
Government Agency Debt
30085634.00
20305659.28
Fannie Mae
2041-11-01
2.996000
Government Agency Debt
10140071.00
5439538.27
Fannie Mae
2041-11-01
3.130999
Government Agency Debt
5971237.00
3634940.85
Fannie Mae
2043-04-01
1.952000
Government Agency Debt
1066846.00
954098.56
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
54157149.00
60658800.09
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
135000000.00
135000000.00
0.0060
N
135000000.00
135000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
270000000.00
270000000.00
0.0121
Security is a time deposit.
N
269999889.30
269999889.30
National Australia Bank Ltd
National Australia Bank Ltd 0.188000%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2014-03-03
N
N
N
173000000.00
173000000.00
0.0077
N
173000000.00
173000000.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
142000000.00
141910185.00
0.0064
N
141913380.00
141913380.00
Natixis SA
Natixis SA 0.250000%
63873EH79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
31000000.00
31000000.00
0.0014
N
30998450.00
30998450.00
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
17000340.00
17000340.00
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
20000400.00
20000400.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.130000%
6323A0Z35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
Y
Natixis SA
N/A
N/A
N
108000000.00
107999609.99
0.0048
N
107998920.00
107998920.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.130000%
6323A0Z43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
Y
Natixis SA
N/A
N/A
N
35000000.00
34999747.22
0.0016
N
34999300.00
34999300.00
NRW.BANK
NRW.BANK 0.090000%
62939LZ44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
335000000.00
334998325.00
0.0150
N
334996650.00
334996650.00
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
105015750.00
105015750.00
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
84006720.00
84006720.00
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
20001000.00
20001000.00
Rabobank Nederland
Rabobank Nederland 0.248000%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-04
2014-03-04
N
N
N
137000000.00
137000000.00
0.0061
N
137026030.00
137026030.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
208000000.00
208000000.00
0.0093
N
208064480.00
208064480.00
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
58017980.00
58017980.00
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
60948488.89
0.0027
N
60965840.00
60965840.00
Royal Bank of Canada
Royal Bank of Canada 0.292900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-12-05
N
N
N
60000000.00
60000000.00
0.0027
N
60002820.00
60002820.00
Royal Bank of Canada
Royal Bank of Canada 0.334400%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-01-06
2014-12-04
N
N
N
137000000.00
137000000.00
0.0061
N
137032880.00
137032880.00
Royal Bank of Canada
Royal Bank of Canada 0.298400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-01-02
2014-12-01
N
N
N
125000000.00
125000000.00
0.0056
N
125030000.00
125030000.00
Royal Bank of Canada
Royal Bank of Canada 0.286000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-24
2014-06-24
N
N
N
125000000.00
125000000.00
0.0056
N
125047500.00
125047500.00
Royal Bank of Canada
Royal Bank of Canada 0.060000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
100000000.00
100000000.00
0.0045
Security is a time deposit.
N
99999879.60
99999879.60
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB Series 2003A 0.250000%
79818CAB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
5000000.00
5000000.00
0.0002
N
5000000.00
5000000.00
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
112970620.00
0.0051
N
112980790.00
112980790.00
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
15994026.66
0.0007
N
15995840.00
15995840.00
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
39962666.66
0.0018
N
39970800.00
39970800.00
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
20978113.33
0.0009
N
20981310.00
20981310.00
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
3000240.00
3000240.00
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
12003120.00
12003120.00
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
0.0004
N
10002000.00
10002000.00
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
29002900.00
29002900.00
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
12000000.00
12000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.070000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
96000000.00
96000000.00
0.0043
Security is a time deposit.
N
96000083.42
96000083.42
Societe Generale
Societe Generale 0.250000%
83368NSA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
85000000.00
85000000.00
0.0038
N
84997450.00
84997450.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.110000%
83365RZ32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
Y
Societe Generale
N/A
N/A
N
1000000.00
999996.94
0.0000
N
999990.00
999990.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.105000%
83365RZ65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
Y
Societe Generale
N/A
N/A
N
70000000.00
69999183.33
0.0031
N
69999181.00
69999181.00
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
123004920.00
123004920.00
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
33999320.00
33999320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
40000000.00
40000000.00
0.0018
N
39996400.00
39996400.00
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
32006400.00
32006400.00
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
6000360.00
6000360.00
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
27001620.00
27001620.00
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
58003480.00
58003480.00
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
6000900.00
6000900.00
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
0.0017
N
39005850.00
39005850.00
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
0.0013
N
30004800.00
30004800.00
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
44008360.00
44008360.00
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
24003840.00
24003840.00
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
1000180.00
1000180.00
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
38006080.00
38006080.00
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
102000000.00
102000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
1000000.00
1000000.00
0.0000
N
999910.00
999910.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UCZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
2000000.00
2000000.00
0.0001
N
1999880.00
1999880.00
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
17000340.00
17000340.00
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
2000060.00
2000060.00
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
82002460.00
82002460.00
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
103003090.00
103003090.00
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
20000600.00
20000600.00
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
64998700.00
64998700.00
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
27999440.00
27999440.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
N
65000000.00
65000000.00
0.0029
N
64998700.00
64998700.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KGG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
24000000.00
24000000.00
0.0011
N
23999040.00
23999040.00
Swedbank AB
Swedbank AB 0.248000%
87019QT81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
10000000.00
10000000.00
0.0004
N
10000800.00
10000800.00
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
68000000.00
0.0030
N
67999320.00
67999320.00
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
7999947.78
0.0004
N
7999920.00
7999920.00
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
2013-12-06
2013-12-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.160000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Texas
N/A
N/A
N
N
1010000.00
1010000.00
0.0000
N
1010000.00
1010000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.120000%
882723BQ1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12485000.00
12485000.00
0.0006
N
12485000.00
12485000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602UAM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
26000000.00
25991333.36
0.0012
N
25991940.00
25991940.00
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
60009600.00
60009600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
284000000.00
284000000.00
0.0127
N
284048280.00
284048280.00
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
38008360.00
38008360.00
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
72012960.00
72012960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.217500%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-17
2014-06-17
N
N
N
145000000.00
145000000.00
0.0065
N
145029000.00
145029000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.217500%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-18
2014-06-18
N
N
N
15000000.00
15000000.00
0.0007
N
15003000.00
15003000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.207000%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-23
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
151000000.00
151000000.00
0.0068
N
151015100.00
151015100.00
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
49996333.33
0.0022
N
49998500.00
49998500.00
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
45983248.33
0.0021
N
45990800.00
45990800.00
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
19988633.33
0.0009
N
19991200.00
19991200.00
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
49960916.67
0.0022
N
49967000.00
49967000.00
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
47004700.00
47004700.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
41000000.00
41000000.00
0.0018
N
41000000.00
41000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2014-01-02
N
N
N
35000000.00
35000000.00
0.0016
N
35003850.00
35003850.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.217000%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2014-05-20
N
N
N
188000000.00
188000000.00
0.0084
N
188041360.00
188041360.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.188500%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-09
2014-04-07
N
N
N
195000000.00
195000000.00
0.0087
N
195017550.00
195017550.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.218500%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2014-08-05
N
N
N
67000000.00
67000000.00
0.0030
N
67006700.00
67006700.00
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
24003120.00
24003120.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.190000%
9497P6R67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2014-05-02
N
N
N
46000000.00
46000000.00
0.0021
N
46019780.00
46019780.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.304400%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-12-16
2014-12-15
N
N
N
55000000.00
55000000.00
0.0025
N
55002090.00
55002090.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.350200%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2013-12-23
2014-12-22
N
N
N
225000000.00
225000000.00
0.0101
N
225036225.00
225036225.00
Westpac Banking Corp
Westpac Banking Corp 0.538100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2014-12-26
N
N
N
100000000.00
100000000.00
0.0045
N
100016800.00
100016800.00
Westpac Banking Corp
Westpac Banking Corp 0.290000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2014-04-25
N
N
N
91000000.00
91000000.00
0.0041
N
91076440.00
91076440.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
96121TUG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2014-10-29
N
N
N
102000000.00
102000000.00
0.0046
N
102095880.00
102095880.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2014-01-17
N
N
N
24000000.00
24000000.00
0.0011
N
24007680.00
24007680.00
Westpac Banking Corp
Westpac Banking Corp 0.245000%
9612C4HX2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-30
2014-05-28
N
N
N
35000000.00
35000000.00
0.0016
N
35012600.00
35012600.00
Westpac Banking Corp
Westpac Banking Corp 0.267500%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-19
2014-06-19
N
N
N
116000000.00
116000000.00
0.0052
N
116055680.00
116055680.00
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
135656.66
135656.66
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
451941.69
451941.69
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
994248.24
994248.24
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
486008.48
486008.48
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
113002.12
113002.12