0001145549-13-010389.txt : 20140129
0001145549-13-010389.hdr.sgml : 20140129
20131206143835
ACCESSION NUMBER: 0001145549-13-010389
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: 131262693
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-11-30
0000857156
S000004508
4
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
52
79
13173652591.93
5027549.12
14709375.84
13163970765.21
0.0024
1.0001
2013-11-30
1.0001
2013-11-30
C000012383
25000.00
8573566136.52
1.00
-104556617.29
90604326.64
195160943.93
0.0001
1.0001
2013-11-30
1.0001
2013-11-30
C000012384
1000000.00
1265762652.18
1.00
-18316246.30
25231826.38
43548072.68
0.0001
1.0001
2013-11-30
1.0001
2013-11-30
C000012385
3000000.00
1014658101.21
1.00
-34646515.21
17722763.08
52369278.29
0.0001
1.0001
2013-11-30
1.0001
2013-11-30
C000038267
10000000.00
2309983875.30
1.00
107697411.01
155773576.18
48076165.17
0.0003
1.0001
2013-11-30
1.0001
2013-11-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279HK88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
Y
Santander UK Plc
N/A
N/A
N
54000000.00
54000000.00
0.0041
N
54002160.00
54002160.00
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
64000000.00
64000000.00
0.0049
N
64001280.00
64001280.00
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
12000000.00
12000000.00
0.0009
N
12000000.00
12000000.00
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
50000000.00
49999888.89
0.0038
N
49999500.00
49999500.00
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
82000000.00
82000000.00
0.0062
N
82007380.00
82007380.00
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
77000000.00
77000000.00
0.0058
Security is a time deposit.
N
77000070.46
77000070.46
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
10000000.00
10000000.00
0.0008
Security is a time deposit.
N
10000011.34
10000011.34
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
21000000.00
21000000.00
0.0016
N
21000420.00
21000420.00
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
113000000.00
113000000.00
0.0086
N
113009040.00
113009040.00
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
1000000.00
1000000.00
0.0001
N
1000080.00
1000080.00
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
68000000.00
68000000.00
0.0052
N
68002720.00
68002720.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WR88
Other Note
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
64000000.00
64000000.00
0.0049
N
64002560.00
64002560.00
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
10000000.00
10000000.00
0.0008
N
9999000.00
9999000.00
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
36000000.00
36000000.00
0.0027
N
36002160.00
36002160.00
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
13000000.00
13000000.00
0.0010
N
13001040.00
13001040.00
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
59000000.00
59000000.00
0.0045
N
59002360.00
59002360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417HAX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
N
64000000.00
64000000.00
0.0049
N
63963520.00
63963520.00
Bank of the West
Bank of the West 0.265000%
06426GBZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
23000000.00
23000000.00
0.0017
N
23002760.00
23002760.00
Bank of the West
Bank of the West 0.250000%
06426GCC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
43000000.00
43000000.00
0.0033
N
43004730.00
43004730.00
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
18000000.00
18000000.00
0.0014
N
18002340.00
18002340.00
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
10000000.00
10000000.00
0.0008
N
10001300.00
10001300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
57000000.00
57000000.00
0.0043
N
57010260.00
57010260.00
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
3000000.00
3000000.00
0.0002
N
3001020.00
3001020.00
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
56000000.00
56000000.00
0.0043
N
56019600.00
56019600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
20000000.00
20000000.00
0.0015
N
20000000.00
20000000.00
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
31000000.00
31000000.00
0.0024
N
31000000.00
31000000.00
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
3000000.00
3000000.00
0.0002
N
3000330.00
3000330.00
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
23000000.00
23000000.00
0.0017
N
23005750.00
23005750.00
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
58000000.00
58000000.00
0.0044
N
58008120.00
58008120.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M131202_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-05-25
2.000000
Government Agency Debt
155632031.00
26998653.58
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
11633527.00
9085792.47
Fannie Mae
2028-11-01
3.500000
Government Agency Debt
110350.00
116129.09
Fannie Mae
2040-01-25
0.969999
Government Agency Debt
5300462.00
1789092.88
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
1013199.00
213243.55
Fannie Mae
2043-11-01
2.611000
Government Agency Debt
3492.00
3471.95
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
6035428.00
6256814.20
Freddie Mac
2031-08-15
3.500000
Government Agency Debt
11084014.00
11210513.99
Freddie Mac
2038-11-15
4.000000
Government Agency Debt
24136398.00
25172455.57
Freddie Mac
2043-11-15
0.00
Government Agency Debt
127136.00
129354.78
GNMA
2038-04-20
2.600000
Government Agency Debt
71022252.00
52019043.42
GNMA
2039-06-20
2.600000
Government Agency Debt
81167587.00
57956760.11
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
182000000.00
182000000.00
0.0138
N
182000000.00
182000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M131204_2MN4
0000851376
Government Agency Repurchase Agreement
Y
0.125 FHLB 14 SP
2014-04-17
0.125000
Government Agency Debt
250000.00
250078.55
4.125 FHLB 19 VB
2019-12-13
4.125000
Government Agency Debt
725000.00
824550.35
Fannie Mae
2016-03-28
0.500000
Government Agency Debt
11168000.00
11187066.26
Fannie Mae
2016-09-15
5.250000
Government Agency Debt
453599.00
517036.94
Fannie Mae
2019-02-01
0.00
Government Agency Debt
3640000.00
3255725.20
Fannie Mae
2019-10-09
0.00
Government Agency Debt
125524993.00
107544793.00
Freddie Mac
2014-06-19
0.00
Government Agency Debt
28658000.00
28643384.42
Freddie Mac
2022-01-13
2.375000
Government Agency Debt
54716000.00
53778289.35
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
200000000.00
200000000.00
0.0152
N
200000000.00
200000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M131206_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2014-06-19
0.00
Government Agency Debt
2062000.00
2060948.38
Freddie Mac
2036-05-01
0.524000
Government Agency Debt
86426.00
8552.91
Freddie Mac
2043-01-01
4.000000
Government Agency Debt
2033182.00
2058631.24
Freddie Mac
2043-11-15
0.00
Government Agency Debt
44165.00
44935.77
GNMA
2043-01-15
2.500000
Government Agency Debt
2295980.00
2099042.46
GNMA
2043-01-15
2.500000
Government Agency Debt
2243592.00
2051867.21
GNMA
2043-06-15
2.500000
Government Agency Debt
2187231.00
2016863.66
GNMA
2043-07-15
2.500000
Government Agency Debt
2159053.00
1993671.57
GNMA
2043-08-15
2.500000
Government Agency Debt
137109.00
126945.58
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
12000000.00
12000000.00
0.0009
N
12000000.00
12000000.00
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
19000000.00
18987502.22
0.0014
N
18992210.00
18992210.00
BNP Paribas
BNP Paribas 0.390000%
05572NNX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
104000000.00
104000000.00
0.0079
N
104009360.00
104009360.00
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
19000000.00
19000000.00
0.0014
N
19003990.00
19003990.00
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
8000000.00
8000000.00
0.0006
N
8000560.00
8000560.00
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
116000000.00
116000000.00
0.0088
N
116008120.00
116008120.00
BNP Paribas
BNP Paribas 0.300000%
05572NQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
18000000.00
18000000.00
0.0014
N
18001260.00
18001260.00
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
57000000.00
57000000.00
0.0043
N
57012540.00
57012540.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M131202_2MN4
0001197610
Other Repurchase Agreement
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
2039-01-15
8.199999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67568.00
100796.07
APACHE CORP
2018-09-15
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18554.00
23057.67
ARES CAPITAL CORPORATION
2018-11-30
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39560.00
40303.10
BANCO LATINO AMERICANO
2017-04-04
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159086.00
163179.15
BANGKOK BANK PLUBLIC COMPANY LIMITED
2015-10-18
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1154646.00
1191746.38
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
1603663.00
1874491.61
BBVA US SENIOR S A UNIPERSONAL
2014-05-16
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1300966.00
1314136.47
CORPORACION ANDINA DE FOMENTO
2022-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465633.00
476864.33
INTERNATINOAL PAPER CAPITAL TRUST
2021-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78761.00
99013.34
LOWE'S CO INC
2036-10-15
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2079061.00
2320084.23
MACQUARIE BANK LIMITED
2013-12-17
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1155510.00
1178631.75
ORIELLY AUTOMOTIVE NEW
2021-01-14
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3019745.00
3249732.55
PENSKE TRUCK LEASING CO L P
2023-01-17
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155772.00
153992.05
Swedbank AB
2017-09-29
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1121427.00
1139865.13
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4713825.00
5262835.03
THE GOLDMAN SACHS GROUP INC
2016-02-07
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
932358.00
993900.88
VODAFONE GROUP PLC
2017-02-27
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75097.00
85838.50
WEYEHAEUSER CO
2023-09-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2298862.00
2381532.59
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
21000000.00
21000000.00
0.0016
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
21000000.00
21000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M131206_2MN4
0001197610
Other Repurchase Agreement
N
AON CORP
2020-09-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
339361.00
377442.21
ARES CAPITAL CORPORATION
2018-11-30
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2917.00
2971.79
AT & T INC
2016-08-15
2.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5258297.00
5434607.70
BACO DO BRASIL S.A. ACTING THROUGH ITS
2017-01-23
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1067429.00
1096783.30
BANCO INTERNACIONAL DEL PERU S A A
2020-10-07
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65696.00
67009.92
BANCO LATINO AMERICANO
2017-04-04
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180518.00
185162.58
BANGKOK BANK PLUBLIC COMPANY LIMITED
2015-10-18
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
794703.00
820237.91
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
56991.00
65922.38
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
803142.00
938777.63
Bank of Montreal
2017-01-30
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
376961.05
COMCAST CORP SPL A
2040-03-01
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
313049.00
365658.28
CORPORACION ANDINA DE FOMENTO
2022-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
137.00
140.30
DNB NOR BOLIGKREDIT
2015-10-14
2.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
477551.00
492032.73
DUKE ENERGY HOLDING CORP COM
2018-06-15
2.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151036.00
153302.80
GCB REGS KOREA HIGHWAY
2015-05-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3226436.00
3411218.02
INTERNATINOAL PAPER CAPITAL TRUST
2021-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31380.00
39448.95
LOWE'S CO INC
2036-10-15
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100473.00
112120.72
MORGAN STANLEY GROUP INC
2017-08-28
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990694.00
1162280.83
PENSKE TRUCK LEASING CO L P
2023-01-17
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4432.00
4381.36
PETROBRAS INTERNTL FINANCE CO
2014-09-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1852770.00
1974924.16
PRUDENTIAL FINCL INC,NJ
2037-12-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
616604.00
769458.25
QWEST CORP
2017-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
794692.00
923391.49
TARGET CORP
2037-10-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11851.00
14470.36
VODAFONE GROUP PLC
2016-02-19
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
959486.00
963842.07
VODAFONE GROUP PLC
2017-02-27
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1091352.00
1247453.53
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
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
20000400.00
20000400.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M131202_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
100178902.00
57695433.55
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
68192996.00
58058270.30
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
69182175.00
58036959.02
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
61518216.00
58165006.82
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
33239149.00
28842019.81
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
63124027.00
58054983.73
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
19263874.00
20017327.22
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
329000000.00
329000000.00
0.0250
N
329000000.00
329000000.00
BPCE SA
BPCE SA 0.260000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
28000000.00
27987260.00
0.0021
N
27991040.00
27991040.00
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
84000000.00
83962841.67
0.0064
N
83971440.00
83971440.00
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
68000000.00
67939593.33
0.0052
N
67971440.00
67971440.00
CAFCO, LLC
CAFCO, LLC 0.385000%
12476FC53
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
60000000.00
59940325.00
0.0046
N
59968800.00
59968800.00
CAFCO, LLC
CAFCO, LLC 0.350000%
12476FCS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28967858.33
0.0022
N
28980280.00
28980280.00
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
125000000.00
125000000.00
0.0095
N
125000000.00
125000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
16000000.00
15996733.33
0.0012
N
15997280.00
15997280.00
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
19000000.00
18995234.17
0.0014
N
18995820.00
18995820.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
67000000.00
66982021.66
0.0051
N
66983920.00
66983920.00
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
28000000.00
27989710.00
0.0021
N
27990480.00
27990480.00
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
15000000.00
14993700.00
0.0011
N
14994000.00
14994000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KBM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-21
2014-02-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
9000000.00
8995747.50
0.0007
N
8995860.00
8995860.00
Charta, LLC
Charta, LLC 0.430000%
16115UZK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18996141.94
0.0014
N
18998290.00
18998290.00
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
30000000.00
29977600.00
0.0023
N
29989800.00
29989800.00
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
7000000.00
7000000.00
0.0005
N
7002590.00
7002590.00
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
30000000.00
30000000.00
0.0023
N
30012300.00
30012300.00
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
21000000.00
21000000.00
0.0016
N
21008610.00
21008610.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
38000000.00
38000000.00
0.0029
N
38014820.00
38014820.00
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
50000000.00
50000000.00
0.0038
N
50019500.00
50019500.00
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
10000000.00
10000000.00
0.0008
N
10004200.00
10004200.00
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
22000000.00
21978119.17
0.0017
N
21988560.00
21988560.00
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
10000000.00
9985000.00
0.0008
N
9990500.00
9990500.00
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
14000000.00
14000000.00
0.0011
N
14002240.00
14002240.00
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
7000000.00
7000000.00
0.0005
N
7001400.00
7001400.00
Citibank, NA
Citibank, NA 0.400000%
17304UGC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
100000000.00
100000000.00
0.0076
N
100020000.00
100020000.00
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
80000000.00
80000000.00
0.0061
N
80015200.00
80015200.00
Citibank, NA
Citibank, NA 0.365000%
17304UJY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
91000000.00
91000000.00
0.0069
N
91050960.00
91050960.00
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
27000000.00
27000000.00
0.0021
N
27012690.00
27012690.00
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
27000000.00
27000000.00
0.0021
Security is a time deposit.
N
26999570.94
26999570.94
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
39000000.00
38993760.00
0.0030
N
38996880.00
38996880.00
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
43000000.00
42980506.67
0.0033
N
42989680.00
42989680.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
60000000.00
59971733.33
0.0046
N
59984400.00
59984400.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
37000000.00
36977964.44
0.0028
N
36987050.00
36987050.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZ22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
51000000.00
51000000.00
0.0039
N
50999490.00
50999490.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
40000000.00
39993600.00
0.0030
N
39996800.00
39996800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.538100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2014-08-27
N
N
N
50000000.00
50000000.00
0.0038
N
50026600.00
50026600.00
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
58000000.00
58000000.00
0.0044
N
58009280.00
58009280.00
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
45200000.00
45175479.00
0.0034
N
45179208.00
45179208.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.200000%
923DBX002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
13000000.00
13000000.00
0.0010
N
13000390.00
13000390.00
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
90000000.00
89932800.00
0.0068
N
89957700.00
89957700.00
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
37000000.00
36958991.67
0.0028
N
36968550.00
36968550.00
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
10000000.00
10000000.00
0.0008
N
10000200.00
10000200.00
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
30000000.00
30000000.00
0.0023
N
30000900.00
30000900.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UF58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
53000000.00
53000000.00
0.0040
N
53001590.00
53001590.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.270000%
22532UL36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
23000000.00
23000000.00
0.0017
N
23001840.00
23001840.00
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
15000000.00
15000000.00
0.0011
N
14999250.00
14999250.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
38000000.00
38000000.00
0.0029
N
38000000.00
38000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
23000000.00
23000000.00
0.0017
N
23000000.00
23000000.00
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
20000000.00
20000000.00
0.0015
N
20000000.00
20000000.00
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
0.0036
N
46995770.00
46995770.00
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
37000000.00
37000000.00
0.0028
N
37000000.00
37000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.070000%
22799D001_0.0700_M131202_2MN4
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-02-15
11.250000
Treasury Debt
1397000.00
1628629.39
United States Treasury Department
2015-08-15
4.250000
Treasury Debt
22090000.00
23872260.98
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
25000000.00
25000000.00
0.0019
N
25000000.00
25000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.090000%
22799D001_0.0900_M131202_2MN4
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
3.000000
Government Agency Debt
23578950.00
21641037.39
United States Treasury Department
2030-05-15
6.250000
Treasury Debt
25245000.00
34559829.14
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
55093038.00
55093038.00
0.0042
N
55093038.00
55093038.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2MN4
0001230485
Other Repurchase Agreement
N
CBASS
2037-07-25
0.447199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2780000.00
1622392.05
CWL 2005-12 M3
2036-02-25
0.676000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
4203487.96
IMSA 2007-1 A2
2037-03-25
0.326000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15855000.00
8814001.11
MARM 2007-3 12A1
2047-05-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
113220000.00
36342413.14
MSHEL 2006-2 M1
2036-02-25
0.506000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2035000.00
955888.82
NHELI 2005-HE1 M5
2035-09-25
0.815999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
2536726.00
United States Treasury Department
2014-08-31
2.375000
Treasury Debt
4470000.00
4570775.00
United States Treasury Department
2014-08-31
2.375000
Treasury Debt
1495000.00
1528704.39
WMALT 2005-3 1CB3
2035-05-25
0.615999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000000.00
38700428.61
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
87000000.00
87000000.00
0.0066
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
87000000.00
87000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2MN4
0001230485
Other Repurchase Agreement
N
BACM 2007-4 AJ
2051-02-10
6.004200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
169867.05
CD 2006-CD2 AJ
2046-01-15
5.570599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5170575.00
4766989.65
CGCMT 2007-C6 AJ
2049-12-10
5.893699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000000.00
29680898.67
COBALT COMMERCIAL MTGE TRUST 2007-C3
2046-05-15
5.963400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2803014.99
INDX 2006-FLX1 A1
2036-11-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1875000.00
633887.69
JPMCC 2006-LDP9 AJ
2047-05-15
5.410999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6762881.00
5908922.37
TMST 2007-3 4A1
2047-06-25
0.386000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69800000.00
19463621.07
WAMU
2045-01-25
0.526000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22500000.00
2453534.60
WFMBS 2006-AR1 2A5
2036-03-25
5.333100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5443924.67
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
62000000.00
62000000.00
0.0047
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
62006820.00
62006820.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M140129_2MN4
0001230485
Other Repurchase Agreement
N
144A JPMRR 2009-12 6A2
2035-10-26
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1173212.00
906824.77
AHM 2004-1 1M2
2044-04-25
1.415999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11842000.00
234528.11
BOAA 2003-2 B1
2033-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2113911.66
BSARM 2004-2 2B1
2034-05-25
3.332700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2740000.00
672857.24
BVMBS 2004-1 2M
2034-11-20
2.829299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5605000.00
1045815.07
CSFB 2004-C3 D
2036-07-15
5.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5575021.21
CSMC 2007-C3 AJ
2039-06-15
5.870800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3345848.00
2616607.71
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83980000.00
19471622.56
CWALT INC
2035-07-25
0.806000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2068000.00
1490344.67
INDX 2004-AR6 6A2
2034-10-25
2.739399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
471900.00
48235.40
INDX 2006-FLX1 A1
2036-11-25
0.376000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10225000.00
3456800.85
JPMMT 2005-A3 7CA1
2035-06-25
2.737899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25940000.00
5862085.83
MARM 2005-1 7A3
2035-02-25
2.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8400000.00
1674179.13
MLMI 2005-A5 A8
2035-06-25
2.505300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
336467.77
MSHEL 2006-2 M1
2036-02-25
0.506000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
25834.83
MSM
2036-06-25
2.214300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
833000.00
233081.27
RFMSI 2003-S6 M1
2018-04-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014700.00
111272.05
RFMSI 2005-SA2 3A2
2035-06-25
2.956900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
39275.33
SARM 2004-20 1A3
2035-01-25
4.294200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
476370.63
SASC 2001-15A B2
2031-10-25
2.205499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5128000.00
110766.76
TMST 2002-3 B1
2042-09-25
2.325000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6232000.00
799194.77
WAMMS 2002-AR3 B2
2032-12-25
2.215300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8457400.00
498821.83
WFMBS 2004-1 B1
2034-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6453000.00
2133187.33
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107059000.00
28267532.20
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
68000000.00
68000000.00
0.0052
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
68059160.00
68059160.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
105000000.00
104964445.85
0.0080
N
104970600.00
104970600.00
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
44000000.00
44000000.00
0.0033
N
44001760.00
44001760.00
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
87000000.00
87000000.00
0.0066
N
87066990.00
87066990.00
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
56000000.00
56000000.00
0.0043
N
56014000.00
56014000.00
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
85000000.00
85000000.00
0.0065
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.260000%
988RGN000_0.2600_M131202_2MN4
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
749998.00
AMDOCS LTD ORD
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
486.12
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
749973.24
AXIALL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749988.69
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
749993.74
BEAM INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749974.29
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
749979.51
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
749990.28
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
749976.91
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
749988.33
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
749972.44
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
749933.58
HESS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749941.92
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
749999.04
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
749995.54
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
749998.78
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
749895.68
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
749985.60
PFIZER INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749977.00
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
749990.72
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
749992.68
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
749997.50
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
15000000.00
15000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988VHX008_0.2800_M131202_2MN4
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
749998.00
AMDOCS LTD ORD
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
486.12
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
749973.24
AXIALL CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749988.69
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
749993.74
BEAM INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749974.29
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
749979.51
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
749990.28
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
749976.91
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
749988.33
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
749972.44
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
749933.58
HESS CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749941.92
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
749999.04
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
749995.54
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
749998.78
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
749895.68
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
749985.60
PFIZER INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749977.00
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
749990.72
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
749992.68
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
749997.50
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988VHX008_0.2800_M131204_2MN4
0001074042
Other Repurchase Agreement
N
AMDOCS LTD ORD
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1258686.21
ASPEN INSURANCE HOLDINGS LTDSHS
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1251834.66
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
1246058.45
BANKUNITED INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1255825.08
BROWN & BROWN INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250768.20
CROWN HOLDINGS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1257388.00
DONALDSON INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1131430.52
DSW INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249691.52
EXAR CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
830220.90
EXELIS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1264189.42
KRATON PERFORMANCE POLYMERS COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1274158.62
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
1273225.94
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
1281175.28
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
1265703.68
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
1218845.60
QUESTAR CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250535.60
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
1257676.86
ROCKWOOD HLDGS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1243957.05
SERVICE CORP INTL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1253426.68
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
1271802.00
TE CONNECTIVITY LTD REG SHS
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
413095.92
WATSCO INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250314.52
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
25000000.00
25000000.00
0.0019
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000250.00
25000250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988VHX008_0.2800_M131206_2MN4
0001074042
Other Repurchase Agreement
N
AMDOCS LTD ORD
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1157978.35
ASPEN INSURANCE HOLDINGS LTDSHS
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1151700.86
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
1146376.94
BANKUNITED INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1155340.98
BROWN & BROWN INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1150723.15
CROWN HOLDINGS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1156804.00
DONALDSON INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1043776.80
DSW INC CL A
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149700.02
EXAR CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1140508.40
EXELIS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1163046.43
KRATON PERFORMANCE POLYMERS COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1172214.54
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
1171360.96
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
1178676.77
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
1164452.48
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
1121360.80
QUESTAR CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1150501.76
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
1157061.14
ROCKWOOD HLDGS INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1144454.22
SERVICE CORP INTL COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1153162.02
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
1170057.00
TE CONNECTIVITY LTD REG SHS
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
472.77
WATSCO INC COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1150285.50
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
23000000.00
23000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
23000000.00
23000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
99ETSZ007_0.0600_M131205_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
28584.00
21235.64
Fannie Mae
2031-09-25
0.420200
Government Agency Debt
26961102.00
24914826.51
Fannie Mae
2035-06-01
1.999000
Government Agency Debt
14047634.00
3540948.27
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
36592106.00
36199586.54
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
80348.00
73269.85
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
8340011.00
9348473.12
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
226169.00
211779.40
Freddie Mac
2032-05-01
3.500000
Government Agency Debt
15885611.00
13632174.94
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
558254.00
453305.27
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
85000000.00
85000000.00
0.0065
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M131202_2MN4
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
11313766.00
12672001.44
United States Treasury Department
2019-11-30
1.000000
Treasury Debt
13345600.00
12828093.37
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
25000000.00
25000000.00
0.0019
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M131206_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-04-25
0.620199
Government Agency Debt
359628.00
330135.49
Fannie Mae
2041-07-25
0.485999
Government Agency Debt
17439581.00
7604487.81
Fannie Mae
2043-02-25
0.415999
Government Agency Debt
26193953.00
25527621.28
Freddie Mac
2028-10-20
3.000000
Government Agency Debt
2904218.00
2907556.06
Freddie Mac
2028-11-20
3.500000
Government Agency Debt
3654443.00
3782027.73
Freddie Mac
2033-01-15
3.000000
Government Agency Debt
2393676.00
2338644.52
Freddie Mac
2033-04-15
3.000000
Government Agency Debt
29877638.00
29415105.98
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
26607000.00
29477277.43
Freddie Mac
2043-11-20
5.000000
Government Agency Debt
2542073.00
2712312.80
GNMA
2024-11-15
2.669999
Government Agency Debt
3298607.00
3383983.75
GNMA
2037-06-16
5.783999
Government Agency Debt
1000000.00
1110082.67
GNMA
2037-12-15
5.519999
Government Agency Debt
4713048.00
4036457.68
GNMA
2041-06-15
3.250000
Government Agency Debt
2115355.00
1936230.50
GNMA
2043-01-20
0.400000
Government Agency Debt
11016717.00
10931816.33
GNMA
2043-03-15
6.750000
Government Agency Debt
3600000.00
3486195.73
GNMA
2043-10-16
2.500000
Government Agency Debt
410093.00
385630.31
GNMA
2045-01-15
3.500000
Government Agency Debt
4404900.00
4329362.25
GNMA
2048-07-15
2.600000
Government Agency Debt
3597200.00
3598323.00
GNMA
2048-07-15
3.600000
Government Agency Debt
2649289.00
2666345.88
GNMA
2048-08-15
2.750000
Government Agency Debt
3725384.00
3526471.48
GNMA
2048-10-15
3.649999
Government Agency Debt
3915000.00
3948544.03
GNMA
2048-10-15
4.200000
Government Agency Debt
3496523.00
3645477.21
GNMA
2052-12-16
3.600000
Government Agency Debt
1191679.00
1210798.30
GNMA
2053-06-16
2.450000
Government Agency Debt
2317013.00
2024389.45
GNMA
2053-10-15
4.570000
Government Agency Debt
3129998.00
3186295.53
GNMA
2054-02-15
2.160000
Government Agency Debt
3312080.00
3249846.02
GNMA
2054-04-15
2.230000
Government Agency Debt
3450822.00
3397798.20
GNMA
2054-05-15
2.419999
Government Agency Debt
3739702.00
3781819.35
GNMA
2054-05-15
2.649999
Government Agency Debt
2761479.00
2512661.76
GNMA
2054-05-15
3.020000
Government Agency Debt
2872550.00
2862627.89
GNMA
2054-06-15
2.490000
Government Agency Debt
4243262.00
4231472.80
GNMA
2054-10-15
2.870000
Government Agency Debt
2932204.00
2910377.32
GNMA
2054-10-15
3.350000
Government Agency Debt
2490721.00
2676472.88
GNMA
2054-11-15
2.540000
Government Agency Debt
4018817.00
3839575.98
GNMA
2054-11-15
2.750000
Government Agency Debt
3806354.00
3935872.38
GNMA
2054-12-15
2.750000
Government Agency Debt
3150148.00
3239485.85
GNMA
2054-12-15
2.790000
Government Agency Debt
3179259.00
3261089.95
GNMA
2055-02-15
3.250000
Government Agency Debt
2386569.00
2563248.56
GNMA
2055-03-15
2.649999
Government Agency Debt
3351716.00
3348823.84
GNMA
2055-04-15
3.319999
Government Agency Debt
2946159.00
3101752.20
GNMA
2055-05-15
3.299999
Government Agency Debt
4501362.00
4293447.09
GNMA
2055-06-15
4.900000
Government Agency Debt
2408430.00
2533170.08
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
206000000.00
206000000.00
0.0156
N
206000000.00
206000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M131206_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-07-01
4.500000
Government Agency Debt
69949717.00
40488745.04
Fannie Mae
2035-08-01
2.269000
Government Agency Debt
7221450.00
1825869.43
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
8827502.00
3285392.74
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
41956157.00
42398243.24
Fannie Mae
2042-05-01
3.561999
Government Agency Debt
1806705.00
1322274.87
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
6828089.00
5914135.85
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
50605.00
46147.02
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
272542.00
255202.01
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
69838771.00
68821131.43
Freddie Mac
2030-08-15
3.000000
Government Agency Debt
19004583.00
19114351.15
Freddie Mac
2032-12-15
2.500000
Government Agency Debt
9249625.00
7757892.95
Freddie Mac
2033-04-15
6.500000
Government Agency Debt
1828925.00
2021909.68
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
38778898.00
26142797.49
Freddie Mac
2042-07-15
6.500000
Government Agency Debt
6016353.00
6927069.81
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
6924971.00
6259898.25
Freddie Mac
2043-02-15
1.167700
Government Agency Debt
250000.00
238734.55
Freddie Mac
2043-03-15
1.267700
Government Agency Debt
1800000.00
1733611.31
Freddie Mac
2043-05-15
1.167700
Government Agency Debt
5545434.00
5263499.46
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
790290.00
793464.40
Freddie Mac
2043-08-15
1.167700
Government Agency Debt
3652842.00
3655088.88
GNMA
2038-06-15
6.000000
Government Agency Debt
180238512.00
29147117.37
GNMA
2043-11-20
3.500000
Government Agency Debt
80861268.00
83004756.46
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
344000000.00
344000000.00
0.0261
N
344000000.00
344000000.00
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
178000000.00
178000000.00
0.0135
Security is a time deposit.
N
178000075.83
178000075.83
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
19000000.00
19000000.00
0.0014
Security is a time deposit.
N
18999994.43
18999994.43
EMF LLC
Bonds (One Workplace) Series 2012 0.220000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4400000.00
4400000.00
0.0003
N
4400000.00
4400000.00
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
1000000.00
999986.67
0.0001
N
999999.00
999999.00
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
3000000.00
2999880.00
0.0002
N
2999991.00
2999991.00
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
0.0005
N
6999965.00
6999965.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
2400000.00
2399809.34
0.0002
N
2399911.20
2399911.20
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
10800000.00
10799082.00
0.0008
N
10799546.40
10799546.40
Federal Home Loan Bank
Federal Home Loan Bank 0.069000%
313385SM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-31
2014-01-31
N
N
N
14000000.00
13998390.00
0.0011
N
13999300.00
13999300.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M131202_2MN4
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
0.0543
N
715000000.00
715000000.00
Freddie Mac
Freddie Mac 0.040000%
313397QB0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
5000000.00
4999988.89
0.0004
N
4999995.00
4999995.00
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
350000000.00
350000000.00
0.0266
N
350198800.00
350198800.00
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
0.0002
N
2580000.00
2580000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
38399H002_0.0900_M131202_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-02-01
5.569000
Government Agency Debt
4154470.00
4467398.77
Fannie Mae
2018-02-01
3.616000
Government Agency Debt
5566996.00
5732601.28
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
10000000.00
10000000.00
0.0008
N
10000000.00
10000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
921AAP008_0.5400_M140102_2MN4
0000769993
Other Repurchase Agreement
N
ANADARKO PETE CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899934.40
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
4884533.05
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
4899982.92
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
4853820.57
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
4898515.00
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
4871736.03
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
69570233.00
16427500.59
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
19935022.00
20813301.48
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
4899989.73
JOHNSON & JOHNSON
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899923.22
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
4899964.68
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
4899257.20
ORACLE CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899981.21
PVH CORP COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899950.76
SCHLUMBERGER LTD COM
2013-11-29
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899958.35
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
956333.12
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
98000000.00
98000000.00
0.0074
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
98033320.00
98033320.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M131203_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-05-01
3.221000
Government Agency Debt
15452000.00
6936619.26
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
15209304.00
10414225.16
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
84213.00
88348.78
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
7871254.00
8244682.91
Freddie Mac
2027-12-01
2.500000
Government Agency Debt
10580000.00
9997123.97
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
8627403.00
8991799.58
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
8156487.00
8794511.88
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
7494212.00
8057162.22
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
647491.00
695527.06
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
61000000.00
61000000.00
0.0046
N
61000000.00
61000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M131204_2MN4
0000769993
Government Agency Repurchase Agreement
Y
United States Treasury Department
2014-05-01
0.00
Treasury Debt
84600000.00
84563537.40
United States Treasury Department
2016-09-30
3.000000
Treasury Debt
7951100.00
8543894.70
United States Treasury Department
2017-01-31
3.125000
Treasury Debt
82681000.00
89938336.01
United States Treasury Department
2019-11-15
3.375000
Treasury Debt
19097200.00
20954273.77
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
200000000.00
200000000.00
0.0152
N
200000000.00
200000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.080000%
992JYE002_0.0800_M131206_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2043-01-20
3.500000
Government Agency Debt
181509661.00
176460000.60
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
173000000.00
173000000.00
0.0131
N
173000000.00
173000000.00
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
16000000.00
15998222.22
0.0012
N
15998720.00
15998720.00
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
14000000.00
14000000.00
0.0011
N
14008400.00
14008400.00
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
4000000.00
4000000.00
0.0003
N
4001240.00
4001240.00
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
17000000.00
17000000.00
0.0013
N
17005100.00
17005100.00
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
31000000.00
31000000.00
0.0024
N
31015810.00
31015810.00
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
100000000.00
100000000.00
0.0076
N
100045000.00
100045000.00
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
3000000.00
3000000.00
0.0002
N
3001140.00
3001140.00
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
30000000.00
30000000.00
0.0023
N
30000900.00
30000900.00
ING Bank NV
ING Bank NV 0.340000%
923VTK001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
17000000.00
17000000.00
0.0013
N
17005100.00
17005100.00
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
268000000.00
268000000.00
0.0204
N
268075040.00
268075040.00
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
71000000.00
70789366.68
0.0054
N
70765700.00
70765700.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.680000%
921ABC006_0.6800_M140227_2MN4
0001168163
Other Repurchase Agreement
N
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
1299412.00
1374096.53
GCMO 144A COMMERCIAL
2028-11-15
8.025199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151435.00
160669.49
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13198.00
13465.19
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
126949.00
121514.60
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67752413.00
69663248.43
LBUBS 2008-C1 AJ
2041-04-15
6.151099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1379203.00
1397083.13
MASTR ALTERNATIVE LOAN TRUST 2002 1
2034-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7107761.00
2138526.79
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
65000000.00
65000000.00
0.0049
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
65088400.00
65088400.00
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
50000000.00
50000000.00
0.0038
N
50069800.00
50069800.00
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
40000000.00
40000000.00
0.0030
N
40018400.00
40018400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
58000000.00
58000000.00
0.0044
N
58024360.00
58024360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
9000000.00
9000000.00
0.0007
N
9028620.00
9028620.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
32000000.00
32000000.00
0.0024
N
32010560.00
32010560.00
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
41000000.00
41000000.00
0.0031
N
41013530.00
41013530.00
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
74000000.00
74000000.00
0.0056
N
74010360.00
74010360.00
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
68000000.00
67996033.33
0.0052
N
67997280.00
67997280.00
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
40000000.00
40000000.00
0.0030
N
39998000.00
39998000.00
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
2000000.00
2000000.00
0.0002
N
1999900.00
1999900.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MA69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
34000000.00
33993388.89
0.0026
N
33994220.00
33994220.00
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
10000000.00
9997677.78
0.0008
N
9998100.00
9998100.00
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
13000000.00
12996750.00
0.0010
N
12997010.00
12997010.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.090000%
06399U000_0.0900_M131202_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-04-25
1.750000
Government Agency Debt
40769247.00
35870495.75
Fannie Mae
2040-08-25
3.500000
Government Agency Debt
68132000.00
42788699.34
Freddie Mac
2033-08-15
3.000000
Government Agency Debt
28060463.00
24340805.44
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
100000000.00
100000000.00
0.0076
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M131206_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-01-25
3.000000
Government Agency Debt
24573506.00
22569839.66
Fannie Mae
2039-12-25
1.750000
Government Agency Debt
25000000.00
22334935.35
Fannie Mae
2039-12-25
2.000000
Government Agency Debt
25000000.00
22318290.04
Fannie Mae
2040-04-25
2.000000
Government Agency Debt
25000000.00
22303552.08
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
48155364.00
51500000.16
Freddie Mac
2038-05-15
3.000000
Government Agency Debt
44322000.00
22224986.14
Freddie Mac
2039-11-15
1.750000
Government Agency Debt
25000000.00
21871136.54
Freddie Mac
2039-11-15
2.250000
Government Agency Debt
25000000.00
22824478.08
Freddie Mac
2042-02-15
3.450000
Government Agency Debt
24374022.00
10493579.93
Freddie Mac
2042-04-15
3.500000
Government Agency Debt
20093131.00
18459202.24
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
230000000.00
230000000.00
0.0175
N
229999500.00
229999500.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140103_2MN4
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
9705246.00
9771877.83
144A SLFMT 2013-1A B1
2058-06-25
5.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
191560.00
191483.18
ALCOA INC 3.75 PRF
2019-02-23
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1810000.00
1966118.54
AMERICAN HME MTGE INVEST.TRUST 2003
2045-09-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
522000.00
92610.01
AMRENENERGY GENERAL COMANY
2020-04-01
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159000.00
132788.85
APRIA HEALTHCARE GROUP
2014-11-01
12.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
498000.00
506528.25
ARMORED AUTOGROUP INC
2018-11-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
478597.22
BAKERCORP INTL INC
2019-06-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51000.00
52697.87
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
34007546.00
20388613.05
BANC OF AMERICA FDNG CORP SERIES 2000-1
2035-05-20
0.622500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9365000.00
2090180.20
BANC OF AMERICA FUNDING 2010 R11
2035-08-26
5.176400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
5809782.32
BAYVIEW CMCL ASSET
2035-04-25
0.470200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9220357.00
1900050.33
BEAR STEARN ALT A ARM TRUST 2006 8
2034-11-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250539.00
1733176.52
BOA FDG CORP
2035-04-20
0.872500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18598000.00
2073084.19
BOE MERGER CORP
2017-11-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
182000.00
192920.00
CD 2005 CD1 COMM MTG TRUST
2044-07-15
5.391600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5388341.00
5526065.58
CHEVY CHASE FDG LLC
2036-01-25
0.370199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175668.00
11910.13
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1169676.00
1373004.68
CITIGROUP INC
2099-12-31
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1125000.00
1028423.44
CSFB MORTGAGE BACKED PASS THROUGH CERT
2034-12-25
0.820200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280370.00
135326.59
CSMC SER 2011 6R
2037-03-28
2.858600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13741198.00
6196562.98
CWALT INC
2034-09-25
2.839500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
506301.01
CWALT INC
2035-09-20
4.734799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1310458.00
303372.50
CWALT INC
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3831603.00
2990654.73
CWALT INC 2005-13CB
2035-08-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3259921.00
4131506.39
CWMBS INC
2035-04-25
0.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
441804.16
CWMBS INC
2046-03-20
0.382500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11730058.00
3193346.74
CWMBS INC 2004-21
2035-04-25
0.440199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3832926.00
499625.41
DAVE AND BUSTERS
2018-06-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266000.00
308397.44
EASTON BELL SPORTS
2016-12-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365992.00
400142.10
ENERGY FUTURE INTERMEDIATE HLDG COMP
2020-12-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
265312.50
EPE HLDGS LLC EP ENERGY BONDCO INC
2017-12-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1420729.00
1542102.67
Fannie Mae
2023-10-25
5.419999
Government Agency Debt
1317308.00
1396423.03
GOLDMAN SACHS GRP INC
2023-11-29
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1517275.00
1517275.00
GREENPOINT MORTGAGE
2036-03-25
2.148000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530000.00
167419.42
GS MORTGAGE SEC TRUST 2010 C2
2043-12-10
4.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2066570.00
1835418.63
GSAA HOME EQUITY TRUST 2007 6
2047-05-25
0.290200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21900000.00
2104768.38
GSAMP TRU 2004-HE2
2035-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
891596.00
648260.21
HALCON RES CORP
2021-05-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56000.00
56840.00
HARBORVIEW MORTGAGE LOAN TRUST
2047-07-19
0.392500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22608080.00
9260088.29
HARBORVIEW MORTGAGE LOAN TRUST 2000-1
2036-03-19
1.708000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3322809.00
60887.69
HARBORVIEW MTG LOAN TRUST 2000-1
2035-05-19
0.392500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
163614.62
INDX 2005-AR19 A1
2035-10-25
4.865000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10005000.00
3362369.69
ISTAR FIN INC SER B PRF
2014-03-01
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
153875.00
J P MORGAN MTGE TR
2035-11-25
2.505999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1079947.38
JP MORGAN CHASE
2042-07-15
4.940999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
542653.00
525435.43
JP MORGAN CHASE COMM SEC
2049-01-15
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10352283.00
5983648.33
JPMORGAN ACCEPTANCE CORP I
2037-08-26
6.450499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2177638.00
1317959.95
JPMORGAN CHASE & CO
2099-12-31
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17160000.00
15984063.33
LAVENDER TRUST SERIES 2010 RR1
2036-09-28
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1699248.00
1082373.33
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3148106.00
2556024.48
LEHMAN BROTHERS SMALL BALANCE
2036-09-25
0.620199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9757000.00
139319.34
LIBERTY MUTUAL GROUP INC
2037-03-15
7.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10990333.35
MARKWEST ENERGY PARTNERS L P
2022-06-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1918000.00
2111664.72
MASTR ADJUSTABLE RATE MORTGAGE TRUST 2001 1
2035-04-25
0.645499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1545552.00
361584.37
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
1029432.00
1056446.04
MORGAN STANLEY MORT LN TR
2035-01-25
3.470899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38021313.00
2172654.45
MORGAN STANLEY SER 2007 XLF
2020-10-15
0.423999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1760000.00
1684478.20
MORGAN STANLEY SERIES 2007 XLF
2020-10-15
0.473999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
161062.00
152543.32
MSC 2007-IQ14 AJFX
2049-04-15
5.911400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5238598.00
3288733.50
PFD EPR PROPERTIES
2023-07-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1521760.00
PHHMC SERIES 2007 2 TRUST
2037-05-18
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5439846.00
825684.67
PROVIDENT FIN TR I
2038-03-15
7.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4725000.00
5174921.07
RALI 2006-QS2 1A10
2036-02-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2729246.00
895128.00
RALI SERIES 2005 QS9 TRUST
2045-10-25
0.570200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4344023.00
968010.80
RBSSP RESEC TR 2009-12
2035-12-26
2.607800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16609844.00
5751960.94
SPRINT CORPORATION
2022-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
642000.00
768028.17
TOLL ROAD INVESTORS PARTNERSHIP II L P
2055-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83900000.00
5346108.00
TRAVELPORT LLC SENIOR
2016-09-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
376183.00
390864.59
VERSO PAPER HLDGS LLC
2019-02-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
426000.00
120847.92
VERSO PAPER HOLDING
2016-08-01
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
482284.72
VISANT CORP
2017-10-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
23777.78
WACHOVIA BANK COMM MTG
2020-06-15
0.567699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
203782.00
191872.32
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
96987.01
WACHOVIA BANK COMM MTG TRUST
2020-06-15
0.654000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2026473.00
1842247.02
WACHOVIA CMBS 2005-C22
2044-12-15
5.379400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1088039.00
788957.73
WAMU 2007-OA6 1A
2047-07-25
0.957999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1968685.00
1064688.78
WASHINGTON MUTUAL MSC MTGE P/T CERT
2035-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3405392.61
WELLS FARGO MTG LN 2011 RR2 TR
2035-10-27
5.524899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1803911.00
1205887.30
WINDSTREAM CORP
2023-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1027000.00
1065084.58
ZIONS BANCORPORATION
2023-09-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1008000.00
1008000.00
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
157000000.00
157000000.00
0.0119
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
157146010.00
157146010.00
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
11000000.00
11000000.00
0.0008
N
11000440.00
11000440.00
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
62000000.00
62000000.00
0.0047
N
62004960.00
62004960.00
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
114000000.00
114000000.00
0.0087
N
114011400.00
114011400.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
78000000.00
78000000.00
0.0059
N
78006240.00
78006240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
66000000.00
66000000.00
0.0050
N
66005280.00
66005280.00
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
62000000.00
62000000.00
0.0047
N
62000000.00
62000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LGM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
17000000.00
17000000.00
0.0013
N
17000680.00
17000680.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LGT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
35000000.00
35000000.00
0.0027
N
35001400.00
35001400.00
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
70000000.00
70000000.00
0.0053
N
70000000.00
70000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LHA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
32000000.00
32000000.00
0.0024
N
32001280.00
32001280.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
23000000.00
23000000.00
0.0017
N
22998160.00
22998160.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.100000%
60686N005_0.1000_M131202_2MN4
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-04-01
3.532000
Government Agency Debt
1794801.00
377287.30
Fannie Mae
2040-04-01
3.653999
Government Agency Debt
12141477.00
5526603.92
Fannie Mae
2040-04-01
3.906000
Government Agency Debt
2985209.00
1233953.92
Fannie Mae
2040-05-01
3.450000
Government Agency Debt
25217511.00
8488385.44
Fannie Mae
2040-05-01
3.549999
Government Agency Debt
5205135.00
1660580.81
Fannie Mae
2040-05-01
3.673999
Government Agency Debt
25031939.00
7996718.24
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
1287883.00
1215124.39
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
52157076.00
58418615.18
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
83000000.00
83000000.00
0.0063
N
83000000.00
83000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
79000000.00
79000000.00
0.0060
N
79026070.00
79026070.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
24000000.00
24000000.00
0.0018
N
24007920.00
24007920.00
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
120000000.00
120000000.00
0.0091
Security is a time deposit.
N
119999950.80
119999950.80
National Australia Bank Ltd
National Australia Bank Ltd 0.187500%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-18
2014-02-18
N
N
N
30000000.00
30000000.00
0.0023
N
30000000.00
30000000.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E0ZB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
22000000.00
21998625.00
0.0017
N
21998900.00
21998900.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
15000000.00
14990608.33
0.0011
N
14991000.00
14991000.00
Natixis SA
Natixis SA 0.250000%
63873EG21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
25000000.00
25000000.00
0.0019
N
25000000.00
25000000.00
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
3000000.00
3000000.00
0.0002
N
2999850.00
2999850.00
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
51000000.00
50999815.83
0.0039
N
50999490.00
50999490.00
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
197000000.00
196999015.00
0.0150
N
196998030.00
196998030.00
Old Line Funding, LLC
Old Line Funding, LLC 0.207500%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
90000000.00
90000000.00
0.0068
N
90001800.00
90001800.00
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
60000000.00
60000000.00
0.0046
N
60009000.00
60009000.00
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
39000000.00
39000000.00
0.0030
N
39001950.00
39001950.00
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
113000000.00
113000000.00
0.0086
N
113021470.00
113021470.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21685VAC3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
100000000.00
100000000.00
0.0076
N
100001000.00
100001000.00
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
123000000.00
123000000.00
0.0093
N
123038130.00
123038130.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21685VAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
10000000.00
10000000.00
0.0008
N
10002600.00
10002600.00
Rabobank Nederland
Rabobank Nederland 0.270000%
21685VBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
52000000.00
52000000.00
0.0040
N
52005720.00
52005720.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.320000%
7562E1AH7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10500000.00
10495706.67
0.0008
N
10497690.00
10497690.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.290000%
7562E1G32
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
50000000.00
49914208.34
0.0038
N
49937000.00
49937000.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.340000%
76582KBD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
4000000.00
3997242.22
0.0003
N
3998400.00
3998400.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.330000%
76582KBJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
35000000.00
34974975.00
0.0027
N
34984600.00
34984600.00
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
76000000.00
76000000.00
0.0058
N
76028880.00
76028880.00
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
80000000.00
80000000.00
0.0061
Security is a time deposit.
N
79999903.68
79999903.68
Sheffield Receivables Corp
Sheffield Receivables Corp 0.230000%
82124MCB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
47000000.00
46970272.50
0.0036
N
46975090.00
46975090.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050UAM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
13000000.00
12994583.33
0.0010
N
12997790.00
12997790.00
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
1000000.00
999066.67
0.0001
N
999270.00
999270.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.285000%
83050UDM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
12000000.00
11986700.00
0.0009
N
11988480.00
11988480.00
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
53000000.00
53000000.00
0.0040
N
53004240.00
53004240.00
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
1000000.00
1000000.00
0.0001
N
1000260.00
1000260.00
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
21000000.00
21000000.00
0.0016
N
21004200.00
21004200.00
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
30000000.00
30000000.00
0.0023
N
30003000.00
30003000.00
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
2000000.00
2000000.00
0.0002
N
2000000.00
2000000.00
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
19000000.00
19000000.00
0.0014
N
18999430.00
18999430.00
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
7000000.00
6999978.61
0.0005
N
6999930.00
6999930.00
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
7000000.00
6999918.33
0.0005
N
6999918.10
6999918.10
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
33000000.00
33000000.00
0.0025
N
33001320.00
33001320.00
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
46000000.00
46000000.00
0.0035
N
45995860.00
45995860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CC91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
37000000.00
37000000.00
0.0028
N
37000370.00
37000370.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86562CEF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
31000000.00
31000000.00
0.0024
N
31005890.00
31005890.00
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
5000000.00
5000000.00
0.0004
N
5001000.00
5001000.00
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
8000000.00
8000000.00
0.0006
N
8000480.00
8000480.00
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
22000000.00
22000000.00
0.0017
N
22003520.00
22003520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CKU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
34000000.00
34000000.00
0.0026
N
34006460.00
34006460.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CL83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
32000000.00
32000000.00
0.0024
N
32005120.00
32005120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
15000000.00
15000000.00
0.0011
N
15002700.00
15002700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
40000000.00
40000000.00
0.0030
N
40006400.00
40006400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562CS52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
18000000.00
18000000.00
0.0014
N
18001080.00
18001080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UBB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
70000000.00
70000000.00
0.0053
N
69996500.00
69996500.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UBM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
13000000.00
13000000.00
0.0010
N
12999350.00
12999350.00
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
11000000.00
11000000.00
0.0008
N
11000220.00
11000220.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
31000000.00
31000000.00
0.0024
N
31001550.00
31001550.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
39000000.00
39000000.00
0.0030
N
38999220.00
38999220.00
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
13000000.00
13000000.00
0.0010
N
12999480.00
12999480.00
Sunshine State Government Financing Commission
CP Revenue Taxable Notes Series H 0.210000%
86803JAD8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
Y
Liquidity Facility
JPMorgan Chase Bank NA
N/A
N/A
Obligor
Orlando
N/A
N/A
7230000.00
7230000.00
0.0005
N
7230216.90
7230216.90
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
22000000.00
22000000.00
0.0017
N
22003740.00
22003740.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112TLH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
121000000.00
121000000.00
0.0092
N
121006050.00
121006050.00
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
127000000.00
127000000.00
0.0096
N
127025400.00
127025400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.217500%
89112W6D4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-19
2014-06-19
N
N
N
140000000.00
140000000.00
0.0106
N
140028000.00
140028000.00
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
50000000.00
50000000.00
0.0038
N
50010000.00
50010000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GZK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
130000000.00
129984652.77
0.0099
N
129993500.00
129993500.00
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
53000000.00
52980699.17
0.0040
N
52989400.00
52989400.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
65000000.00
64963888.88
0.0049
N
64977250.00
64977250.00
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
6000000.00
5996590.00
0.0005
N
5997360.00
5997360.00
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
59000000.00
59000000.00
0.0045
N
59006490.00
59006490.00
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
144000000.00
144000000.00
0.0109
N
144015840.00
144015840.00
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
42000000.00
42000000.00
0.0032
N
42009240.00
42009240.00
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
50000000.00
50000000.00
0.0038
N
50001900.00
50001900.00
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
145000000.00
145000000.00
0.0110
N
145121800.00
145121800.00
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
137000000.00
137000000.00
0.0104
N
137128780.00
137128780.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
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
475166.24
475166.24
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
418372.51
418372.51
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
384358.82
384358.82
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
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
564871.74
564871.74
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
737886.98
737886.98
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
677896.77
677896.77
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1694005.00
1694005.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
610256.10
610256.10
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
233751.80
233751.80
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
214747.78
214747.78
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
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
339075.64
339075.64
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
110703.48
110703.48
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
101703.29
101703.29