0001145549-14-001639.txt : 20140303
0001145549-14-001639.hdr.sgml : 20140303
20140225111715
ACCESSION NUMBER: 0001145549-14-001639
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140225
DATE AS OF CHANGE: 20140225
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/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14639402
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2013-12-31
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
55
88
23650289978.05
9278795.37
1283703.77
23658285069.65
0.0023
1.0001
2013-12-31
1.0001
2013-12-31
C000012379
1.00
6133936966.79
1.00
237680336.51
1976817265.00
1739136928.49
0.0001
1.0001
2013-12-31
1.0001
2013-12-31
C000012380
1.00
17524348102.86
1.00
1095940295.92
7437051551.37
6341111255.45
0.0001
1.0001
2013-12-31
1.0001
2013-12-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.240000%
00279HP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
Y
Santander UK Plc
N/A
N/A
N
110000000.00
110000000.00
0.0046
N
110008800.00
110008800.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.187900%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-07
2014-03-07
N
N
N
43000000.00
43000000.00
0.0018
N
43002580.00
43002580.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
170000000.00
170000000.00
0.0072
Security is a time deposit.
N
170000136.00
170000136.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M140106
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
247000000.00
247000000.00
0.0104
Security is a time deposit.
N
247000123.50
247000123.50
Bank of America, NA
Bank of America, NA 0.260000%
06052W2L6
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
22000000.00
22000000.00
0.0009
N
21998900.00
21998900.00
Bank of America, NA
Bank of America, NA 0.200000%
06052W2M4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
50000000.00
50000000.00
0.0021
N
49999000.00
49999000.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W2R3
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
29000000.00
29000000.00
0.0012
N
28997390.00
28997390.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W2S1
Other Note
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
143000000.00
143000000.00
0.0060
N
142987130.00
142987130.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ22
Other Note
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
20000000.00
20000000.00
0.0008
N
20000600.00
20000600.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ30
Other Note
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
245000000.00
245000000.00
0.0104
N
245009800.00
245009800.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WR62
Other Note
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
109000000.00
109000000.00
0.0046
N
109005450.00
109005450.00
Bank of America, NA
Bank of America, NA 0.210000%
06052WW41
Other Note
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
20000000.00
20000000.00
0.0008
N
20000000.00
20000000.00
Bank of Montreal
Bank of Montreal 0.170000%
06366A2M3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
63000000.00
62998513.27
0.0027
N
62998740.00
62998740.00
Bank of Montreal
Bank of Montreal 0.050000%
06366A4K5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
125000000.00
125000000.00
0.0053
N
125000000.00
125000000.00
Bank of Montreal
Bank of Montreal 0.040000%
06366A4Q2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
100000000.00
100000000.00
0.0042
N
99999000.00
99999000.00
Bank of Montreal
Bank of Montreal 0.180000%
06366AZD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
79000000.00
79000000.00
0.0033
N
79001580.00
79001580.00
Bank of Montreal
Bank of Montreal 0.190000%
06366AZS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
100000000.00
100000000.00
0.0042
N
100002000.00
100002000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.238300%
06417F2X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-09-04
N
N
N
321000000.00
321000000.00
0.0136
N
321009630.00
321009630.00
Bank of Nova Scotia
Bank of Nova Scotia 0.237900%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-09-09
N
N
N
89000000.00
89000000.00
0.0038
N
89003560.00
89003560.00
Bank of Nova Scotia
Bank of Nova Scotia 0.234600%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-11-25
N
N
N
35000000.00
35000000.00
0.0015
N
34998600.00
34998600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417HCR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
9000000.00
9000000.00
0.0004
N
8999100.00
8999100.00
Bank of the West
Bank of the West 0.240000%
06426GCW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
113000000.00
113000000.00
0.0048
N
113029380.00
113029380.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
107000000.00
107000000.00
0.0045
N
107001070.00
107001070.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
68000000.00
68000000.00
0.0029
N
68000680.00
68000680.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
22000000.00
22000000.00
0.0009
N
22000880.00
22000880.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
4000000.00
4000000.00
0.0002
N
4001280.00
4001280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
101000000.00
101000000.00
0.0043
N
101033330.00
101033330.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
119000000.00
119000000.00
0.0050
N
119039270.00
119039270.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
70000000.00
70000000.00
0.0030
N
70002100.00
70002100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GRD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
72000000.00
72000000.00
0.0030
N
72002880.00
72002880.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GWX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
103000000.00
103000000.00
0.0044
N
103000000.00
103000000.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
6000000.00
6000000.00
0.0003
N
6000720.00
6000720.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XTM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
11000000.00
11000000.00
0.0005
N
11002530.00
11002530.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
31000000.00
31000000.00
0.0013
N
31004030.00
31004030.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
67000000.00
67000000.00
0.0028
N
67011390.00
67011390.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
118000000.00
118000000.00
0.0050
N
118000000.00
118000000.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
100000000.00
100000000.00
0.0042
N
100008000.00
100008000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M140102_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-06-25
3.500000
Government Agency Debt
20318720.00
19559336.66
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
494443.00
465219.93
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
349545.00
348700.04
Freddie Mac
2038-12-15
4.000000
Government Agency Debt
18245000.00
18813319.59
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
14067644.00
13569429.01
Freddie Mac
2040-12-15
4.000000
Government Agency Debt
19190235.00
18501926.05
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
15292000.00
15653258.21
Freddie Mac
2042-05-15
1.500000
Government Agency Debt
323297.00
279975.90
Freddie Mac
2042-07-15
3.000000
Government Agency Debt
18933000.00
16344271.98
GNMA
2061-06-20
4.800000
Government Agency Debt
1267089.00
1424651.46
GNMA
2062-12-20
4.472999
Government Agency Debt
24285.00
25963.63
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
100000000.00
100000000.00
0.0042
N
100000000.00
100000000.00
Bennington Stark Capital Company, LLC
Bennington Stark Capital Company, LLC 0.320000%
08224MBE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
50000000.00
49980444.44
0.0021
N
49989500.00
49989500.00
BNP Paribas
BNP Paribas 0.340000%
05572NQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
11000000.00
11000000.00
0.0005
N
11001870.00
11001870.00
BNP Paribas
BNP Paribas 0.300000%
05572NQJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
104000000.00
104000000.00
0.0044
N
104010400.00
104010400.00
BNP Paribas
BNP Paribas 0.300000%
05572NQL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
65000000.00
65000000.00
0.0027
N
65006500.00
65006500.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
46000000.00
46000000.00
0.0019
N
46006440.00
46006440.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
96000000.00
96000000.00
0.0041
N
96044160.00
96044160.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923JCS009_0.3900_M140107_2M47
0001197610
Other Repurchase Agreement
N
ABBOTT LABS COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803827.82
ACTAVIS PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803694.32
AUTONATION INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803818.16
BOSTON SCIENTIFIC CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803820.94
CABOT OIL & GAS CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803818.24
CBS CORP NEW CL B
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803818.54
CIBER INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1206.72
CITIGROUP INC COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
80476.00
COLGATE PALMOLIVE CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803771.86
COLONY FINL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803832.70
FIDELITY NATIONAL FINANCIAL CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5723330.44
FORD MTR CO DEL COM PAR
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5519930.56
HALLIBURTON CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803812.00
INGERSOLL-RAND PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803785.66
ISHARES INC MSCI MEX
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4866618.00
MARTHA STEWART LIVING OMNIMECL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
20721.70
NEW YORK & CO INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
90207.96
NEWMONT MINING CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803812.30
NOBLE ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803823.85
PG&E CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803792.94
PINNACLE WEST CAP CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803799.85
QUANTUM CORP COM DSSG
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3940.02
SAFEWAY INC COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803800.72
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803819.45
VANTAGE DRILLING COMPANY ORD SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1105662.03
VORNADO RLTY TR SH BEN I
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803773.50
WALGREEN CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5803781.28
Unrated Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP Paribas
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
116000000.00
116000000.00
0.0049
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
116042920.00
116042920.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923WFG003_0.3900_M140107_2M47
0001197610
Other Repurchase Agreement
N
ABBOTT LABS COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001664.68
ANADARKO PETE CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
363418.55
AUTONATION INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2638778.80
BOSTON SCIENTIFIC CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001682.48
COLONY FINL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001671.45
DUKE ENERGY CORP NEW COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001654.63
FORD MTR CO DEL COM PAR
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001679.60
HALLIBURTON CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001672.80
HUNTINGTON INGALLS INDS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001671.90
ING U S INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001685.67
INGERSOLL-RAND PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001651.38
MEDTRONIC INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001655.77
MERCK & CO INC NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001643.70
MORGAN STANLEY COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001674.15
NISOURCE INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001672.32
PARKER HANNIFIN CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001615.20
PFIZER INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001666.14
SAFEWAY INC COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001665.86
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001682.60
TYCO INTERNATIONAL LTD SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001651.38
VENTAS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001668.39
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3001672.96
Unrated Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP Paribas
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
60000000.00
60000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
60019800.00
60019800.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140107_2M47
0001197610
Other Repurchase Agreement
N
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
11763471.00
11897368.71
VERIZON COMMUNICATIONS
2042-11-01
3.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17443098.00
14442478.13
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
25000000.00
25000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25004000.00
25004000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
921AES008_0.4100_M140107_2M47
0001197610
Other Repurchase Agreement
N
CENTURYTEL, INC
2021-06-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12826.00
13375.81
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14091949.00
17045386.65
THE AES CORP
2017-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4984725.00
5941238.34
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
20000000.00
20000000.00
0.0008
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
20000000.00
20000000.00
BPCE SA
BPCE SA 0.245000%
05571CB59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
43000000.00
42989757.64
0.0018
N
42994410.00
42994410.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.050000%
10513DXB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
175000000.00
175000000.00
0.0074
N
174998250.00
174998250.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476FBJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6996173.33
0.0003
N
6998320.00
6998320.00
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FBT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
55000000.00
54963425.00
0.0023
N
54984050.00
54984050.00
CAFCO, LLC
CAFCO, LLC 0.380000%
12476FCH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69944583.33
0.0030
N
69972700.00
69972700.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.219500%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-01-10
2014-09-05
N
N
N
182000000.00
182000000.00
0.0077
N
182060060.00
182060060.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
13606YV60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
226000000.00
226000000.00
0.0096
N
226000000.00
226000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
22000000.00
21999743.33
0.0009
N
21999780.00
21999780.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
10000000.00
9999533.33
0.0004
N
9999700.00
9999700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
29000000.00
28997800.83
0.0012
N
28998550.00
28998550.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
50000000.00
49994166.67
0.0021
N
49996000.00
49996000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KB30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
70000000.00
69986525.00
0.0030
N
69989500.00
69989500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KBC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
7000000.00
6998285.00
0.0003
N
6998600.00
6998600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
13738KCX3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-31
2014-03-31
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
9000000.00
8995550.03
0.0004
N
8995500.00
8995500.00
Charta, LLC
Charta, LLC 0.420000%
16115XB46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69972233.34
0.0030
N
69994400.00
69994400.00
Charta, LLC
Charta, LLC 0.340000%
16115XCU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49959388.89
0.0021
N
49982500.00
49982500.00
Charta, LLC
Charta, LLC 0.250000%
16115XFJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29965000.00
0.0013
N
29974200.00
29974200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
62000000.00
62000000.00
0.0026
N
62014880.00
62014880.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
160000000.00
160000000.00
0.0068
N
160038400.00
160038400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
18000000.00
18000000.00
0.0008
N
18005220.00
18005220.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
76000000.00
76000000.00
0.0032
N
76022040.00
76022040.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
10000000.00
10000000.00
0.0004
N
10003000.00
10003000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
64000000.00
64000000.00
0.0027
N
64021120.00
64021120.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
56000000.00
56000000.00
0.0024
N
55989360.00
55989360.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17178CBJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13992346.67
0.0006
N
13998040.00
13998040.00
Ciesco, LLC
Ciesco, LLC 0.385000%
17178CC50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
108000000.00
107927235.00
0.0046
N
107978400.00
107978400.00
Ciesco, LLC
Ciesco, LLC 0.360000%
17178CE17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39952000.00
0.0017
N
39978400.00
39978400.00
Citibank, NA
Citibank, NA 0.400000%
17304UHZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
42000000.00
42000000.00
0.0018
N
42016380.00
42016380.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
13000000.00
13000000.00
0.0005
N
13006110.00
13006110.00
Citibank, NA
Citibank, NA 0.350000%
17304ULB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
151000000.00
151000000.00
0.0064
N
151070970.00
151070970.00
Citibank, NA
Citibank, NA 0.350000%
17304ULC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
66000000.00
66000000.00
0.0028
N
66031020.00
66031020.00
Citibank, NA
Citibank, NA 0.330000%
17304ULS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
70000000.00
70000000.00
0.0030
N
70030800.00
70030800.00
Citibank, NA
Citibank, NA 0.226300%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-06-17
N
N
N
152000000.00
152000000.00
0.0064
N
152003040.00
152003040.00
Citibank, NA
Citibank, NA 0.260000%
17304UPP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
11000000.00
11000000.00
0.0005
N
11001100.00
11001100.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
41000000.00
40992346.67
0.0017
N
40997130.00
40997130.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
18000000.00
17994400.00
0.0008
N
17997660.00
17997660.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GFQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
138000000.00
137799900.00
0.0058
N
137808180.00
137808180.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.204000%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-02-24
N
N
N
71000000.00
71000000.00
0.0030
N
71008520.00
71008520.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.208300%
20272AEP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-03
2014-03-03
N
N
N
17000000.00
17000000.00
0.0007
N
17001870.00
17001870.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.237000%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-29
2014-11-24
N
N
N
149000000.00
149000000.00
0.0063
N
149019370.00
149019370.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EC55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
86000000.00
85968395.00
0.0036
N
85980220.00
85980220.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
73000000.00
72971043.34
0.0031
N
72989050.00
72989050.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622VCH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39968333.33
0.0017
N
39984000.00
39984000.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622VCU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17985810.00
0.0008
N
17991360.00
17991360.00
CRC Funding, LLC
CRC Funding, LLC 0.360000%
12622VE18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24970000.00
0.0011
N
24981500.00
24981500.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VFS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-26
2014-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13982888.89
0.0006
N
13981622.20
13981622.20
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532UW91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
16000000.00
16000000.00
0.0007
N
16000480.00
16000480.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22532UZ31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
7000000.00
7000000.00
0.0003
N
7000140.00
7000140.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532UZ98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
165000000.00
165000000.00
0.0070
N
165006600.00
165006600.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TFL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
144000000.00
144000000.00
0.0061
N
144021600.00
144021600.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
11000000.00
11000000.00
0.0005
N
11000880.00
11000880.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
16000000.00
16000000.00
0.0007
N
16001280.00
16001280.00
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
0.0020
N
47000000.00
47000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TML9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
77000000.00
77000000.00
0.0033
N
77000000.00
77000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
39000000.00
39000000.00
0.0016
N
39000000.00
39000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
59000000.00
59000000.00
0.0025
N
59000000.00
59000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TPW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
6000000.00
6000000.00
0.0003
N
5999220.00
5999220.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
38000000.00
38000000.00
0.0016
N
37996200.00
37996200.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.020000%
22799D001_0.0200_M140102_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-07-20
3.000000
Government Agency Debt
8279379.00
5901289.39
Freddie Mac
2032-08-15
3.919999
Government Agency Debt
9215100.00
9560666.47
Freddie Mac
2038-09-20
5.000000
Government Agency Debt
9217676.00
911453.76
Freddie Mac
2039-09-20
5.500000
Government Agency Debt
8127371.00
775083.47
Freddie Mac
2040-02-20
5.000000
Government Agency Debt
8553878.00
1994298.46
Freddie Mac
2042-08-15
4.669999
Government Agency Debt
7595000.00
8069546.26
Freddie Mac
2043-06-15
4.349999
Government Agency Debt
5896500.00
6139851.47
Freddie Mac
2043-08-15
3.879999
Government Agency Debt
7253011.00
7336427.55
Freddie Mac
2043-10-15
3.140000
Government Agency Debt
8443500.00
8178374.39
Freddie Mac
2043-10-15
3.140000
Government Agency Debt
7600000.00
7361360.26
Freddie Mac
2043-10-15
3.819999
Government Agency Debt
8235800.00
8316826.62
Freddie Mac
2043-10-15
4.240000
Government Agency Debt
7806400.00
7967073.81
Freddie Mac
2043-11-15
4.339999
Government Agency Debt
6811600.00
7071962.41
Freddie Mac
2044-05-15
4.400000
Government Agency Debt
7769729.00
8086178.94
Freddie Mac
2045-10-15
3.730000
Government Agency Debt
7680000.00
7713685.00
Freddie Mac
2048-08-15
3.299999
Government Agency Debt
7031526.00
6811997.02
Freddie Mac
2048-09-15
3.730000
Government Agency Debt
7776500.00
7791132.26
Freddie Mac
2048-09-15
3.879999
Government Agency Debt
8000000.00
8076249.12
Freddie Mac
2048-10-15
3.529999
Government Agency Debt
7804800.00
7727003.75
Freddie Mac
2048-10-15
3.799999
Government Agency Debt
7520000.00
7568862.11
Freddie Mac
2048-10-15
3.799999
Government Agency Debt
6644600.00
6687523.79
Freddie Mac
2048-10-15
4.000000
Government Agency Debt
8506800.00
8647588.09
Freddie Mac
2048-12-15
4.160000
Government Agency Debt
7467000.00
7672964.95
Freddie Mac
2050-10-15
3.600000
Government Agency Debt
9054100.00
8995948.79
Freddie Mac
2053-09-15
3.490000
Government Agency Debt
8591300.00
8407633.82
Freddie Mac
2053-09-15
3.600000
Government Agency Debt
7272000.00
7202942.25
Freddie Mac
2054-01-15
3.950000
Government Agency Debt
7659600.00
7751106.78
Freddie Mac
2054-02-15
2.399999
Government Agency Debt
7682915.00
7185566.57
Freddie Mac
2054-08-15
4.549999
Government Agency Debt
8761530.00
8922525.55
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
200814013.00
200814013.00
0.0085
N
200814013.00
200814013.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2M47
0001230485
Other Repurchase Agreement
N
144A SPMF 2007-1A A
2025-03-20
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
58111.17
AHMA 2007-1 A1
2047-02-25
0.843999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
137670000.00
45376209.30
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
235586.06
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
35000.00
37390.02
GNMA
2028-03-23
6.120000
Government Agency Debt
110000.00
59107.40
GSAMP 2005-HE3 M4
2035-06-25
1.364600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2974.55
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
435000.00
68271.43
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
153600.01
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
40000000.00
40000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40056000.00
40056000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2M47
0001230485
Other Repurchase Agreement
N
144A SPMF 2007-1A A
2025-03-20
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
138572.79
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
130000.00
138877.23
MARM 2007-3 12A1
2047-05-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
167022000.00
55954919.95
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
100445.33
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
49000000.00
49000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
49000000.00
49000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140411_2M47
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A1
2047-04-25
0.294599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9660000.00
1865664.31
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3465000.00
777354.90
144A LBUBS 2004-C6 G
2036-08-15
5.294999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
547000.00
474410.12
144A SGMS 2007-AHL1 A1
2037-08-25
0.964600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9710000.00
1989288.57
BACM 2007-5 AM
2051-02-10
5.772000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
177281.95
BAFC 2007-B A1
2047-04-20
0.376800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
8042485.48
BALTA 2005-5 24A1
2035-07-25
5.362800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
9023220.24
BALTA 2005-9
2035-11-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
3785580.84
BCAP 2006-AA2 A1
2037-01-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27763537.00
6938219.55
BSABS 2004-AC4 M1
2034-08-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28569000.00
3321065.82
BUMT 2005-1 1A2
2045-09-25
0.554599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24125000.00
2344955.36
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8895000.00
3775744.22
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
441781.40
CWALT 2005-56 1A1
2035-11-25
0.894599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
120093.22
CWALT 2007-OA3 1A1
2047-04-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12775000.00
4984290.88
CWHL 2005-2 2A2
2035-03-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
88364000.00
4227380.10
CWL 2005-12 M3
2036-02-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005000.00
226532.72
CWL 2007-S2 A2
2037-05-25
5.649000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
67261.92
CWMBS INC. 2005-HYB2
2043-07-25
3.513100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2255000.00
2215660.39
DSLA 2007-AR1 2A1A
2048-04-19
0.306300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
13519931.14
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61.00
57.37
GMACM 2005-AR2 2A
2035-05-25
3.170900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1173000.00
257737.41
HARRAHS OPERATING CO 10.000
2018-12-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46000.00
23230.00
HASC 2006-NC1 2A
2035-11-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
3174917.77
IMM 2005-5 A4
2035-08-25
0.924599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24450000.00
2831774.54
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.844600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
5441.95
INDA
2037-03-25
5.250600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22700000.00
7148535.35
INDX 2006-AR27 2A2
2036-10-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000000.00
8573557.38
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.805500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2160000.00
2207262.93
LBMLT
2036-03-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12535000.00
3911633.98
MANA 2007-A1 A2C
2037-01-25
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1555000.00
417565.28
MILAGRO OIL & GAS 10.500
2016-05-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168000.00
126833.00
MSM 2005-11AR A1
2036-01-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
4738625.88
NCHET 2006-1 A2B
2036-05-25
0.344600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1790000.00
504034.34
NCHET 2006-2 A2B
2036-08-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
136300.60
NHEL
2036-01-25
0.634600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
148500.54
RALI 2006-Q10 A1
2037-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11120000.00
3727735.32
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
21187.69
RALI 2006-QO4 2A1
2046-04-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000000.00
6907770.57
RALI SERIES 2005 QS9 TRUST
2045-10-25
0.564599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31513000.00
7089447.15
SACO 2006-9 A1
2036-08-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16938200.00
3000021.80
SAIL 2004-3 A3
2034-04-25
2.206000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1601000.00
284559.27
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
5796.23
TMST
2038-04-25
6.142199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1002000.00
255963.21
TMTS
2037-07-25
2.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
119544.00
United States Treasury Department
2043-05-15
2.875000
Treasury Debt
6129700.00
5023861.48
WAMU 2006-AR17 1A
2046-12-25
0.964999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25584000.00
9550350.54
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
121000000.00
121000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
121000000.00
121000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M140129_2M47
0001230485
Other Repurchase Agreement
N
144A BAYV 2005-A A1
2040-02-28
1.167000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
68722.42
144A CSFB 2002-CKS4 G
2036-11-15
6.006000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990000.00
603044.21
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4080000.00
915326.99
144A GRAND 2006-2A A1A
2046-11-01
0.368700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
907000.00
153899.14
144A MLCC 2003-F B4
2028-10-25
1.872300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3313000.00
122227.63
144A MSAC 2007-SEA1 1A2
2047-02-25
2.064600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4565000.00
870562.89
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
39091.18
144A QUEST 2005-X2 A2
2035-12-25
0.449600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
73027.94
144A QUEST 2006-X2 A2
2036-08-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1760000.00
1067089.78
144A REG S PEGASUS AVIATION
2031-05-10
0.742500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
885000.00
314037.87
144A SMSTR 2005-1A A1
2045-12-06
0.491800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5055000.00
1139199.50
144A SPMF 2007-1A A
2025-03-20
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
107282.16
144A SVHE 2006-NLC1 A3
2036-11-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
14545.19
AABST
2034-12-25
1.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
150330.09
AABST 2004-2 M2
2034-06-25
1.464599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1255000.00
136163.24
ABFC 2004-OPT4 M1
2034-02-25
0.764599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
77286.85
ABS BANKAMERICA MANUFACT
2025-12-10
7.929999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
114449.88
ABS CHEVY CHASE 1998-CCB2
2032-08-15
3.391599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
60963.87
ABSHE
2035-11-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
213266.63
ABSHE 2004-HE7 M2
2034-10-25
1.214599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740000.00
109225.53
ABSHE 2006-HE7 A4
2036-11-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1890000.00
1161378.16
ACE
2036-08-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1035000.00
379149.88
ACE 2005-HE6 M1
2035-10-25
0.634600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
99596.54
AHM 2005-2 5A4D
2035-09-25
4.461199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4605000.00
3523286.33
AHM 2006-2 3A2
2036-06-25
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
179148.66
AMSI 2004-R12 M2
2035-01-25
0.774599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
45253.16
ARMT 2005-8 4A11
2035-11-25
5.019400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18675000.00
5176862.19
BALTA 2006-5 2A2
2036-08-25
2.800800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7100000.00
1751510.78
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9519129.99
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.438600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
10310743.15
BOAA 2005-9 1CB2
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
267098.40
BSABS 2006-HE3 M1
2036-04-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
535000.00
385009.19
CDMC 2004-2 B3
2034-05-25
5.206800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
412004.00
63663.14
CSFB 2003-AR15 CB2
2033-06-25
2.573300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348484.00
139489.06
CSFB 2003-AR24 CB1
2033-10-25
2.777600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9541500.00
674453.93
CWALT INC. 2005-13CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1330000.00
926370.29
CWALT 2005-28CB 1A6
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
7272055.75
CWALT 2005-J10 1A17
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18730000.00
12617172.50
CWALT 2005-J7 1A6
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9253000.00
5844181.77
CWHL
2033-06-25
2.742200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1225000.00
186884.26
CWHL 2003-58 B1
2034-02-19
2.567499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
57855.45
CWL
2046-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
77704.70
CWL 2004-15 MF3
2035-02-25
5.310999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
459700.76
CWL 2005-15 M1
2036-04-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
525000.00
235953.58
CWL 2005-AB3 2A3
2035-09-27
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505000.00
379366.15
CWL 2005-BC4 M7
2035-08-25
1.314600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
785000.00
228318.06
CWL 2006-17 2A3
2047-03-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
324955.84
CWL 2006-23 2A4
2037-11-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2790000.00
914537.99
CWL 2006-BC5 2A4
2037-03-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
885000.00
347643.46
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
4241304.52
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
420000.00
448680.30
FHAMS 2005-AA8 3A1
2035-10-25
2.240100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
3796787.02
FHLT 2006-C 2A2
2036-10-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310000.00
128165.76
GNMA
2028-03-23
6.120000
Government Agency Debt
415000.00
222996.09
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2172136.16
GSR 2004-9 B1
2034-08-25
3.098399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3605000.00
1361475.39
GT 97-4 M1 ASSETBK HOME EQUITY
2028-09-15
7.219999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3185000.00
3028512.34
INDA 2007-AR1 1A2
2037-03-25
3.020900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7693303.86
INDA 2007-AR3 1A1
2037-07-25
2.988399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17119750.00
6341584.17
INDX
2035-07-01
2.388999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
103639.12
INDX 2005-AR15 A1
2035-09-25
4.643799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12075000.00
3709472.56
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.805500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3410000.00
3484614.16
JPMCC 2005-LDP4 C
2042-10-15
5.121999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11424000.00
6656618.56
JPMCC 2007-LDPX BS
2049-01-15
5.437000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6400000.00
1068357.28
LBMLT
2036-03-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1380000.00
430638.60
LBMLT
2036-08-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
90452.85
MASTR 2004-5 B2
2034-05-25
5.207499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
558200.77
MLCFC 2006-3 C
2046-07-12
5.554000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1883755.62
MLMI 2006-A1 2A1
2036-03-25
2.948300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3647416.00
675317.05
MLMI 2006-MLN1 A2B
2037-07-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765000.00
269310.21
MSAC 2007-HE7 A2B
2037-07-25
1.164600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1495000.00
878388.39
MSM 2005-7 4A1
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4150000.00
2925944.60
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855000.00
134188.68
RAMC 2006-3 AF4
2036-11-25
5.812000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
87888.09
RASC 2004-KS9 AII3
2034-10-25
0.644599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2560000.00
848077.62
SACO 2006-9 A1
2036-08-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
40736.62
SARM 2005-15 2A1
2035-07-25
2.704800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12820000.00
2504327.86
SEMT 10 B3
2027-10-20
2.266799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
55259.48
SEMT 2004-8 B2
2034-09-20
1.066800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
759739.07
TMST
2038-04-25
5.775999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130926000.00
41883513.03
TMST
2038-04-25
6.142199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
151754000.00
38765909.10
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
83850.69
WFMBS 2007-2 3A6
2037-03-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1070000.00
835847.32
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
181000000.00
181000000.00
0.0077
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
181077830.00
181077830.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
60000000.00
59991950.00
0.0025
N
59994600.00
59994600.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.240000%
2284K1D91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
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
67000000.00
66956226.67
0.0028
N
66961810.00
66961810.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B5Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
146000000.00
146000000.00
0.0062
N
146018980.00
146018980.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155B6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0002
N
4000640.00
4000640.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
191000000.00
191000000.00
0.0081
N
191057300.00
191057300.00
Deutsche Bank AG
Deutsche Bank AG 0.350000%
25155BM69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
75000000.00
75000000.00
0.0032
N
75015000.00
75015000.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
144000000.00
144000000.00
0.0061
N
144025920.00
144025920.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JAX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-30
2014-05-30
N
N
N
67000000.00
67000000.00
0.0028
N
67002680.00
67002680.00
Deutsche Bank AG
Deutsche Bank AG 0.320000%
25155JCK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
26000000.00
26000000.00
0.0011
N
26006760.00
26006760.00
Deutsche Bank AG
Deutsche Bank AG 0.260000%
25155JDG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
55000000.00
55000000.00
0.0023
N
54994500.00
54994500.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M140109_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-06-01
2.162999
Government Agency Debt
113415.00
109848.38
GNMA
2041-08-15
5.000000
Government Agency Debt
17310.00
18508.44
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
52865800.00
50952528.28
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
50000000.00
50000000.00
0.0021
Y
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140206_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-06-01
2.286000
Government Agency Debt
18859359.00
13154327.30
Fannie Mae
2043-06-01
2.162999
Government Agency Debt
1041219.00
1008475.27
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
34499882.00
17086515.92
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
38951937.00
17432506.38
Freddie Mac
2028-11-01
2.500000
Government Agency Debt
21339.00
21087.04
Freddie Mac
2033-10-01
4.000000
Government Agency Debt
16929820.00
17700347.41
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
34908269.00
20963557.91
Freddie Mac
2043-09-01
3.500000
Government Agency Debt
16856525.00
16585807.76
Freddie Mac
2043-09-20
4.000000
Government Agency Debt
21508913.00
21741842.44
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
17281023.00
17671861.92
GNMA
2041-08-15
5.000000
Government Agency Debt
822836.00
879804.05
GNMA
2043-01-20
3.000000
Government Agency Debt
5933634.00
5480670.91
United States Treasury Department
2017-05-15
4.500000
Treasury Debt
88871600.00
99724975.90
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
242000000.00
242000000.00
0.0102
Y
242000000.00
242000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140210_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-12-20
6.000000
Government Agency Debt
12643853.00
4212124.55
Freddie Mac
2025-05-15
4.000000
Government Agency Debt
5000000.00
2478786.04
Freddie Mac
2026-11-01
3.500000
Government Agency Debt
3000000.00
2318444.51
Freddie Mac
2034-01-01
3.500000
Government Agency Debt
1702317.00
1741958.29
Freddie Mac
2034-01-01
4.000000
Government Agency Debt
8182179.00
8605388.57
Freddie Mac
2037-03-01
5.000000
Government Agency Debt
13767454.00
1823413.32
Freddie Mac
2040-03-20
4.500000
Government Agency Debt
9593015.00
3677345.24
Freddie Mac
2040-05-20
4.500000
Government Agency Debt
10000000.00
2549427.46
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
4125000.00
2077669.99
Freddie Mac
2040-12-01
3.500000
Government Agency Debt
7643951.00
7597050.36
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
2929444.00
1914529.38
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
7531891.00
8073658.96
Freddie Mac
2041-08-01
5.500000
Government Agency Debt
15908422.00
8739158.88
Freddie Mac
2041-08-20
5.000000
Government Agency Debt
5159359.00
2789226.24
Freddie Mac
2041-09-20
4.000000
Government Agency Debt
22050000.00
8132261.90
Freddie Mac
2041-10-20
5.000000
Government Agency Debt
3786000.00
2128893.88
Freddie Mac
2042-04-15
3.000000
Government Agency Debt
2435879.00
2081079.10
Freddie Mac
2042-07-15
3.000000
Government Agency Debt
1659421.00
1539879.85
Freddie Mac
2043-02-01
3.000000
Government Agency Debt
6019881.00
5494686.98
Freddie Mac
2043-06-20
4.500000
Government Agency Debt
3908855.00
3067330.27
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
1995950.00
2032543.79
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
2123874.00
2081521.67
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
1767865.00
1889583.33
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
2004318.00
2061770.56
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
7544696.00
8073958.21
Freddie Mac
2043-11-20
3.500000
Government Agency Debt
4439837.00
4437814.96
GNMA
2026-05-20
3.500000
Government Agency Debt
5701458.00
3269440.79
GNMA
2026-07-20
3.500000
Government Agency Debt
5312560.00
2745621.46
GNMA
2027-03-20
3.500000
Government Agency Debt
3766321.00
2794242.04
GNMA
2035-09-15
3.250000
Government Agency Debt
2516207.00
2610728.61
GNMA
2036-08-20
7.000000
Government Agency Debt
26077275.00
2845523.02
GNMA
2038-10-15
3.500000
Government Agency Debt
4342258.00
4363567.44
GNMA
2038-10-20
7.000000
Government Agency Debt
27007151.00
3861921.51
GNMA
2039-01-20
6.500000
Government Agency Debt
14000000.00
2508418.66
GNMA
2039-05-15
5.000000
Government Agency Debt
4968603.00
2468478.84
GNMA
2039-09-15
3.100000
Government Agency Debt
5000000.00
5105869.99
GNMA
2039-11-20
5.500000
Government Agency Debt
5199695.00
2124403.97
GNMA
2040-07-20
4.500000
Government Agency Debt
2917217.00
2568338.91
GNMA
2040-12-15
4.000000
Government Agency Debt
2000000.00
1720756.22
GNMA
2041-01-15
4.000000
Government Agency Debt
6962389.00
4055250.90
GNMA
2041-08-15
5.000000
Government Agency Debt
2690305.00
2876564.99
GNMA
2041-10-20
0.466799
Government Agency Debt
3213083.00
2886982.64
GNMA
2041-12-15
4.000000
Government Agency Debt
1948156.00
1857170.42
GNMA
2042-07-15
3.000000
Government Agency Debt
2178657.00
2053855.22
GNMA
2043-02-15
2.500000
Government Agency Debt
2321340.00
2098139.01
GNMA
2043-02-20
5.000000
Government Agency Debt
3552633.00
3100547.16
GNMA
2043-03-20
3.000000
Government Agency Debt
8403853.00
7851722.64
GNMA
2043-04-20
3.500000
Government Agency Debt
9489266.00
9193914.60
GNMA
2043-07-20
3.500000
Government Agency Debt
3831636.00
3869135.04
GNMA
2043-07-20
4.000000
Government Agency Debt
4158801.00
4342463.62
GNMA
2043-07-20
4.000000
Government Agency Debt
1944829.00
2026187.47
GNMA
2044-10-15
2.930000
Government Agency Debt
5000000.00
5070075.36
GNMA
2048-05-15
3.560000
Government Agency Debt
4774655.00
4775955.31
GNMA
2048-07-15
2.740000
Government Agency Debt
8000000.00
8063000.37
GNMA
2048-07-15
2.750000
Government Agency Debt
1844374.00
1822977.92
GNMA
2050-08-15
4.750000
Government Agency Debt
7953380.00
8461842.23
GNMA
2052-12-16
3.600000
Government Agency Debt
6603067.00
6608699.42
United States Treasury Department
2016-06-15
0.500000
Treasury Debt
67284000.00
67235540.73
United States Treasury Department
2017-05-15
4.500000
Treasury Debt
26913000.00
30199729.46
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
310000000.00
310000000.00
0.0131
Y
310000000.00
310000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140311_2M47
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-03-01
3.000000
Government Agency Debt
25815416.00
23606740.90
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
31492794.00
33704584.74
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
44449800.00
44324807.16
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
25334000.00
27986058.12
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
126000000.00
126000000.00
0.0053
Y
126000000.00
126000000.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC) Series 1999B 0.240000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2410000.00
2410000.00
0.0001
N
2410000.00
2410000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385RG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
10000000.00
9999986.11
0.0004
N
10000000.00
10000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.052500%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
55000000.00
54999839.59
0.0023
N
55000000.00
55000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
27000000.00
26999910.00
0.0011
N
27000000.00
27000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
4795000.00
4794985.35
0.0002
N
4795000.00
4795000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
4000000.00
3999988.89
0.0002
N
4000000.00
4000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
8100000.00
8099905.50
0.0003
N
8099983.80
8099983.80
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
25000000.00
24999625.00
0.0011
N
24999950.00
24999950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
13000000.00
12999821.25
0.0005
N
12999974.00
12999974.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-13
2014-01-13
N
N
N
3000000.00
2999940.00
0.0001
N
2999991.00
2999991.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
67000000.00
66998548.33
0.0028
N
66999799.00
66999799.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
31440000.00
31439021.87
0.0013
N
31439874.24
31439874.24
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
2000000.00
1999942.22
0.0001
N
1999992.00
1999992.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385SC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
1700000.00
1699935.54
0.0001
N
1699989.80
1699989.80
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
40000000.00
39998466.66
0.0017
N
39999760.00
39999760.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
126000000.00
125994120.12
0.0053
N
125999118.00
125999118.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385SM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-31
2014-01-31
N
N
N
2200000.00
2199880.83
0.0001
N
2199982.40
2199982.40
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385SS6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
5000000.00
4999756.94
0.0002
N
4999905.00
4999905.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385SU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
52000000.00
51996258.79
0.0022
N
51998960.00
51998960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385TA4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
2300000.00
2299862.64
0.0001
N
2299947.10
2299947.10
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385TB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
86000000.00
85992116.67
0.0036
N
85997936.00
85997936.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385TB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
2000000.00
1999828.89
0.0001
N
1999952.00
1999952.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
25000000.00
24998128.47
0.0011
N
24999325.00
24999325.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385TG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
5000000.00
4999455.55
0.0002
N
4999865.00
4999865.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
N
12000000.00
11999083.33
0.0005
N
11999676.00
11999676.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.030000%
98599G006_0.0300_M140102_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2041-05-15
4.375000
Treasury Debt
27348220.00
3000005088.02
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
3000000000.00
3000000000.00
0.1268
N
3000000000.00
3000000000.00
Freddie Mac
Freddie Mac 0.070000%
313397SR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
10000000.00
9999338.89
0.0004
N
9999820.00
9999820.00
Freddie Mac
Freddie Mac 0.243600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-11-10
N
N
N
100000000.00
100000000.00
0.0042
N
100010500.00
100010500.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959JAQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
44000000.00
43993534.44
0.0019
N
43998680.00
43998680.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2580000.00
2580000.00
0.0001
N
2580000.00
2580000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
38399J008_0.0500_M140107_2M47
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2022-07-15
0.125000
Treasury Debt
101453440.00
98940000.79
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
97000000.00
97000000.00
0.0041
N
97000000.00
97000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921ABB008_0.5600_M140320_2M47
0000769993
Other Repurchase Agreement
N
AMERICAN TOWER CORP NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099939.40
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099904.80
CHIMERA INVT CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1305710.91
CROWN CASTLE INTL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099962.50
DELTA AIR LINES INC DEL COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099982.57
DUKE ENERGY CORP NEW COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099968.44
HESS CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099993.11
INTERCONTINENTALEXCHANGE GROCOM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099917.76
JOHNSON & JOHNSON
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099971.10
LEUCADIA NATL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099992.80
LOWES COS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099999.75
LYONDELLBASELL INDUSTRIES N SHS - A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099927.50
NEXTERA ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099991.90
NIELSEN HOLDINGS N V COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099977.60
OCCIDENTAL PETE CORP DEL COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099909.40
PEPSICO INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099975.36
PRUDENTIAL FINL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099946.00
TENET HEALTHCARE CORP COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6795045.45
WALGREEN CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099971.44
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099977.60
WORKDAY INC CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099990.34
ZOETIS INC CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8099971.11
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
162000000.00
162000000.00
0.0068
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
162153900.00
162153900.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140107_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-11-20
3.000000
Government Agency Debt
171955922.00
156086023.10
GNMA
2043-02-20
3.500000
Government Agency Debt
130596433.00
125433977.24
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
276000000.00
276000000.00
0.0117
N
276000000.00
276000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140102_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
33288111.00
24480000.38
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
24000000.00
24000000.00
0.0010
N
24000000.00
24000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140103_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
52394293.00
41347657.81
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
48816010.00
47987548.26
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
11292921.00
10709245.54
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
46163696.00
47855548.86
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
145000000.00
145000000.00
0.0061
N
145000000.00
145000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140106_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
8595491.00
7548051.94
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
12578983.00
12851948.55
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
20000000.00
20000000.00
0.0008
N
20000000.00
20000000.00
Govco, LLC
Govco, LLC 0.200000%
38362WCK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20500000.00
20491230.55
0.0009
N
20491390.00
20491390.00
Indiana Health & Educational Facility Financing Auth
Taxable RB (Union Hospital) Series 2006B 0.110000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12200000.00
12200000.00
0.0005
N
12200000.00
12200000.00
ING Bank NV
ING Bank NV 0.380000%
461995003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
60000000.00
60000000.00
0.0025
N
60031200.00
60031200.00
ING Bank NV
ING Bank NV 0.380000%
922PLL001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
2000000.00
2000000.00
0.0001
N
2000260.00
2000260.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
115000000.00
115000000.00
0.0049
N
115023000.00
115023000.00
ING Bank NV
ING Bank NV 0.390000%
922UST006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
38000000.00
38000000.00
0.0016
N
38015200.00
38015200.00
ING Bank NV
ING Bank NV 0.390000%
922USU003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
38000000.00
38000000.00
0.0016
N
38015200.00
38015200.00
ING Bank NV
ING Bank NV 0.380000%
922WKJ002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
26000000.00
26000000.00
0.0011
N
26009360.00
26009360.00
ING Bank NV
ING Bank NV 0.340000%
922XHF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
110000000.00
110000000.00
0.0046
N
110039600.00
110039600.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
5000000.00
5000000.00
0.0002
N
5002000.00
5002000.00
ING Bank NV
ING Bank NV 0.240000%
923GSH002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
51000000.00
51000000.00
0.0022
N
51003060.00
51003060.00
ING Bank NV
ING Bank NV 0.320000%
979KER009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
7000000.00
7000000.00
0.0003
N
7001540.00
7001540.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.340000%
4662J3CA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
13000000.00
12991651.11
0.0005
N
12995190.00
12995190.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.350000%
4662J3EK8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
28000000.00
27962433.33
0.0012
N
27969760.00
27969760.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320600%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
67000000.00
67000000.00
0.0028
N
67007370.00
67007370.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.300000%
46590EEM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
30000000.00
29965000.00
0.0013
N
29968500.00
29968500.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
120000000.00
119683999.99
0.0051
N
119701200.00
119701200.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140331_2M47
0001168163
Other Repurchase Agreement
N
CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS
2030-05-15
4.517699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43934740.00
44554785.13
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.006899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16184464.00
16972162.55
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.906600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
998150.27
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19052705.00
19480552.54
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19514191.00
19898828.75
JPMCC 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
877053.00
626503.10
LBUBS 2008-C1 AJ
2041-04-15
6.319899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
338804.00
339628.94
ML CFC COML MTGE TR 2007-8
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23895651.00
24378148.62
WACHOVIA BANK COMM
2047-04-15
5.591000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23589003.00
25761995.75
First Tier Security
N/A
N/A
2014-03-31
2014-03-31
N
N
N
133000000.00
133000000.00
0.0056
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
133255360.00
133255360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.364500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-01-21
2014-12-22
N
N
N
47000000.00
47000000.00
0.0020
N
47002256.00
47002256.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346100%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-01-18
2015-01-16
N
N
N
90000000.00
90000000.00
0.0038
N
90074790.00
90074790.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-01-22
2015-01-22
N
N
N
30000000.00
30000000.00
0.0013
N
30040050.00
30040050.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
75000000.00
75000000.00
0.0032
N
75036750.00
75036750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
70000000.00
70000000.00
0.0030
N
70190400.00
70190400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
98000000.00
98000000.00
0.0041
N
98032340.00
98032340.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
12000000.00
12000000.00
0.0005
N
12004080.00
12004080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
27000000.00
27000000.00
0.0011
N
27010260.00
27010260.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PF24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
55000000.00
55000000.00
0.0023
N
55002200.00
55002200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
85000000.00
85000000.00
0.0036
N
85044200.00
85044200.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
137000000.00
137000000.00
0.0058
N
137039730.00
137039730.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PR62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
10000000.00
10000000.00
0.0004
N
10003000.00
10003000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
95000000.00
95000000.00
0.0040
N
95019000.00
95019000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
6000000.00
6000000.00
0.0003
N
6001200.00
6001200.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LWV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
17000000.00
17000000.00
0.0007
N
16999320.00
16999320.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
2000000.00
2000000.00
0.0001
N
1999900.00
1999900.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
111000000.00
111000000.00
0.0047
N
110994450.00
110994450.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MA93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999804.44
0.0002
N
3999880.00
3999880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-13
2014-01-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
5000000.00
4999666.67
0.0002
N
4999750.00
4999750.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
27500000.00
27497708.33
0.0012
N
27498350.00
27498350.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.215000%
56274MBD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
15000000.00
14996147.92
0.0006
N
14996850.00
14996850.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M140107_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-10-25
2.500000
Government Agency Debt
15000000.00
14178800.00
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
13876000.00
14461234.18
Fannie Mae
2032-12-25
2.000000
Government Agency Debt
18000000.00
15484332.52
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
28024000.00
14444836.11
Fannie Mae
2039-12-25
4.000000
Government Agency Debt
27500000.00
15107617.23
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
18100000.00
14065934.25
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
11674382.00
4621895.35
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
25000000.00
14180918.91
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
15706379.18
Freddie Mac
2032-04-15
3.500000
Government Agency Debt
20171000.00
14747967.93
Freddie Mac
2033-04-15
2.000000
Government Agency Debt
18041000.00
16480480.49
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
13600000.00
15192492.00
Freddie Mac
2037-01-15
5.500000
Government Agency Debt
13813000.00
15132339.49
Freddie Mac
2041-04-15
3.850000
Government Agency Debt
3272880.00
1594772.49
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
180000000.00
180000000.00
0.0076
N
180000000.00
180000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140204_2M47
0000728612
Other Repurchase Agreement
N
144A MSBAM 2012-C5 E
2022-07-15
4.836500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6070039.00
5519866.29
ACCO BRANDS CORP
2020-04-30
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
307000.00
304371.31
AI COMMERCIAL MORTGAGE PASS THROUGH
2022-02-15
0.666599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3704293.00
3450201.71
ALTERNATIVE LOAN TRUST 2007-16CB (CWALT)
2037-08-25
0.615999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17989588.00
4904610.22
AMERICAN INTERNATIONAL GROUP INC
2068-05-15
8.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3890345.00
4747955.35
APX GROUP INC
2020-12-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
469524.00
479990.47
ARD FINANCE S A
2018-06-01
11.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107927.08
ARDAGH PACKAGING FIN PLC
2017-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
163397.92
ARDAGH PACKAGING FIN PLC / ARDAGH MP HLDGS USA
2020-10-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
221352.78
ATHE AES CORP
2023-05-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2595481.00
2442942.42
AUTOMIBILES GILDEMEISTER S A
2023-01-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
211837.50
BANC AMER RE REMIC TR 2010 UBER5
2017-07-17
5.664699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
217832.59
BANQUE PSA FIN
2014-04-04
2.144400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
120415.57
BCAP LLC 2009 RR5 TR
2037-02-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16826225.00
5220710.93
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
181811.00
172757.27
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.845999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7159000.00
56954.61
BEAR STERNS ASSET BACKED SEC 2004 AC
2035-04-25
0.626000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14036000.00
2013317.70
BOE INTER HOLDING CORP
2017-11-01
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
712522.00
753492.01
CALPINE CORPORATION
2022-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1623000.00
1676018.00
CB PECO ENERGY CAP TR
2028-04-06
7.379999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
132799.55
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
188472.00
CEMEX S A B DE C V
2018-01-11
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154000.00
175945.00
CENTURYTEL INC
2015-02-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
264097.22
CHC HELICOPTER S A
2020-10-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1109385.00
1211479.24
CHL MTG PASS THRU TRUST 2007 4
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11237998.00
2991484.91
CITIGROUP INC
2018-05-15
1.940600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12873197.00
13439227.04
CITIGROUP MORTGAGE LOAN TR 200
2036-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119138.00
57198.95
CLEARWIRE COMMUNICIATIONS INC LLC
2016-12-01
14.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
96235.42
COBALT COMMERCIAL MTGE TRUST 2007
2046-05-15
5.963499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8612544.00
9368961.60
COMM 2013 CCRE9 MTG TR
2045-07-10
4.261099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
1641136.47
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.006899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21574762.00
22624806.58
CONSOL ENERGY INC
2021-03-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15768.75
COSAN LUXEMBOURG S A
2018-03-14
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
925000.00
460399.43
COUNTRYWIDE HOME LOANS TRUST
2035-11-25
0.565999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5808992.00
5190173.64
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR
2045-06-25
3.666100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2474862.04
CSMC SER 2006 TFL2
2021-10-15
1.386600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2377233.00
2348383.53
CSN ISLANDS IX CORP
2015-01-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000.00
25860.00
CWALT INC
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168397.00
127138.40
CWALT INC
2046-07-25
0.374599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29358960.00
9082194.27
CWALT INC 2005-13CB
2035-06-25
0.506000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1813000.00
309936.04
CWALT INC. 2005-79CB
2036-04-25
0.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4142430.00
926912.11
CWALT, INC. 2004-2CB
2034-10-25
0.926000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40929278.00
2511589.63
CWMBS INC
2035-03-25
0.526000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3350000.00
574848.31
CWMBS INC
2035-04-25
0.485999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
18164.78
DEVON ENERGY CORPORATION
2041-07-15
5.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
163140.42
DIGICEL LIMITED
2017-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
143000.00
152652.50
DISH DBS CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6149000.00
5824469.45
EL PASO CORP
2028-06-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
250849.96
EL PASO CORPORATION
2016-02-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
370186.30
EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC
2015-11-15
4.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
243130.44
ENTERPRISE PROD OPER LP
2049-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1778000.00
2032068.79
EQUINIX, INC
2023-04-01
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1238671.88
Fannie Mae
2023-10-25
5.414600
Government Agency Debt
3682692.00
3894627.65
FFH 8.597 01/15/27 0
2027-01-15
8.596999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
124093.46
FREDDIE MAC STRUCTURED P/T CTFS SPCS SERIES
2048-07-25
4.435500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2881000.00
2876745.49
FREMF 2013-K712 MTG TR MULTI FAMILY MORTGE TRUST C
2019-12-25
3.482899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2246781.22
GANNETT CO INC
2014-11-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
545664.58
GENON ESCROW CORP
2018-10-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6672174.00
7690051.22
GEOPARK LATIN AMER LTD AGENCIAEN CHILE
2020-02-11
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
290966.67
GRATON ECO DEV AUTH
2019-09-01
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
119208.33
GS MTG SECS TR 2011-GC3
2044-03-11
5.543300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
752615.00
766546.35
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7562003.00
3286337.49
GS MTGE SEC CORP 11
2049-12-20
5.580300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27235413.00
2017585.13
GSAMP TRUST 2004-HE2
2035-05-25
0.916000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7790000.00
1159281.66
GSR MORT LOAN TRUST 2001-1
2034-01-25
6.631899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4803000.00
2510550.71
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.406299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20575473.00
12788155.64
HILCORP ENERGY I LP
2020-02-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
194923.79
HVMLT
2037-03-19
0.346300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42563315.00
4586983.28
HVMLT
2038-01-19
0.356300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12157546.00
4324840.64
IAI INTELSAT BERMUDA LTD
2018-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
715643.75
IMPERIAL CMB TRUST SER 1998-2
2034-11-25
1.966000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6699000.00
316530.00
INDYMAC MBS INC INDX MLT 2004 AR3 CL B 4 VAR DUE
2019-04-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
427000.00
490382.81
J C PENNY
2036-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1089079.00
823298.35
J P MORGAN MTGE TR 2003-A1
2035-07-25
3.491299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5999572.00
3977793.47
JP MORGAN CHASE COMM SEC
2049-01-15
0.426599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7943654.00
4635357.24
JPMORGAN ACCEPTANCE CORP I
2037-08-26
6.427900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3901576.00
2382219.45
LAND OLAKES CAPITAL TRUST I
2028-03-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
981936.11
LEHMAN XS TR
2046-08-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10237937.00
6157053.67
LIBERTY MEDIAS
2029-07-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37000.00
41317.69
M.D.C. HOLDINGS INC
2020-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
240960.94
MALLINCKRODT INTL FIN SA
2023-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
28049.03
MANA 2007-OAR3 A1
2037-07-25
0.355999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18370053.00
8295663.93
MARFRIG HLDGS EUROPE B V
2021-09-20
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334000.00
318970.00
MERRILL LYNCH MTG INV 2004 A1
2035-04-25
0.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3156000.00
1657550.14
MICHAEL FOODS GROU[
2018-07-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
564979.17
MORGAN STANLEY BK AMER MERRILLYNCH TR 2013 C10
2046-07-15
4.219100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225016.00
2687993.31
MORGAN STANLEY MORT LN TR
2035-01-25
2.911000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20517674.00
1104694.69
MUELLER WATER PRODUCTS INC
2020-09-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500.00
574.58
NAAC ALT LOAN TRUST SERIES 2006-AF2
2036-08-25
0.266000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3833000.00
96756.50
NATIONAL CINEMEDIA LLC
2022-04-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
631000.00
659500.17
NOMURA RESECURITIZATION TR 2011 4R
2036-12-25
2.379799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4166868.00
2208971.23
NUVEEN INVESTMENTS INC CLASS A COMMON
2017-10-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1090000.00
1113722.64
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8568888.00
6143178.63
PFD PRECISION DRILLING
2020-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
13987.55
PREFERRED TERM SECURITIES XX111,KY
2036-12-22
0.454400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
627118.67
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
483000.00
491304.92
RALI SERIES 2003 QS4 TRUST
2035-03-25
4.327300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8220300.00
816622.19
RALI SERIES 2003-QS4 TRUST
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
302970.86
RANGE RESOURCES CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
456422.22
REGAL ENTERTAINMENT GRP CLASS A
2018-08-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
504202.00
563809.88
RESEDENTIAL ASSET SEC TRUST 2006 A9CB
2036-07-25
0.536000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21380000.00
4661643.00
REXEL
2020-06-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
1984545.83
RFMSI SER 2003 S14 TRUST
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1244153.07
RUBY TUESDAY INC
2020-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
474871.53
SANTANDER US DEBT SA UNIPERSONAL
2015-01-20
3.724000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8900000.00
9226225.55
SERVICE CORP INTL
2027-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356000.00
382255.00
SOTHEBYS HLDGS INC
2022-10-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
634000.00
601111.25
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
4.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
707674.00
675007.06
STANDARD PACIFIC CORP
2016-09-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
118000.00
145925.03
TAYLOR MORRISON CMNTYS INC MONARCH CMNTYS INC
2020-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
314000.00
350537.39
TENET HEALTHCARE CORP
2020-02-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1589437.00
1677849.43
TENET HEALTHCARE CORP
2020-06-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
285000.00
280428.12
TENET HEALTHCARE CORPORATION
2021-04-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
342000.00
329559.75
TENNECO AUTOMOTIVE INC
2018-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
209337.78
THE AES CORP
2020-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
2118000.00
THE RYLAND GROUP INC
2015-01-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
185462.33
TIME WARNER CABLE
2021-09-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7750000.00
7314940.84
TOLL BROS FINANCE CORP
2019-11-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
161525.00
TRINIDAD DRILLING
2019-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
715853.12
U S J-ACUCAR E ALCOOL S A
2019-11-09
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76000.00
71250.00
UBS-BARCLAYS COML MTG TR 2012-C4
2045-12-10
4.501500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
875855.88
VERSO PAPER HLDGS LLC VERSO PAPER
2019-01-15
11.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
150076.87
VPII ESCROW CORP
2018-08-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650616.00
735846.70
WACHOVIA BANK COMM MTG
2020-06-15
0.466600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
5746466.27
WAMU 2006-AR9 1A
2046-08-25
1.144200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3335251.00
1070553.91
WAMU MTGE P/T TR
2045-04-25
0.766000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3129563.00
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.869199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31251894.00
7428778.66
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
3399003.22
WELLS FARGO COML
2045-10-15
4.938200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3265000.00
2976768.31
WELLS FARGO MTG B SEC
2034-09-25
2.613700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2672417.00
1310937.43
WMALT SERIES
2046-06-25
1.134200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1892009.00
394051.56
ZIONS BANCORPORATION
2099-12-31
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
739188.00
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
245000000.00
245000000.00
0.0104
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
245151900.00
245151900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233800%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
N
21000000.00
21000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.214500%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
67000000.00
67000000.00
0.0028
N
67003350.00
67003350.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
32000000.00
32000000.00
0.0014
N
32000000.00
32000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
15000000.00
15000000.00
0.0006
N
14998500.00
14998500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-19
2014-06-19
N
N
N
26000000.00
26000000.00
0.0011
N
25997660.00
25997660.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
32000000.00
32000000.00
0.0014
N
32001920.00
32001920.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
N
21000000.00
21000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
57000000.00
57000000.00
0.0024
N
57000000.00
57000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
5000000.00
5000000.00
0.0002
N
5000050.00
5000050.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LGZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
100000000.00
100000000.00
0.0042
N
100006000.00
100006000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LHK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
50000000.00
50000000.00
0.0021
N
50001500.00
50001500.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LJL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
33000000.00
33000000.00
0.0014
N
33000000.00
33000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LJN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
56000000.00
56000000.00
0.0024
N
56000000.00
56000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
14000000.00
14000000.00
0.0006
N
14000000.00
14000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LLL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
10000000.00
10000000.00
0.0004
N
9999600.00
9999600.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LLP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
15000000.00
15000000.00
0.0006
N
14999250.00
14999250.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.030000%
60686N005_0.0300_M140102_2M47
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
877200.00
895222.97
United States Treasury Department
2016-02-29
2.625000
Treasury Debt
5200000.00
5493002.76
United States Treasury Department
2016-03-15
0.375000
Treasury Debt
594400.00
594130.40
United States Treasury Department
2016-03-31
2.375000
Treasury Debt
2600000.00
2727732.14
United States Treasury Department
2016-04-30
2.625000
Treasury Debt
520000.00
547811.34
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
2865000.00
3194332.98
United States Treasury Department
2016-05-15
7.250000
Treasury Debt
1589000.00
1854780.44
United States Treasury Department
2016-05-31
1.750000
Treasury Debt
2300000.00
2370265.88
United States Treasury Department
2016-05-31
3.250000
Treasury Debt
2550000.00
2722808.04
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
20000000.00
20000000.00
0.0008
N
20000000.00
20000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140103_2M47
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-05-01
2.178999
Government Agency Debt
32713207.00
30882711.14
Fannie Mae
2043-09-01
2.931999
Government Agency Debt
12396818.00
12636596.22
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
17990480.00
8619800.32
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
24506000.00
8772208.58
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
7601974.00
6422898.31
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
11804505.00
7028079.31
Freddie Mac
2028-01-01
2.500000
Government Agency Debt
8619189.00
7864425.22
Freddie Mac
2028-04-01
2.500000
Government Agency Debt
7925000.00
7472970.09
Freddie Mac
2033-12-01
6.000000
Government Agency Debt
18229034.00
6330981.06
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
13845273.00
2983783.43
Freddie Mac
2036-12-01
5.000000
Government Agency Debt
40000000.00
8088691.89
Freddie Mac
2037-12-01
5.500000
Government Agency Debt
12035533.00
7029082.54
Freddie Mac
2039-11-01
5.000000
Government Agency Debt
18000000.00
8409978.76
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
12280150.00
6745646.45
Freddie Mac
2040-12-01
3.500000
Government Agency Debt
10638457.00
6607234.70
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
15000000.00
7238044.00
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
11700000.00
7418125.25
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
10300000.00
7940587.12
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
9897643.00
8210582.82
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
7300000.00
6153037.03
Freddie Mac
2042-03-01
4.000000
Government Agency Debt
9127031.00
6507844.71
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
7986084.00
7511989.93
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
8910593.00
8341270.92
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
8500000.00
7939638.52
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
8015548.00
7679288.66
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
7497037.00
7428501.47
Freddie Mac
2043-01-01
3.000000
Government Agency Debt
7875256.00
7192060.43
Freddie Mac
2043-04-01
3.000000
Government Agency Debt
9089897.00
8489980.02
Freddie Mac
2043-04-01
3.000000
Government Agency Debt
8000000.00
7363863.37
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
6241796.00
6324803.89
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
7500000.00
7365294.65
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
250000000.00
250000000.00
0.0106
N
250000000.00
250000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140106_2M47
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
24841366.00
17478410.81
Fannie Mae
2031-09-01
4.000000
Government Agency Debt
7724580.00
4848326.80
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
18713325.00
17586957.74
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
19995563.00
18140430.60
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
20262946.00
18144318.01
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
20560840.00
17522755.39
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
8811537.00
8278801.34
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
100000000.00
100000000.00
0.0042
N
100000000.00
100000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.188300%
922JZQ009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-03
2014-03-03
N
N
N
173000000.00
173000000.00
0.0073
N
173000000.00
173000000.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
142000000.00
141937401.66
0.0060
N
141950300.00
141950300.00
Nationwide Building Society
Nationwide Building Society 0.225000%
6385E1CH2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
68000000.00
67968125.00
0.0029
N
67973480.00
67973480.00
Natixis SA
Natixis SA 0.250000%
63873EH79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
31000000.00
31000000.00
0.0013
N
31000000.00
31000000.00
Natixis SA
Natixis SA 0.230000%
63873EN31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
127000000.00
127000000.00
0.0054
N
127000000.00
127000000.00
Natixis SA
Natixis SA 0.090000%
939UPJ002
0001503859
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
35000000.00
35000000.00
0.0015
Security is a time deposit.
N
35000000.00
35000000.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
84000000.00
84000000.00
0.0036
N
84008400.00
84008400.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
20000000.00
20000000.00
0.0008
N
20001600.00
20001600.00
Rabobank Nederland
Rabobank Nederland 0.248300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-03-04
N
N
N
137000000.00
137000000.00
0.0058
N
137017810.00
137017810.00
Rabobank Nederland
Rabobank Nederland 0.255000%
21684BNN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-09-16
N
N
N
174000000.00
174000000.00
0.0074
N
173982600.00
173982600.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
44000000.00
44000000.00
0.0019
N
43993400.00
43993400.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
23000000.00
23000000.00
0.0010
N
22996550.00
22996550.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
208000000.00
208000000.00
0.0088
N
208043680.00
208043680.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
58000000.00
58000000.00
0.0025
N
58012180.00
58012180.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VBW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
86000000.00
86000000.00
0.0036
N
85987100.00
85987100.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.320000%
76582KC74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
61000000.00
60964755.55
0.0026
N
60979260.00
60979260.00
Royal Bank of Canada
Royal Bank of Canada 0.292900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-01-07
2015-01-07
N
N
N
60000000.00
60000000.00
0.0025
N
60003900.00
60003900.00
Royal Bank of Canada
Royal Bank of Canada 0.334400%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-01-06
2015-01-02
N
N
N
137000000.00
137000000.00
0.0058
N
137079460.00
137079460.00
Royal Bank of Canada
Royal Bank of Canada 0.298400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-01-02
2014-12-31
N
N
N
125000000.00
125000000.00
0.0053
N
125020000.00
125020000.00
Royal Bank of Canada
Royal Bank of Canada 0.284000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-06-24
N
N
N
125000000.00
125000000.00
0.0053
N
125070000.00
125070000.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB Series 2003A 0.250000%
79818CAB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
5000000.00
5000000.00
0.0002
N
5000200.00
5000200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
113000000.00
112993220.00
0.0048
N
112996610.00
112996610.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
16000000.00
15997226.67
0.0007
N
15998400.00
15998400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UD13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
40000000.00
39972000.00
0.0017
N
39980800.00
39980800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UDF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
N
21000000.00
20983013.33
0.0009
N
20987400.00
20987400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.275000%
83050UF29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
9000000.00
8989550.00
0.0004
N
8990010.00
8990010.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
12000000.00
12000000.00
0.0005
N
12001920.00
12001920.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
10000000.00
10000000.00
0.0004
N
10002000.00
10002000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
29000000.00
29000000.00
0.0012
N
29005220.00
29005220.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HQR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
12000000.00
12000000.00
0.0005
N
12001200.00
12001200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.050000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
55000000.00
55000000.00
0.0023
Security is a time deposit.
N
54999527.00
54999527.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.050000%
923CYV003_M140107
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
200000000.00
200000000.00
0.0085
Security is a time deposit.
N
200000000.00
200000000.00
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
85000000.00
85000000.00
0.0036
N
84996600.00
84996600.00
Societe Generale
Societe Generale 0.240000%
83368NSU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
18000000.00
18000000.00
0.0008
N
17999100.00
17999100.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.250000%
83365SC43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
Y
Societe Generale
N/A
N/A
N
70000000.00
69969861.11
0.0030
N
69979000.00
69979000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562C3V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
123000000.00
123000000.00
0.0052
N
123007380.00
123007380.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C5J7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-11
2014-02-11
N
N
N
34000000.00
34000000.00
0.0014
N
34001020.00
34001020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
40000000.00
40000000.00
0.0017
N
40000000.00
40000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
32000000.00
32000000.00
0.0014
N
32007680.00
32007680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CG30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
6000000.00
6000000.00
0.0003
N
6001020.00
6001020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CH88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
39000000.00
39000000.00
0.0016
N
39006630.00
39006630.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CJ60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
30000000.00
30000000.00
0.0013
N
30005100.00
30005100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CLM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
44000000.00
44000000.00
0.0019
N
44007040.00
44007040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CM58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
24000000.00
24000000.00
0.0010
N
24004320.00
24004320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
1000000.00
1000000.00
0.0000
N
1000170.00
1000170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
38000000.00
38000000.00
0.0016
N
38006840.00
38006840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UCZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
2000000.00
2000000.00
0.0001
N
1999960.00
1999960.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UDQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
147000000.00
147000000.00
0.0062
N
146995590.00
146995590.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UFW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
60000000.00
60000000.00
0.0025
N
59997600.00
59997600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UGC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
16000000.00
16000000.00
0.0007
N
15998560.00
15998560.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UGJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
79000000.00
79000000.00
0.0033
N
78996050.00
78996050.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
25000000.00
25000000.00
0.0011
N
24998750.00
24998750.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UHL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-10
2014-04-10
N
N
N
20000000.00
20000000.00
0.0008
N
19998800.00
19998800.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
103000000.00
103000000.00
0.0044
N
103001030.00
103001030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
20000000.00
20000000.00
0.0008
N
20000200.00
20000200.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
65000000.00
65000000.00
0.0027
N
65001950.00
65001950.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
28000000.00
28000000.00
0.0012
N
28001120.00
28001120.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
N
65000000.00
65000000.00
0.0027
N
65002600.00
65002600.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KGG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
24000000.00
24000000.00
0.0010
N
24000480.00
24000480.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KHU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
14000000.00
14000000.00
0.0006
N
13998880.00
13998880.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.050000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
21000000.00
21000000.00
0.0009
Security is a time deposit.
N
21000000.00
21000000.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.160000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Texas
N/A
N/A
N
N
990000.00
990000.00
0.0000
N
990000.00
990000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.120000%
882723BQ1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12310000.00
12310000.00
0.0005
N
12310000.00
12310000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602UAM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
26000000.00
25996533.34
0.0011
N
25997920.00
25997920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
60000000.00
60000000.00
0.0025
N
60005400.00
60005400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
284000000.00
284000000.00
0.0120
N
284028400.00
284028400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112THA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
38000000.00
38000000.00
0.0016
N
38009500.00
38009500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112TMK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
72000000.00
72000000.00
0.0030
N
72017280.00
72017280.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.214000%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-06-17
N
N
N
145000000.00
145000000.00
0.0061
N
145063800.00
145063800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.215000%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-06-18
N
N
N
15000000.00
15000000.00
0.0006
N
15006600.00
15006600.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.204500%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
151000000.00
151000000.00
0.0064
N
151009060.00
151009060.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
46000000.00
45992065.00
0.0019
N
45997700.00
45997700.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HC51
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
20000000.00
19992300.00
0.0008
N
19997000.00
19997000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.210000%
89233HDF8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49969666.67
0.0021
N
49981000.00
49981000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.260000%
89233HFL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49938611.11
0.0021
N
49957500.00
49957500.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HFP4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
100000000.00
99879861.12
0.0042
N
99913000.00
99913000.00
UBS AG
UBS AG 0.240000%
90267RTT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
81000000.00
81000000.00
0.0034
N
81010530.00
81010530.00
Union Bank, NA
Union Bank, NA 0.210000%
905269FC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
47000000.00
47000000.00
0.0020
N
47001410.00
47001410.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
41000000.00
41000000.00
0.0017
N
41001230.00
41001230.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
23000000.00
23000000.00
0.0010
N
23000690.00
23000690.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
35000000.00
35000000.00
0.0015
N
35000000.00
35000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.214500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-05-20
N
N
N
188000000.00
188000000.00
0.0079
N
188041360.00
188041360.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.187900%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-04-07
N
N
N
195000000.00
195000000.00
0.0082
N
195017550.00
195017550.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.217500%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-08-05
N
N
N
67000000.00
67000000.00
0.0028
N
67010050.00
67010050.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.210000%
9497P6Q68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
24000000.00
24000000.00
0.0010
N
24004560.00
24004560.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6R67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-05-02
N
N
N
46000000.00
46000000.00
0.0019
N
46015180.00
46015180.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.292900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-01-15
N
N
N
55000000.00
55000000.00
0.0023
N
55003960.00
55003960.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.345900%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-03-24
2015-01-22
N
N
N
225000000.00
225000000.00
0.0095
N
225045225.00
225045225.00
Westpac Banking Corp
Westpac Banking Corp 0.538100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2015-01-28
N
N
N
100000000.00
100000000.00
0.0042
N
100007100.00
100007100.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-04-25
N
N
N
91000000.00
91000000.00
0.0038
N
91056420.00
91056420.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TUG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-10-29
N
N
N
102000000.00
102000000.00
0.0043
N
102075480.00
102075480.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-17
N
N
N
24000000.00
24000000.00
0.0010
N
24002400.00
24002400.00
Westpac Banking Corp
Westpac Banking Corp 0.247000%
9612C4HX2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-05-28
N
N
N
35000000.00
35000000.00
0.0015
N
35010500.00
35010500.00
Westpac Banking Corp
Westpac Banking Corp 0.266300%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-06-19
N
N
N
116000000.00
116000000.00
0.0049
N
116047560.00
116047560.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
147661.54
147661.54
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
136335.90
136335.90
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
491936.09
491936.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
454204.59
454204.59
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1082233.85
1082233.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
999226.52
999226.52
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
529017.61
529017.61
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
488441.96
488441.96
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
123002.19
123002.19
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
113567.92
113567.92