0001145549-14-002587.txt : 20140311
0001145549-14-002587.hdr.sgml : 20140311
20140311135028
ACCESSION NUMBER: 0001145549-14-002587
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130831
FILED AS OF DATE: 20140311
DATE AS OF CHANGE: 20140311
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: 14683691
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2013-08-31
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
51
83
13429796209.13
4858645.73
730779.41
13433924075.45
0.0023
1.0001
2013-08-31
1.0001
2013-08-31
C000012383
25000.00
8917703851.99
1.00
-75609733.69
113150032.35
188759766.04
0.0001
1.0001
2013-08-31
1.0001
2013-08-31
C000012384
1000000.00
1271269666.57
1.00
-614303.68
31482926.00
32097229.68
0.0001
1.0001
2013-08-31
1.0001
2013-08-31
C000012385
3000000.00
1058001251.86
1.00
-9034729.03
39327914.90
48362643.93
0.0001
1.0001
2013-08-31
1.0001
2013-08-31
C000038267
10000000.00
2186949305.03
1.00
-47847942.41
64362968.75
112210911.16
0.0002
1.0001
2013-08-31
1.0001
2013-08-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.270000%
00279HJ64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
Y
Santander UK Plc
N/A
N/A
N
12000000.00
12000000.00
0.0009
N
12000720.00
12000720.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.110000%
00279HK70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
Y
Santander UK Plc
N/A
N/A
N
67000000.00
67000000.00
0.0050
N
66999330.00
66999330.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279HK88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
Y
Santander UK Plc
N/A
N/A
N
54000000.00
54000000.00
0.0040
N
53996760.00
53996760.00
Alpine Securitization Corp
Alpine Securitization Corp 0.060000%
02086LW36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
37000000.00
37000000.00
0.0028
N
36999630.00
36999630.00
Alpine Securitization Corp
Alpine Securitization Corp 0.150000%
02086LW44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
38000000.00
37999841.67
0.0028
N
37999240.00
37999240.00
Alpine Securitization Corp
Alpine Securitization Corp 0.150000%
02086LW51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
25000000.00
24999791.67
0.0019
N
24999500.00
24999500.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.206000%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2014-03-07
N
N
N
82000000.00
82000000.00
0.0061
N
81998360.00
81998360.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.080000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
90000000.00
90000000.00
0.0067
Security is a time deposit.
N
90000000.00
90000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
72000000.00
72000000.00
0.0054
Security is a time deposit.
N
72000000.00
72000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130904
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
30000000.00
30000000.00
0.0022
Security is a time deposit.
N
30000000.00
30000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WC35
Other Note
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
7000000.00
7000000.00
0.0005
N
7000490.00
7000490.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WK36
Other Note
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
21000000.00
21000000.00
0.0016
N
20998320.00
20998320.00
Bank of Montreal
Bank of Montreal 0.050000%
06366AST0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
149000000.00
149000000.00
0.0111
N
148998510.00
148998510.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ATC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
115000000.00
115000000.00
0.0086
N
114998850.00
114998850.00
Bank of Montreal
Bank of Montreal 0.050000%
06366ATL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
70000000.00
70000000.00
0.0052
N
69998600.00
69998600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.020000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
375000000.00
375000000.00
0.0279
Security is a time deposit.
N
375000000.00
375000000.00
Bank of the West
Bank of the West 0.280000%
06426GBL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
N
43000000.00
43000000.00
0.0032
N
43003010.00
43003010.00
Bank of the West
Bank of the West 0.100000%
06426GBX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
86000000.00
86000000.00
0.0064
N
86000000.00
86000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
22000000.00
22000000.00
0.0016
N
22005940.00
22005940.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
98000000.00
98000000.00
0.0073
N
98027440.00
98027440.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
25000000.00
25000000.00
0.0019
N
25007250.00
25007250.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
18000000.00
18000000.00
0.0013
N
18005580.00
18005580.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
10000000.00
10000000.00
0.0007
N
10003100.00
10003100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
57000000.00
57000000.00
0.0042
N
57019380.00
57019380.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
3000000.00
3000000.00
0.0002
N
3000210.00
3000210.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
56000000.00
56000000.00
0.0042
N
56004480.00
56004480.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XNX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
10000000.00
10000000.00
0.0007
N
10001500.00
10001500.00
Barclays Bank Plc
Barclays Bank Plc 0.360000%
06741XPQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
30000000.00
30000000.00
0.0022
N
30008400.00
30008400.00
Barclays Bank Plc
Barclays Bank Plc 0.320000%
06741XQL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
24000000.00
24000000.00
0.0018
N
24006720.00
24006720.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XQN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
29000000.00
29000000.00
0.0022
N
29007830.00
29007830.00
Barclays Bank Plc
Barclays Bank Plc 0.310000%
06741XRW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
3000000.00
3000000.00
0.0002
N
3000960.00
3000960.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
23000000.00
23000000.00
0.0017
N
23007590.00
23007590.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M130903_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-08-01
2.566000
Government Agency Debt
58518.00
14255.43
Fannie Mae
2035-11-01
3.102000
Government Agency Debt
37315353.00
9598409.53
Fannie Mae
2037-03-01
2.673000
Government Agency Debt
64705643.00
11219849.82
Fannie Mae
2039-03-01
3.625000
Government Agency Debt
34382261.00
8620552.60
Fannie Mae
2042-06-01
3.641000
Government Agency Debt
31755792.00
32169962.41
Fannie Mae
2043-02-01
2.091000
Government Agency Debt
29954000.00
28114284.75
Fannie Mae
2043-08-01
2.497000
Government Agency Debt
14635022.00
14262686.12
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0074
N
100000000.00
100000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.020000%
992JYM004_0.0200_M130903_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-02-28
0.250000
Treasury Debt
2807200.00
2812882.35
United States Treasury Department
2017-12-31
2.750000
Treasury Debt
53955600.00
57367127.55
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
59000000.00
59000000.00
0.0044
N
59000000.00
59000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737HWQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
Y
Barclays Bank Plc
N/A
N/A
N
53000000.00
52993507.50
0.0039
N
52994700.00
52994700.00
Barclays US Funding Corp
Barclays US Funding Corp 0.360000%
06737HXM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
Y
Barclays Bank Plc
N/A
N/A
N
2000000.00
1999040.00
0.0001
N
1999460.00
1999460.00
Barclays US Funding Corp
Barclays US Funding Corp 0.320000%
06737HYE3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
Y
Barclays Bank Plc
N/A
N/A
N
74000000.00
73952640.00
0.0055
N
73965220.00
73965220.00
BNP Paribas
BNP Paribas 0.400000%
05567VD28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
41000000.00
41002495.96
0.0031
N
41007380.00
41007380.00
BNP Paribas
BNP Paribas 0.440000%
05572NMB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
63000000.00
63000000.00
0.0047
N
63003150.00
63003150.00
BNP Paribas
BNP Paribas 0.400000%
05572NMF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
56000000.00
56000000.00
0.0042
N
56006720.00
56006720.00
BNP Paribas
BNP Paribas 0.410000%
05572NMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
3000000.00
3000000.00
0.0002
N
3000870.00
3000870.00
BNP Paribas
BNP Paribas 0.390000%
05572NNX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
104000000.00
104000000.00
0.0077
N
104038480.00
104038480.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130903_2MN4
0001197610
Other Repurchase Agreement
N
ADR AMERICA MOVIL S.A. DE C V
2020-03-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5473956.00
5832189.93
AMERICAN FINANCIAL GROUP, INC
2029-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36234.00
47502.52
COVIDIEN INTL FIN S A
2023-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47469.00
44260.10
DISCOVERY COMMUNICATIONS LLC
2021-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47608.00
49925.30
EXPRESS SCRIPTS HLDG CORP
2022-02-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2115719.00
2126308.17
GOLDMAN SACHS GRP INC
2019-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600676.00
718886.03
HESS CORP
2041-02-15
5.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1030043.00
1056796.65
JP MORGAN CHASE CO
2015-03-20
1.322200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
546538.00
553496.00
NORTHROP GRUMMAN CORP
2023-08-01
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
632618.00
602768.62
PENSKE TRUCK LEASING CO., L.P.
2016-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
201553.00
206084.92
PETROBRAS INTERNTL FINANCE CO
2014-09-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43684.00
48009.63
PROGRESS ENERGY INC
2019-03-15
7.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2493843.00
3084590.77
PROGRESS ENERGY INC
2022-04-01
3.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
504848.00
490308.38
PROGRESS ENERGY INC
2031-10-30
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74490.00
92021.47
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
77538.00
70230.04
SPAREBANK 1 BOLIGKREDI
2017-06-30
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7910631.00
8076622.41
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
22000000.00
22000000.00
0.0016
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
22000000.00
22000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130906_2MN4
0001197610
Other Repurchase Agreement
N
AMERICAN FINANCIAL GROUP, INC
2029-06-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11548.00
15139.35
ANHUESER-BUSCH INBEV FIN INC
2023-01-17
2.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1499706.00
1393205.00
AON CORP
2020-09-30
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
339361.00
376902.24
APPLIED MATERIALS
2041-06-15
5.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
868212.00
916265.36
BANCO BRADESCO SA
2014-05-16
2.363200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
848680.00
855086.70
BANK OF AMERICA N/A
2017-06-15
0.573200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
526290.00
506471.19
Bank of Montreal
2017-01-30
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9907510.00
10099121.24
CB MERCK & CO.INC.
2028-12-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47450.00
56817.09
COVIDIEN INTL FIN S A
2023-06-15
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1049264.00
978333.75
DISCOVERY COMMUNICATIONS LLC
2021-06-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52702.00
55267.25
EXPRESS SCRIPTS HLDG CORP
2022-02-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1144381.00
1150108.63
GCB REGS KOREA HIGHWAY
2014-04-07
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
836305.00
852403.87
HANA BANK
2017-10-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205807.00
1251462.20
HUTCHISON WHAMPOA INTERNATL ,KY
2015-09-11
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
924251.00
1003063.55
LOWE'S CO INC
2036-10-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100473.00
113402.87
MORGAN STANLEY GROUP INC
2017-08-28
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990694.00
1119699.42
PENSKE TRUCK LEASING CO., L.P.
2016-03-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47063.00
48121.21
PETROBRAS INTERNTL FINANCE CO
2014-09-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1852770.00
2036232.84
PETROLEOS MEXICANOS GUARANTEED NOTES
2019-05-03
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7220.00
8851.72
PRUDENTIAL FINCL INC,NJ
2037-12-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
616604.00
748562.48
QWEST CORP
2017-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
794692.00
906155.06
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1326014.00
1201037.18
SCHERING0PLOUGH CORP
2033-12-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
282054.00
362171.28
SPAREBANK 1 BOLIGKREDIT
2013-10-25
1.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135641.00
136392.49
VERIZON COMMUNICATIONS
2021-11-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
193105.57
VODAFONE GROUP PLC
2016-02-19
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
959486.00
955753.60
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
26000000.00
26000000.00
0.0019
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
26000000.00
26000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130906_2MN4
0001197610
Other Repurchase Agreement
N
Abbey National Treasury Services Plc
2018-08-23
3.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
884230.00
887300.98
AMKOR TECHNOLOGY INC
2022-10-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9876.00
9480.96
BURLINGTON COAT FACT
2019-02-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6479.00
7467.05
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
3.590000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94626.00
94199.64
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4960.00
5278.37
FRONTIER COMMUNICATIONS CORP
2022-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
182292.00
203312.55
HUNTSMAN INTERNATIONAL LLC
2020-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16338.00
15794.25
LEVEL 3 COMMUNICATIONS INC
2019-02-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11138.00
13300.43
LEVEL 3 FIN INC
2018-02-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1225.00
1326.74
MICHAELS STORES, INC
2018-11-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216.00
238.00
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4418814.00
4639754.70
T MOBILE USA INC
2018-09-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17906.00
18108.56
THE LIMITED
2033-03-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21187.00
21601.35
THE RYLAND GROUP INC
2020-05-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4506.00
4784.92
WTS DINDRED HELTHCARE IN EXP 4 20 06
2019-06-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2084919.00
2226476.31
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
7000000.00
7000000.00
0.0005
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
7001050.00
7001050.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.030000%
977BXL003_0.0300_M130903_2MN4
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2024-10-20
1.625000
Government Agency Debt
118255135.00
1047405.35
GNMA
2038-09-20
2.500000
Government Agency Debt
3636300.00
934034.12
GNMA
2040-02-20
2.500000
Government Agency Debt
585757.00
279319.31
GNMA
2040-09-20
3.500000
Government Agency Debt
1204462.00
975196.78
GNMA
2042-05-20
2.500000
Government Agency Debt
895154.00
896510.46
GNMA
2042-10-20
2.500000
Government Agency Debt
1502591.00
1017534.05
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
5000000.00
5000000.00
0.0004
N
5000000.00
5000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.050000%
987WVU007_0.0500_M130903_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
52995052.00
51253422.25
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
51941059.00
51302571.59
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
10281066.00
4123308.67
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
52542676.00
51454522.40
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
46466580.00
47866175.20
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
200000000.00
200000000.00
0.0149
N
200000000.00
200000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987YEA006_0.0900_M130906_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-01-25
3.500000
Government Agency Debt
21700238.00
22162268.64
Fannie Mae
2043-05-25
0.470000
Government Agency Debt
6545798.00
6386271.90
Freddie Mac
2038-12-15
4.000000
Government Agency Debt
22500000.00
23157320.00
Freddie Mac
2041-02-15
0.871000
Government Agency Debt
52611029.00
16502586.38
GNMA
2038-02-20
0.684000
Government Agency Debt
133029097.00
19114343.39
GNMA
2038-03-20
0.721500
Government Agency Debt
200000000.00
26807376.12
GNMA
2043-07-20
3.500000
Government Agency Debt
23327000.00
22369833.58
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
130000000.00
130000000.00
0.0097
N
130000000.00
130000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DTU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
17000000.00
17000000.00
0.0013
N
17000340.00
17000340.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.190000%
10513DUD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
N
15000000.00
15000000.00
0.0011
N
15000900.00
15000900.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EYR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
24000000.00
23977866.66
0.0018
N
23987280.00
23987280.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476FBJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
68000000.00
67869893.33
0.0051
N
67920440.00
67920440.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
13606YG42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
171000000.00
171000000.00
0.0127
N
171000000.00
171000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7999066.67
0.0006
N
7999200.00
7999200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
17000000.00
16997917.50
0.0013
N
16998130.00
16998130.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JWS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-26
2013-09-26
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
69000000.00
68990742.51
0.0051
N
68991720.00
68991720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28995263.33
0.0022
N
28995940.00
28995940.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JX70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
17000000.00
16996628.33
0.0013
N
16997110.00
16997110.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JXB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9997783.33
0.0007
N
9998000.00
9998000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JYC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-12
2013-11-12
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8996325.00
0.0007
N
8996400.00
8996400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TWH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4999475.00
0.0004
N
4999800.00
4999800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TX38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-03
2013-10-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999325.00
0.0002
N
2999790.00
2999790.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TX79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46000000.00
45988704.44
0.0034
N
45995860.00
45995860.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4998627.78
0.0004
N
4999500.00
4999500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963TXF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9996966.67
0.0007
N
9998800.00
9998800.00
Charta, LLC
Charta, LLC 0.430000%
16115UZK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18975716.94
0.0014
N
18988410.00
18988410.00
Charta, LLC
Charta, LLC 0.420000%
16115XB46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29946100.00
0.0022
N
29969100.00
29969100.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
7000000.00
7000000.00
0.0005
N
7002590.00
7002590.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
30000000.00
30000000.00
0.0022
N
30010200.00
30010200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
21000000.00
21000000.00
0.0016
N
21007140.00
21007140.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
38000000.00
38000000.00
0.0028
N
38007600.00
38007600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
50000000.00
50000000.00
0.0037
N
50010500.00
50010500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
10000000.00
10000000.00
0.0007
N
10002100.00
10002100.00
Ciesco, LLC
Ciesco, LLC 0.460000%
17178BW43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99998722.22
0.0074
N
99998000.00
99998000.00
Citibank, NA
Citibank, NA 0.430000%
17304UCM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-13
2013-09-13
N
N
N
93000000.00
93000000.00
0.0069
N
93013020.00
93013020.00
Citibank, NA
Citibank, NA 0.400000%
17304UEK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-13
2013-11-13
N
N
N
16000000.00
16000000.00
0.0012
N
16008640.00
16008640.00
Citibank, NA
Citibank, NA 0.400000%
17304UEM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
14000000.00
14000000.00
0.0010
N
14008120.00
14008120.00
Citibank, NA
Citibank, NA 0.400000%
17304UFQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
14000000.00
14000000.00
0.0010
N
14009240.00
14009240.00
Citibank, NA
Citibank, NA 0.400000%
17304UFZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
7000000.00
7000000.00
0.0005
N
7004760.00
7004760.00
Citibank, NA
Citibank, NA 0.400000%
17304UGC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
100000000.00
100000000.00
0.0074
N
100068000.00
100068000.00
Citibank, NA
Citibank, NA 0.400000%
17304UGJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
N
80000000.00
80000000.00
0.0060
N
80054400.00
80054400.00
Citibank, NA
Citibank, NA 0.280000%
17304UGZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
29000000.00
29000000.00
0.0022
N
29006670.00
29006670.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422FZL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
39000000.00
38962560.00
0.0029
N
38973480.00
38973480.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
43000000.00
42946106.67
0.0032
N
42956140.00
42956140.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
60000000.00
59923733.33
0.0045
N
59937000.00
59937000.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
37000000.00
36948364.44
0.0028
N
36954490.00
36954490.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZ22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
51000000.00
50959200.00
0.0038
N
50967870.00
50967870.00
Collateralized Commercial Paper II Co., LLC
Collateralized Commercial Paper II Co., LLC 0.320000%
19422CZL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-20
2013-12-20
N
N
N
40000000.00
39961600.00
0.0030
N
39968400.00
39968400.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.563800%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-10-28
2014-08-27
N
N
N
50000000.00
50000000.00
0.0037
N
50029200.00
50029200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224100%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2014-02-24
N
N
N
58000000.00
58000000.00
0.0043
N
58006960.00
58006960.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DX88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
21000000.00
20996325.00
0.0016
N
20997690.00
20997690.00
CRC Funding, LLC
CRC Funding, LLC 0.460000%
12622UWG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
57000000.00
56990531.67
0.0042
N
56994300.00
56994300.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
90000000.00
89838300.00
0.0067
N
89862300.00
89862300.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UD68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-03
2013-12-03
N
N
N
10000000.00
10000000.00
0.0007
N
9999700.00
9999700.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UE34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
30000000.00
30000000.00
0.0022
N
29999100.00
29999100.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UF58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-05
2013-12-05
N
N
N
53000000.00
53000000.00
0.0039
N
52998410.00
52998410.00
Credit Agricole SA
Credit Agricole SA 0.280000%
922JUS000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
85000000.00
85000000.00
0.0063
N
85005950.00
85005950.00
Credit Agricole SA
Credit Agricole SA 0.300000%
922NQD009
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
10000000.00
10000000.00
0.0007
N
10001000.00
10001000.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D5J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
17000000.00
17000000.00
0.0013
N
17002720.00
17002720.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6B0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
N
16000000.00
16000000.00
0.0012
N
16002560.00
16002560.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550D6U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
91000000.00
91000000.00
0.0068
N
91017290.00
91017290.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.040000%
22799D001_0.0400_M130903_2MN4
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-08-31
0.625000
Treasury Debt
131980000.00
129183077.96
United States Treasury Department
2039-08-15
4.500000
Treasury Debt
2486200.00
2864858.63
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
129454035.00
129454035.00
0.0096
N
129454035.00
129454035.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
22799D001_0.0500_M130903_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-05-15
3.250000
Government Agency Debt
8735320.00
8884322.01
Freddie Mac
2040-02-20
5.000000
Government Agency Debt
8553878.00
2131304.95
Freddie Mac
2048-07-15
2.650000
Government Agency Debt
8360000.00
8781345.15
Freddie Mac
2048-07-15
2.750000
Government Agency Debt
8496600.00
8499250.69
Freddie Mac
2048-08-15
2.640000
Government Agency Debt
7685000.00
7189223.34
Freddie Mac
2048-08-15
2.850000
Government Agency Debt
8500000.00
8078830.09
Freddie Mac
2053-02-15
4.700000
Government Agency Debt
8670657.00
8685875.03
Freddie Mac
2053-08-15
2.750000
Government Agency Debt
4892400.00
4583741.27
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
55717991.00
55717991.00
0.0041
N
55717991.00
55717991.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131204_2MN4
0001230485
Other Repurchase Agreement
N
144A BLX 2007-AA A
2040-10-20
0.584000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13450000.00
2854356.37
144A REG S PEGASUS AVIATION
2031-05-10
0.742500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16100000.00
5585510.58
AABST 2004-2 M2
2034-06-25
1.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8895000.00
982781.46
ABFC 2004-OPT4 M2
2033-12-25
1.364000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4800000.00
222365.09
ABSHE
2035-11-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139800.00
114108.26
ACE 2003-HE1 M1
2033-11-25
1.159000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
169010.00
98672.31
ACE 2005-HE6 M1
2035-10-25
0.654000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7331.82
ACE 2006-ASP6 A2D
2036-12-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
10133656.86
AFT 99-1A A1 ASST BK LN
2024-05-15
0.664000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10293000.00
3075086.65
AIRPT 2001-1A A9
2019-03-15
0.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2365000.00
537285.71
AMSI 2004-R12 M2
2035-01-25
0.794000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
562095.51
AMSI 2005-R1 M3
2035-03-25
0.714000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
200531.81
ARSI
2035-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8785000.00
918855.15
ARSI 2006-M1 A2D
2036-07-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34240000.00
10546271.99
BSABS
2034-09-25
1.939000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305092.00
251734.21
BSABS 2005-SD1 2M3
2045-01-25
1.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2568600.00
899653.77
CWHEL 2004-K 2A
2034-02-15
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68423539.00
2515774.55
CWHEL 2005-H 2A
2035-12-15
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45900000.00
3518874.56
CWL 2004-5 M5
2034-05-25
2.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6940000.00
875062.46
CWL 2007-1 2A4
2037-07-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
8732462.67
CWL 2007-BC3 2A2
2047-11-25
0.304000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24954000.00
19481717.90
FFMER 2007-1 A2D
2037-04-25
0.524000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
129983.03
GSAMP 2006-HE8 A2D
2037-01-25
0.414000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33390000.00
17104161.05
MLMI 2006-AR1 A2C
2037-03-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
99058.64
MSAC 2007-HE5 A2D
2037-03-25
0.524000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855000.00
376841.91
NHEL 2006-5 A2C
2036-11-25
0.354000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25120000.00
9448588.85
SABR 2005-FR4 M2
2036-01-25
0.824000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
205052.54
WBCMT
2049-06-15
5.920300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
572139.67
First Tier Security
N/A
N/A
2013-12-04
2013-12-04
N
N
N
87000000.00
87000000.00
0.0065
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
87130500.00
87130500.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M131209_2MN4
0001230485
Other Repurchase Agreement
N
144A AHM 2007-A 4A
2046-07-25
0.634000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
5783.80
144A BOAMS 2003-C B5
2033-04-25
2.857900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1021000.00
2337.76
144A BOAMS 2003-G B5
2033-08-25
2.892500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1011000.00
1790.36
144A CSFB 2003-17 B5
2033-06-25
5.432000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1749811.00
76378.91
144A CSFB 2003-21 CB5
2033-09-25
5.187000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
816175.00
4529.95
144A CSFB 2003-AR15 CB5
2033-06-25
2.604000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1481200.00
912.41
144A MLMI 2003-A4 B2
2033-07-25
2.581200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1311000.00
8026.69
144A MSC 2006-T23 B
2041-08-12
5.986600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
771147.43
144A RFMSI 2006-S12 1B1
2021-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112300.00
7611.44
144A SASC 2002-4H B4
2032-02-25
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
579000.00
2605.03
144A WBCMT 2006-C29 K
2048-11-15
5.069000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2024000.00
8669.52
144A WBCMT 2007-C32 K
2049-06-15
5.920300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
62307.39
BAFC
2035-05-20
4.570600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3469000.00
19641.22
BAFC 2004-1 B3
2034-03-25
5.978400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5079000.00
20982.42
BALTA 2006-5 2A2
2036-08-25
2.817000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7100000.00
1700157.37
BOAA 2004-2 30B2
2034-03-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2120000.00
17152.52
BOAA 2004-3 30B2
2034-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1831000.00
3615.32
BOAMS 2004-11 XB3
2035-01-25
5.459400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1290000.00
3412.22
BSARM 2005-12 11A1
2036-02-25
2.872000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1900000.00
378818.34
CMLTI 2007-AR8 2A1A
2037-07-25
2.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
299614.99
CMO GE CAPITAL MTGE SVCE
2029-04-25
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4335000.00
389199.35
CMSI 2003-11 B5
2033-12-25
5.441400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
971000.00
39968.22
CMSI 2005-5 B3
2035-08-25
5.387800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1139000.00
6524.99
CREDIT SUISSE FIRST BOSTON MT
2033-06-25
5.084700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
529832.00
25673.18
CSFB 2003-8 CB5
2033-04-25
5.579900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
961215.00
24116.45
CSFB NIMS TRUST ARMT
2045-11-15
4.927700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
43336.53
CSFB SER 2003-21 CL 3B4
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
646743.00
1029.28
CSMC 2007-3 1A3A
2037-04-25
5.745600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2110000.00
925334.64
CWALT
2046-05-20
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61500000.00
17776403.50
CWALT 2002-15CB B1
2032-11-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4084000.00
348655.54
CWALT 2005-61 2A2
2035-12-25
0.564000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32858000.00
3640988.75
CWALT 2005-65CB 2A4
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
616252.07
CWALT 2006-OA6 1A3
2046-07-25
0.454000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10766120.00
1359284.72
CWHL 2003-41 B2
2033-12-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
31030.82
CWHL 2004-5 B2
2034-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2625000.00
36922.05
CWHL 2004-J5 B1
2034-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
880000.00
28704.21
CWHL 2004-J8 B1
2034-12-25
5.193700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1100500.00
19059.97
CWHL 2006-20 1A35
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
13242.65
CWL 2007-8 2A3
2037-11-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1390000.00
910345.65
CWMBS INC PASS THRU CTFS 2003-
2033-03-25
5.696700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
405.09
FHASI 2005-AR2 B1
2035-06-25
3.510700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4648000.00
740921.89
FHASI 2006-4 B1
2037-02-25
5.606700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8015000.00
7163.08
GMACM 2005-AR2 2A
2035-05-25
3.539700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65351000.00
14963898.96
HVMLT 2005-9 B5
2035-06-20
1.184000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5956000.00
805017.75
HVMLT 2005-9 B6
2035-06-20
1.334000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4731000.00
508368.90
IMM 2004-4 2M2
2034-09-25
2.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
840845.30
INDX 2006-AR25 6A1
2036-09-25
2.908900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
276563.08
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
6.002900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1355000.00
1321525.62
MARM 2007-3 12A1
2047-05-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3725000.00
1144652.32
MSM 2007-15AR 2A1
2037-11-25
2.529600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17150000.00
8171797.21
RALI
2046-04-25
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
15375.25
RALI 2006-QA1 A21
2036-01-25
3.763300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2594209.00
742993.49
RALI 2006-QO5 3A2
2046-05-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9205000.00
844917.61
RALI 2007-QH1 A1
2037-02-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16316000.00
5967620.03
SABR
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
220866.52
STARM 2007-4 3A1
2037-10-25
5.637100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9260000.00
3169323.77
WAMU 2005-AR11 B2
2045-08-25
0.814000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
803583.64
WAMU 2005-AR13 B1
2045-10-25
0.784000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
819820.61
WAMU 2006-AR1 2A1C
2046-01-25
1.233300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
305403.82
First Tier Security
N/A
N/A
2013-12-09
2013-12-09
N
N
N
62000000.00
62000000.00
0.0046
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
62000000.00
62000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M131016_2MN4
0001230485
Other Repurchase Agreement
N
144A MONT 2006-1A A1A
2042-09-06
0.503900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7075000.00
1682888.35
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235000.00
58989.09
ABS OAKLAND MTG (97-A)
2027-09-15
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
855000.00
720865.95
AIRPT 2001-1A A9
2019-03-15
0.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
11359.11
ARSI
2035-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12420000.00
1299053.03
BEAR STEARNS
2037-08-25
1.184000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9675000.00
4293966.28
BSCMS
2017-06-11
5.899000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1295000.00
1198001.14
BSSLT
2037-01-25
0.374000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5574817.00
884778.89
BSSLT 2007-1 2A
2037-08-25
0.404000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
174600.00
26945.41
CARR 2007-RFC1 A3
2036-12-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6845000.00
3873003.89
CBASS 2006-CB4 AV4
2036-05-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22079000.00
12424629.16
CMLTI
2036-11-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
21863.84
CMLTI 2007-AR8 2A1A
2037-07-25
2.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
51404.53
CSMC
2040-09-15
5.869000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
2701558.83
CWALT 2007-9T1 2A2
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3190000.00
1249329.72
CWL
2036-09-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
605000.00
464299.66
CWL
2046-01-25
0.344000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7155000.00
4989568.86
CWL 2005-1 MF3
2035-07-25
5.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
4374.65
CWL 2005-17 1AF3
2036-05-25
5.249600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000.00
69501.09
CWL 2006-10 MF1
2046-09-25
5.241000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5270000.00
20227.63
CWL 2006-11 1AF4
2046-09-25
5.269900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2600000.00
1830159.63
CWL 2006-17 M2
2047-03-25
0.494000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1154.67
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2560000.00
1481881.26
CWL 2007-2 M2
2037-08-25
0.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5500000.00
5175.32
CWL 2007-8 M2
2037-11-25
0.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2092.44
GSMS
2045-08-10
5.995000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4845.30
GT 1999-5 A5
2030-03-01
7.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10975000.00
5784244.43
HASC 2006-HE2 2A2
2036-12-25
0.294000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1037000.00
353117.75
INDA 2007-AR3 1A1
2037-07-25
3.008700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8199750.00
3162138.60
JPMCC 2007-CB18 AJ
2047-06-12
5.502000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8983.59
LABS 01-B M1
2028-03-15
6.630000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
695000.00
696928.26
LXS 2006-7 2A3A
2036-05-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
127886.21
MARM 2007-3 12A1
2047-05-25
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
82968.09
MLMI
2035-12-25
2.582800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7400.00
6535.84
MSAC
2036-08-25
0.324000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
39860.30
MSAC 2005-HE4 M3
2035-07-25
0.674000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
25539.35
MSAC 2006-HE2 M1
2036-03-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6965000.00
17253.45
MSAC 2006-HE4 A4
2036-06-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
294940.74
MSAC 2006-NC4 A2D
2036-06-25
0.424000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70000.00
35355.59
MSAC 2007-HE3 A2D
2036-12-25
0.434000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
95847.54
MSAC 2007-HE5 A2D
2037-03-25
0.524000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29130000.00
12839070.16
MSHEL
2037-04-25
0.534000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1790000.00
988547.50
NCHET 2006-1 A2C
2036-03-29
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5855000.00
2139361.26
NHELI 2006-HE2 M1
2036-04-27
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5107000.00
1329890.33
NHELI 2006-HE3 2A4
2036-07-25
0.464000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1795000.00
669148.70
NSTR 2007-B M1
2037-04-25
0.594000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7399000.00
1621964.44
RALI
2037-03-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5700000.00
1430400.78
RALI 2007-QS11 A1
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4560000.00
1504118.26
RASC 2006-KS3 M1
2036-04-25
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
79583.69
RFMSI 2007-SA1 2A2
2037-02-25
3.484100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4445000.00
947028.88
SABR
2035-10-25
0.614000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
82357.01
SACO 2006-7 A1
2036-07-25
0.314000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11095000.00
766604.49
SDART 2012-3 E
2019-06-17
5.130000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2910000.00
2999326.85
WAMU 2006-AR16 1A1
2036-12-25
2.360200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1610000.00
482244.88
WFMBS 2007-2 3A6
2037-03-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
217491.26
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
68000000.00
68000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
68048280.00
68048280.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.250000%
2284K0XQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-24
2013-10-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
13000000.00
12995395.84
0.0010
N
12996490.00
12996490.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
87000000.00
87000000.00
0.0065
N
87134850.00
87134850.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BQ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
80000000.00
80000000.00
0.0060
N
80012000.00
80012000.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BRW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
22000000.00
22000000.00
0.0016
N
22003740.00
22003740.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155BX42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-26
2014-02-26
N
N
N
56000000.00
56000000.00
0.0042
N
55983200.00
55983200.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BYV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
56000000.00
56000000.00
0.0042
N
56024640.00
56024640.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BYX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
16000000.00
16000000.00
0.0012
N
16007040.00
16007040.00
Deutsche Bank AG
Deutsche Bank AG 0.370000%
25155BZL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-26
2013-11-26
N
N
N
48000000.00
48000000.00
0.0036
N
48021120.00
48021120.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M130903_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
1467127.00
1554686.61
Fannie Mae
2033-03-01
3.000000
Government Agency Debt
8506310.00
8242824.20
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
3938507.00
3443097.98
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
6149449.00
5838530.81
United States Treasury Department
2017-10-31
0.750000
Treasury Debt
85022600.00
83287833.99
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0074
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
988RGN000_0.2800_M130903_2MN4
0001074042
Other Repurchase Agreement
N
3M CO COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249919.60
ABBVIE INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249959.36
ALASKA AIR GROUP INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249969.96
BANK OF AMERICA CORPORATION COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249992.38
BERRY PLASTICS GROUP INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249988.16
CAPITALSOURCE INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249986.98
CBRE GROUP INC CL A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249994.70
COMMUNITY HEALTH SYS INC NEWCOM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249985.10
CVS CAREMARK CORPORATION COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249952.76
DAVITA INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249899.42
DUKE ENERGY CORP NEW COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249969.42
EATON CORP PLC SHS
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249980.66
EQT CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249976.10
EQUIFAX INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249986.76
FOREST LABS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249967.25
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
606.56
ISHARES INC MSCI MEX
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249988.08
LAS VEGAS SANDS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249988.82
MAXIMUS INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249984.80
NOBLE CORPORATION BAAR NAMEN -A
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.74
TARGA RES CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249957.50
TJX COS INC NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249952.00
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
25000000.00
25000000.00
0.0019
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
99ETSZ007_0.0700_M131118_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
17100688.00
14939791.31
Fannie Mae
2039-02-01
2.239000
Government Agency Debt
25326874.00
24522610.20
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
24970127.00
12809675.03
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
50000000.00
50000000.00
0.0037
Y
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M131015_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
190001.00
201340.45
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
78428728.00
79507055.74
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
62395.00
64288.31
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
47102143.00
43442604.90
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
5943473.00
5859542.22
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
789034.00
686409.13
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
344398.00
339440.66
GNMA
2042-10-20
2.000000
Government Agency Debt
5776748.00
5278952.70
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
130000000.00
130000000.00
0.0097
Y
130000000.00
130000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M131101_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
211141.00
223742.11
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
120740.00
123314.62
Fannie Mae
2039-02-01
2.239000
Government Agency Debt
853785.00
826672.76
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
37299216.00
38431019.84
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
25766.00
23876.52
GNMA
2042-10-20
2.000000
Government Agency Debt
111634.00
102014.25
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
38000000.00
38000000.00
0.0028
Y
38000000.00
38000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M131016_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
2.500000
Government Agency Debt
12793112.00
11328107.77
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
677597.00
669491.57
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
15787606.00
12136365.29
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
9522855.00
7259978.75
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
18746495.00
18181008.86
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
32695969.00
37387160.23
Fannie Mae
2043-05-25
3.000000
Government Agency Debt
389292.00
321277.89
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
5248553.00
5436856.54
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
692575.00
602495.96
Freddie Mac
2031-04-15
3.000000
Government Agency Debt
4956989.00
4884185.33
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
1932793.00
1595849.43
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
736448.00
682442.53
GNMA
2036-06-20
6.000000
Government Agency Debt
337827.00
379423.41
GNMA
2038-03-20
5.700000
Government Agency Debt
7376053.00
1359996.83
GNMA
2042-07-20
3.000000
Government Agency Debt
643969.00
575584.43
GNMA
2042-10-20
2.000000
Government Agency Debt
1312912.00
1199775.44
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
100000000.00
100000000.00
0.0074
Y
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M131021_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
94737.00
81407.83
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
25595031.00
26544356.82
Fannie Mae
2040-06-01
3.920000
Government Agency Debt
279149.00
123667.11
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
208739.00
163545.02
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
245667.00
213714.58
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
61246.00
63131.08
GNMA
2041-05-20
3.500000
Government Agency Debt
1648868.00
1654716.54
GNMA
2042-10-20
2.000000
Government Agency Debt
409058.00
373808.56
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
28000000.00
28000000.00
0.0021
Y
28000000.00
28000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130905_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-08-01
2.650000
Government Agency Debt
667506.00
666200.17
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
526278.00
518762.50
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
621807.00
658917.06
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
440154.00
361668.26
Fannie Mae
2031-12-01
4.000000
Government Agency Debt
4648.00
3729.09
Fannie Mae
2033-01-25
1.184000
Government Agency Debt
3546800.00
3459637.37
Fannie Mae
2033-07-01
3.000000
Government Agency Debt
2911517.00
2866242.10
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
171959.00
188934.72
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
16062525.00
1900775.29
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
15952158.00
4955506.98
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
298909.00
239991.60
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
328399.00
195180.85
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
208163.00
170354.47
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
107387.00
68971.66
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
1306793.00
1040322.49
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
832136.00
843577.16
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
161785.00
164009.40
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
50302.00
51828.36
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
936920.00
920672.52
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1531387.00
1509551.82
Fannie Mae
2043-05-01
2.712000
Government Agency Debt
210644.00
199681.64
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
171498.00
177606.30
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
162666.00
167239.34
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
480003.00
417571.92
Freddie Mac
2026-10-15
3.000000
Government Agency Debt
1610972.00
1536705.65
Freddie Mac
2027-03-15
2.000000
Government Agency Debt
3000000.00
2360224.55
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
2600000.00
2870742.04
Freddie Mac
2028-12-15
6.500000
Government Agency Debt
14000000.00
2601010.45
Freddie Mac
2031-11-15
2.500000
Government Agency Debt
2648000.00
2177741.39
Freddie Mac
2032-05-15
6.500000
Government Agency Debt
2594089.00
2784933.82
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
7000000.00
3199530.59
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
83899.00
39870.82
Freddie Mac
2032-11-15
6.500000
Government Agency Debt
3444444.00
3670943.23
Freddie Mac
2032-12-15
2.500000
Government Agency Debt
2746000.00
2346709.84
Freddie Mac
2032-12-15
2.500000
Government Agency Debt
1892000.00
1487013.41
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
3000000.00
2907110.33
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
1882000.00
1643600.79
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2500000.00
2370289.47
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
3300000.00
3588006.77
Freddie Mac
2034-04-15
6.000000
Government Agency Debt
1990000.00
2097787.02
Freddie Mac
2034-09-15
5.000000
Government Agency Debt
2800000.00
3059685.38
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
4410170.00
2901253.22
Freddie Mac
2036-05-15
5.500000
Government Agency Debt
3203291.00
3540477.60
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
1277000.00
1427819.52
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
4976200.00
2879045.30
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
3500000.00
2385179.14
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
1454000.00
1493052.99
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
1202000.00
1255265.43
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
367497.00
362207.17
Freddie Mac
2040-10-15
0.491000
Government Agency Debt
4441.00
4377.08
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
3000000.00
2931792.67
Freddie Mac
2041-04-15
0.634000
Government Agency Debt
4101332.00
3366844.64
Freddie Mac
2041-08-15
3.750000
Government Agency Debt
3200000.00
2592634.28
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
1979000.00
1915878.26
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
4095669.00
3768439.15
Freddie Mac
2042-06-15
3.000000
Government Agency Debt
2362250.00
2032516.91
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
47183.00
42997.55
Freddie Mac
2042-11-15
6.500000
Government Agency Debt
2071428.00
2239931.77
Freddie Mac
2043-03-15
1.284000
Government Agency Debt
1800000.00
1770112.79
Freddie Mac
2043-05-15
1.191000
Government Agency Debt
4869408.00
4622386.22
GNMA
2032-04-15
3.250000
Government Agency Debt
183419.00
176778.73
GNMA
2042-03-20
7.000000
Government Agency Debt
40167074.00
39452260.89
GNMA
2042-07-20
2.000000
Government Agency Debt
2107934.00
1938726.01
GNMA
2042-10-20
2.000000
Government Agency Debt
189281.00
172970.23
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
140000000.00
140000000.00
0.0104
N
140000000.00
140000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130906_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
6391326.00
4895785.72
Fannie Mae
2028-08-01
4.500000
Government Agency Debt
374262.00
396598.33
Fannie Mae
2033-08-01
3.500000
Government Agency Debt
1701380.00
1744560.43
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
141400000.00
17798421.73
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
165432.00
181763.37
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
31073937.00
19774904.36
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
110867.00
79238.28
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
300229.00
230018.76
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
2239957.00
1507274.26
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
60263.00
61091.56
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
263412.00
271404.95
Fannie Mae
2043-07-25
3.250000
Government Agency Debt
595755.00
518268.75
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
35149865.00
35686777.56
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
193031.00
91732.97
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
155051.00
170586.89
Freddie Mac
2042-10-15
5.000000
Government Agency Debt
4634444.00
4294589.31
GNMA
2042-10-20
2.000000
Government Agency Debt
762707.00
696982.83
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
85000000.00
85000000.00
0.0063
N
85000000.00
85000000.00
DNB Bank ASA
DNB Bank ASA 0.210000%
23330LB96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
67000000.00
67000000.00
0.0050
N
67002680.00
67002680.00
DNB Bank ASA
DNB Bank ASA 0.205000%
23330LC20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-18
2013-11-18
N
N
N
68000000.00
68000000.00
0.0051
N
68002040.00
68002040.00
DNB Bank ASA
DNB Bank ASA 0.080000%
23330LJ23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
31000000.00
31000000.00
0.0023
N
30999820.20
30999820.20
EMF LLC
Bonds (One Workplace) Series 2012 0.320000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4600000.00
4600000.00
0.0003
N
4600000.00
4600000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385LG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
4000000.00
3999994.44
0.0003
N
3999996.00
3999996.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385MD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
30000000.00
29999266.67
0.0022
N
29999820.00
29999820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313385MF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-27
2013-09-27
N
N
N
2000000.00
1999946.67
0.0001
N
1999986.00
1999986.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385ML7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
11000000.00
10999556.95
0.0008
N
10999912.00
10999912.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385NA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
1300000.00
1299914.60
0.0001
N
1299984.40
1299984.40
Freddie Mac
Freddie Mac 0.055000%
313397MZ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
1300000.00
1299916.58
0.0001
N
1299984.40
1299984.40
Freddie Mac
Freddie Mac 0.218600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-10
2014-08-10
N
N
N
350000000.00
350000000.00
0.0261
N
350233450.00
350233450.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
7000000.00
6998747.78
0.0005
N
6999580.00
6999580.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HX77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
N
63000000.00
62986315.00
0.0047
N
62994330.00
62994330.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
N
N
51000000.00
50982079.17
0.0038
N
50991840.00
50991840.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HXV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
131000000.00
130953131.11
0.0097
N
130977730.00
130977730.00
General Electric Co
General Electric Co 0.050000%
36960LW35
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
150000000.00
150000000.00
0.0112
N
149998500.00
149998500.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.180000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2580000.00
2580000.00
0.0002
N
2580000.00
2580000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
38399H002_0.0500_M130903_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-01
2.111000
Government Agency Debt
19394535.00
9094244.84
Fannie Mae
2041-07-01
3.674000
Government Agency Debt
24853850.00
11769659.99
Fannie Mae
2042-06-01
2.480000
Government Agency Debt
16118476.00
11636131.06
Fannie Mae
2042-10-01
2.218000
Government Agency Debt
11939860.00
10339964.20
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
42000000.00
42000000.00
0.0031
N
42000000.00
42000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2MN4
0000769993
Other Repurchase Agreement
N
DELTA AIR LINES INC DEL COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799996.24
FHDN 11/29/13
2013-11-29
0.00
Government Agency Debt
6006000.00
6005699.70
Freddie Mac
2016-08-16
0.204100
Government Agency Debt
32101000.00
32095522.18
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799956.78
MONSANTO CO NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799924.75
PPL CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2779246.86
PRUDENTIAL FINL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799973.30
PVH CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799972.81
WILLIAMS COS INC DEL COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799987.10
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
56000000.00
56000000.00
0.0042
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
56028000.00
56028000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131021_2MN4
0000769993
Other Repurchase Agreement
N
DELTA AIR LINES INC DEL COM NEW
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099987.36
FHDN 11/29/13
2013-11-29
0.00
Government Agency Debt
30617000.00
30615469.15
HESS CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099986.54
MONSANTO CO NEW COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099919.25
PPL CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2084419.74
PRUDENTIAL FINL INC COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099942.27
PVH CORP COM
2013-08-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099882.91
First Tier Security
N/A
N/A
2013-10-21
2013-10-21
N
N
N
42000000.00
42000000.00
0.0031
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
42000000.00
42000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M130903_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-09-20
2.500000
Government Agency Debt
5365000.00
4917083.87
GNMA
2027-04-20
3.500000
Government Agency Debt
6932065.00
4942205.17
GNMA
2033-09-20
6.000000
Government Agency Debt
8528282.00
975898.18
GNMA
2039-08-15
5.500000
Government Agency Debt
7148532.00
4970436.65
GNMA
2040-10-20
5.000000
Government Agency Debt
817683.00
625461.50
GNMA
2042-12-20
3.500000
Government Agency Debt
5000000.00
4988914.66
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
21000000.00
21000000.00
0.0016
N
21000000.00
21000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130903_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-07-15
4.000000
Government Agency Debt
565068.00
354832.88
GNMA
2039-08-15
5.500000
Government Agency Debt
33080127.00
18005184.38
GNMA
2042-09-20
4.000000
Government Agency Debt
17791560.00
17463656.40
GNMA
2043-05-20
3.500000
Government Agency Debt
17365610.00
17531561.48
GNMA
2043-05-20
4.000000
Government Agency Debt
15385749.00
16004765.01
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
68000000.00
68000000.00
0.0051
N
68000000.00
68000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130904_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-06-01
4.500000
Government Agency Debt
8832632.00
357924.18
Fannie Mae
2018-05-01
4.000000
Government Agency Debt
4000000.00
366339.35
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
3000000.00
392044.78
Fannie Mae
2018-10-01
4.500000
Government Agency Debt
3000000.00
344641.00
Fannie Mae
2019-09-01
3.500000
Government Agency Debt
1181921.00
360983.91
Fannie Mae
2020-06-01
4.500000
Government Agency Debt
894319.00
370088.21
Fannie Mae
2021-02-01
8.000000
Government Agency Debt
27150288.00
344881.50
Fannie Mae
2022-07-01
9.000000
Government Agency Debt
52157989.00
348815.51
Fannie Mae
2023-04-01
6.000000
Government Agency Debt
939936.00
375693.78
Fannie Mae
2023-06-01
5.500000
Government Agency Debt
2500000.00
345198.17
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
1000000.00
356824.98
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
1593479.00
344803.35
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
695021.00
332485.26
Fannie Mae
2024-01-01
6.000000
Government Agency Debt
2466263.00
328882.58
Fannie Mae
2024-03-01
4.500000
Government Agency Debt
1325000.00
333877.47
Fannie Mae
2024-08-01
5.000000
Government Agency Debt
2231007.00
364395.88
Fannie Mae
2025-02-01
6.000000
Government Agency Debt
1175000.00
350582.98
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
540793.00
382972.77
Fannie Mae
2026-01-01
7.000000
Government Agency Debt
2509586.00
327421.15
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
740000.00
386057.37
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
803313.00
368215.41
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
815694.00
389690.26
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
400000.00
348784.25
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
377000.00
343572.43
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
430000.00
394246.20
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
360000.00
336608.61
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
425588.00
395900.37
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
355452.00
337872.22
Fannie Mae
2027-12-01
7.000000
Government Agency Debt
11763174.00
364411.20
Fannie Mae
2028-01-01
7.000000
Government Agency Debt
1225637.00
357075.61
Fannie Mae
2028-02-01
6.500000
Government Agency Debt
35725376.00
358873.83
Fannie Mae
2028-05-01
6.500000
Government Agency Debt
7347424.00
367467.53
Fannie Mae
2028-06-01
3.500000
Government Agency Debt
343200.00
354843.26
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
339608.00
335196.02
Fannie Mae
2028-07-01
6.500000
Government Agency Debt
5556498.00
337672.43
Fannie Mae
2028-08-01
2.000000
Government Agency Debt
358000.00
346228.28
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
325000.00
323254.39
Fannie Mae
2028-08-01
7.000000
Government Agency Debt
1462292.00
357662.59
Fannie Mae
2028-11-01
7.000000
Government Agency Debt
1459091.00
336785.79
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
9016904.00
367926.60
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
5856022.00
363232.25
Fannie Mae
2029-03-01
6.500000
Government Agency Debt
21429851.00
324085.37
Fannie Mae
2030-04-01
6.500000
Government Agency Debt
6564599.00
367204.32
Fannie Mae
2031-01-01
7.500000
Government Agency Debt
9000000.00
398707.77
Fannie Mae
2031-04-01
6.500000
Government Agency Debt
34452988.00
396734.21
Fannie Mae
2031-06-01
6.000000
Government Agency Debt
4137858.00
363354.71
Fannie Mae
2031-08-01
4.000000
Government Agency Debt
675000.00
383606.39
Fannie Mae
2031-10-01
9.000000
Government Agency Debt
24544154.00
386110.62
Fannie Mae
2032-01-01
6.000000
Government Agency Debt
10452532.00
322368.32
Fannie Mae
2032-09-01
2.448000
Government Agency Debt
26279049.00
380127.38
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
7339962.00
358791.41
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
2800000.00
343375.37
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
2420000.00
373732.92
Fannie Mae
2032-12-01
6.500000
Government Agency Debt
3200537.00
380146.38
Fannie Mae
2033-02-01
5.500000
Government Agency Debt
1438111.00
372017.62
Fannie Mae
2033-04-01
6.500000
Government Agency Debt
1503051.00
375245.58
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
7259504.00
345163.32
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
372884.00
368698.55
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
1957129.00
375919.79
Fannie Mae
2033-09-01
6.500000
Government Agency Debt
6775000.00
365286.52
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
4484069.00
327579.01
Fannie Mae
2034-01-01
7.000000
Government Agency Debt
1296670.00
321007.05
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
2086488.00
374631.57
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
1500000.00
359279.38
Fannie Mae
2034-03-01
6.000000
Government Agency Debt
4002000.00
331499.09
Fannie Mae
2034-07-01
6.000000
Government Agency Debt
2000000.00
373006.48
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
3142520.00
374671.87
Fannie Mae
2034-10-01
6.000000
Government Agency Debt
1545056.00
347412.19
Fannie Mae
2035-02-01
6.000000
Government Agency Debt
5515554.00
385886.65
Fannie Mae
2035-04-01
5.500000
Government Agency Debt
1445000.00
356545.97
Fannie Mae
2035-07-01
6.500000
Government Agency Debt
2132235.00
356823.86
Fannie Mae
2035-07-01
6.500000
Government Agency Debt
2750000.00
348380.98
Fannie Mae
2035-08-01
6.500000
Government Agency Debt
1028881.00
378892.41
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
1186436.00
344111.31
Fannie Mae
2035-09-01
5.500000
Government Agency Debt
1893529.00
320918.35
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
1727000.00
339540.64
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
2082071.00
341432.16
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
3301588.00
380560.92
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
2151806.00
361997.88
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
2261000.00
325877.69
Fannie Mae
2036-04-01
6.500000
Government Agency Debt
1420926.00
382920.05
Fannie Mae
2036-04-01
6.500000
Government Agency Debt
2146672.00
342379.43
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
695186.00
340769.96
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
775000.00
376297.06
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
3241380.00
349104.50
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
3715000.00
322270.97
Fannie Mae
2036-08-01
6.510000
Government Agency Debt
310000.00
322488.38
Fannie Mae
2036-08-01
7.000000
Government Agency Debt
1380000.00
372302.60
Fannie Mae
2036-09-01
7.000000
Government Agency Debt
534978.00
377855.89
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
7091127.00
334789.23
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
888334.00
343513.18
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
3441163.00
350362.44
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
1671660.00
342642.94
Fannie Mae
2037-01-01
5.000000
Government Agency Debt
758886.00
397531.40
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
2000027.00
340915.05
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
2946994.00
371558.45
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
2837899.00
363937.24
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
3100000.00
362934.59
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
2320000.00
378359.17
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
1484104.00
342967.49
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
1190000.00
376715.98
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
945000.00
320304.87
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
3557409.00
368520.69
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
1620000.00
381371.17
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
995093.00
352516.46
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
2486000.00
342253.41
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
6011111.00
383621.45
Fannie Mae
2038-04-01
6.000000
Government Agency Debt
1864756.00
332981.66
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
1225336.00
331691.40
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
2837000.00
382057.67
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1000000.00
336322.75
Fannie Mae
2038-07-01
6.500000
Government Agency Debt
1249600.00
321345.43
Fannie Mae
2038-08-01
4.500000
Government Agency Debt
1671913.00
366339.05
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
1571179.00
340110.06
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2549525.00
387476.11
Fannie Mae
2038-11-01
4.808000
Government Agency Debt
547000.00
334396.91
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
1528008.00
328282.16
Fannie Mae
2039-02-01
5.000000
Government Agency Debt
1620000.00
355035.08
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
1484000.00
379147.30
Fannie Mae
2039-08-01
6.000000
Government Agency Debt
1188388.00
348328.52
Fannie Mae
2039-09-01
6.000000
Government Agency Debt
1564305.00
322096.16
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
1133150.00
370663.78
Fannie Mae
2040-01-01
4.000000
Government Agency Debt
647287.00
321767.42
Fannie Mae
2040-01-01
5.500000
Government Agency Debt
600000.00
368870.41
Fannie Mae
2040-01-01
5.500000
Government Agency Debt
521393.00
344557.14
Fannie Mae
2040-01-01
6.000000
Government Agency Debt
665051.00
348210.37
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
495946.00
370229.67
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
615172.00
389744.53
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
625000.00
397884.94
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
552734.00
336120.24
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
501151.00
367979.54
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
364444.00
343323.78
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
429368.00
339671.89
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1089930.00
365832.17
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
650000.00
366680.92
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
570635.00
355990.05
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
500000.00
389653.06
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2433531.00
337551.36
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
788691.00
360567.77
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
634607.00
393640.86
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
503459.00
350297.55
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
577994.00
334060.80
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
797467.00
375007.12
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
808208.00
372660.27
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
702010.00
339538.14
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
464777.00
339361.60
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
165953.00
171008.03
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
369185.00
328546.20
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
637482.00
384924.88
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
405000.00
331552.19
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
647884.00
390114.07
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
614556.00
336811.02
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
409318.00
386891.37
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
423632.00
385630.21
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
592911.00
355321.60
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
412000.00
365067.05
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
404772.00
382680.57
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
410000.00
371696.06
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
410000.00
351788.54
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
362387.00
354533.61
Fannie Mae
2042-12-01
4.000000
Government Agency Debt
318817.00
321690.74
Fannie Mae
2043-01-01
2.500000
Government Agency Debt
383699.00
345809.69
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
410312.00
384847.12
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
367397.00
346271.85
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
401658.00
380169.52
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
377882.00
390759.88
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
393060.00
378169.18
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
375000.00
376296.92
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
371944.00
371554.68
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
357292.00
358527.67
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
334035.00
355070.12
Fannie Mae
2047-12-01
6.500000
Government Agency Debt
8672497.00
368071.68
Farm Federal Credit Bank
2027-07-17
8.000000
Government Agency Debt
17010793.00
333803.39
Freddie Mac
2016-11-01
5.500000
Government Agency Debt
17528673.00
350910.34
Freddie Mac
2017-06-01
6.000000
Government Agency Debt
16042078.00
334154.19
Freddie Mac
2018-03-01
4.500000
Government Agency Debt
5540000.00
384217.30
Freddie Mac
2018-05-01
4.000000
Government Agency Debt
3863600.00
336462.61
Freddie Mac
2018-06-01
4.500000
Government Agency Debt
3822806.00
335250.91
Freddie Mac
2018-10-01
5.000000
Government Agency Debt
3860940.00
377622.50
Freddie Mac
2019-01-01
5.000000
Government Agency Debt
3675000.00
357569.81
Freddie Mac
2019-01-01
5.500000
Government Agency Debt
3445000.00
357718.09
Freddie Mac
2019-04-01
4.500000
Government Agency Debt
1520446.00
349125.66
Freddie Mac
2020-02-01
5.000000
Government Agency Debt
2000000.00
374634.28
Freddie Mac
2020-07-01
5.000000
Government Agency Debt
2034084.00
357853.06
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
2101943.00
331117.45
Freddie Mac
2021-02-01
6.000000
Government Agency Debt
1657402.00
334856.80
Freddie Mac
2021-02-01
6.500000
Government Agency Debt
1460006.00
146052.99
Freddie Mac
2021-05-01
6.000000
Government Agency Debt
5761200.00
335161.17
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
1677000.00
392146.59
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
1715000.00
358205.69
Freddie Mac
2022-08-01
5.500000
Government Agency Debt
1662753.00
359966.21
Freddie Mac
2022-09-01
6.000000
Government Agency Debt
2014080.00
397905.23
Freddie Mac
2022-12-01
7.000000
Government Agency Debt
72626033.00
398309.16
Freddie Mac
2023-03-01
6.000000
Government Agency Debt
1688146.00
351037.79
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
5268540.00
398973.99
Freddie Mac
2023-05-01
4.500000
Government Agency Debt
2700353.00
379112.47
Freddie Mac
2023-07-01
6.000000
Government Agency Debt
1361541.00
379928.65
Freddie Mac
2023-09-01
6.500000
Government Agency Debt
1096195.00
370580.35
Freddie Mac
2023-10-01
6.000000
Government Agency Debt
1059650.00
389897.29
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
1170000.00
330305.01
Freddie Mac
2024-04-01
5.000000
Government Agency Debt
2500000.00
321014.03
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
920969.00
336592.05
Freddie Mac
2024-07-01
5.500000
Government Agency Debt
471539.00
356889.03
Freddie Mac
2024-12-01
4.500000
Government Agency Debt
1080546.00
348919.33
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
503021.00
371310.25
Freddie Mac
2025-03-01
5.000000
Government Agency Debt
990900.00
348008.06
Freddie Mac
2025-11-01
5.000000
Government Agency Debt
360818.00
341081.43
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
640499.00
386160.23
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
999426.00
339879.75
Freddie Mac
2026-03-01
6.500000
Government Agency Debt
20100000.00
337699.36
Freddie Mac
2026-04-01
6.500000
Government Agency Debt
1766311.00
335910.66
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
778534.00
362492.15
Freddie Mac
2026-09-01
5.000000
Government Agency Debt
2025000.00
353581.74
Freddie Mac
2027-02-01
6.000000
Government Agency Debt
2300000.00
365454.17
Freddie Mac
2027-03-01
7.000000
Government Agency Debt
35126128.00
357263.69
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
481500.00
359383.93
Freddie Mac
2027-06-01
5.500000
Government Agency Debt
1275568.00
380661.14
Freddie Mac
2028-02-01
2.500000
Government Agency Debt
416135.00
396093.96
Freddie Mac
2028-07-01
5.500000
Government Agency Debt
2746013.00
343836.08
Freddie Mac
2028-08-01
2.000000
Government Agency Debt
410000.00
395875.96
Freddie Mac
2028-08-01
6.000000
Government Agency Debt
2865214.00
371809.70
Freddie Mac
2029-02-01
6.500000
Government Agency Debt
15403375.00
384613.57
Freddie Mac
2029-04-01
6.000000
Government Agency Debt
7958312.00
323094.06
Freddie Mac
2029-06-01
6.500000
Government Agency Debt
6891282.00
345526.19
Freddie Mac
2029-07-01
6.000000
Government Agency Debt
15054425.00
353145.35
Freddie Mac
2029-11-01
6.500000
Government Agency Debt
2311137.00
377480.78
Freddie Mac
2029-12-01
5.500000
Government Agency Debt
3116238.00
364093.73
Freddie Mac
2030-08-01
8.000000
Government Agency Debt
10000293.00
393532.77
Freddie Mac
2031-08-01
8.500000
Government Agency Debt
14931675.00
327638.83
Freddie Mac
2032-03-01
6.000000
Government Agency Debt
21761606.00
354125.28
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
1926369.00
379764.85
Freddie Mac
2032-05-01
7.500000
Government Agency Debt
2050000.00
355234.99
Freddie Mac
2032-11-01
6.000000
Government Agency Debt
2808591.00
323594.68
Freddie Mac
2032-12-01
6.500000
Government Agency Debt
710656.00
320756.39
Freddie Mac
2032-12-01
7.500000
Government Agency Debt
6000000.00
351946.81
Freddie Mac
2033-01-01
6.000000
Government Agency Debt
1386044.00
330253.83
Freddie Mac
2033-04-01
4.500000
Government Agency Debt
3000000.00
387684.45
Freddie Mac
2033-08-01
4.500000
Government Agency Debt
2500000.00
372319.42
Freddie Mac
2033-08-01
5.000000
Government Agency Debt
2040971.00
343502.70
Freddie Mac
2033-09-01
6.500000
Government Agency Debt
5500000.00
384698.56
Freddie Mac
2033-12-01
6.500000
Government Agency Debt
1016080.00
352814.67
Freddie Mac
2033-12-01
7.500000
Government Agency Debt
13095117.00
379965.01
Freddie Mac
2034-03-01
5.000000
Government Agency Debt
1896064.00
326160.38
Freddie Mac
2034-06-01
6.000000
Government Agency Debt
1680000.00
321439.77
Freddie Mac
2034-07-01
5.500000
Government Agency Debt
1639344.00
381801.50
Freddie Mac
2034-07-01
6.000000
Government Agency Debt
8110046.00
327580.29
Freddie Mac
2034-08-01
6.500000
Government Agency Debt
3545391.00
361381.53
Freddie Mac
2034-10-01
5.500000
Government Agency Debt
1102895.00
359216.77
Freddie Mac
2034-12-01
5.500000
Government Agency Debt
1353151.00
368980.05
Freddie Mac
2034-12-01
5.500000
Government Agency Debt
1832336.00
351527.94
Freddie Mac
2035-01-01
5.500000
Government Agency Debt
2340000.00
398960.81
Freddie Mac
2035-04-01
5.000000
Government Agency Debt
1957648.00
350437.81
Freddie Mac
2035-05-01
5.500000
Government Agency Debt
2000000.00
324172.58
Freddie Mac
2035-05-01
6.000000
Government Agency Debt
1549730.00
335038.43
Freddie Mac
2035-06-01
6.000000
Government Agency Debt
2059247.00
355258.28
Freddie Mac
2035-06-01
6.000000
Government Agency Debt
1609000.00
319880.43
Freddie Mac
2035-09-01
4.500000
Government Agency Debt
1612759.00
357879.71
Freddie Mac
2035-09-01
5.000000
Government Agency Debt
2227203.00
359065.02
Freddie Mac
2035-12-01
6.000000
Government Agency Debt
789000.00
359558.01
Freddie Mac
2036-02-01
6.000000
Government Agency Debt
3589143.00
352745.64
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
1769588.00
373963.07
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
3387123.00
322087.72
Freddie Mac
2036-11-01
5.000000
Government Agency Debt
834590.00
389643.79
Freddie Mac
2036-11-01
5.500000
Government Agency Debt
1497879.00
324263.76
Freddie Mac
2036-11-01
6.500000
Government Agency Debt
886161.00
390266.77
Freddie Mac
2036-11-01
7.000000
Government Agency Debt
1468791.00
344152.41
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
1357599.00
366394.79
Freddie Mac
2037-01-01
7.000000
Government Agency Debt
5561407.00
392310.63
Freddie Mac
2037-06-01
5.500000
Government Agency Debt
1272188.00
381518.52
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
1536701.00
327435.95
Freddie Mac
2037-08-01
5.000000
Government Agency Debt
1289042.00
361262.40
Freddie Mac
2037-09-01
5.500000
Government Agency Debt
1143977.00
341803.33
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
3171648.00
368942.70
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
1700000.00
366553.01
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
2504966.00
373809.88
Freddie Mac
2038-02-01
6.500000
Government Agency Debt
1332146.00
340828.60
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
1054691.00
391491.72
Freddie Mac
2038-06-01
5.500000
Government Agency Debt
1378598.00
371900.64
Freddie Mac
2038-06-01
5.500000
Government Agency Debt
1000000.00
322363.18
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
1059727.00
374298.89
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
1464284.00
342632.21
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
1259538.00
323475.57
Freddie Mac
2038-09-01
5.500000
Government Agency Debt
880000.00
335383.02
Freddie Mac
2038-09-01
6.000000
Government Agency Debt
5045264.00
329499.87
Freddie Mac
2038-09-01
7.000000
Government Agency Debt
3399463.00
331239.85
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
4100000.00
352907.63
Freddie Mac
2038-12-01
6.000000
Government Agency Debt
834673.00
324610.99
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
2799016.00
393037.00
Freddie Mac
2039-03-01
5.000000
Government Agency Debt
1379000.00
340554.22
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
772929.00
337262.66
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
1061996.00
322610.00
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
983392.00
335956.31
Freddie Mac
2039-09-01
4.500000
Government Agency Debt
1029682.00
346107.10
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
500000.00
380856.69
Freddie Mac
2040-04-01
6.000000
Government Agency Debt
1267261.00
376773.48
Freddie Mac
2040-06-01
5.000000
Government Agency Debt
966950.00
370157.69
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
509073.00
390631.40
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
326398.00
339937.39
Freddie Mac
2040-10-01
4.500000
Government Agency Debt
888818.00
398928.89
Freddie Mac
2040-11-01
4.000000
Government Agency Debt
553034.00
375849.39
Freddie Mac
2040-11-01
4.000000
Government Agency Debt
550000.00
370018.84
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
550000.00
372459.15
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
400000.00
351786.56
Freddie Mac
2041-02-01
5.500000
Government Agency Debt
355000.00
371183.15
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
529284.00
397951.20
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
394750.00
352336.86
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
429880.00
393908.14
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
534188.00
382597.10
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
400000.00
338473.04
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
604792.00
348494.86
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
353847.00
324401.14
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
385600.00
396745.44
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
460924.00
360668.11
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
422000.00
373169.08
Freddie Mac
2042-05-01
4.500000
Government Agency Debt
373144.00
378264.34
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
430000.00
342774.23
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
380000.00
320942.54
Freddie Mac
2042-07-01
3.000000
Government Agency Debt
605000.00
372401.69
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
498148.00
328316.91
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
394356.00
385926.74
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
376491.00
367129.53
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
380000.00
378243.17
Freddie Mac
2047-09-01
6.500000
Government Agency Debt
3845803.00
356787.60
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
113000000.00
113000000.00
0.0084
N
113000000.00
113000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130905_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2040-08-15
4.000000
Government Agency Debt
30476320.00
27740326.09
GNMA
2040-10-15
4.000000
Government Agency Debt
26350359.00
17100703.36
GNMA
2041-03-15
4.000000
Government Agency Debt
29597936.00
27071204.24
GNMA
2042-07-20
4.000000
Government Agency Debt
12153483.00
12747766.71
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
83000000.00
83000000.00
0.0062
N
83000000.00
83000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M130906_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-05-01
5.500000
Government Agency Debt
7691403.00
603210.61
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
5264244.00
586887.20
Fannie Mae
2019-05-01
5.000000
Government Agency Debt
3500000.00
568693.20
Fannie Mae
2019-11-01
6.000000
Government Agency Debt
3591535.00
577471.68
Fannie Mae
2020-08-01
6.000000
Government Agency Debt
1098416.00
566085.19
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
1233470.00
591748.45
Fannie Mae
2023-06-01
6.000000
Government Agency Debt
6287665.00
608383.06
Fannie Mae
2023-10-01
6.000000
Government Agency Debt
1003017.00
560005.21
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
1661053.00
582257.76
Fannie Mae
2024-02-01
5.000000
Government Agency Debt
2161414.00
589487.78
Fannie Mae
2024-04-01
4.500000
Government Agency Debt
1700000.00
585337.32
Fannie Mae
2024-09-01
5.000000
Government Agency Debt
1385215.00
611743.93
Fannie Mae
2024-11-01
5.000000
Government Agency Debt
1558270.00
602268.91
Fannie Mae
2025-02-01
4.500000
Government Agency Debt
2122049.00
636483.06
Fannie Mae
2025-07-01
4.500000
Government Agency Debt
1055483.00
577089.42
Fannie Mae
2025-08-01
5.000000
Government Agency Debt
1348513.00
575863.06
Fannie Mae
2025-09-01
5.000000
Government Agency Debt
4333116.00
626525.44
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
4129892.00
634739.20
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
790000.00
559273.45
Fannie Mae
2026-10-01
7.000000
Government Agency Debt
1898782.00
571687.54
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
670098.00
636341.43
Fannie Mae
2027-07-01
6.000000
Government Agency Debt
47015000.00
595761.40
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
583900.00
567993.14
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
622918.00
619104.27
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
575944.00
573386.74
Fannie Mae
2028-10-01
7.500000
Government Agency Debt
12637618.00
570837.90
Fannie Mae
2029-07-01
6.000000
Government Agency Debt
6822889.00
582101.15
Fannie Mae
2030-08-01
6.500000
Government Agency Debt
10371079.00
597518.00
Fannie Mae
2031-05-01
6.000000
Government Agency Debt
6552958.00
636900.73
Fannie Mae
2031-09-01
6.000000
Government Agency Debt
8241776.00
574412.92
Fannie Mae
2031-10-01
6.000000
Government Agency Debt
7883798.00
566365.33
Fannie Mae
2031-11-01
5.000000
Government Agency Debt
755755.00
573637.93
Fannie Mae
2031-11-01
6.500000
Government Agency Debt
54501800.00
600292.69
Fannie Mae
2032-01-01
6.000000
Government Agency Debt
9344402.00
568153.30
Fannie Mae
2032-02-01
2.513000
Government Agency Debt
41350000.00
574118.90
Fannie Mae
2032-06-01
6.500000
Government Agency Debt
32554772.00
583385.29
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
9482159.00
576305.59
Fannie Mae
2032-10-01
6.000000
Government Agency Debt
18038504.00
574047.77
Fannie Mae
2033-01-01
7.000000
Government Agency Debt
14575485.00
612499.82
Fannie Mae
2033-12-01
6.000000
Government Agency Debt
2442371.00
581307.20
Fannie Mae
2034-01-01
6.000000
Government Agency Debt
3200000.00
594994.18
Fannie Mae
2034-01-01
6.000000
Government Agency Debt
2967322.00
558796.55
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
1944520.00
588374.20
Fannie Mae
2034-07-01
6.000000
Government Agency Debt
5135000.00
626327.95
Fannie Mae
2034-07-01
7.000000
Government Agency Debt
2269271.00
164114.52
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
6834977.00
579182.50
Fannie Mae
2035-02-01
2.381000
Government Agency Debt
4000000.00
558259.69
Fannie Mae
2035-03-01
7.000000
Government Agency Debt
2524990.00
639092.14
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
4834326.00
617422.51
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
2765000.00
609794.10
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
3300000.00
571848.72
Fannie Mae
2035-09-01
6.500000
Government Agency Debt
5465251.00
621289.68
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
2655000.00
574199.36
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
2791022.00
557116.47
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
3000000.00
609409.75
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
3951000.00
624863.75
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
2065000.00
566898.41
Fannie Mae
2036-02-01
5.500000
Government Agency Debt
8000000.00
567703.40
Fannie Mae
2036-03-01
1.978000
Government Agency Debt
1368943.00
604265.02
Fannie Mae
2036-07-01
7.500000
Government Agency Debt
4101324.00
630741.61
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
2023880.00
566937.43
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
1239281.00
608133.53
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
3008000.00
600115.58
Fannie Mae
2036-12-01
7.500000
Government Agency Debt
6205207.00
597771.34
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
3092000.00
614389.67
Fannie Mae
2037-05-01
5.000000
Government Agency Debt
1827234.00
601742.71
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
2574036.00
601085.24
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
1026679.00
606771.37
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
2132300.00
582130.26
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
3836000.00
627445.45
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
1505555.00
597677.69
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
1572000.00
598756.91
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
2663727.00
570842.70
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
5000000.00
569789.89
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
1921894.00
560445.68
Fannie Mae
2038-07-01
5.000000
Government Agency Debt
962912.00
223906.94
Fannie Mae
2039-08-01
6.500000
Government Agency Debt
1362672.00
642419.23
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
939734.00
595121.36
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
722000.00
557469.39
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
1210000.00
625455.12
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
965000.00
591980.59
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
1000000.00
631935.90
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
748739.00
616770.71
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
1000000.00
583958.09
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
1000000.00
604313.29
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
1039500.00
623853.19
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
963592.00
580079.51
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1096651.00
556664.99
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
1322362.00
641376.89
Fannie Mae
2040-07-01
6.000000
Government Agency Debt
1233688.00
621537.57
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1241000.00
644179.16
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1991175.00
641688.44
Fannie Mae
2040-08-01
5.500000
Government Agency Debt
609026.00
631707.06
Fannie Mae
2040-08-01
5.500000
Government Agency Debt
1069953.00
601825.96
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
697644.00
612213.77
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1084562.00
580967.44
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
768194.00
611850.40
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1011196.00
631714.61
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
1050800.00
592631.77
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
773741.00
561283.14
Fannie Mae
2041-01-01
3.500000
Government Agency Debt
981302.00
622592.88
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
898075.00
606385.42
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
651330.00
560901.18
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
990193.00
629692.82
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1015153.00
582352.41
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
814699.00
570552.33
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
893819.00
564401.73
Fannie Mae
2041-02-01
5.500000
Government Agency Debt
1036999.00
616612.79
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
735184.00
589686.82
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1104810.00
596756.59
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
705618.00
570528.53
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
742543.00
588151.70
Fannie Mae
2041-10-01
3.624000
Government Agency Debt
755000.00
591731.22
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
727286.00
622400.39
Fannie Mae
2041-11-01
3.318000
Government Agency Debt
797000.00
594559.61
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
1096000.00
569890.52
Fannie Mae
2042-03-01
3.223000
Government Agency Debt
622000.00
570033.93
Fannie Mae
2042-04-01
5.000000
Government Agency Debt
534266.00
577178.78
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
1528550.00
644701.24
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
598171.00
632584.02
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
874169.00
574207.17
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
630000.00
589302.40
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
622377.00
571644.82
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
656439.00
631448.33
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
649745.00
596157.19
Fannie Mae
2043-01-01
2.500000
Government Agency Debt
640888.00
573909.53
Fannie Mae
2043-03-01
3.000000
Government Agency Debt
657835.00
620998.90
Fannie Mae
2043-03-01
4.000000
Government Agency Debt
573766.00
579279.08
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
600000.00
597330.73
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
661600.00
630395.85
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
670400.00
637183.32
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
628248.00
620015.72
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
631079.00
631956.44
Freddie Mac
2017-03-01
5.500000
Government Agency Debt
7154328.00
599536.32
Freddie Mac
2020-10-01
4.500000
Government Agency Debt
5074493.00
642071.89
Freddie Mac
2020-10-01
5.000000
Government Agency Debt
5146000.00
617246.53
Freddie Mac
2021-05-01
4.000000
Government Agency Debt
1168860.00
613281.31
Freddie Mac
2021-05-01
6.500000
Government Agency Debt
1379455.00
576632.77
Freddie Mac
2021-11-01
6.000000
Government Agency Debt
3451316.00
588006.19
Freddie Mac
2022-12-01
9.000000
Government Agency Debt
38689102.00
562297.42
Freddie Mac
2023-07-01
5.500000
Government Agency Debt
5688000.00
593693.81
Freddie Mac
2023-08-01
6.000000
Government Agency Debt
2975813.00
632690.26
Freddie Mac
2023-11-01
4.500000
Government Agency Debt
3989115.00
566471.83
Freddie Mac
2024-01-01
7.000000
Government Agency Debt
25339285.00
589258.51
Freddie Mac
2024-03-01
4.000000
Government Agency Debt
1892334.00
584138.70
Freddie Mac
2024-06-01
6.000000
Government Agency Debt
26055711.00
619426.24
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
966263.00
623416.18
Freddie Mac
2025-06-01
4.500000
Government Agency Debt
1175000.00
571914.46
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
970000.00
563310.91
Freddie Mac
2026-03-01
6.500000
Government Agency Debt
3020000.00
568267.73
Freddie Mac
2026-03-01
7.000000
Government Agency Debt
20154246.00
572414.16
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
1538454.00
622734.58
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
985331.00
627748.91
Freddie Mac
2028-01-01
7.500000
Government Agency Debt
17372715.00
611074.30
Freddie Mac
2028-04-01
6.000000
Government Agency Debt
3321105.00
584916.83
Freddie Mac
2028-06-01
2.000000
Government Agency Debt
619550.00
590554.25
Freddie Mac
2028-06-01
2.500000
Government Agency Debt
634458.00
620498.59
Freddie Mac
2028-06-01
6.500000
Government Agency Debt
3287663.00
589484.31
Freddie Mac
2028-07-01
2.500000
Government Agency Debt
659537.00
643030.97
Freddie Mac
2029-03-01
4.500000
Government Agency Debt
4189559.00
589824.01
Freddie Mac
2029-05-01
6.000000
Government Agency Debt
12210910.00
587333.69
Freddie Mac
2031-07-01
8.500000
Government Agency Debt
50000000.00
572102.47
Freddie Mac
2032-02-01
6.000000
Government Agency Debt
23674697.00
582301.19
Freddie Mac
2032-03-01
6.000000
Government Agency Debt
7573000.00
616837.64
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
32199631.00
627456.66
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
45999009.00
624522.30
Freddie Mac
2032-05-01
6.500000
Government Agency Debt
22995283.00
589694.18
Freddie Mac
2032-06-01
6.500000
Government Agency Debt
5224479.00
591694.18
Freddie Mac
2032-06-01
7.000000
Government Agency Debt
5003173.00
626557.13
Freddie Mac
2033-03-01
6.000000
Government Agency Debt
18785317.00
631969.93
Freddie Mac
2033-05-01
5.500000
Government Agency Debt
5000000.00
566110.61
Freddie Mac
2033-09-01
7.000000
Government Agency Debt
8514142.00
572623.22
Freddie Mac
2033-11-01
5.000000
Government Agency Debt
1975000.00
631270.16
Freddie Mac
2033-11-01
6.000000
Government Agency Debt
3500000.00
644438.44
Freddie Mac
2033-12-01
5.500000
Government Agency Debt
1585863.00
591862.72
Freddie Mac
2034-05-01
5.500000
Government Agency Debt
2675000.00
580602.82
Freddie Mac
2034-08-01
6.500000
Government Agency Debt
6201797.00
628295.90
Freddie Mac
2034-10-01
6.500000
Government Agency Debt
6000000.00
599577.43
Freddie Mac
2034-12-01
6.000000
Government Agency Debt
2476466.00
616028.74
Freddie Mac
2034-12-01
6.500000
Government Agency Debt
1193940.00
560590.38
Freddie Mac
2034-12-01
6.500000
Government Agency Debt
3297120.00
559351.42
Freddie Mac
2036-01-01
6.500000
Government Agency Debt
3051142.00
642178.68
Freddie Mac
2036-06-01
7.000000
Government Agency Debt
18175232.00
598291.37
Freddie Mac
2036-08-01
7.500000
Government Agency Debt
3000000.00
613755.01
Freddie Mac
2036-09-01
6.000000
Government Agency Debt
1009564.00
617660.78
Freddie Mac
2037-02-01
6.000000
Government Agency Debt
3394554.00
593239.27
Freddie Mac
2037-03-01
5.500000
Government Agency Debt
2352799.00
604527.96
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
3900000.00
577011.38
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
3465381.00
558086.50
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
4495264.00
583200.09
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
6373487.00
578893.56
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
5020340.00
608668.72
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
6561712.00
627376.96
Freddie Mac
2038-11-01
5.500000
Government Agency Debt
2118102.00
615768.29
Freddie Mac
2038-11-01
5.500000
Government Agency Debt
1939000.00
586588.73
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
3068463.00
559096.48
Freddie Mac
2038-11-01
6.500000
Government Agency Debt
2320091.00
583120.80
Freddie Mac
2039-05-01
5.500000
Government Agency Debt
1098943.00
610410.90
Freddie Mac
2039-05-01
6.000000
Government Agency Debt
1126177.00
615546.68
Freddie Mac
2039-06-01
4.000000
Government Agency Debt
715000.00
637174.18
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
1123608.00
577303.87
Freddie Mac
2039-09-01
4.500000
Government Agency Debt
1000000.00
623465.26
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
1021265.00
556170.85
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
1045000.00
606448.51
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
1176896.00
597118.03
Freddie Mac
2040-08-01
5.500000
Government Agency Debt
1006761.00
619110.81
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
1028898.00
590620.33
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
684664.00
570438.54
Freddie Mac
2040-12-01
5.000000
Government Agency Debt
700426.00
572643.83
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
1571772.00
588460.93
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
1485000.00
592083.25
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
1328184.00
589676.81
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
715199.00
580731.29
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
1511777.00
604988.91
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
605000.00
561797.06
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
2111171.00
571063.04
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
623000.00
611807.83
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
570000.00
558221.53
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
561587.00
578358.84
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
580842.00
581035.68
Freddie Mac
2043-08-01
4.000000
Government Agency Debt
533253.00
556386.70
Freddie Mac
2047-08-01
5.500000
Government Agency Debt
2162783.00
605436.74
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
129000000.00
129000000.00
0.0096
N
129000000.00
129000000.00
Govco, LLC
Govco, LLC 0.400000%
38362VZC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
16000000.00
15982222.22
0.0012
N
15986400.00
15986400.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.250000%
4497W0W53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
Y
ING Bank NV
N/A
N/A
N
33000000.00
32999541.67
0.0025
N
32999670.00
32999670.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.235000%
4497W0WH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
Y
ING Bank NV
N/A
N/A
N
111000000.00
110989855.82
0.0083
N
110993340.00
110993340.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.275000%
4497W0XU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
Y
ING Bank NV
N/A
N/A
N
47000000.00
46980253.47
0.0035
N
46984020.00
46984020.00
ING Bank NV
ING Bank NV 0.400000%
922BLX006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
14000000.00
14000000.00
0.0010
N
14004060.00
14004060.00
ING Bank NV
ING Bank NV 0.280000%
922GHP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
10000000.00
10000000.00
0.0007
N
10000300.00
10000300.00
ING Bank NV
ING Bank NV 0.380000%
922PLL001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
4000000.00
4000000.00
0.0003
N
4002080.00
4002080.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
17000000.00
17000000.00
0.0013
N
17005950.00
17005950.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2XA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
N
20000000.00
19993627.78
0.0015
N
19998000.00
19998000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.346200%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-22
2014-01-22
N
N
N
268000000.00
268000000.00
0.0199
N
268184920.00
268184920.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.050000%
46899T004_0.0500_M130903_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-03-01
3.000000
Government Agency Debt
72604092.00
68532263.66
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
38088687.00
34467736.61
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
100000000.00
100000000.00
0.0074
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.680000%
921ABC006_0.6800_M131202_2MN4
0001168163
Other Repurchase Agreement
N
EXPORKLORE SA
2031-12-05
5.521100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11124377.00
11096633.55
GENL ELEC CAPT CORP
2020-09-16
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33043.00
35484.57
JEFF RES TRUST 2009
2035-10-25
5.108300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
271589.00
234374.68
JP MORGAN CHASE CO
2018-01-25
1.165900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44485.00
44538.09
JP MORGAN CHASE CO
2019-04-23
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73000.00
86503.17
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43295592.00
42016640.21
JP MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
5.710200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
872234.00
917328.73
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.634100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25328131.00
23780800.25
SLM PRIVATE CREDIT STUDENT LOAN TRUST 2002-A
2039-12-15
0.473200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87647.00
74200.37
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
68000000.00
68000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
68099960.00
68099960.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.346200%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-10-22
2014-09-22
N
N
N
50000000.00
50000000.00
0.0037
N
50071100.00
50071100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
53000000.00
53000000.00
0.0039
N
53009010.00
53009010.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.250000%
48125PBW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-29
2013-10-29
N
N
N
30000000.00
30000000.00
0.0022
N
30005100.00
30005100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
40000000.00
40000000.00
0.0030
N
40000000.00
40000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
58000000.00
58000000.00
0.0043
N
58012180.00
58012180.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
9000000.00
9000000.00
0.0007
N
9040050.00
9040050.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2WH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4999475.00
0.0004
N
4999800.00
4999800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2WK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24997000.00
0.0019
N
24998750.00
24998750.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53943RZC6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
68000000.00
67960333.33
0.0051
N
67951040.00
67951040.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53944LRL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
41000000.00
41000000.00
0.0031
N
41000820.00
41000820.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LXP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-23
2013-10-23
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
33000000.00
32990833.33
0.0025
N
32991420.00
32991420.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4WG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7999480.00
0.0006
N
7999680.00
7999680.00
Market Street Funding Corp
Market Street Funding Corp 0.170000%
5705X4X25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30000000.00
29995891.67
0.0022
N
29997300.00
29997300.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X4X74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-07
2013-10-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
82000000.00
81986060.00
0.0061
N
81990980.00
81990980.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M130903_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
50000000.00
23495247.43
Fannie Mae
2039-12-25
2.000000
Government Agency Debt
25000000.00
23083737.95
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
25000000.00
25520230.56
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
26734152.00
25371615.89
Freddie Mac
2032-05-15
2.500000
Government Agency Debt
25000000.00
24031828.90
Freddie Mac
2038-05-15
3.000000
Government Agency Debt
44322000.00
24201052.85
Freddie Mac
2039-11-15
2.250000
Government Agency Debt
9551105.00
8796286.62
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
150000000.00
150000000.00
0.0112
N
150000000.00
150000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130904_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-01-25
2.911000
Government Agency Debt
14765511.00
14314917.51
Fannie Mae
2029-09-25
3.500000
Government Agency Debt
50000000.00
43120571.01
Fannie Mae
2040-05-25
2.500000
Government Agency Debt
37527306.00
35264511.80
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
90000000.00
90000000.00
0.0067
N
90000000.00
90000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.560000%
921AMD002_0.5600_M131017_2MN4
0000728612
Other Repurchase Agreement
N
AGL CAPITAL CORP
2043-06-01
4.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2333527.00
2184264.24
AIG LIFE HLDGS INC
2045-12-01
7.570000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1014938.00
1201397.05
ALION SCIENCE AND TCHNOLOGY CORP
2015-02-01
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
577000.00
358176.76
ALLBRITTON COMM CO
2018-05-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2206666.67
ALLIANCE DATA SRA CUM
2020-04-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1047500.00
AMBAC ASURANCE CORP
2020-06-07
5.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1883516.66
BERRY PLASTICS CORP
2018-05-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
692531.00
759619.94
BOSTON SCIENTIFIC CORPORATION
2023-10-01
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5105000.00
5008300.66
CALPINE CORP
2023-01-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
322453.12
CASE NEW HOLLAND INC
2013-09-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9720000.00
10094557.51
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
806103.00
898552.94
CITIGROUP INC
2099-12-31
5.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8200000.00
7426170.56
CLEAR CHANNEL COMMU
2027-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1081817.00
754229.29
COLUMBIA/HCAHLTHC
2015-11-15
7.190000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1401068.00
1556545.68
CONTL RESOURCES INC
2023-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
960000.00
EMGESA SA ESP BOGOTA
2021-01-25
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
221295825.00
11681423.61
ENTERPRISE PRODUCTS OPERATIONG LP
2068-01-15
7.034000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
1230552.79
Fannie Mae
2051-08-25
2.500000
Government Agency Debt
190000.00
166989.69
FORD MOTOR CREDIT CO
2016-05-09
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15835000.00
15631203.55
FORD MOTOR CREDIT COMPANY
2016-06-15
3.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11681000.00
12289463.28
FRONTIER COMMUNICATIONS CORP
2022-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1960000.00
2186012.50
GCB LUCENT TECHNOLOGY
2029-03-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
476512.50
GREEKTOWN SUPERHOLDINGS INC
2015-06-30
13.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
815000.00
873114.03
GS CALTEX CORP
2017-04-24
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13731036.00
15200943.40
IAI ANTERO RESOURCES FINANCE CORP
2020-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5093000.00
5155813.67
INDEPENCIA INTERNATIONAL LTD
2016-12-30
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560280.00
19719.60
ING GROEP NV
2099-12-08
5.775000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
498000.00
497080.78
ISTAR FIN INC SER B PRF
2014-03-01
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
156126.25
JPMORGAN CHASE & CO
2099-12-31
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6317166.00
5675684.11
K-V PHARMACEUTICAL CO
2015-03-15
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
548750.00
LANDRYS INC
2020-05-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
685981.00
752685.51
LAREDO PETE INC
2019-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197000.00
218670.00
LIBERTY MUTUAL GROUP INC
2037-03-15
7.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5703176.00
6557226.61
MAESTRO PERU SA
2019-09-26
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
195375.00
MASHANTUCKET WESTERN PEQUOT TRIBE
2026-07-01
7.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1269511.00
861287.04
MASHANTUCKET WESTERN PEQUOT TRIBE
2036-07-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7435798.00
1121566.20
MIRANT AMERICAS GENERATION, INC
2021-10-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
181117.29
MOLYCORP INC DEL
2020-06-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
409000.00
412976.39
MORGAN STANLEY DEAN WITTER CO
2016-02-25
1.512100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5030600.07
NORTEL NETWORKS CORP
2016-07-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1147500.00
OASIS PETE INC NEW
2041-02-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
799380.21
OVERSEAS SHIPHOLDING GROUP INC
2024-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
145775.00
PETROLEOS MEXICANOS GUARANTEED NOTES
2020-03-05
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750433.00
1967778.43
POWER SECTOR ASSETS
2019-05-27
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5805.00
7034.97
REGAL ENTERTAINMENT GROUP CLASS A
2025-02-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
942000.00
877819.71
RESIDENTIAL CAPITAL,LLC
2015-05-15
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1953767.00
1177321.48
RUBY TUESDAY INC
2020-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
137000.00
140482.08
SERVICEMASTER CO
2020-02-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1520866.00
1499954.09
SONIC AUTOMOTIVE INC
2022-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
218000.00
SOUTHWESTERN ELECT POWER CO
2022-02-15
3.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3700000.00
3563244.92
SPRINT NEXTEL
2018-11-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2225661.00
2654657.16
SPRINT NEXTEL,KS
2017-08-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1635000.00
1840992.97
THE MAJESTIC STAR CASINO LLC
2016-12-01
12.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1138981.00
1100144.91
TIMBERLAKE FIN LLC
2036-06-28
0.476400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14815740.00
3699523.37
TIME WARNER CABLE INC
2040-11-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2465292.00
2250578.42
TIME WARNER INC
2022-01-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8345483.00
8478741.81
TOLL ROAD INVESTORS PARTNERSHIP II L P
2055-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83900000.00
5634886.01
VALIDUS HOLDING JUNOR SUBORD
2040-01-26
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5287000.00
6758911.08
VRG LINHAS AEREAS
2023-02-12
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
139293.75
WIND ACQUISITION FINANCE S A
2018-02-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6510000.00
6729034.36
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
157000000.00
157000000.00
0.0117
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
157091060.00
157091060.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TWP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
19000000.00
18998205.56
0.0014
N
18998480.00
18998480.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.229100%
60682AFP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2013-12-19
N
N
N
11000000.00
11000000.00
0.0008
N
11001650.00
11001650.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.251700%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-02
N
N
N
62000000.00
62000000.00
0.0046
N
62010540.00
62010540.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233400%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2014-01-23
N
N
N
114000000.00
114000000.00
0.0085
N
114015960.00
114015960.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LBP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
8000000.00
8000000.00
0.0006
N
8000080.00
8000080.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LBZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
68000000.00
68000000.00
0.0051
N
67997280.00
67997280.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
26000000.00
26000000.00
0.0019
N
26000260.00
26000260.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688RKT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
28000000.00
28000000.00
0.0021
N
28000560.00
28000560.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.080000%
60686N005_0.0800_M130903_2MN4
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-12-25
2.000000
Government Agency Debt
20808317.00
2318198.97
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
23784710.00
7213149.25
GNMA
2038-04-20
2.750000
Government Agency Debt
46914986.00
34567705.32
United States Treasury Department
2029-02-15
5.250000
Treasury Debt
14129800.00
17529118.26
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
60000000.00
60000000.00
0.0045
N
60000000.00
60000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
79000000.00
79000000.00
0.0059
N
79007900.00
79007900.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
24000000.00
24000000.00
0.0018
N
24002400.00
24002400.00
National Australia Bank Ltd
National Australia Bank Ltd 0.204100%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2014-02-18
N
N
N
30000000.00
30000000.00
0.0022
N
30000000.00
30000000.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JWB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-11
2013-09-11
N
Y
National Australia Bank Ltd
N/A
N/A
N
12000000.00
11999520.00
0.0009
N
11999760.00
11999760.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JX13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
Y
National Australia Bank Ltd
N/A
N/A
N
67000000.00
66990620.00
0.0050
N
66993970.00
66993970.00
Nationwide Building Society
Nationwide Building Society 0.260000%
6385E0X40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-04
2013-10-04
N
N
N
44000000.00
43990148.89
0.0033
N
43991640.00
43991640.00
Nationwide Building Society
Nationwide Building Society 0.250000%
6385E0ZB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-11
2013-12-11
N
N
N
22000000.00
21984875.00
0.0016
N
21982620.00
21982620.00
Natixis SA
Natixis SA 0.310000%
63873EVV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-01
2013-11-01
N
N
N
17000000.00
17000000.00
0.0013
N
17001190.00
17001190.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.280000%
6323A0Y44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
Y
Natixis SA
N/A
N/A
N
54000000.00
53973960.00
0.0040
N
53977860.00
53977860.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409RW63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
50000000.00
49999166.67
0.0037
N
49999000.00
49999000.00
Nordea North America, Inc
Nordea North America, Inc 0.205000%
65558FYK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
Y
Nordea Bank AB
N/A
N/A
N
42000000.00
41981584.17
0.0031
N
41984460.00
41984460.00
NRW.BANK
NRW.BANK 0.080000%
62939LW47
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
200000000.00
199999555.56
0.0149
N
199998000.00
199998000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.225000%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
90000000.00
90000000.00
0.0067
N
90020700.00
90020700.00
PNC Bank NA
PNC Bank NA 0.280000%
69354BAB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-30
2014-01-30
N
N
N
60000000.00
60000000.00
0.0045
N
59997000.00
59997000.00
Rabobank Nederland
Rabobank Nederland 0.265900%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2014-03-04
N
N
N
113000000.00
113000000.00
0.0084
N
113031640.00
113031640.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21685VAC3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-02
2013-12-02
N
N
N
100000000.00
100000000.00
0.0074
N
100021000.00
100021000.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
123000000.00
123000000.00
0.0092
N
122971710.00
122971710.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.320000%
7562E1AH7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10500000.00
10487306.67
0.0008
N
10491180.00
10491180.00
Royal Bank of Canada
Royal Bank of Canada 0.304100%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-24
2014-06-24
N
N
N
76000000.00
76000000.00
0.0057
N
76009880.00
76009880.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
50000000.00
50000000.00
0.0037
Security is a time deposit.
N
50000000.00
50000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LW65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999947.50
0.0002
N
2999940.00
2999940.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LY63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4998222.22
0.0004
N
4998400.00
4998400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124LY71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
61000000.00
60977972.22
0.0045
N
60980480.00
60980480.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83050TWJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
19000000.00
18998179.17
0.0014
N
18999240.00
18999240.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TWK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
13000000.00
12998266.67
0.0010
N
12999480.00
12999480.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.210000%
83050TX14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
14000000.00
13997713.33
0.0010
N
13998880.00
13998880.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050UAM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
13000000.00
12984833.34
0.0010
N
12984400.00
12984400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-13
2013-12-13
N
N
N
53000000.00
53000000.00
0.0039
N
53010600.00
53010600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
1000000.00
1000000.00
0.0001
N
1000170.00
1000170.00
Societe Generale
Societe Generale 0.300000%
83368NJW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
37000000.00
37000000.00
0.0028
N
37004810.00
37004810.00
Societe Generale
Societe Generale 0.260000%
83368NKF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
57000000.00
57000000.00
0.0042
N
57003990.00
57003990.00
State Street Corp
State Street Corp 0.170000%
85747JX10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
47000000.00
46993785.56
0.0035
N
46995300.00
46995300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CC91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-06
2013-12-06
N
N
N
37000000.00
37000000.00
0.0028
N
36998150.00
36998150.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86562CEF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
31000000.00
31000000.00
0.0023
N
31009610.00
31009610.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
5000000.00
5000000.00
0.0004
N
4999650.00
4999650.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562CFB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-12-16
2013-12-16
N
N
N
8000000.00
8000000.00
0.0006
N
8001440.00
8001440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CKU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
34000000.00
34000000.00
0.0025
N
34007820.00
34007820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
15000000.00
15000000.00
0.0011
N
15002850.00
15002850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CPZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
44000000.00
44000000.00
0.0033
N
44000440.00
44000440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
10000000.00
10000000.00
0.0007
N
10000100.00
10000100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CQQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-10
2013-09-10
N
N
N
78000000.00
78000000.00
0.0058
N
78001560.00
78001560.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CVK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
25000000.00
25000000.00
0.0019
N
25001000.00
25001000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562CXA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-14
2013-11-14
N
N
N
38000000.00
38000000.00
0.0028
N
37999240.00
37999240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562D2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
110000000.00
110000000.00
0.0082
N
110027500.00
110027500.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86562W7L6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
15000000.00
15000000.00
0.0011
N
15000150.00
15000150.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
29000000.00
29000000.00
0.0022
N
29000870.00
29000870.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KBT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
29000000.00
29000000.00
0.0022
N
29000870.00
29000870.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-31
2013-10-31
N
N
N
115000000.00
115000000.00
0.0086
N
115003450.00
115003450.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-04
2013-11-04
N
N
N
42000000.00
42000000.00
0.0031
N
41999160.00
41999160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.230000%
86563KCN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
41000000.00
41000000.00
0.0031
N
40999180.00
40999180.00
Sunshine State Government Financing Commission
CP Revenue Taxable Notes Series H 0.220000%
86803JAC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
Y
Liquidity Facility
JPMorgan Chase Bank NA
N/A
N/A
Obligor
Orlando
N/A
N/A
7230000.00
7230000.00
0.0005
N
7230361.50
7230361.50
Swedbank AB
Swedbank AB 0.290000%
87019RYK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-19
2013-11-19
N
N
N
19000000.00
18988214.75
0.0014
N
18992020.00
18992020.00
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
22000000.00
22000000.00
0.0016
N
22010780.00
22010780.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.234100%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-17
2014-06-17
N
N
N
127000000.00
127000000.00
0.0095
N
126994920.00
126994920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.234100%
89112W6D4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-19
2014-06-19
N
N
N
140000000.00
140000000.00
0.0104
N
139994400.00
139994400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.234100%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2014-06-18
N
N
N
50000000.00
50000000.00
0.0037
N
49998000.00
49998000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112W7F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-25
2013-10-25
N
N
N
75000000.00
75000000.00
0.0056
N
75016500.00
75016500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WU54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-11-06
2013-11-06
N
N
N
65000000.00
65000000.00
0.0048
N
65018200.00
65018200.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.180000%
89233GWQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
27000000.00
26997165.00
0.0020
N
26998380.00
26998380.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GZK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-12-19
2013-12-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
130000000.00
129903402.77
0.0097
N
129933700.00
129933700.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
53000000.00
52950224.17
0.0039
N
52955480.00
52955480.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
65000000.00
64923263.88
0.0048
N
64934350.00
64934350.00
Union Bank, NA
Union Bank, NA 0.200000%
905269CR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
61000000.00
61000000.00
0.0045
N
61004880.00
61004880.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-01-02
N
N
N
144000000.00
144000000.00
0.0107
N
144015840.00
144015840.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.233600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2014-05-20
N
N
N
42000000.00
42000000.00
0.0031
N
42001680.00
42001680.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.120000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-06
N
N
N
108000000.00
108000000.00
0.0080
N
108000000.00
108000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-09-13
2014-09-15
N
N
N
50000000.00
50000000.00
0.0037
N
50000200.00
50000200.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2014-04-25
N
N
N
145000000.00
145000000.00
0.0108
N
145076850.00
145076850.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
468132.10
468132.10
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
418372.51
418372.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
378668.96
378668.96
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
556509.65
556509.65
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
737886.98
737886.98
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
667861.50
667861.50
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1668927.75
1668927.75
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
0.0000
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
601222.16
601222.16
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
211568.75
211568.75
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
334056.12
334056.12
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
110703.48
110703.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
100197.72
100197.72