0001145549-14-002626.txt : 20140312
0001145549-14-002626.hdr.sgml : 20140312
20140312121342
ACCESSION NUMBER: 0001145549-14-002626
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20140312
DATE AS OF CHANGE: 20140312
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: 14686698
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
2013-06-30
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
56
95
13634745823.40
5007847.89
528581.84
13639225089.45
0.0026
1.0001
2013-06-30
1.0001
2013-06-30
C000012383
25000.00
9073858676.68
1.00
-98698460.92
102777646.31
201476107.23
0.0001
1.0001
2013-06-30
1.0001
2013-06-30
C000012384
1000000.00
1267604933.25
1.00
-1878666.41
31364840.05
33243506.46
0.0001
1.0001
2013-06-30
1.0001
2013-06-30
C000012385
3000000.00
1115237968.65
1.00
-88479021.11
65877322.78
154356343.89
0.0002
1.0001
2013-06-30
1.0001
2013-06-30
C000038267
10000000.00
2182523510.87
1.00
377393547.53
455659223.80
78265676.27
0.0005
1.0001
2013-06-30
1.0001
2013-06-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.320000%
00279HG91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
Y
Santander UK Plc
N/A
N/A
N
65000000.00
65000000.00
0.0048
N
65007150.00
65007150.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.300000%
00279HH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
Y
Santander UK Plc
N/A
N/A
N
58000000.00
58000000.00
0.0043
N
58006960.00
58006960.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.200000%
00279HJ49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
Y
Santander UK Plc
N/A
N/A
N
12000000.00
12000000.00
0.0009
N
12000000.00
12000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.213300%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2014-03-07
N
N
N
82000000.00
82000000.00
0.0060
N
82019680.00
82019680.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
190000000.00
190000000.00
0.0139
Security is a time deposit.
N
190000000.00
190000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M130705
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
100000000.00
100000000.00
0.0073
Security is a time deposit.
N
100000000.00
100000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WXZ1
Other Note
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
56000000.00
56000000.00
0.0041
N
56003360.00
56003360.00
Bank of Montreal
Bank of Montreal 0.120000%
06366AGM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
128000000.00
128000000.00
0.0094
N
127998720.00
127998720.00
Bank of Montreal
Bank of Montreal 0.120000%
06366AGW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
17000000.00
17000000.00
0.0012
N
16999830.00
16999830.00
Bank of Montreal
Bank of Montreal 0.090000%
06366AHA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
150000000.00
150000000.00
0.0110
N
149998500.00
149998500.00
Bank of Montreal
Bank of Montreal 0.070000%
06366AHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
22000000.00
22000000.00
0.0016
N
21999560.00
21999560.00
Bank of Montreal
Bank of Montreal 0.080000%
06366AHH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
22000000.00
22000000.00
0.0016
N
21999560.00
21999560.00
Bank of Nova Scotia
Bank of Nova Scotia 0.380000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-26
N
N
N
127000000.00
127000000.00
0.0093
N
127030480.00
127030480.00
Bank of Nova Scotia
Bank of Nova Scotia 0.010000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
280000000.00
280000000.00
0.0205
Security is a time deposit.
N
280000000.00
280000000.00
Bank of the West
Bank of the West 0.280000%
06426GBK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-30
2013-08-30
N
N
N
39000000.00
39000000.00
0.0029
N
39010920.00
39010920.00
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
43011610.00
43011610.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FHS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
48000000.00
48000000.00
0.0035
N
48002400.00
48002400.00
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
22010560.00
22010560.00
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
0.0072
N
98048020.00
98048020.00
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
0.0018
N
25012500.00
25012500.00
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
18004680.00
18004680.00
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
10002600.00
10002600.00
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
57015960.00
57015960.00
Barclays Bank Plc
Barclays Bank Plc 0.420000%
06741XLH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
25000000.00
25000000.00
0.0018
N
25003250.00
25003250.00
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
10004300.00
10004300.00
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
30013500.00
30013500.00
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
24007440.00
24007440.00
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
0.0021
N
29008120.00
29008120.00
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
3000300.00
3000300.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M130701_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-02-15
4.000000
Treasury Debt
84106100.00
90401620.95
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
88628970.00
88628970.00
0.0065
N
88628970.00
88628970.00
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
52973720.83
0.0039
N
52968200.00
52968200.00
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
1997760.00
0.0001
N
1998240.00
1998240.00
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
73910542.22
0.0054
N
73912680.00
73912680.00
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
41009756.92
0.0030
N
41014350.00
41014350.00
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
0.0046
N
63021420.00
63021420.00
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
0.0041
N
56017360.00
56017360.00
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
3001080.00
3001080.00
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
0.0076
N
104009360.00
104009360.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130701_2MN4
0001197610
Other Repurchase Agreement
N
Abbott Laboratories
2040-05-27
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11554.00
13008.35
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30080.00
30355.48
CB MERCK & CO.INC.
2028-12-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8941934.00
10697347.42
FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC
2020-12-25
1.891000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
358123.00
330622.16
FRANCE TELECOM
2015-09-16
2.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540279.00
551490.24
HANA BANK
2017-06-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
194529.00
202269.85
IBM CORP
2020-05-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
94907.00
89047.18
LOWE'S CO INC
2036-10-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120812.00
136213.25
MORGAN STANLEY DEAN WITTER
2017-12-28
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
108488.00
120469.41
NATIONAL BK OF CANADA
2014-01-30
1.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3567695.00
3616156.19
PROGRESS ENERGY INC
2019-03-15
7.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5020473.00
6184724.88
TEVA PHARMACEUTICAL FIN CO B.V
2022-12-18
2.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114000.00
107045.94
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
21000000.00
21000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
21000000.00
21000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
921AES008_0.2700_M130705_2MN4
0001197610
Other Repurchase Agreement
N
ANADARKA PETROLEUM
2036-09-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
775201.00
896802.26
BANK OF CHINA HONG KONG LIMITED
2016-11-08
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
957300.00
1021123.19
Bank of Montreal
2017-01-30
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9907510.00
10130428.98
BANK OF NOVA SCOTIA CB
2015-03-20
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95312.00
96184.90
CNA FINANCIAL CORP
2020-08-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
651380.00
751213.66
CNPC HK OVERSEAS CAP LTD
2016-04-28
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1047288.33
FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC
2020-12-25
1.891000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55142.00
50907.56
FREEPORT MCMORAN COPPER & GOLD
2043-03-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
999999.00
858289.14
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
856259.24
HANA BANK
2017-06-14
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
308279.00
320546.28
IBM CORP
2020-05-15
1.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
831629.00
780281.92
KFW KREDITANSTALT FUR
2013-10-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57090.00
58158.22
KOREA ELE PWR CORP
2034-04-23
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
553319.00
585807.94
KOREA GAS CORP
2042-01-21
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2052053.00
2349027.25
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
113281.41
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
1129463.81
NEW ENGLAND T&T CO
2029-11-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
646258.00
807219.06
RIO TINTO FIN USA PLC
2018-12-14
2.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1047950.00
1017255.54
SPAREBANK 1 BOLIGKREDI
2017-06-30
2.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60097.00
61898.24
TECK CORP
2041-07-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
755603.00
737286.13
THE HOME DEPOT INC
2023-04-01
2.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840000.00
796143.60
VERIZON COMMUNICATIONS
2021-11-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1009527.22
VODAFONE GROUP PLC
2016-02-19
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
959486.00
945928.46
VOLKSWAGEN INTERNATIONAL FIN
2017-11-20
1.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
884105.00
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
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
26000520.00
26000520.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.400000%
921AES008_0.4000_M130705_2MN4
0001197610
Other Repurchase Agreement
N
FELCOR LODGING LIMITED PARTNERSHIP UNITS
2019-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4870.00
5095.54
FRONTIER COMMUNICATIONS CORP
2022-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
183277.00
202565.63
NORTEL NETWORKS CORP,CA
2014-07-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4443772.00
4554866.30
VIRGIN MEDIA FINANCE
2019-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43075.00
47467.90
WINDSTREAM CORP
2023-08-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
987179.00
942879.34
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
2225737.00
2261766.12
WTS SIRUS STELLITE RADIO
2023-05-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38000.00
35359.92
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
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
7000000.00
7000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.100000%
987WVU007_0.1000_M130701_2MN4
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2022-07-15
0.125000
Treasury Debt
44306800.00
43860056.75
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
43000000.00
43000000.00
0.0032
N
43000000.00
43000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.150000%
987WVU007_0.1500_M130701_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2053-01-15
4.400000
Government Agency Debt
4967196.00
4954519.72
GNMA
2027-03-15
3.000000
Government Agency Debt
5206915.00
5051264.95
GNMA
2027-10-20
3.000000
Government Agency Debt
5417194.00
5199848.22
GNMA
2027-10-20
3.000000
Government Agency Debt
4981117.00
4841002.19
GNMA
2036-07-20
6.000000
Government Agency Debt
4051142.00
3924412.17
GNMA
2039-04-15
5.000000
Government Agency Debt
11720250.00
4875357.71
GNMA
2039-04-20
6.000000
Government Agency Debt
8174357.00
5054989.80
GNMA
2041-02-15
4.500000
Government Agency Debt
6610000.00
4993938.65
GNMA
2041-06-20
5.000000
Government Agency Debt
5821444.00
4956207.44
GNMA
2041-10-15
4.000000
Government Agency Debt
5574600.00
4977798.85
GNMA
2041-12-15
4.000000
Government Agency Debt
5287444.00
5239964.95
GNMA
2042-02-20
4.500000
Government Agency Debt
5091223.00
5052671.32
GNMA
2042-03-20
4.000000
Government Agency Debt
4952556.00
5209900.29
GNMA
2042-05-20
5.000000
Government Agency Debt
7004409.00
5192758.09
GNMA
2042-09-20
4.000000
Government Agency Debt
4941382.00
5147405.15
GNMA
2043-02-20
3.500000
Government Agency Debt
4878515.00
4992373.51
GNMA
2043-04-15
3.000000
Government Agency Debt
5000653.00
4947831.52
GNMA
2043-04-15
3.500000
Government Agency Debt
5076409.00
5204173.78
GNMA
2043-06-15
3.000000
Government Agency Debt
5263962.00
5221808.19
GNMA
2043-06-15
4.000000
Government Agency Debt
4513112.00
4840587.92
GNMA
2048-06-15
3.130000
Government Agency Debt
4744000.00
4967890.71
GNMA
2048-07-15
2.690000
Government Agency Debt
4720000.00
5048462.44
GNMA
2052-08-15
4.530000
Government Agency Debt
654122.00
657179.04
GNMA
2053-04-15
3.640000
Government Agency Debt
5362437.00
5127497.91
GNMA
2053-09-15
2.900000
Government Agency Debt
5291489.00
4830155.82
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
117000000.00
117000000.00
0.0086
N
117000000.00
117000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.070000%
987YEA006_0.0700_M130705_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-25
2.500000
Government Agency Debt
23300000.00
17652864.85
Fannie Mae
2040-09-25
4.000000
Government Agency Debt
1148196.00
1211563.79
Fannie Mae
2041-11-25
2.500000
Government Agency Debt
15000000.00
13606534.22
Freddie Mac
2035-03-15
4.000000
Government Agency Debt
18735352.00
18864457.31
Freddie Mac
2039-01-15
3.625000
Government Agency Debt
72425000.00
17378621.84
GNMA
2038-03-20
0.741600
Government Agency Debt
40342544.00
6798048.58
GNMA
2038-03-20
0.871600
Government Agency Debt
100000000.00
16925421.22
GNMA
2039-12-16
2.500000
Government Agency Debt
15500000.00
13479470.34
GNMA
2040-09-20
4.500000
Government Agency Debt
12415003.00
13498783.10
GNMA
2041-07-20
2.000000
Government Agency Debt
1435622.00
1334235.57
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
115000000.00
115000000.00
0.0084
N
114996550.00
114996550.00
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
0.0012
N
17000000.00
17000000.00
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
15000000.00
15000000.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EV55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29985416.69
0.0022
N
29993400.00
29993400.00
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
23960800.00
0.0018
N
23964960.00
23964960.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.010000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
195000000.00
195000000.00
0.0143
Security is a time deposit.
N
195000000.00
195000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JU81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
20000000.00
19999066.67
0.0015
N
19999000.00
19999000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JVC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
15000000.00
14996150.00
0.0011
N
14996400.00
14996400.00
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
7996080.00
0.0006
N
7995600.00
7995600.00
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
16991570.83
0.0012
N
16990480.00
16990480.00
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
68964982.50
0.0051
N
68959980.00
68959980.00
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
28984436.67
0.0021
N
28982020.00
28982020.00
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
16990281.67
0.0012
N
16988440.00
16988440.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19998833.33
0.0015
N
19999600.00
19999600.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TUB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
31000000.00
30997416.67
0.0023
N
30999070.00
30999070.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TVU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
44000000.00
43980860.00
0.0032
N
43994720.00
43994720.00
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
4997075.00
0.0004
N
4998750.00
4998750.00
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
2997885.00
0.0002
N
2998890.00
2998890.00
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
45967442.22
0.0034
N
45981600.00
45981600.00
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
4996316.67
0.0004
N
4997900.00
4997900.00
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
9992344.44
0.0007
N
9995500.00
9995500.00
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
18961192.50
0.0014
N
18960480.00
18960480.00
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
7000910.00
7000910.00
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
30002100.00
30002100.00
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
0.0015
N
21001470.00
21001470.00
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
37997340.00
37997340.00
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
49996500.00
49996500.00
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
9999300.00
9999300.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BV51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29985416.67
0.0022
N
29993400.00
29993400.00
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
99916944.44
0.0073
N
99958000.00
99958000.00
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
0.0068
N
93055800.00
93055800.00
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
16009760.00
16009760.00
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
14008820.00
14008820.00
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
14007980.00
14007980.00
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
7004060.00
7004060.00
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
0.0073
N
100058000.00
100058000.00
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
0.0059
N
80046400.00
80046400.00
Citibank, NA
Citibank, NA 0.130000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
19000000.00
19000000.00
0.0014
Security is a time deposit.
N
18999810.00
18999810.00
Citibank, NA
Citibank, NA 0.090000%
17299S003_M130702
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
18000000.00
18000000.00
0.0013
Security is a time deposit.
N
18000000.00
18000000.00
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
38940373.33
0.0029
N
38931360.00
38931360.00
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
50930186.67
0.0037
N
50926050.00
50926050.00
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
39938844.44
0.0029
N
39929600.00
39929600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.495600%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-07-29
2014-07-25
N
N
N
50000000.00
50000000.00
0.0037
N
50006200.00
50006200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.233000%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-24
2014-02-24
N
N
N
58000000.00
58000000.00
0.0043
N
58009280.00
58009280.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272DWG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
59000000.00
58978546.95
0.0043
N
58981120.00
58981120.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
97000000.00
96952847.21
0.0071
N
96974780.00
96974780.00
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
56943918.33
0.0042
N
56962950.00
56962950.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.300000%
22532UTK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
65000000.00
65000000.00
0.0048
N
65006500.00
65006500.00
Credit Agricole SA
Credit Agricole SA 0.310000%
922EHT004
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
40000000.00
40000000.00
0.0029
N
40006000.00
40006000.00
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
0.0062
N
85001700.00
85001700.00
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
0.0012
N
17003910.00
17003910.00
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
16003680.00
16003680.00
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
0.0067
N
91010010.00
91010010.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DS83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
142000000.00
142000000.00
0.0104
N
142014200.00
142014200.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M130701_2MN4
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2042-05-20
4.000000
Government Agency Debt
75300000.00
60778700.67
GNMA
2043-05-20
3.500000
Government Agency Debt
101302921.00
103904205.47
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
161451130.00
161451130.00
0.0118
N
161451130.00
161451130.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130821_2MN4
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
5022.80
144A BAYC 2006-1A A1
2036-04-25
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7765000.00
2238695.15
144A CMSI 2004-5 B4
2034-08-25
5.323900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
2603.68
144A COMM 2006-FL12 B
2020-12-15
0.362500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1255000.00
798883.43
144A CSFB 2005-C6 L
2040-12-15
4.947000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4110000.00
236827.45
144A ESA 2013-ESH7 C7
2031-12-05
3.901700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
95896.93
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
565000.00
459910.41
144A FREMF 2013-K25 C
2045-11-25
3.616900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
219780.20
144A GSMS 2010-C2 D
2043-12-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
56795.34
144A ORPT 2006-1A A
2051-11-03
0.328700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69765000.00
17025038.75
ACE 2006-ASP3 A2D
2036-06-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7780000.00
3723508.66
ACE 2006-ASP6 A2D
2036-12-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4295000.00
1832334.21
AMSI
2034-11-25
0.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
51713.81
ARSI
2035-05-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117576484.00
12588180.80
BAFC 2007-B A1
2047-04-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
100873.73
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.446600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16655000.00
5873622.79
BOAMS 2002-K 2A2
2032-10-20
2.774800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17403000.00
37007.34
BSARM 2007-5 3A1
2047-08-25
5.189600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
541538.00
199286.29
CSFB 2004-C2 E
2036-05-15
5.736000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112000.00
123732.78
CSMC TR 2013-IVR2
2043-04-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
37631.10
CSMC TR 2013-IVR2
2043-04-25
3.458500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
108253.23
CWALT 2005-21CB A6
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4720000.00
851492.85
CWALT 2005-62 2A3
2035-12-25
1.827800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10595000.00
415540.65
CWALT 2005-62 2A3
2035-12-25
1.827800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
46084.03
CWALT 2006-OA9 2A1A
2046-07-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1847300.00
406117.10
CWHL 2004-28R A2
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335.00
337.35
CWHL 2005-13 A9
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
707355.66
CWHL 2005-28 A10
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2105000.00
186057.81
CWL 2006-14 2A3
2037-02-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8550000.00
4886377.01
CWL 2007-BC3 2A2
2047-11-25
0.313000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24954000.00
19897498.51
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
110000.00
107725.76
FHAMS 2005-FA10 1A7
2036-01-25
0.993000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35945000.00
9370802.13
IMSA 2007-1 A2
2037-03-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
505000.00
282239.92
JPMAC 2005-FRE1 A2F3
2035-10-25
3.868000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2485000.00
1002074.72
JPMAC 2006-CH2 AF2
2036-10-25
5.380600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
25902.64
JPMAC 2007-CH5 A3
2037-05-25
0.303000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4610000.00
4015752.08
JPMCC 2006-LDP9 A2SF
2047-05-15
0.312500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1215000.00
813830.30
LXS 2007-7N 2A1B
2047-06-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
585000.00
202536.53
MSAC 2007-NC2 A2D
2037-02-25
0.523000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9970000.00
5458989.93
MSC 2007-IQ14 A4
2049-04-15
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2512500.00
2810618.21
MSC 2007-IQ14 AJFX
2049-04-15
5.912800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1285000.00
855702.17
RES ACCREDIT
2037-08-25
0.443000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4515000.00
1881286.29
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
87000000.00
87000000.00
0.0064
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
87000000.00
87000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M130826_2MN4
0001230485
Other Repurchase Agreement
N
ABS BANKAMERICA MANUFACT
2025-12-10
7.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
30351.82
ABS ORIGEN MANUFACTURED HSG
2032-05-15
8.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2024344.92
BAFC 2007-B A1
2047-04-20
0.401600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
53403.74
BALTA 2005-5 24A1
2035-07-25
5.325800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6655000.00
2244224.57
CWALT 2005-62 2A3
2035-12-25
1.827800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29020000.00
1138177.42
CWALT 2005-72 A1
2036-01-25
0.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36555000.00
6607976.89
CWALT 2005-9CB 1A1
2035-05-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3825000.00
872019.81
CWL 2006-14 2A3
2037-02-25
0.433000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16450000.00
9401275.07
CWL 2006-7 2A4
2046-04-25
0.443000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6235000.00
2078212.99
FFML 2007-FF1 A2C
2038-01-25
0.333000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24575000.00
13628663.69
FFML 2007-FF1 A2D
2038-01-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40897000.00
22906390.97
HMBT
2036-12-25
0.373000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4215000.00
1395713.57
IMSA 2005-2 A2C
2036-03-25
0.473000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2680000.00
1035157.24
LXS 2007-7N 2A1B
2047-06-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1195000.00
413728.47
NHEL 2005-4 M1
2036-01-25
0.633000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1920000.00
1120238.91
RAMP
2034-07-25
4.723000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4526000.00
1546183.58
RASC 2006-KS7 A3
2036-09-25
0.343000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7410000.00
4471156.84
SVHE
2037-09-19
0.381600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5815000.00
2894852.53
WAMU 2005-AR11 B2
2045-08-25
0.823000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
875347.41
WAMU 2005-AR16 1A5
2035-12-25
2.486100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310000.00
12907.01
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
65000000.00
65000000.00
0.0048
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
65000000.00
65000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2MN4
0001230485
Other Repurchase Agreement
N
ACE 2005-HE6 M1
2035-10-25
0.663000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13125000.00
9679280.85
ACE 2005-RM2 M5
2035-06-25
0.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4626000.00
3632894.93
ACE 2006-ASP6 A2D
2036-12-25
0.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20645000.00
8807576.19
AMSI
2034-11-25
0.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1820000.00
1447986.57
ARMT 2005-5 3A3
2035-09-25
5.138900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9025000.00
7438139.03
BSARM 2007-5 3A1
2047-08-25
5.189600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2445000.00
899761.39
CMLTI 2005-5 1A1
2035-08-25
0.571700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10460000.00
842825.45
CWL
2046-01-25
0.353000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
297560.45
CWL 2005-13 MV2
2036-04-25
0.653000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10450000.00
5375024.74
FFMER
2037-06-25
0.323000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
7011985.18
FFML 2005-FF8 M2
2035-09-25
0.713000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21664200.00
13472282.08
HVMLT
2046-08-19
0.391600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6680000.00
1705951.97
LXS 2007-12N 1A3A
2047-07-25
0.393000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29845000.00
13627216.64
RALI 2006-QO5 3A3
2046-05-25
0.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3030000.00
1337406.76
RALI 2006-QS6 1A11
2036-06-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
331000.00
46118.19
RALI 2007-QH3 A2
2037-04-25
0.403000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5210000.00
236804.02
RES ACCREDIT
2037-08-25
0.443000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4445000.00
1852119.06
SABR 2004-OP2 M1
2034-08-25
0.843000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1690910.46
WMALT 2005-3 1CB3
2035-05-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5400000.00
1098685.97
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
70000000.00
70000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
70002100.00
70002100.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
992JYD004_0.0500_M130703_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-03-01
3.000000
Government Agency Debt
15295000.00
15303339.80
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
15000000.00
15000000.00
0.0011
N
15000000.00
15000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.280000%
2284K0UK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
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
8000000.00
7998880.00
0.0006
N
7999200.00
7999200.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25155BHS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
38000000.00
38000000.00
0.0028
N
38003800.00
38003800.00
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
0.0064
N
87160950.00
87160950.00
Deutsche Bank AG
Deutsche Bank AG 0.440000%
25155BNS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-29
2013-08-29
N
N
N
38000000.00
38000000.00
0.0028
N
38017100.00
38017100.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BPN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
14000000.00
14000000.00
0.0010
N
14004760.00
14004760.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BPS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
44000000.00
44000000.00
0.0032
N
44014960.00
44014960.00
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
22008800.00
22008800.00
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
0.0041
N
56011760.00
56011760.00
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
16003360.00
16003360.00
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
0.0035
N
48010080.00
48010080.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
988WSY002_0.2300_M130701_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249976.00
ALLSTATE CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249955.70
ARBITRON INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249966.74
BALL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249998.82
BERRY PLASTICS GROUP INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249979.08
BLOCK H & R INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249993.65
BOSTON SCIENTIFIC CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
682.28
BROWN FORMAN CORP CL B
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249942.38
CENTERPOINT ENERGY INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249996.86
GENWORTH FINL INC COM CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249995.55
HERSHEY CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249948.80
INGERSOLL-RAND PLC SHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249967.74
ISHARES INC MSCI MEX
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249951.58
LOEWS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249974.33
MCKESSON CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249889.55
SPRINT NEXTEL CORP COM SER
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.34
TARGA RES CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249941.76
TIME WARNER INC COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249952.76
TOTAL SYS SVCS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249999.36
TRAVELERS COMPANIES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249929.72
VULCAN MATLS CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249968.75
WHIRLPOOL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249991.47
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
25000000.00
25000000.00
0.0018
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 0.120000%
99ETSZ007_0.1200_M130905_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-10-15
3.000000
Government Agency Debt
1610972.00
1610936.56
Freddie Mac
2027-03-15
2.000000
Government Agency Debt
3000000.00
2516042.98
Freddie Mac
2027-05-15
1.500000
Government Agency Debt
2000000.00
1781260.87
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
2600000.00
2889023.80
Freddie Mac
2028-12-15
6.500000
Government Agency Debt
14000000.00
2804002.64
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
6560000.00
3865477.14
Freddie Mac
2031-11-15
2.500000
Government Agency Debt
2648000.00
2261797.14
Freddie Mac
2032-05-15
6.500000
Government Agency Debt
2594089.00
2806241.38
Freddie Mac
2032-07-15
4.500000
Government Agency Debt
11000000.00
1974267.82
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
7000000.00
3647988.57
Freddie Mac
2032-11-15
6.500000
Government Agency Debt
3444444.00
3786738.70
Freddie Mac
2032-12-15
2.500000
Government Agency Debt
2746000.00
2505974.27
Freddie Mac
2032-12-15
2.500000
Government Agency Debt
1892000.00
1559004.22
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
3000000.00
2965048.41
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
1882000.00
1673916.67
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2500000.00
2620116.56
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
3300000.00
3614427.30
Freddie Mac
2034-04-15
6.000000
Government Agency Debt
1990000.00
2104126.50
Freddie Mac
2034-09-15
5.000000
Government Agency Debt
2800000.00
3086241.20
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
4410170.00
3337902.43
Freddie Mac
2036-05-15
5.500000
Government Agency Debt
3500000.00
3882557.00
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
1277000.00
1441150.69
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
5200000.00
1253800.16
Freddie Mac
2037-07-15
0.532500
Government Agency Debt
56600000.00
3800323.28
Freddie Mac
2037-11-15
0.592500
Government Agency Debt
2000000.00
1489176.57
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
4976200.00
3229557.91
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
3500000.00
2771675.95
Freddie Mac
2040-04-15
3.500000
Government Agency Debt
2250000.00
1728648.45
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
1454000.00
1526999.52
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
1202000.00
1253476.85
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
3000000.00
3055068.00
Freddie Mac
2041-03-15
3.000000
Government Agency Debt
5000000.00
2309769.35
Freddie Mac
2041-04-15
0.649200
Government Agency Debt
4101332.00
3496204.53
Freddie Mac
2041-08-15
3.750000
Government Agency Debt
3200000.00
2733543.87
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
1979000.00
1975006.38
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
4095669.00
3858492.90
Freddie Mac
2042-06-15
3.000000
Government Agency Debt
2362250.00
2128925.84
Freddie Mac
2042-11-15
6.500000
Government Agency Debt
2071428.00
2281344.45
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
601509.00
607974.37
Freddie Mac
2043-03-15
1.299200
Government Agency Debt
1800000.00
1767111.48
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
1296945.00
1314250.62
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
1296732.00
1317303.32
GNMA
2042-03-20
7.000000
Government Agency Debt
40961682.00
41600000.72
GNMA
2042-07-20
1.000000
Government Agency Debt
1518224.00
1367103.99
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
140000000.00
140000000.00
0.0103
Y
139997200.00
139997200.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M130906_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
141400000.00
21024190.34
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
31708037.00
21079717.51
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
24637362.00
19935525.52
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
26580000.00
20937926.65
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
5442952.00
5422639.99
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
85000000.00
85000000.00
0.0062
Y
85000000.00
85000000.00
DNB Bank ASA
DNB Bank ASA 0.225000%
23330LWD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
53000000.00
53000000.00
0.0039
N
53004240.00
53004240.00
DNB Bank ASA
DNB Bank ASA 0.070000%
23330LZK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
59000000.00
59000000.00
0.0043
N
58999410.00
58999410.00
DNB Bank ASA
DNB Bank ASA 0.060000%
23330LZM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
46000000.00
46000000.00
0.0034
N
46000000.00
46000000.00
DNB Bank ASA
DNB Bank ASA 0.245000%
921UCP002
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
45000000.00
45000000.00
0.0033
N
45000450.00
45000450.00
EMF LLC
Bonds (One Workplace) Series 2012 0.340000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
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
Fannie Mae
Fannie Mae 0.070000%
313589KC6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
4000000.00
3999712.22
0.0003
N
3999916.00
3999916.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385HR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
31000000.00
30999913.89
0.0023
N
30999969.00
30999969.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385JX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
10000000.00
9999377.78
0.0007
N
9999820.00
9999820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385KE5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
3000000.00
2999772.50
0.0002
N
2999934.00
2999934.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385KS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
12000000.00
11998640.00
0.0009
N
11999664.00
11999664.00
Freddie Mac
Freddie Mac 0.229400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-10
2014-05-09
N
N
N
350000000.00
350000000.00
0.0257
N
350152250.00
350152250.00
General Electric Capital Corp
General Electric Capital Corp 0.180000%
36959HUR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
N
75000000.00
74991000.00
0.0055
N
74996250.00
74996250.00
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
6995885.55
0.0005
N
6997480.00
6997480.00
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
213000000.00
212866638.35
0.0156
N
212914800.00
212914800.00
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
50961225.83
0.0037
N
50971950.00
50971950.00
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
130899566.67
0.0096
N
130926640.00
130926640.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2695000.00
2695000.00
0.0002
N
2695000.00
2695000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399H002_0.1400_M130701_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
58207507.00
29109499.22
Fannie Mae
2042-04-01
2.566000
Government Agency Debt
34354046.00
29030501.39
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
57000000.00
57000000.00
0.0042
N
57000000.00
57000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921AAP008_0.5600_M131011_2MN4
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799994.88
BOEING CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799903.60
CAPITAL ONE FINL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799986.16
CBS CORP NEW CL B
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799997.60
CHEVRON CORP NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799894.06
COCA COLA CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799962.22
DELPHI AUTOMOTIVE PLC SHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799951.00
DUKE ENERGY CORP NEW COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799986.88
EOG RES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799945.72
MASTERCARD INC CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799756.08
MCDONALDS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799965.70
MCKESSON CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799914.39
METLIFE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799975.70
REALOGY HLDGS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799956.21
RENAISSANCERE HOLDINGS LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799948.40
SCHLUMBERGER LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1222.81
TEMPUR PEDIC INTL INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799997.20
TIME WARNER CABLE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799976.06
VALSPAR CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799936.84
VERIZON COMMUNICATIONS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799951.00
VISA INC COM CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799830.70
VISTEON CORP COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2799967.75
First Tier Security
N/A
N/A
2013-10-11
2013-10-11
N
N
N
56000000.00
56000000.00
0.0041
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
56000000.00
56000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
921AAP008_0.6000_M130808_2MN4
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099996.16
ALLSTATE CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099987.40
CAPITAL ONE FINL CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099989.62
CBS CORP NEW CL B
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099961.60
CHEVRON CORP NEW COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099979.90
CITIGROUP INC COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099986.88
CITIZENS INC CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
439712.26
COCA COLA CO COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099961.60
CONSTELLATION BRANDS INC CL A
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099956.95
DELPHI AUTOMOTIVE PLC SHS
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099976.00
DUKE ENERGY CORP NEW COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099939.52
EOG RES INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099959.29
MARATHON PETE CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099953.80
METLIFE INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099993.30
PEPSICO INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099982.34
REALOGY HLDGS CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099954.90
SCHLUMBERGER LTD COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099996.35
SPRINT NEXTEL CORP COM SER
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099995.82
TIME WARNER INC COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099964.58
VALSPAR CORP COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099936.36
VERIZON COMMUNICATIONS INC COM
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099976.00
VISTEON CORP COM NEW
2013-06-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2099991.50
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
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
42021000.00
42021000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M130703_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-01-01
2.232000
Government Agency Debt
42329313.00
4390667.99
Fannie Mae
2024-06-01
4.500000
Government Agency Debt
8154709.00
4324519.17
Fannie Mae
2026-08-01
3.000000
Government Agency Debt
8013594.00
4338981.46
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
5067473.00
4392468.26
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4565002.00
4380436.13
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4486005.00
4315950.35
Fannie Mae
2027-11-01
3.500000
Government Agency Debt
3296209.00
3341447.81
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
4315849.00
4302538.06
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
4408622.00
4349239.03
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
4241725.00
4327495.91
Fannie Mae
2028-06-01
2.500000
Government Agency Debt
4264865.00
4295004.45
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4226075.00
4366993.47
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4207588.00
4359671.27
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4239403.00
4353704.84
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4194975.00
4338770.35
Fannie Mae
2028-06-01
3.000000
Government Agency Debt
4165610.00
4308411.28
Fannie Mae
2032-03-01
4.500000
Government Agency Debt
4801501.00
4283586.05
Fannie Mae
2032-08-01
4.000000
Government Agency Debt
4188770.00
4324966.61
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
258421492.00
4365171.97
Fannie Mae
2032-11-01
3.500000
Government Agency Debt
4280935.00
4306809.01
Fannie Mae
2033-04-01
3.500000
Government Agency Debt
4219224.00
4311754.27
Fannie Mae
2033-05-01
3.000000
Government Agency Debt
4363384.00
4328495.71
Fannie Mae
2033-10-01
2.274000
Government Agency Debt
44438608.00
4163802.83
Fannie Mae
2035-04-01
2.110000
Government Agency Debt
14176599.00
4187868.64
Fannie Mae
2036-09-01
6.180000
Government Agency Debt
20000000.00
4380831.44
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
21150000.00
4371926.39
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
50000000.00
4355582.65
Fannie Mae
2040-03-01
3.551000
Government Agency Debt
14022000.00
4272580.40
Fannie Mae
2040-08-01
3.455000
Government Agency Debt
11725000.00
4155481.62
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
4717895.00
4382321.45
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
4838000.00
4313815.46
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
6059414.00
4330355.83
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
4350721.00
4391536.66
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4477615.00
4295330.48
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
4451115.00
4328369.18
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
4311166.00
4316636.25
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
4338095.00
4356323.98
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
1521791.00
1543846.00
Fannie Mae
2043-01-01
2.166000
Government Agency Debt
4325000.00
4248735.08
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
4101119.00
4308952.20
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
4299477.00
4382929.85
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
4293773.00
4366394.58
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
4241618.00
4321309.52
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
4067225.00
4295152.29
Freddie Mac
2022-12-01
6.000000
Government Agency Debt
28106519.00
4300976.94
Freddie Mac
2032-07-01
3.500000
Government Agency Debt
4441992.00
4374525.97
Freddie Mac
2033-01-01
6.000000
Government Agency Debt
79525000.00
4352880.45
Freddie Mac
2035-01-01
6.000000
Government Agency Debt
40000000.00
4348502.01
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
12737127.00
4324814.52
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
4923498.00
4376913.98
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
4420955.00
4311144.50
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
4239509.00
4288819.91
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
4449502.00
4284343.79
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
4484862.00
4359704.60
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
4233556.00
4306610.24
Freddie Mac
2043-06-01
3.500000
Government Agency Debt
4214202.00
4285963.56
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
4133430.00
4367634.28
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
238000000.00
238000000.00
0.0174
N
238000000.00
238000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M130705_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
21429381.00
1198201.15
Fannie Mae
2023-04-01
3.000000
Government Agency Debt
1159745.00
1197564.72
Fannie Mae
2023-04-01
5.000000
Government Agency Debt
3524000.00
1211043.65
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
2282141.00
1204351.97
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
2050532.00
1216315.26
Fannie Mae
2026-06-01
4.500000
Government Agency Debt
1360049.00
1205457.35
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
1827925.00
1204972.28
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
1551090.00
1204937.38
Fannie Mae
2026-09-01
4.500000
Government Agency Debt
1335715.00
1198817.25
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1223950.00
1219686.29
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
1191707.00
1220920.50
Fannie Mae
2028-05-01
3.000000
Government Agency Debt
1173763.00
1207057.19
Fannie Mae
2030-07-01
6.500000
Government Agency Debt
80581033.00
1212676.59
Fannie Mae
2033-04-01
3.000000
Government Agency Debt
1275945.00
1220335.23
Fannie Mae
2033-05-01
3.000000
Government Agency Debt
1264637.00
1205665.77
Fannie Mae
2033-06-01
3.000000
Government Agency Debt
1251515.00
1201207.86
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
1207520.00
1207760.30
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
2145607.00
1211722.56
Fannie Mae
2037-02-01
3.500000
Government Agency Debt
1231153.00
1205844.44
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
2250000.00
1223448.34
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
1194970.00
1214523.18
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
1119336.00
1208572.02
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1893719.00
1212832.55
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1475032.00
1225157.02
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
1114286.00
902422.66
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1484915.00
1223681.74
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
1119884.00
1209550.00
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1584539.00
1218206.44
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1175740.00
1219587.51
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
1134299.00
1211111.45
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
1198175.00
1216145.01
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
1194750.00
1210309.03
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1194644.00
1212708.54
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1187723.00
1208401.20
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1187957.00
1207297.39
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
1152979.00
1211320.32
Freddie Mac
2017-08-01
6.000000
Government Agency Debt
13806075.00
1200287.22
Freddie Mac
2021-10-01
4.000000
Government Agency Debt
8485000.00
1209600.62
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
1287227.00
1223283.47
Freddie Mac
2026-09-01
4.000000
Government Agency Debt
2287231.00
1203319.09
Freddie Mac
2027-04-01
4.000000
Government Agency Debt
1228775.00
1221039.44
Freddie Mac
2028-05-01
2.500000
Government Agency Debt
1213879.00
1211005.39
Freddie Mac
2031-04-01
4.500000
Government Agency Debt
1417051.00
1222270.99
Freddie Mac
2031-04-01
5.000000
Government Agency Debt
1609032.00
1222932.47
Freddie Mac
2032-05-01
4.000000
Government Agency Debt
1180489.00
1210842.29
Freddie Mac
2032-08-01
3.500000
Government Agency Debt
522487.00
502497.92
Freddie Mac
2032-12-01
3.000000
Government Agency Debt
1203200.00
1198064.30
Freddie Mac
2033-04-01
3.000000
Government Agency Debt
1214723.00
1195975.78
Freddie Mac
2033-05-01
3.500000
Government Agency Debt
1173122.00
1214018.26
Freddie Mac
2033-06-01
3.000000
Government Agency Debt
1188433.00
1205365.79
Freddie Mac
2034-09-01
6.500000
Government Agency Debt
8631511.00
1218884.39
Freddie Mac
2037-05-01
5.500000
Government Agency Debt
5157689.00
1225080.98
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
4200000.00
1202433.17
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
2682795.00
1212361.63
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1629553.00
1210602.40
Freddie Mac
2042-07-01
4.500000
Government Agency Debt
1135263.00
1212422.69
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1155903.00
1205429.16
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
1169988.00
1219701.30
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
1189017.00
1202587.72
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
1140830.00
1195694.48
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
1152624.00
1210510.44
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
1191762.00
1214143.31
Freddie Mac
2043-07-01
3.000000
Government Agency Debt
1264944.00
1218213.17
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
1154749.00
1221620.51
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
75000000.00
75000000.00
0.0055
N
74999250.00
74999250.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M130701_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-09-01
5.342000
Government Agency Debt
1325000.00
1317293.42
Fannie Mae
2025-02-01
4.500000
Government Agency Debt
2977080.00
1331061.81
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
1424574.00
1327472.05
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
1411867.00
1335799.50
Fannie Mae
2026-08-01
4.500000
Government Agency Debt
1547964.00
1321421.03
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
1426500.00
1315515.49
Fannie Mae
2027-07-01
4.000000
Government Agency Debt
1319110.00
1328424.63
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
1324655.00
1342272.31
Fannie Mae
2028-04-01
3.000000
Government Agency Debt
1306123.00
1333465.72
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
1328724.00
1332998.44
Fannie Mae
2029-09-01
6.000000
Government Agency Debt
62345820.00
1319588.22
Fannie Mae
2032-01-01
4.500000
Government Agency Debt
1486490.00
1314855.57
Fannie Mae
2032-05-01
4.000000
Government Agency Debt
1934108.00
1327256.53
Fannie Mae
2032-09-01
4.000000
Government Agency Debt
2261460.00
1324464.99
Fannie Mae
2032-09-01
6.000000
Government Agency Debt
37563000.00
1336010.90
Fannie Mae
2032-10-01
3.500000
Government Agency Debt
1314782.00
1325574.17
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
6850000.00
1316567.26
Fannie Mae
2034-06-01
9.076000
Government Agency Debt
9781413.00
1327705.43
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
9099454.00
1336504.20
Fannie Mae
2035-11-01
6.000000
Government Agency Debt
10605656.00
1320937.23
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
4193596.00
1335887.10
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
5269000.00
1337436.30
Fannie Mae
2039-11-01
6.000000
Government Agency Debt
2622000.00
1320596.48
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
3744307.00
1331091.20
Fannie Mae
2040-02-01
4.000000
Government Agency Debt
1472034.00
1333340.11
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
2074294.00
1341630.21
Fannie Mae
2040-05-01
3.522000
Government Agency Debt
1338400.00
1344903.00
Fannie Mae
2040-09-01
5.500000
Government Agency Debt
1552270.00
1315281.64
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1430175.00
1331002.16
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
1138732.00
938296.21
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
1432011.00
1342235.29
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
1414079.00
1320037.89
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1803500.00
1343531.25
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
2000000.00
1322766.20
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1622311.00
1337539.38
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
1510484.00
1322513.48
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
1431682.00
1314109.64
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
2094003.00
1317781.26
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1289900.00
1337284.97
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1393361.00
1327353.36
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1303392.00
1335795.61
Fannie Mae
2042-08-01
5.000000
Government Agency Debt
1257324.00
1324270.77
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
1425600.00
1317662.44
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
1382854.00
1339324.06
Fannie Mae
2043-01-01
3.500000
Government Agency Debt
1323735.00
1333581.98
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
1318565.00
1335221.83
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1319630.00
1337810.34
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1321419.00
1321815.40
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
1277605.00
1342443.53
Fannie Mae
2043-06-01
3.500000
Government Agency Debt
1300254.00
1325088.85
Freddie Mac
2022-05-01
2.500000
Government Agency Debt
1694747.00
1329706.17
Freddie Mac
2026-01-01
4.000000
Government Agency Debt
1999290.00
1335851.30
Freddie Mac
2026-04-01
4.500000
Government Agency Debt
1742488.00
1344048.21
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
1626875.00
1316979.09
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1829788.00
1340502.10
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
1690058.00
1329786.37
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
1348675.00
1316442.79
Freddie Mac
2032-03-01
4.000000
Government Agency Debt
1281377.00
1331686.33
Freddie Mac
2032-10-01
6.000000
Government Agency Debt
41700000.00
1344796.70
Freddie Mac
2032-11-01
3.000000
Government Agency Debt
900819.00
887988.67
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
4295692.00
1328442.33
Freddie Mac
2039-03-01
4.500000
Government Agency Debt
3703973.00
1331176.20
Freddie Mac
2040-07-01
5.500000
Government Agency Debt
1745750.00
1325463.73
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
1586000.00
1330005.17
Freddie Mac
2041-08-01
5.500000
Government Agency Debt
1720485.00
1318393.69
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
1234086.00
1323577.37
Freddie Mac
2042-08-01
3.000000
Government Agency Debt
1393561.00
1326638.59
Freddie Mac
2042-12-01
4.500000
Government Agency Debt
1235324.00
1323114.17
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
1302668.00
1315285.01
Freddie Mac
2043-02-01
4.000000
Government Agency Debt
1266899.00
1326658.14
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
1320488.00
1339121.53
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
1258631.00
1331515.80
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
93000000.00
93000000.00
0.0068
N
93000000.00
93000000.00
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LU95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
2000000.00
1999915.56
0.0001
N
1999900.00
1999900.00
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
15970844.44
0.0012
N
15972000.00
15972000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.260000%
4497W0VT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-27
2013-08-27
N
Y
ING Bank NV
N/A
N/A
N
33000000.00
32986415.00
0.0024
N
32987790.00
32987790.00
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
32984875.00
0.0024
N
32985480.00
32985480.00
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
110943482.48
0.0081
N
110940060.00
110940060.00
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
46957275.70
0.0034
N
46959580.00
46959580.00
ING Bank NV
ING Bank NV 0.465000%
921LCZ000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
1000000.00
1000000.00
0.0001
N
1000150.00
1000150.00
ING Bank NV
ING Bank NV 0.400000%
921SNK006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
19000000.00
19000000.00
0.0014
N
19003610.00
19003610.00
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
14006580.00
14006580.00
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
10000400.00
10000400.00
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
19982605.55
0.0015
N
19989400.00
19989400.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.356100%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2014-01-22
N
N
N
268000000.00
268000000.00
0.0196
N
268160800.00
268160800.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.150000%
46899T004_0.1500_M130701_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
84854889.00
84393549.42
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
24154245.00
24480218.83
Freddie Mac
2033-03-01
3.000000
Government Agency Debt
100000000.00
97126231.99
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
200000000.00
200000000.00
0.0147
N
200000000.00
200000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ABC006_0.6500_M130801_2MN4
0001168163
Other Repurchase Agreement
N
CD
2048-10-15
5.688000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14146.00
12419.65
COMM 2006-C8 MTGE TRUST
2046-12-10
5.377000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17685278.00
15443164.98
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
523693.00
509901.43
CSMC 2007-C1
2017-01-15
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95054.00
92550.73
CSMC 2007-TFL2
2015-12-15
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13978118.00
7507058.65
CSMC 2007-TFL2
2015-12-15
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
782824.00
420421.81
DBUBS 2011 LC3 MTG TR
2044-08-10
5.571200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
254334.00
237700.71
DBUBS 2011 LC3 MTG TR
2044-08-10
5.571200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20504.00
19163.05
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11340125.00
11323791.63
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
77758.00
77646.00
J F SHEA CO INC 7.34 SERIES C SENIOR NOTE DUE
2041-10-27
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4593197.00
4032673.59
J P MORGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-15
2.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2041246.00
1894073.30
J P MORGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-15
2.840000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
128934.00
119637.93
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
593198.00
527947.41
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75095.00
66834.70
JP MORGAN CHASE CMBS 2013-C10
2047-12-17
3.142500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
119759.00
113570.03
JP MORGAN CHASE CMBS 2013-C10
2047-12-17
3.142500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18926.00
17947.93
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2021-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101721.00
105669.91
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4844941.00
4914097.69
JP MORGAN CHASE COMMERCIAL MORTGAGE
2043-06-15
3.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
153383.00
150128.44
JP MORGAN CHASE COMMERCIAL MORTGAGE
2043-06-15
3.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146917.00
143799.64
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11611417.00
11650913.66
JP MORGAN TAX EXEMPT PASS THRU TR SER 2011 1
2041-06-16
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3160948.00
2635118.20
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8444709.00
8234071.59
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.653200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2052665.00
2001465.13
JPMORGAN CHASE COMML MTGE SECUR
2019-07-15
1.053200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1801847.00
1326276.75
LB-UBS COMMERCIAL MTG TR 2000-C3
2029-12-17
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8562218.00
8221913.10
SEQUOIA MTG TR 2013-4
2043-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
67506.00
61412.45
SEQUOIA MTG TR 2013-4
2043-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10410.00
9470.32
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
71000000.00
71000000.00
0.0052
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
71032660.00
71032660.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.355600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2013-07-22
2014-06-20
N
N
N
50000000.00
50000000.00
0.0037
N
50072000.00
50072000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
100000000.00
100000000.00
0.0073
N
100004000.00
100004000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
128000000.00
128000000.00
0.0094
N
128006400.00
128006400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PBA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
25000000.00
25000000.00
0.0018
N
25001250.00
25001250.00
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%
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
57983760.00
57983760.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.300000%
4820P2U86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999125.00
0.0011
N
14999550.00
14999550.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.300000%
4820P2UB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49995833.33
0.0037
N
49998000.00
49998000.00
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
4997075.00
0.0004
N
4998000.00
4998000.00
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
24985000.00
0.0018
N
24989750.00
24989750.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53943RV55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
4000000.00
3999183.33
0.0003
N
3999240.00
3999240.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.200000%
53944LMC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
N
25000000.00
25000000.00
0.0018
N
25000750.00
25000750.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.200000%
53944LML2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-30
2013-07-30
N
N
N
35000000.00
35000000.00
0.0026
N
35001400.00
35001400.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.195000%
56274LUK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999610.00
0.0003
N
3999600.00
3999600.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.195000%
56274LUN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
22000000.00
21997497.50
0.0016
N
21997580.00
21997580.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LV76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
23000000.00
22994799.44
0.0017
N
22995400.00
22995400.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4UA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
16000000.00
15999240.00
0.0012
N
15999520.00
15999520.00
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X4V50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14997666.66
0.0011
N
14998200.00
14998200.00
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
7996920.00
0.0006
N
7997680.00
7997680.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
06399U000_0.1500_M130701_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-11-25
2.508000
Government Agency Debt
8453979.00
8067234.82
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
47011000.00
36128992.25
GNMA
2050-05-16
1.667300
Government Agency Debt
18165217.00
17603773.41
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
60000000.00
60000000.00
0.0044
N
60000000.00
60000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M130705_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
41685061.00
21720452.81
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
25000000.00
26014100.00
Freddie Mac
2026-03-15
4.000000
Government Agency Debt
19786394.00
20632885.52
Freddie Mac
2032-05-15
2.500000
Government Agency Debt
25000000.00
24332562.14
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
90000000.00
90000000.00
0.0066
N
90001800.00
90001800.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130820_2MN4
0000728612
Other Repurchase Agreement
N
144A REG S
2059-07-05
5.922000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2501000.00
2399368.11
ADR FOMENTO ECONOMICO
2043-05-10
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
577000.00
505713.57
AIRCASTLE LTD
2018-08-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
3761381.26
AIRCASTLE LTD
2020-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
489500.00
ALGECO SCOTSMAN GLOBAL FIN PLC
2019-10-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2062901.00
1984095.32
ALLIANCE DATA SRA CUM
2020-04-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
257500.00
ALLY FINANCIAL INC
2017-02-15
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
170678.76
ALLY FINANCIAL INC
2017-12-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101349.00
108674.25
AMERICAN INTERNATIONAL GROUP INC
2068-05-15
8.175000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
306816.15
AMERICAN INTERNATIONAL GROUP, INC
2020-12-15
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1377000.00
1597959.54
ARCELORMITTAL CLASS A N Y REGISTRY NEW
2016-03-01
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
146000.00
148016.62
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1037000.00
995736.04
ARCELORMITTAL CLASS A NY REGISTRY NEW,LU
2015-02-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5923000.00
6634335.83
AVIS BUDGET CAR RENTAL LLC FIN
2017-11-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2010000.00
BNP Paribas
2056-12-25
7.195000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1612000.00
1586771.53
BRINKER INTERNATIONAL
2023-05-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
94218.85
BROCADE COMM SYSTEMS INC
2023-01-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
168300.00
CABLEVISION SYSTEMS CORP
2017-09-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
2016309.90
CALPINE CORP
2017-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
527350.69
CALUMET SPECIALTY PRODS PARTNERS LP CALUME
2019-05-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
461058.59
CAPITAL ONE NA
2018-03-22
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1296461.00
1249516.15
CASE NEW HOLLAND INC
2013-09-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10520000.00
10850722.50
CB CSC HOLDINGS, INC.
2018-07-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
325000.00
378470.40
CB DISCOVER CREDIT CP
2020-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7864000.00
9287969.43
CEDAR FAIR LP CANADAS WONDERLAND COMP
2021-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
6836.38
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1800000.00
1985362.50
CIMAREX ENERGY CO
2022-05-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105388.54
CITIGROUP INC
2018-05-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1265000.00
1451835.41
CITIGROUP INC
2099-12-31
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
1221414.72
CITIZENS COMM CO CLASS
2019-03-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
117192.40
CLEARWATER PAPER CORP
2018-11-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
804009.00
873379.90
COOPER STRANDARD AUTOMOTIVE INC
2018-05-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6649269.00
7137713.22
Credit Agricole SA
2059-10-13
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9143000.00
9828248.80
CSC HOLDINGS,INC
2019-02-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1184364.58
DAE AVIATION HOLDINGS
2015-08-01
11.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2059000.00
2158732.81
DEANS FOODS CO
2018-12-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
338556.25
DISH DBS CORP
2021-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
198000.00
209892.38
ECHOSTAR DBS
2016-02-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
705862.03
ECHOSTAR DBS CORP,CO
2015-05-31
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2793000.00
3040258.08
ECOPETROL SA
2019-07-23
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
24306.60
EDISON MISSION ENERGY
2017-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3759000.00
2142630.00
EDISON MISSION ENERGY
2027-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
570000.00
EMBARQ CORP
2036-06-01
7.995000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
775000.00
818087.09
EQUINIX INC
2021-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
995275.00
FERREYCORP S A A
2020-04-26
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
937500.00
FORD MOTOR
2016-12-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1799361.00
2167208.37
FORD MOTOR COMPANY
2031-07-16
7.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
181000.00
220505.96
FORD MOTOR CREDIT CO
2016-05-09
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14885000.00
14639992.90
FORD MOTOR CREDIT COMPANY
2016-06-15
3.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10373560.00
10881539.40
FORD MOTOR CREDIT COMPANY
2021-08-02
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6870185.00
7653658.03
FORD MTR CREDIT CO
2016-01-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2565880.00
2617016.56
FRONTIER COMMUNICATIONS CORP
2022-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7356711.00
8130953.74
GANNETT CO INC
2015-09-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
660431.25
GMACLLC7 30 PUBLIC INCOMENOTES PINES 3 9 2031 BE
2014-12-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1128000.00
1190110.50
GOODYEAR TIRE AND RUBBER CO
2020-08-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
737000.00
829478.15
GOODYEAR TIRE AND RUBBER COMPANY
2021-03-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1444000.00
1501338.83
GRAPHIC PACKAGING INTERNATIONAL INC
2021-04-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
838000.00
820384.54
GRUPO BIMBO S A B DE C V
2022-01-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1950406.00
1983338.60
GRUPO BOMBO S A B DE CV
2022-01-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1525327.50
GRUPO CEMENTOS DE CHIHUAAA
2020-02-08
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
635000.00
674114.24
HEALTH MGT ASSOC INC.
2016-04-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5367000.00
5795372.32
HOMER CITY GENERATION L P
2026-10-01
8.734000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1839584.00
1961193.68
HOST HOTELS RESORTS LP
2021-10-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9117746.00
10012470.41
IASIS HEALTHCARE LLC
2019-05-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4818547.00
4878795.57
INVERSIONES CMPC S A
2023-05-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1985000.00
1897898.20
JAGUAR LD ROVER PLC
2021-05-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2800000.00
3062013.89
JBS USA LLC JBS USA FINANCE INC
2021-06-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100543.75
JPMORGAN CHASE & CO
2099-12-31
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
413634.92
LEHMAN BRTH HLD RICI
2056-11-30
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7485000.00
1573623.94
LENNAR CORP
2017-12-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
591475.00
LLOYDS BANKING GRP PLC
2099-12-29
6.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
566021.00
498380.41
LONGVIEW FIBRE PAPER & PACKAGING INC
2016-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7698363.00
8071733.61
LYNX I CORP
2021-04-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1005000.00
MARFRIG HOLDINGS EUROPE
2017-01-24
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
226232.26
MF GLOBAL HLDGS LTD
2016-08-08
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2207000.00
1059360.00
MGM GRAND INC
2017-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
129123.00
144233.53
NAVIOS MARITIME HOLDINGS
2019-02-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2175000.00
2120662.76
NRG ENERGY INC
2019-05-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
1639040.00
NRG ENERGY INC
2019-06-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107000.00
114818.43
NRG ENERGY INC
2021-05-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1652344.00
1751484.64
NRG ENERGY, INC
2023-03-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
595000.00
599342.67
OPPENHEIMER HOLDING
2018-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
577931.25
PENSKE AUTOMOTIVE GROUP INC
2022-10-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
714000.00
728280.00
PETROLEOS MEXICANOS GUARANTEED NOTES
2041-06-02
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
871142.00
888298.66
POLYONE CORP
2023-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
147750.00
R.R DONNELLEY &SON COMP
2014-04-01
4.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
415735.00
RBS CAP. TRUST
2099-12-31
1.111000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11164000.00
8068743.47
REALOGY CORP
2020-01-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
765000.00
830025.00
REVLON CONSUMER PRODUCTS CORP
2021-02-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
333000.00
332121.25
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2020-10-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2035000.00
2084080.24
ROC FIN LLC ROC FIN CORP
2018-09-01
12.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
950000.00
1115685.94
ROCK TENN CO
2023-03-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2625000.00
2562761.25
SABMILLER HLDGS INC
2022-01-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4467268.00
4621116.98
SBA COMM CORP
2019-10-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2007187.50
SBA TELECOMMUNICATIONS
2020-07-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
102885.42
SEALED AIR CORP
2019-09-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
1735825.96
SEARS HLDGS CORP
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
846202.05
SENECA GAMING CORP
2018-12-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
859561.88
SM ENERGY COMPANY
2019-02-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1053434.03
SMITHFIELD FOODS,INC
2022-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1099552.08
SPECTRUM BRANDS INC
2018-06-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
284941.94
SPIRIT AEROSYSTEMS INC
2017-10-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
137881.25
SPIRIT AEROSYSTEMS INC
2020-12-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
104243.75
SPRINT NEXTEL
2018-11-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1881507.00
2215004.12
STEEL DYNAMICS INC
2019-08-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
167807.41
STEEL DYNAMICS INC
2022-08-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
237831.46
STEWART ENTERPRISES
2019-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
704000.00
753759.11
TELEFLEX INC
2019-06-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
121917.97
TENET HEALTHCARE CORP
2018-11-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150225.00
159973.98
TENET HEALTHCARE CORPORATION
2021-04-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
235093.75
THE AES CORP
2015-10-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
393000.00
439458.60
THE AES CORP
2017-10-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
549000.00
626531.00
THE LMITED
2019-06-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2021000.00
2342984.60
TOYS R US PROPERTY CO II LLC
2017-12-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2914000.00
3019996.75
TRANSPORTADORA DE GAS DEL SUR
2017-05-14
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1222743.00
1069441.60
UHS ESCROW CORP
2018-10-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107066.67
UNIT CORP INC
2021-05-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
154186.98
VALASSIS COMMUNICATIONS INC
2021-02-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
151432.81
VIDEOTRON LTEE,CA
2018-04-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
184000.00
193576.31
VISTEON CORP
2019-04-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
164000.00
172599.75
WINDSTREAM CORP
2017-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2623160.00
2911625.63
XL CAPITAL
2099-12-31
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
570000.00
559905.62
First Tier Security
N/A
N/A
2013-08-20
2013-08-20
N
N
N
204000000.00
204000000.00
0.0150
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
204157080.00
204157080.00
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
18992463.33
0.0014
N
18990880.00
18990880.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
58000000.00
58000000.00
0.0043
N
58002320.00
58002320.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
32000000.00
32000000.00
0.0023
N
32001280.00
32001280.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682ACV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
25000000.00
25000000.00
0.0018
N
25001500.00
25001500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.310000%
60682ACX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
15000000.00
15000000.00
0.0011
N
15000450.00
15000450.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.236600%
60682AFP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-19
2013-12-19
N
N
N
11000000.00
11000000.00
0.0008
N
11000990.00
11000990.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260400%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2014-01-02
N
N
N
62000000.00
62000000.00
0.0045
N
62000000.00
62000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
46000000.00
46000000.00
0.0034
N
46000460.00
46000460.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
35000000.00
35000000.00
0.0026
N
35001050.00
35001050.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.240000%
60688RDZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
95000000.00
95000000.00
0.0070
N
95002850.00
95002850.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.230000%
60688REP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
16000000.00
16000000.00
0.0012
N
16000320.00
16000320.00
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
25998960.00
25998960.00
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
27998880.00
27998880.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.170000%
60686N005_0.1700_M130701_2MN4
0000812291
Government Agency Repurchase Agreement
Y
GNMA
2041-12-15
4.000000
Government Agency Debt
227022.00
153281.68
GNMA
2041-12-20
4.000000
Government Agency Debt
71071443.00
51346718.86
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
50000000.00
50000000.00
0.0037
N
50000000.00
50000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
992JYJ001_0.0500_M130703_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2023-03-01
2.000000
Government Agency Debt
10000000.00
9620170.25
Freddie Mac
2025-02-01
4.000000
Government Agency Debt
15140026.00
9150028.73
Freddie Mac
2025-08-01
4.500000
Government Agency Debt
20830810.00
9173496.93
Freddie Mac
2026-04-01
4.500000
Government Agency Debt
11123343.00
9035826.50
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
11428750.00
9726231.57
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
14560638.00
8848306.82
Freddie Mac
2027-07-01
3.000000
Government Agency Debt
9459873.00
8980626.16
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
10000000.00
8985754.76
Freddie Mac
2027-10-01
2.500000
Government Agency Debt
10054326.00
9752933.96
Freddie Mac
2028-02-01
2.500000
Government Agency Debt
9771042.00
9422471.35
Freddie Mac
2028-02-01
3.000000
Government Agency Debt
8844866.00
9023950.55
Freddie Mac
2032-01-01
4.000000
Government Agency Debt
10418957.00
9056777.02
Freddie Mac
2033-05-01
3.500000
Government Agency Debt
8935231.00
9248876.28
Freddie Mac
2036-03-01
6.000000
Government Agency Debt
79884351.00
9708736.63
Freddie Mac
2038-01-01
5.500000
Government Agency Debt
47722402.00
9049967.99
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
11623745.00
9208232.41
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
10991763.00
8808452.04
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
10947693.00
9705562.96
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
9184750.00
9581521.68
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
10836482.00
9586872.83
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
9602743.00
9050355.49
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
9826837.00
9348947.70
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
3423777.00
3407645.40
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
10174951.00
9139510.25
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
9604897.00
9503919.48
Freddie Mac
2042-10-01
3.000000
Government Agency Debt
9907368.00
9555702.13
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
9509891.00
9641400.28
Freddie Mac
2043-06-01
3.000000
Government Agency Debt
9710000.00
9394971.11
Freddie Mac
2043-07-01
3.000000
Government Agency Debt
9234592.00
9025049.87
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
4468177.00
4539913.58
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
8720764.00
9157787.65
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
272000000.00
272000000.00
0.0199
N
272000000.00
272000000.00
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
0.0058
N
78994470.00
78994470.00
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
23998320.00
23998320.00
National Australia Bank Ltd
National Australia Bank Ltd 0.212500%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2014-02-18
N
N
N
30000000.00
30000000.00
0.0022
N
30000000.00
30000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988KLW009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
45000000.00
45000000.00
0.0033
N
45004050.00
45004050.00
National Australia Bank Ltd
National Australia Bank Ltd 0.350000%
988QKC001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
14000000.00
14000000.00
0.0010
N
14002660.00
14002660.00
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
11995680.00
0.0009
N
11996280.00
11996280.00
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
43969811.11
0.0032
N
43966560.00
43966560.00
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
49981388.88
0.0037
N
49981000.00
49981000.00
NRW.BANK
NRW.BANK 0.105000%
62939LU31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
174000000.00
173998984.99
0.0128
N
173996520.00
173996520.00
NRW.BANK
NRW.BANK 0.100000%
62939LU31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
30000000.00
29999833.33
0.0022
N
29999400.00
29999400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.232500%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
90000000.00
90000000.00
0.0066
N
90002700.00
90002700.00
Rabobank Nederland
Rabobank Nederland 0.273300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-05
2014-03-04
N
N
N
113000000.00
113000000.00
0.0083
N
113003390.00
113003390.00
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
0.0073
N
99991000.00
99991000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.300000%
74927JV75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
46000000.00
45985816.67
0.0034
N
45990800.00
45990800.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0UK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
17000000.00
16995580.00
0.0012
N
16998300.00
16998300.00
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
10481333.33
0.0008
N
10486350.00
10486350.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JUS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
22000000.00
21994652.78
0.0016
N
21997580.00
21997580.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JV50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
22150000.00
22142462.81
0.0016
N
22146456.00
22146456.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JV68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
27000000.00
26990550.00
0.0020
N
26995680.00
26995680.00
Royal Bank of Canada
Royal Bank of Canada 0.313000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-24
2014-06-24
N
N
N
76000000.00
76000000.00
0.0056
N
76011400.00
76011400.00
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
2013-07-01
2013-07-01
N
N
N
60000000.00
60000000.00
0.0044
Security is a time deposit.
N
60000000.00
60000000.00
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee)
Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.250000%
78064TQY4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
Y
Kingdom of Belgium Govt
N/A
N/A
N
11000000.00
10999159.72
0.0008
N
10999450.00
10999450.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124LUN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
41000000.00
40994738.33
0.0030
N
40995900.00
40995900.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.210000%
82124LUQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
24725000.00
24721682.73
0.0018
N
24722280.25
24722280.25
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
2998827.50
0.0002
N
2998860.00
2998860.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83050TU90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
3000000.00
2999773.33
0.0002
N
2999970.00
2999970.00
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
18990410.28
0.0014
N
18991640.00
18991640.00
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
12991333.33
0.0010
N
12994150.00
12994150.00
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
13992486.67
0.0010
N
13992020.00
13992020.00
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
52997350.00
52997350.00
Societe Generale
Societe Generale 0.320000%
83368NEG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
60000000.00
60000000.00
0.0044
N
60006000.00
60006000.00
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
0.0027
N
37001110.00
37001110.00
Societe Generale
Societe Generale 0.680000%
83369TJZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
71000000.00
71000000.00
0.0052
N
71002840.00
71002840.00
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
46979581.11
0.0034
N
46980260.00
46980260.00
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
31006820.00
31006820.00
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
8000720.00
8000720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
37000000.00
37000000.00
0.0027
N
37000740.00
37000740.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CHF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000060.00
3000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CJH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
49000000.00
49000000.00
0.0036
N
49000980.00
49000980.00
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
34004420.00
34004420.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CME9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
8000000.00
8000000.00
0.0006
N
8000240.00
8000240.00
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
15000900.00
15000900.00
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
0.0032
N
43998240.00
43998240.00
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
9999600.00
9999600.00
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
0.0057
N
77996880.00
77996880.00
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
0.0081
N
110035200.00
110035200.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4W5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
13000000.00
13000000.00
0.0010
N
13000000.00
13000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5L8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
47000000.00
47000000.00
0.0034
N
47001410.00
47001410.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
43000000.00
43000000.00
0.0032
N
43001290.00
43001290.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
40000000.00
40000000.00
0.0029
N
40001200.00
40001200.00
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
14999400.00
14999400.00
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
7230000.00
7230000.00
Swedbank AB
Swedbank AB 0.210000%
87019RV60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-06
2013-08-06
N
N
N
34000000.00
33992860.00
0.0025
N
33993880.00
33993880.00
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
18978419.21
0.0014
N
18981380.00
18981380.00
Texas
TRAN Series 2012 0.070000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
11000000.00
11000000.00
0.0008
N
11000000.00
11000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89112W3M7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
87000000.00
87000000.00
0.0064
N
87000000.00
87000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112W5H6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
69000000.00
69000000.00
0.0051
N
69000690.00
69000690.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.242500%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2014-06-17
N
N
N
127000000.00
127000000.00
0.0093
N
127030480.00
127030480.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.241600%
89112W6D4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-19
2014-06-19
N
N
N
140000000.00
140000000.00
0.0103
N
140033600.00
140033600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.242500%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2014-06-18
N
N
N
50000000.00
50000000.00
0.0037
N
50012000.00
50012000.00
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
0.0055
N
75005250.00
75005250.00
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
65004550.00
65004550.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.190000%
89233GUA2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
14000000.00
13999335.00
0.0010
N
13999720.00
13999720.00
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
26988525.00
0.0020
N
26990280.00
26990280.00
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
129845625.00
0.0095
N
129851800.00
129851800.00
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
64894375.00
0.0048
N
64897300.00
64897300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2014-01-02
N
N
N
144000000.00
144000000.00
0.0106
N
144036000.00
144036000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.241600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-22
2014-05-20
N
N
N
42000000.00
42000000.00
0.0031
N
41994540.00
41994540.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.130000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-09-06
N
N
N
108000000.00
108000000.00
0.0079
N
108009720.00
108009720.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.323300%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2013-09-13
2014-07-14
N
N
N
50000000.00
50000000.00
0.0037
N
50000100.00
50000100.00
Westpac Banking Corp
Westpac Banking Corp 0.290000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2014-04-25
N
N
N
145000000.00
145000000.00
0.0106
N
145105850.00
145105850.00
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
463477.16
463477.16
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
374903.61
374903.61
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
550975.91
550975.91
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
661220.53
661220.53
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
1652332.51
1652332.51
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
595243.82
595243.82
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
209464.99
209464.99
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
330734.38
330734.38
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
99201.39
99201.39