0001145549-14-001640.txt : 20140303
0001145549-14-001640.hdr.sgml : 20140303
20140225111715
ACCESSION NUMBER: 0001145549-14-001640
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140225
DATE AS OF CHANGE: 20140225
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14639401
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
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2013-12-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
85
14963088963.06
6593185.55
931462.39
14968750686.22
0.0023
1.0001
2013-12-31
1.0001
2013-12-31
C000012373
1.00
14968750686.22
1.00
89416928.52
3121959961.86
3032543033.34
0.0001
1.0001
2013-12-31
1.0001
2013-12-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.280000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.240000%
00279HP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
Y
Santander UK Plc
N/A
N/A
N
73000000.00
73000000.00
0.0049
N
73005840.00
73005840.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.187900%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-07
2014-03-07
N
N
N
115000000.00
115000000.00
0.0077
N
115006900.00
115006900.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
200000000.00
200000000.00
0.0134
Security is a time deposit.
N
200000160.00
200000160.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M140106
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
125000000.00
125000000.00
0.0084
Security is a time deposit.
N
125000062.50
125000062.50
Bank of America, NA
Bank of America, NA 0.260000%
06052W2L6
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
94000000.00
94000000.00
0.0063
N
93995300.00
93995300.00
Bank of America, NA
Bank of America, NA 0.200000%
06052W2M4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
86000000.00
86000000.00
0.0057
N
85998280.00
85998280.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ22
Other Note
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
67000000.00
67000000.00
0.0045
N
67002010.00
67002010.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ30
Other Note
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
34000000.00
34000000.00
0.0023
N
34001360.00
34001360.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WT94
Other Note
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
N
39000000.00
39000000.00
0.0026
N
39002730.00
39002730.00
Bank of America, NA
Bank of America, NA 0.050000%
06052WY72
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
50000000.00
50000000.00
0.0033
N
49999000.00
49999000.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WY72
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
18000000.00
18000000.00
0.0012
N
17999640.00
17999640.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WY80
Other Note
N
First Tier Security
N/A
N/A
2014-06-13
2014-06-13
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Bank of Montreal
Bank of Montreal 0.170000%
06366A2M3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
54000000.00
53998725.66
0.0036
N
53998920.00
53998920.00
Bank of Montreal
Bank of Montreal 0.040000%
06366A4Q2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
100000000.00
100000000.00
0.0067
N
99999000.00
99999000.00
Bank of Montreal
Bank of Montreal 0.180000%
06366AZD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
127000000.00
127000000.00
0.0085
N
127002540.00
127002540.00
Bank of Nova Scotia
Bank of Nova Scotia 0.236600%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-09-16
N
N
N
128000000.00
128000000.00
0.0086
N
128005120.00
128005120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417F5D8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
57000000.00
57000000.00
0.0038
N
57001710.00
57001710.00
Bank of Nova Scotia
Bank of Nova Scotia 0.244000%
06417FD56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-07-24
N
N
N
171000000.00
171000000.00
0.0114
N
171035910.00
171035910.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417HCV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
92000000.00
92000000.00
0.0061
N
91987120.00
91987120.00
Bank of the West
Bank of the West 0.260000%
06426GCG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
19000000.00
19000000.00
0.0013
N
19000190.00
19000190.00
Bank of the West
Bank of the West 0.240000%
06426GCP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
27000000.00
27000000.00
0.0018
N
27006480.00
27006480.00
Bank of the West
Bank of the West 0.250000%
06426GDB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
27000000.00
27000000.00
0.0018
N
27006210.00
27006210.00
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
36000000.00
36000000.00
0.0024
N
36000360.00
36000360.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
49000000.00
49000000.00
0.0033
N
49001470.00
49001470.00
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
9000000.00
9000000.00
0.0006
N
9000540.00
9000540.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
3000000.00
3000000.00
0.0002
N
3000960.00
3000960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
129000000.00
129000000.00
0.0086
N
129042570.00
129042570.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
5000000.00
5000000.00
0.0003
N
5001650.00
5001650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000%
06538GGE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
2000000.00
2000000.00
0.0001
N
2000540.00
2000540.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
8000000.00
8000000.00
0.0005
N
8000240.00
8000240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
7000000.00
7000000.00
0.0005
N
7000210.00
7000210.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GQX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
8000000.00
8000000.00
0.0005
N
8000320.00
8000320.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GRD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
5000000.00
5000000.00
0.0003
N
5000200.00
5000200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GWX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
113000000.00
113000000.00
0.0075
N
113000000.00
113000000.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
3000000.00
3000000.00
0.0002
N
3000360.00
3000360.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XTM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
23000000.00
23000000.00
0.0015
N
23005290.00
23005290.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
74000000.00
74000000.00
0.0049
N
74009620.00
74009620.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
6000000.00
6000000.00
0.0004
N
6001740.00
6001740.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
57000000.00
57000000.00
0.0038
N
57004560.00
57004560.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M140102_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-06-25
3.500000
Government Agency Debt
1681280.00
1618444.54
Fannie Mae
2043-06-25
3.250000
Government Agency Debt
245717.00
231194.39
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
256011.00
255392.14
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
88750050.00
38438394.79
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
25000000.00
23273953.54
Freddie Mac
2042-05-15
1.500000
Government Agency Debt
130379.00
112908.50
Freddie Mac
2043-09-15
0.520000
Government Agency Debt
41550320.00
41048001.46
GNMA
2061-06-20
4.800000
Government Agency Debt
19126.00
21504.32
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
100000000.00
100000000.00
0.0067
N
100000000.00
100000000.00
BNP Paribas
BNP Paribas 0.350000%
05572NPW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
68000000.00
68000000.00
0.0045
N
68010880.00
68010880.00
BNP Paribas
BNP Paribas 0.340000%
05572NQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
3000000.00
3000000.00
0.0002
N
3000510.00
3000510.00
BNP Paribas
BNP Paribas 0.300000%
05572NQJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
105000000.00
105000000.00
0.0070
N
105010500.00
105010500.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
27000000.00
27000000.00
0.0018
N
27003780.00
27003780.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
64000000.00
64000000.00
0.0043
N
64029440.00
64029440.00
BNP Paribas
BNP Paribas 0.320000%
05572NRV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-13
2014-06-13
N
N
N
11000000.00
11000000.00
0.0007
N
11000550.00
11000550.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923WFG003_0.3900_M140107_2M54
0001197610
Other Repurchase Agreement
N
3M CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151111.18
ANADARKO PETE CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151010.73
BOSTON PROPERTIES INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151115.25
CENTERPOINT ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151194.35
CF INDS HLDGS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
927.28
CIMAREX ENERGY CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151151.37
DUKE ENERGY CORP NEW COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151186.97
HEWLETT PACKARD CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151200.59
HILLSHIRE BRANDS CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151203.08
HONEYWELL INTL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151149.00
HUNTINGTON INGALLS INDS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151131.58
ING U S INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151192.30
INGERSOLL-RAND PLC SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151202.02
MEDTRONIC INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151202.89
MERCK & CO INC NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151165.50
MORGAN STANLEY COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151201.35
NISOURCE INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151204.48
PARKER HANNIFIN CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151136.08
PFIZER INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151184.86
TYCO INTERNATIONAL LTD SHS
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151202.02
VENTAS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151202.41
WYNDHAM WORLDWIDE CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151208.80
Unrated Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP Paribas
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
43000000.00
43000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
43014190.00
43014190.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140107_2M54
0001197610
Other Repurchase Agreement
N
ALTRIA GROUP INC
2044-01-31
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138592.00
141183.34
BBVA US SENIOR S A UNIPERSONAL
2014-05-16
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3709364.00
3751585.84
CITIGROUP INC.
2014-09-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14958208.00
15611466.19
DIRECT TV HOLDINGS LLC
2040-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3052305.00
3097774.17
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17159595.00
16394086.41
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
37000000.00
37000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
37002400.00
37002400.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
921AES008_0.4100_M140107_2M54
0001197610
Other Repurchase Agreement
N
CENTURYTEL, INC
2021-06-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4681.00
4881.66
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4749668.00
5745119.25
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
5000000.00
5000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
5000000.00
5000000.00
BPCE SA
BPCE SA 0.235000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
33000000.00
32992891.25
0.0022
N
32995710.00
32995710.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.050000%
10513DXB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
110000000.00
110000000.00
0.0073
N
109998900.00
109998900.00
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FB47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3655000.00
3653550.18
0.0002
N
3654415.20
3654415.20
CAFCO, LLC
CAFCO, LLC 0.385000%
12476FC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39973050.00
0.0027
N
39987200.00
39987200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.040000%
13606YV60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
8000000.00
7999766.67
0.0005
N
7999840.00
7999840.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
21000000.00
20999020.00
0.0014
N
20999370.00
20999370.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
75000000.00
74994312.50
0.0050
N
74996250.00
74996250.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
10000000.00
9998833.33
0.0007
N
9999200.00
9999200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAW7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-30
2014-01-30
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
33000000.00
32994417.50
0.0022
N
32995710.00
32995710.00
Charta, LLC
Charta, LLC 0.340000%
16115XE68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7990555.56
0.0005
N
7995440.00
7995440.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
49000000.00
49000000.00
0.0033
N
49011760.00
49011760.00
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
1000000.00
1000000.00
0.0001
N
1000240.00
1000240.00
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
61000000.00
61000000.00
0.0041
N
61017690.00
61017690.00
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
120000000.00
120000000.00
0.0080
N
120034800.00
120034800.00
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
2000000.00
2000000.00
0.0001
N
2000580.00
2000580.00
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
5000000.00
5000000.00
0.0003
N
5001650.00
5001650.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
21000000.00
21000000.00
0.0014
N
20996010.00
20996010.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17178CBJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
39000000.00
38978680.00
0.0026
N
38994540.00
38994540.00
Ciesco, LLC
Ciesco, LLC 0.385000%
17178CC50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69952837.50
0.0047
N
69986000.00
69986000.00
Citibank, NA
Citibank, NA 0.400000%
17304UHX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
25000000.00
25000000.00
0.0017
N
25009750.00
25009750.00
Citibank, NA
Citibank, NA 0.400000%
17304UHZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
47000000.00
47000000.00
0.0031
N
47018330.00
47018330.00
Citibank, NA
Citibank, NA 0.340000%
17304UKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
6000000.00
6000000.00
0.0004
N
6002940.00
6002940.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
48000000.00
48000000.00
0.0032
N
48022560.00
48022560.00
Citibank, NA
Citibank, NA 0.226300%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-06-17
N
N
N
108000000.00
108000000.00
0.0072
N
108002160.00
108002160.00
Citibank, NA
Citibank, NA 0.260000%
17304UPK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
30000000.00
30000000.00
0.0020
N
30003000.00
30003000.00
Citibank, NA
Citibank, NA 0.260000%
17304UPP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
103000000.00
103000000.00
0.0069
N
103010300.00
103010300.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
9000000.00
8998320.00
0.0006
N
8999370.00
8999370.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GEK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
24000000.00
23972400.00
0.0016
N
23976720.00
23976720.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GFQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
49000000.00
48928950.00
0.0033
N
48931890.00
48931890.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.538100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2014-08-27
N
N
N
150000000.00
150000000.00
0.0100
N
150051900.00
150051900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.204000%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-02-24
N
N
N
50000000.00
50000000.00
0.0033
N
50006000.00
50006000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.237000%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-29
2014-11-24
N
N
N
115000000.00
115000000.00
0.0077
N
115014950.00
115014950.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.238300%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-03
2014-11-26
N
N
N
32000000.00
32000000.00
0.0021
N
32001600.00
32001600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EC55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
23000000.00
22991547.50
0.0015
N
22994710.00
22994710.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64974216.67
0.0043
N
64990250.00
64990250.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622VCH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7993666.67
0.0005
N
7996800.00
7996800.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VFG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
64000000.00
63926222.22
0.0043
N
63923840.00
63923840.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22532UZ31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
77000000.00
77000000.00
0.0051
N
77001540.00
77001540.00
Credit Agricole SA
Credit Agricole SA 0.210000%
923FCZ001
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
7000000.00
7000000.00
0.0005
N
7000140.00
7000140.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TEG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
48000000.00
48000000.00
0.0032
N
48003840.00
48003840.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
21000000.00
21000000.00
0.0014
N
21001680.00
21001680.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
42000000.00
42000000.00
0.0028
N
42004200.00
42004200.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
24000000.00
24000000.00
0.0016
N
24001920.00
24001920.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
15000000.00
15000000.00
0.0010
N
15000000.00
15000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
72000000.00
72000000.00
0.0048
N
72000000.00
72000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TML9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
10000000.00
10000000.00
0.0007
N
9999000.00
9999000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
45000000.00
45000000.00
0.0030
N
44995500.00
44995500.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.020000%
22799D001_0.0200_M140102_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2053-10-15
4.740000
Government Agency Debt
1600000.00
1693152.05
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
1658002.00
1658002.00
0.0001
N
1658002.00
1658002.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2M54
0001230485
Other Repurchase Agreement
N
144A SPMF 2007-1A A
2025-03-20
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
67051.35
AHMA 2007-1 A1
2047-02-25
0.843999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109295000.00
36023772.75
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
152812.58
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
50000.00
53414.32
GNMA
2028-03-23
6.120000
Government Agency Debt
75000.00
40300.50
MARM 2007-3 12A1
2047-05-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28235000.00
9459156.07
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
71410.35
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
121720.76
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
40000000.00
40000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40056000.00
40056000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2M54
0001230485
Other Repurchase Agreement
N
AHMA 2007-1 A1
2047-02-25
0.843999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52313000.00
17242432.17
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
50937.53
CSFB 2005-8 3A3
2035-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
1637.57
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66000.00
14361.96
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19015000.00
15957872.33
GNMA
2028-03-23
6.120000
Government Agency Debt
60000.00
32240.40
GSAMP 2005-HE3 M4
2035-06-25
1.364600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
32720.02
INDX04-AR4 1A
2034-08-25
2.370899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
12621.01
JPMCC 2008-C2 AM
2051-02-12
6.608200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3797780.57
MSC 2007-IQ14 AJ
2049-04-15
5.725900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2479426.38
MSC 2007-IQ14 AJFX
2049-04-15
5.725900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6354334.35
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
19618.23
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
40000000.00
40000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40000000.00
40000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140411_2M54
0001230485
Other Repurchase Agreement
N
144A LBUBS 2004-C6 G
2036-08-15
5.294999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8672.95
BACUS
2019-01-20
1.411200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
326345.94
CMO OAKWOOD MTGE INVSTRS
2025-03-15
6.059999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2547500.00
888084.69
CMSI 2007-3 3A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
830745.77
CSFB 2005-9 2A1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1865474.88
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16162.73
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74782000.00
16272975.72
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.844600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31000.00
3374.01
JPMCC 2006-CB17 AJ
2043-12-12
5.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6502102.02
JPMMT 2007-A2 4A1
2037-04-25
5.267199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43905000.00
3736220.10
MARM 2007-3 12A1
2047-05-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21199000.00
7101988.65
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1280000.00
200890.66
RALI 2006-QS18 3A3
2021-12-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
2325.09
RBSGC 2005-A 2A3
2035-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9821842.31
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2898.11
SARM 2005-11 3A
2035-05-25
2.539699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8206000.00
2227472.58
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18760000.00
4848455.50
WMALT 2006-6 4A
2034-11-25
6.915700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26390000.00
5144497.29
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
52000000.00
52000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
52000000.00
52000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M140129_2M54
0001230485
Other Repurchase Agreement
N
144A BAYV 2005-A A1
2040-02-28
1.167000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
215034.66
144A CSMC 2008-C1 AJ
2041-02-15
6.032199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
795000.00
788085.76
144A EMCM 2003-B M1
2041-11-25
1.664600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
14993.14
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6035000.00
1353921.17
144A MSAC 2007-SEA1 1A2
2047-02-25
2.064600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
88677.27
144A PALS 1999-1A A2
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7265000.00
832998.37
144A PALS 2001-1A A2
2031-05-10
0.779200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
61309.27
144A QUEST 2005-X2 A2
2035-12-25
0.449600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
141629.95
144A QUEST 2006-X2 A2
2036-08-25
0.454600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1095000.00
663899.61
144A REG S PEGASUS AVIATION
2031-05-10
0.742500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
145486.47
144A SGMS 2007-AHL1 A1
2037-08-25
0.964600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2341470.00
479697.17
144A SPMF 2007-1A A
2025-03-20
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8940.18
144A SVHE 2006-NLC1 A3
2036-11-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1855000.00
599585.12
AABST
2034-12-25
1.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
121695.79
AABST 2004-2 M2
2034-06-25
1.464599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4520000.00
490404.66
ABS CHEVY CHASE 1998-CCB2
2032-08-15
3.391599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
184858.18
ABSHE
2035-11-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
236962.92
ABSHE 2004-HE7 M2
2034-10-25
1.214599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2015000.00
297418.16
ABSHE 2006-HE7 A4
2036-11-25
0.304599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
341039.62
ACE
2036-08-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
760000.00
278409.58
ACE 2005-HE4 M6
2035-07-25
0.894599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
223956.51
ACE 2005-HE6 M1
2035-10-25
0.634600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
91935.27
ACE 2006-NC3 A2B
2036-12-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11021667.00
3279601.72
AFC 1998-1 1A2
2028-04-25
0.834600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
20394.41
AFT 99-1A A1 ASST BK LN
2024-05-15
0.646599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
54319.27
AMSI 2004-R12 M2
2035-01-25
0.774599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
155557.73
ARMT 2005-5 3A3
2035-09-25
5.119799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
16967548.13
BSABS 2005-AC8
2035-11-25
0.494599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2148000.00
389848.69
BSABS 2006-HE3 M1
2036-04-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
388607.41
CARR 2007-HE1 A3
2037-06-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46000.00
29678.76
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2100000.00
1486770.59
CMLTI 2007-AHL3 A3A
2037-05-25
0.224599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
100451.29
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
53059.92
CWL
2046-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
135138.61
CWL 2004-15 MF3
2035-02-25
5.310999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
271223.45
CWL 2005-15 M1
2036-04-25
0.614600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1805000.00
811230.87
CWL 2005-AB3 2A3
2035-09-27
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
338049.05
CWL 2005-BC4 M7
2035-08-25
1.314600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2410000.00
700950.97
CWL 2005-IM3 A3
2036-03-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000000.00
8994022.70
CWL 2006-17 2A3
2047-03-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2315000.00
1037617.61
CWL 2006-18 2A3
2037-03-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
158000.00
80748.93
CWL 2006-20 2A4
2047-04-25
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
226000.00
93262.93
CWL 2006-23 2A4
2037-11-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1815000.00
594941.38
CWL 2006-6 1A1M
2036-09-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
653000.00
81812.92
CWL 2006-BC5 2A4
2037-03-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
361392.07
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
490000.00
523460.35
FHLT 2006-C 2A2
2036-10-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
196383.02
GNMA
2028-03-23
6.120000
Government Agency Debt
65000.00
34927.10
GSAA
2036-11-25
0.224599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3440250.00
313448.55
GSR 2005-AR2 1A1
2035-04-25
2.782500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18364.00
1363.16
IMPAC SECURED ASSET TRUST
2037-05-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28475000.00
5115573.46
IMSA 2007-3 A1B
2037-09-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22141000.00
10155043.40
INDYMAC INDX MTGE LN TR
2046-04-25
0.384600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33529400.00
7973480.75
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.805500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2620000.00
2677328.18
LBMLT
2036-03-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1020000.00
318298.10
LBMLT
2036-08-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4455000.00
2014837.23
MLMI 2006-MLN1 A2B
2037-07-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
440000.00
154897.37
MSAC 2006-HE6 A2B
2036-09-25
0.264600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12123000.00
1350192.04
RALI 2004-QS2 CB
2034-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48000.00
8388.82
RALI 2005-QO4 2A1
2045-12-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28440000.00
6030606.39
RALI 2006-Q10 A1
2037-01-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21380000.00
7167174.56
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175000.00
27465.52
RAMC 2006-3 AF4
2036-11-25
5.812000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1135000.00
712521.33
RASC 2004-KS9 AII3
2034-10-25
0.644599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3175000.00
1051815.02
SACO 2006-9 A1
2036-08-25
0.314599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13040000.00
2309589.23
TMTS
2037-07-25
2.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9400000.00
1872855.99
TMTS 2005-14HE AV2
2036-08-25
0.444600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1554000.00
146404.91
United States Treasury Department
2023-07-15
0.375000
Treasury Debt
12375000.00
12022220.05
WAMU 2006-AR9 1A
2046-08-25
1.145000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34739773.00
10948185.37
WBCMT 2006-C29
2048-11-15
5.368000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
860000.00
801239.95
WMALT 2007-OA5 A1A
2047-05-25
0.984999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14960000.00
6883050.01
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
110000000.00
110000000.00
0.0073
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
110047300.00
110047300.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999329.17
0.0003
N
4999550.00
4999550.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.240000%
2284K1D91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
8000000.00
7994773.34
0.0005
N
7995440.00
7995440.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B5Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
144000000.00
144000000.00
0.0096
N
144018720.00
144018720.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155B6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0003
N
4000640.00
4000640.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
155000000.00
155000000.00
0.0104
N
155046500.00
155046500.00
Deutsche Bank AG
Deutsche Bank AG 0.350000%
25155BM69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
3000000.00
3000000.00
0.0002
N
3000600.00
3000600.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
97000000.00
97000000.00
0.0065
N
97017460.00
97017460.00
Deutsche Bank AG
Deutsche Bank AG 0.320000%
25155JCK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
47000000.00
47000000.00
0.0031
N
47012220.00
47012220.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M140109_2M54
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2043-01-20
3.000000
Government Agency Debt
15542970.00
14356447.26
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
38223100.00
36839763.78
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
50000000.00
50000000.00
0.0033
Y
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140206_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-06-01
2.162999
Government Agency Debt
2636506.00
2553594.49
Freddie Mac
2030-08-15
3.000000
Government Agency Debt
25371829.00
24965800.62
GNMA
2041-08-15
5.000000
Government Agency Debt
6136692.00
6561558.40
GNMA
2053-06-16
2.450000
Government Agency Debt
204046.00
175342.78
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
33000000.00
33000000.00
0.0022
Y
33000000.00
33000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140127_2M54
0001074042
Government Agency Repurchase Agreement
Y
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.164600
Government Agency Debt
12974463.00
13035333.41
Fannie Mae
2043-06-01
2.162999
Government Agency Debt
440993.00
427124.87
Fannie Mae
2043-11-25
5.681000
Government Agency Debt
3400000.00
3588223.06
Freddie Mac
2020-10-25
4.333000
Government Agency Debt
14912510.00
16178137.21
Freddie Mac
2026-12-15
2.000000
Government Agency Debt
6902284.00
6873361.13
GNMA
2019-08-25
4.240999
Government Agency Debt
14500000.00
15818103.97
GNMA
2022-10-25
2.839000
Government Agency Debt
20500000.00
20787532.79
GNMA
2041-08-15
5.000000
Government Agency Debt
233651.00
249827.54
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
74000000.00
74000000.00
0.0049
Y
74000000.00
74000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140210_2M54
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
18491124.00
19785258.18
GNMA
2039-11-16
0.826600
Government Agency Debt
99318097.00
18250345.12
GNMA
2040-08-15
4.000000
Government Agency Debt
21720960.00
19223919.83
GNMA
2043-12-20
4.500000
Government Agency Debt
17939701.00
19581847.41
United States Treasury Department
2018-02-28
0.750000
Treasury Debt
114973400.00
112326439.19
United States Treasury Department
2020-08-31
2.125000
Treasury Debt
643100.00
640470.75
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
185000000.00
185000000.00
0.0124
Y
185000000.00
185000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
3000000.00
2999995.00
0.0002
N
3000000.00
3000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
1000000.00
999996.67
0.0001
N
1000000.00
1000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
3000000.00
2999965.00
0.0002
N
2999994.00
2999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
N
30000000.00
29999550.00
0.0020
N
29999940.00
29999940.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385RU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
8000000.00
7999826.67
0.0005
N
7999976.00
7999976.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
18575000.00
18574587.22
0.0012
N
18574925.70
18574925.70
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
1700000.00
1699950.89
0.0001
N
1699993.20
1699993.20
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
4405000.00
4404845.82
0.0003
N
4404973.57
4404973.57
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
102000000.00
101996089.99
0.0068
N
101999388.00
101999388.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
53300000.00
53297512.67
0.0036
N
53299626.90
53299626.90
Federal Home Loan Bank
Federal Home Loan Bank 0.069000%
313385SM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-31
2014-01-31
N
N
N
4000000.00
3999770.00
0.0003
N
3999968.00
3999968.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385SU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
30000000.00
29997841.67
0.0020
N
29999400.00
29999400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385SU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
2000000.00
1999866.39
0.0001
N
1999960.00
1999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
10000000.00
9999251.39
0.0007
N
9999730.00
9999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
N
27000000.00
26997937.50
0.0018
N
26999271.00
26999271.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.030000%
98599G006_0.0300_M140102_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2039-11-15
4.375000
Treasury Debt
23813717.00
2616004425.00
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
2616000000.00
2616000000.00
0.1748
N
2616000000.00
2616000000.00
Freddie Mac
Freddie Mac 0.025000%
313397SJ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
N
1000000.00
999981.25
0.0001
N
999993.00
999993.00
Freddie Mac
Freddie Mac 0.070000%
313397SR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
31000000.00
30997950.56
0.0021
N
30999442.00
30999442.00
Freddie Mac
Freddie Mac 0.243600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-11-10
N
N
N
125000000.00
125000000.00
0.0084
N
125013125.00
125013125.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JF40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
15000000.00
14987166.67
0.0010
N
14990250.00
14990250.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1725000.00
1725000.00
0.0001
N
1725000.00
1725000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
38399J008_0.0500_M140107_2M54
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-07-15
2.625000
Treasury Debt
50933400.00
65280088.47
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
64000000.00
64000000.00
0.0043
N
64000000.00
64000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921ABB008_0.5600_M140320_2M54
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749.65
AMERICAN TOWER CORP NEW COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699953.20
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699928.92
CROWN CASTLE INTL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699987.50
DELTA AIR LINES INC DEL COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699994.19
DUKE ENERGY CORP NEW COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699989.48
HESS CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699942.63
INTERCONTINENTALEXCHANGE GROCOM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699898.08
JOHNSON & JOHNSON
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699959.60
LEUCADIA NATL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699997.60
LOWES COS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699983.50
LYONDELLBASELL INDUSTRIES N SHS - A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699949.35
NEXTERA ENERGY INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699997.30
NIELSEN HOLDINGS N V COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699962.08
OCCIDENTAL PETE CORP DEL COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699969.80
PEPSICO INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699964.15
PRUDENTIAL FINL INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699982.00
TENET HEALTHCARE CORP COM NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699960.55
WALGREEN CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699971.20
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699931.52
WORKDAY INC CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699996.78
ZOETIS INC CL A
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699979.48
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
54000000.00
54000000.00
0.0036
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
54051300.00
54051300.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140102_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
37517708.00
31801291.89
Freddie Mac
2027-12-01
2.500000
Government Agency Debt
19422288.00
17158708.44
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
48000000.00
48000000.00
0.0032
N
48000000.00
48000000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W1E28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999193.33
0.0001
N
999180.00
999180.00
ING Bank NV
ING Bank NV 0.380000%
461995003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
21000000.00
21000000.00
0.0014
N
21010920.00
21010920.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
60000000.00
60000000.00
0.0040
N
60012000.00
60012000.00
ING Bank NV
ING Bank NV 0.390000%
922UST006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
11000000.00
11000000.00
0.0007
N
11004400.00
11004400.00
ING Bank NV
ING Bank NV 0.390000%
922USU003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
39000000.00
39000000.00
0.0026
N
39015600.00
39015600.00
ING Bank NV
ING Bank NV 0.380000%
922WKJ002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
56000000.00
56000000.00
0.0037
N
56020160.00
56020160.00
ING Bank NV
ING Bank NV 0.320000%
922XTP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
2000000.00
2000000.00
0.0001
N
2000600.00
2000600.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
4000000.00
4000000.00
0.0003
N
4001600.00
4001600.00
ING Bank NV
ING Bank NV 0.320000%
923FNN006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
24000000.00
24000000.00
0.0016
N
24007200.00
24007200.00
ING Bank NV
ING Bank NV 0.240000%
923GSH002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
51000000.00
51000000.00
0.0034
N
51003060.00
51003060.00
ING Bank NV
ING Bank NV 0.340000%
923VTK001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
29000000.00
29000000.00
0.0019
N
29009860.00
29009860.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.340000%
4662J3CA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
3000000.00
2998073.33
0.0002
N
2998890.00
2998890.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320600%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
43000000.00
43000000.00
0.0029
N
43004730.00
43004730.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
80000000.00
79789333.33
0.0053
N
79800800.00
79800800.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140331_2M54
0001168163
Other Repurchase Agreement
N
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3299000.00
3116601.96
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.484399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16370648.00
15509779.32
CREDIT SUISSE COMM MTG TRUST SER 200
2017-08-15
5.870000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12867318.00
12869748.50
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29291443.00
29550331.78
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27818516.00
28127417.43
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
7.972599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3072572.00
3111969.68
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209753.00
214463.21
JP MORGAN CHASE MTGE 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
104852.00
116828.25
JPMCC 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11554537.00
8253723.83
JPMORGAN CHASE COMML MTGE SEC
2019-07-15
0.616600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
12938118.88
LBUBS 2008-C1 AJ
2041-04-15
6.319899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
395691.00
396654.45
ML CFC COML MTGE TR 2007-8
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9844911.00
10043698.06
First Tier Security
N/A
N/A
2014-03-31
2014-03-31
N
N
N
108000000.00
108000000.00
0.0072
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
108207360.00
108207360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.364500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-01-21
2014-12-22
N
N
N
129000000.00
129000000.00
0.0086
N
129006192.00
129006192.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-01-22
2015-01-22
N
N
N
25000000.00
25000000.00
0.0017
N
25033375.00
25033375.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.300000%
48125PBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
26000000.00
26000000.00
0.0017
N
26004420.00
26004420.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
25000000.00
25000000.00
0.0017
N
25012250.00
25012250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
15000000.00
15000000.00
0.0010
N
15040800.00
15040800.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
23000000.00
23000000.00
0.0015
N
23007590.00
23007590.00
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
23000000.00
23000000.00
0.0015
N
23007590.00
23007590.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
18000000.00
18000000.00
0.0012
N
18006840.00
18006840.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
15000000.00
15000000.00
0.0010
N
15039000.00
15039000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PE74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
80000000.00
80000000.00
0.0053
N
80032000.00
80032000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PF24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PJ20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
35000000.00
35007548.79
0.0023
N
35010500.00
35010500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
46000000.00
46000000.00
0.0031
N
46023920.00
46023920.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000870.00
3000870.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
130000000.00
130000000.00
0.0087
N
130039000.00
130039000.00
Lexington Parker Capital Company, LLC
Lexington Parker Capital Company, LLC 0.230000%
52952MAQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Agricole Corporate and Investment Bank
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
78000000.00
77988538.33
0.0052
N
77992200.00
77992200.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0003
N
4000800.00
4000800.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
63000000.00
63000000.00
0.0042
N
63000000.00
63000000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LWV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
6000000.00
6000000.00
0.0004
N
5999760.00
5999760.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
1000000.00
1000000.00
0.0001
N
999950.00
999950.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
74000000.00
74000000.00
0.0049
N
73996300.00
73996300.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MA69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9999722.22
0.0007
N
9999800.00
9999800.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MA93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
5000000.00
4999755.56
0.0003
N
4999850.00
4999850.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
12000000.00
11999000.00
0.0008
N
11999280.00
11999280.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.215000%
56274MBD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
29000000.00
28992552.64
0.0019
N
28993910.00
28993910.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274MBE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
14000000.00
13996406.67
0.0009
N
13997060.00
13997060.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140204_2M54
0000728612
Other Repurchase Agreement
N
144A MSBAM 2012-C5 E
2022-07-15
4.836500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
716461.00
651522.82
ALTERNATIVE LOAN TRUST 2007-16CB (CWALT)
2037-08-25
0.615999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18621021.00
5076761.62
BANC AMER FDG 2011 R1 TR
2036-08-26
5.905800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2835657.00
2765928.90
BANC AMER FDG 2013 R1 LTD
2041-11-03
0.398799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85675680.00
48986325.74
BANC OF AMERICA
2045-05-10
5.768799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2320000.00
2274876.27
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-4
2051-02-10
5.812800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1633938.00
1808945.54
BAYVIEW CMCL ASSET
2035-04-25
0.466000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2062044.56
BAYVIEW COMML ASSET TR 2006-2
2036-07-25
0.474600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4816641.00
1217416.95
BEAR STEARNS ALT A TRUST 2002-1
2035-05-25
2.653300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47752008.00
3930844.30
BRINKER INTERNATIONAL
2023-05-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1975000.00
1791722.74
CELANESE US HOLDING LLC
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
7029659.72
CEVA GROUP PLC
2016-10-01
11.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
536406.25
CITIGROUP COML MTG TR 2012 GC8
2045-09-12
4.878000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
926386.51
CITIGROUP INC
2018-05-15
1.940600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1209390.00
1262566.46
COMM 2006-C7 AM
2046-06-10
5.776799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2640000.00
2847667.15
COMM 2013-CCRE9 MTG TR
2045-07-10
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
266052.21
CONTINENTAL AIRLINES INC
2015-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1316000.00
1381635.50
Credit Suisse
2016-09-15
5.509000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11519687.00
12404369.52
CSMC SER 2006 TFL2
2021-10-15
1.386600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4622767.00
4566666.33
CWALT INC 2006 HY3
2045-05-15
5.546700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
961190.19
CWMBS INC 2004 21
2035-05-25
0.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4007779.00
981677.22
CWMBS INC 2004-21
2035-03-25
1.165999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2957000.00
54146.45
D R HORTON INC
2023-08-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
756000.00
787101.00
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4908605.00
1561594.29
ELIZABETH ARDEN INC
2021-03-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
222343.06
EMC MORTGAGE LOAN TR. 2001-A
2040-08-25
0.742999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20865000.00
1599082.52
EVEREST ACQUISITION LLC EVEREST ACQUISITION
2019-05-01
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000.00
17403.33
EXPORKLORE S A PROMISSORY NOTE 18 DUE 03 08 2005
2023-07-25
3.618500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
384250.00
310593.53
GANNETT CO INC
2023-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
990000.00
1040252.81
GE COMMERCIAL MTGE CORP
2049-12-10
5.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610987.00
664241.49
GENON ESCROW CORP
2018-10-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2941619.00
3390379.32
GMACC 2004-C3 AJ
2041-12-10
4.915000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6065484.00
6192768.69
GOLDMAN SACHS GRP INC
2023-11-29
1.837599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1131525.00
1150889.27
GS MORTGAGE SECURIITES CORPORAT
2049-03-18
5.684199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
310139.00
125440.05
GS MTG SECS TR 2013 GCJ12
2046-06-10
4.479800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2159313.09
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
404615.00
175839.85
GSMS
2045-08-10
5.803899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
349329.00
356399.98
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.296300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3547323.00
1141671.59
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.406299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000230.00
13052152.42
HILTON USA TR 2013 HLT
2030-11-07
2.919000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
247363.00
247902.29
ICAHN ENTERPRISES LP
2016-01-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1730000.00
1828585.97
INDYMAC INDX MORTGAGE
2037-02-25
5.212799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14830000.00
576019.49
JP MORGAN CHASE COMM SEC
2049-01-15
0.426599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6645470.00
3877828.45
JPMORGAN ACCEPTANCE CORP I
2037-08-26
6.427900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7014390.00
4282837.57
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4628689.00
3690417.22
LEHMAN XS TR
2046-08-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3442637.00
2070387.89
MIRABELA NICKEL LTD
2018-04-15
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3112000.00
835485.56
ML CFC COML MTGE TR 2007-8
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3287594.00
3353976.64
MORGAN STANLEY
2049-07-15
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2273390.00
2238710.22
MORGAN STANLEY BK AMER 2013 C9
2046-05-15
4.299199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2258888.00
1907641.63
MORGAN STANLEY RE REMIC TRUST 2010 R5
2037-01-26
0.444299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5084046.00
2849650.99
MORGAN STANLEY SERIES 2007 XLF
2020-10-15
0.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4338938.00
4123492.37
MSC 2006
2041-08-12
5.810100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2869436.00
3139643.50
SERVICE CORP INTER
2019-05-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2455000.00
2648808.61
SERVICE CORP INTL
2018-10-01
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
876000.00
1024098.75
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
4.440000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
932602.00
889552.16
STEWART ENTERPRISES
2019-04-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1540000.00
1653532.22
STRUCTURED ASSET MTGE INV II TR
2035-12-25
1.544000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1304030.00
133811.98
STRUCTURED ASSET SEC CORP
2031-04-25
0.386000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2308905.00
599925.13
THE RYLAND GROUP INC
2020-05-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
48084.38
UBS BARCLAYS COML MTG
2046-03-10
4.094800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
737618.60
VRG LINHAS AEREAS
2023-02-12
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
154318.68
WACHOVIA BANK COMM MTG
2020-06-15
0.466600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4610789.00
4415957.24
WACHOVIA BK CMML MTGE TR
2042-03-15
5.395999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1442360.00
1482690.15
WAMU 2006-AR9 1A
2046-08-25
1.144200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225939.00
72522.24
WATERFALL VICTORIA 2011 SBC2
2039-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1953500.00
1698678.95
WBCMT 2006-C27 AJ
2045-07-15
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58109.00
55689.45
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
164000000.00
164000000.00
0.0110
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
164101680.00
164101680.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.230000%
59157UE55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
37250000.00
37220489.72
0.0025
N
37225042.50
37225042.50
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233800%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
36000000.00
36000000.00
0.0024
N
36000000.00
36000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.214500%
60682AGD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
70000000.00
70000000.00
0.0047
N
70003500.00
70003500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
33000000.00
33000000.00
0.0022
N
33000000.00
33000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
38000000.00
38000000.00
0.0025
N
38000000.00
38000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
9000000.00
9000000.00
0.0006
N
9000000.00
9000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
42000000.00
42000000.00
0.0028
N
42002520.00
42002520.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LFC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
17000000.00
17000000.00
0.0011
N
17000000.00
17000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LGM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
83000000.00
83000000.00
0.0055
N
83001660.00
83001660.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LHH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
108000000.00
108000000.00
0.0072
N
108006480.00
108006480.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LHK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
21000000.00
21000000.00
0.0014
N
21000630.00
21000630.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LLP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
36000000.00
36000000.00
0.0024
N
35998200.00
35998200.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140103_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-11-01
3.500000
Government Agency Debt
11000000.00
4200147.69
Fannie Mae
2021-02-01
3.000000
Government Agency Debt
10000000.00
4661810.24
Fannie Mae
2021-05-01
3.500000
Government Agency Debt
6100000.00
3026140.72
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
16000000.00
3327160.81
Fannie Mae
2025-09-01
4.500000
Government Agency Debt
7737638.00
4667543.98
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
9960304.00
3938122.13
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
3968000.00
3423280.75
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
3934411.00
3251724.02
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
5858899.00
5304296.27
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
5264087.00
4297536.93
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
4729714.00
3873824.95
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4500000.00
3985512.54
Fannie Mae
2027-10-01
3.000000
Government Agency Debt
3671665.00
3369555.49
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
5827818.00
5191017.08
Fannie Mae
2027-11-01
3.000000
Government Agency Debt
4000000.00
3644556.26
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
5300000.00
4669318.61
Fannie Mae
2028-01-01
3.000000
Government Agency Debt
4183821.00
4042308.89
Fannie Mae
2028-03-01
2.500000
Government Agency Debt
5523534.00
5249168.41
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
4000000.00
3754134.45
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
4000000.00
3684716.01
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
4140000.00
3942896.46
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
4115000.00
3948069.00
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
5500000.00
3851514.73
Fannie Mae
2035-11-01
2.036999
Government Agency Debt
29594915.00
3355014.60
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
42333304.00
5571222.68
Fannie Mae
2036-08-01
5.500000
Government Agency Debt
50000000.00
5308723.54
Fannie Mae
2036-09-01
2.258000
Government Agency Debt
29845000.00
3175173.07
Fannie Mae
2036-09-01
2.593000
Government Agency Debt
25232136.00
3018426.09
Fannie Mae
2037-08-01
2.517999
Government Agency Debt
21372261.00
3007457.93
Fannie Mae
2037-08-01
7.000000
Government Agency Debt
20283849.00
4939344.98
Fannie Mae
2037-09-01
2.306000
Government Agency Debt
10850194.00
3226889.71
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
21051495.00
2344595.72
Fannie Mae
2038-03-01
5.107000
Government Agency Debt
16510730.00
3153601.27
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
28000000.00
4251222.84
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
19500000.00
4167071.07
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
1093931.00
588506.23
Fannie Mae
2040-07-01
3.672000
Government Agency Debt
10100000.00
3833599.44
Fannie Mae
2040-10-01
3.706999
Government Agency Debt
13807465.00
5567933.85
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
11358086.00
3889901.00
Fannie Mae
2041-06-01
3.515000
Government Agency Debt
8840082.00
4230614.24
Fannie Mae
2041-09-01
3.314999
Government Agency Debt
7500000.00
4846516.59
Fannie Mae
2041-11-01
2.750000
Government Agency Debt
5774696.00
3206299.07
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
6300000.00
3594703.05
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
6352077.00
5373387.25
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
4000000.00
3774524.29
Fannie Mae
2042-06-01
2.641000
Government Agency Debt
4274321.00
3013569.98
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
5293060.00
4766348.19
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
5000000.00
4677073.46
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
4000000.00
3822154.64
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
3421490.00
3326922.31
Fannie Mae
2043-08-01
2.512000
Government Agency Debt
3648000.00
3604485.30
Fannie Mae
2043-08-01
4.000000
Government Agency Debt
3038142.00
3060361.28
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
200000000.00
200000000.00
0.0134
N
200000000.00
200000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140106_2M54
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
20892808.00
17346177.03
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
7254196.00
7133823.02
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
24000000.00
24000000.00
0.0016
N
24000000.00
24000000.00
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
57000000.00
57000000.00
0.0038
N
57011970.00
57011970.00
National Australia Bank Ltd
National Australia Bank Ltd 0.185000%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-02-18
N
N
N
77000000.00
77000000.00
0.0051
N
77000000.00
77000000.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1AQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
74000000.00
73989126.11
0.0049
N
73994080.00
73994080.00
Nationwide Building Society
Nationwide Building Society 0.205000%
6385E1BR1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-25
2014-02-25
N
N
N
22000000.00
21993109.72
0.0015
N
21994500.00
21994500.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
35000000.00
34984794.44
0.0023
N
34988100.00
34988100.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
8000000.00
7996473.33
0.0005
N
7997200.00
7997200.00
Natixis SA
Natixis SA 0.250000%
63873EG21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
35000000.00
35000000.00
0.0023
N
35000700.00
35000700.00
Natixis SA
Natixis SA 0.090000%
939UPJ002
0001503859
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
65000000.00
65000000.00
0.0043
Security is a time deposit.
N
65000000.00
65000000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.270000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
12765000.00
12765000.00
0.0009
N
12765000.00
12765000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.270000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0013
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409SBM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-21
2014-02-21
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
35915000.00
35904824.08
0.0024
N
35907098.70
35907098.70
Oversea-China Banking Corp
Oversea-China Banking Corp 0.080000%
69033PTX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
33000000.00
33000000.00
0.0022
N
33003300.00
33003300.00
Rabobank Nederland
Rabobank Nederland 0.248300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-03-04
N
N
N
86000000.00
86000000.00
0.0057
N
86011180.00
86011180.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
10000000.00
10000000.00
0.0007
N
9998500.00
9998500.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
45000000.00
45000000.00
0.0030
N
44993250.00
44993250.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
6000000.00
6000000.00
0.0004
N
6001260.00
6001260.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
130000000.00
130000000.00
0.0087
N
130027300.00
130027300.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21685VAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
77000000.00
77000000.00
0.0051
N
77013090.00
77013090.00
Rabobank Nederland
Rabobank Nederland 0.270000%
21685VBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
42000000.00
42000000.00
0.0028
N
42002100.00
42002100.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VBW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
20000000.00
20000000.00
0.0013
N
19997000.00
19997000.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.330000%
76582KBJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
27000000.00
26988120.00
0.0018
N
26993520.00
26993520.00
Royal Bank of Canada
Royal Bank of Canada 0.292900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-01-07
2015-01-07
N
N
N
75000000.00
75000000.00
0.0050
N
75004875.00
75004875.00
Royal Bank of Canada
Royal Bank of Canada 0.334400%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-01-06
2015-01-02
N
N
N
100000000.00
100000000.00
0.0067
N
100058000.00
100058000.00
Royal Bank of Canada
Royal Bank of Canada 0.298400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-01-02
2014-12-31
N
N
N
50000000.00
50000000.00
0.0033
N
50008000.00
50008000.00
Royal Bank of Canada
Royal Bank of Canada 0.284000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-06-24
N
N
N
65000000.00
65000000.00
0.0043
N
65036400.00
65036400.00
Royal Bank of Canada
Royal Bank of Canada 0.264000%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-10-17
N
N
N
18000000.00
18000000.00
0.0012
N
18005040.00
18005040.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-10
2014-01-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
4000000.00
3999760.00
0.0003
N
3999880.00
3999880.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MAT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
14000000.00
13997573.33
0.0009
N
13998600.00
13998600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83050UAM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
16000000.00
15997422.22
0.0011
N
15999360.00
15999360.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UCA4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
4000000.00
3997884.45
0.0003
N
3998880.00
3998880.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UD13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
1000000.00
999300.00
0.0001
N
999520.00
999520.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.285000%
83050UDM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
15000000.00
14986937.50
0.0010
N
14990250.00
14990250.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.275000%
83050UF29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
3000000.00
2996516.67
0.0002
N
2996670.00
2996670.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
37000000.00
37000000.00
0.0025
N
37005920.00
37005920.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
17000000.00
17000000.00
0.0011
N
17003060.00
17003060.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HQT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
38000000.00
38000000.00
0.0025
N
38003800.00
38003800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.050000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
100000000.00
100000000.00
0.0067
Security is a time deposit.
N
99999140.00
99999140.00
Societe Generale
Societe Generale 0.240000%
83368NSU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
3000000.00
3000000.00
0.0002
N
2999850.00
2999850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562C3V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
40000000.00
40000000.00
0.0027
N
40002400.00
40002400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C4W9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
43000000.00
43000000.00
0.0029
N
43001290.00
43001290.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
16000000.00
16000000.00
0.0011
N
16000000.00
16000000.00
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
64000000.00
64000000.00
0.0043
N
64004480.00
64004480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
17000000.00
17000000.00
0.0011
N
17004080.00
17004080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CJ60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
13000000.00
13000000.00
0.0009
N
13002210.00
13002210.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CM58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
38000000.00
38000000.00
0.0025
N
38006840.00
38006840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
1000000.00
1000000.00
0.0001
N
1000170.00
1000170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
10000000.00
10000000.00
0.0007
N
10001800.00
10001800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAG7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
88000000.00
88000000.00
0.0059
N
88000000.00
88000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UDQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
25000000.00
25000000.00
0.0017
N
24999250.00
24999250.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UFW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
20000000.00
20000000.00
0.0013
N
19999200.00
19999200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UGJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
13000000.00
13000000.00
0.0009
N
12999350.00
12999350.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
36000000.00
36000000.00
0.0024
N
35998200.00
35998200.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KEX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
15000000.00
15000000.00
0.0010
N
15000150.00
15000150.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
19000000.00
19000000.00
0.0013
N
19000190.00
19000190.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
75000000.00
75000000.00
0.0050
N
75003000.00
75003000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
11000000.00
11000000.00
0.0007
N
11000440.00
11000440.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KHU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
14000000.00
14000000.00
0.0009
N
13998880.00
13998880.00
Swedbank AB
Swedbank AB 0.280000%
87019QV88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
45000000.00
45000000.00
0.0030
N
45000450.00
45000450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
116000000.00
116000000.00
0.0077
N
116010440.00
116010440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
100000000.00
100000000.00
0.0067
N
100010000.00
100010000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TDD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
100000000.00
100000000.00
0.0067
N
100010000.00
100010000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112THA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
57000000.00
57000000.00
0.0038
N
57014250.00
57014250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.217000%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-29
2014-09-02
N
N
N
98000000.00
98000000.00
0.0065
N
98036260.00
98036260.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112TLH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
77000000.00
77000000.00
0.0051
N
77001540.00
77001540.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112TUR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
8000000.00
8000000.00
0.0005
N
8001360.00
8001360.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.215000%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-06-18
N
N
N
25000000.00
25000000.00
0.0017
N
25011000.00
25011000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.204500%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
141000000.00
141000000.00
0.0094
N
141008460.00
141008460.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
40000000.00
39993100.00
0.0027
N
39998000.00
39998000.00
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
20000000.00
19993055.56
0.0013
N
19997800.00
19997800.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HFP4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
1000000.00
998798.61
0.0001
N
999130.00
999130.00
UBS AG
UBS AG 0.240000%
90267RTT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
28000000.00
28000000.00
0.0019
N
28003640.00
28003640.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
28000000.00
28000000.00
0.0019
N
28001400.00
28001400.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
6000000.00
6000000.00
0.0004
N
6000180.00
6000180.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6B64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
49000000.00
49000000.00
0.0033
N
49000000.00
49000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.214500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0017
N
25005500.00
25005500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.187900%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-04-07
N
N
N
20000000.00
20000000.00
0.0013
N
20001800.00
20001800.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.210000%
9497P6Q68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
115000000.00
115000000.00
0.0077
N
115021850.00
115021850.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.235000%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-11-18
N
N
N
34000000.00
34000000.00
0.0023
N
34004420.00
34004420.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.236300%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-11-18
N
N
N
55000000.00
55000000.00
0.0037
N
55007150.00
55007150.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.292900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-01-15
N
N
N
135000000.00
135000000.00
0.0090
N
135009720.00
135009720.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-17
N
N
N
105000000.00
105000000.00
0.0070
N
105010500.00
105010500.00
Westpac Banking Corp
Westpac Banking Corp 0.266300%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-06-19
N
N
N
50000000.00
50000000.00
0.0033
N
50020500.00
50020500.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
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
670053.06
670053.06
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
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
147696.69
147696.69
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
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
1136226.18
1136226.18
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
209104.23
209104.23
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
193065.94
193065.94