0001145549-14-001641.txt : 20140303
0001145549-14-001641.hdr.sgml : 20140303
20140225111716
ACCESSION NUMBER: 0001145549-14-001641
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: 14639403
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2013-12-31
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
54
78
12811827481.90
4924075.23
577734.99
12816173822.14
0.0023
1.0001
2013-12-31
1.0001
2013-12-31
C000012383
25000.00
8423321195.49
1.00
-150244941.04
92540164.71
242785105.75
0.0001
1.0001
2013-12-31
1.0001
2013-12-31
C000012384
1000000.00
1235340031.47
1.00
-30422620.71
25942597.82
56365218.53
0.0001
1.0001
2013-12-31
1.0001
2013-12-31
C000012385
3000000.00
968877579.90
1.00
-45780521.31
41298327.38
87078848.69
0.0001
1.0001
2013-12-31
1.0001
2013-12-31
C000038267
10000000.00
2188635015.28
1.00
-121348860.02
43032224.43
164381084.45
0.0002
1.0001
2013-12-31
1.0001
2013-12-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.240000%
00279HP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
Y
Santander UK Plc
N/A
N/A
N
64000000.00
64000000.00
0.0050
N
64005120.00
64005120.00
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
82000000.00
82000000.00
0.0064
N
82004920.00
82004920.00
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
75000000.00
75000000.00
0.0059
Security is a time deposit.
N
75000060.00
75000060.00
Bank of America, NA
Bank of America, NA 0.200000%
06052W2M4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
50000000.00
50000000.00
0.0039
N
49999000.00
49999000.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W2R3
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
4000000.00
4000000.00
0.0003
N
3999640.00
3999640.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ22
Other Note
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
N
113000000.00
113000000.00
0.0088
N
113003390.00
113003390.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WQ30
Other Note
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
1000000.00
1000000.00
0.0001
N
1000040.00
1000040.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WR62
Other Note
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
68000000.00
68000000.00
0.0053
N
68003400.00
68003400.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WR88
Other Note
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
64000000.00
64000000.00
0.0050
N
64003200.00
64003200.00
Bank of America, NA
Bank of America, NA 0.210000%
06052WW41
Other Note
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
10000000.00
10000000.00
0.0008
N
10000000.00
10000000.00
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
67000000.00
66998418.88
0.0052
N
66998660.00
66998660.00
Bank of Montreal
Bank of Montreal 0.180000%
06366AZD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
36000000.00
36000000.00
0.0028
N
36000720.00
36000720.00
Bank of Montreal
Bank of Montreal 0.190000%
06366AZS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-08
2014-01-08
N
N
N
13000000.00
13000000.00
0.0010
N
13000260.00
13000260.00
Bank of Nova Scotia
Bank of Nova Scotia 0.237900%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-09
2014-09-09
N
N
N
59000000.00
59000000.00
0.0046
N
59002360.00
59002360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417HAX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
N
64000000.00
64000000.00
0.0050
N
63994880.00
63994880.00
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
28000000.00
28000000.00
0.0022
N
27996080.00
27996080.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FWT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
18000000.00
18000000.00
0.0014
N
18000180.00
18000180.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FXB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
10000000.00
10000000.00
0.0008
N
10000100.00
10000100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FYH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
57000000.00
57000000.00
0.0044
N
57003420.00
57003420.00
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%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
56000000.00
56000000.00
0.0044
N
56018480.00
56018480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
20000000.00
20000000.00
0.0016
N
20000600.00
20000600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
31000000.00
31000000.00
0.0024
N
31000930.00
31000930.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XSQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
23000000.00
23000000.00
0.0018
N
23002760.00
23002760.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
58000000.00
58000000.00
0.0045
N
58007540.00
58007540.00
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
56000000.00
56000000.00
0.0044
N
56004480.00
56004480.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M140102_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-10-15
3.500000
Government Agency Debt
33919601.00
34797417.58
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
105691.00
105435.51
Freddie Mac
2042-05-15
1.500000
Government Agency Debt
1086874.00
941235.24
Freddie Mac
2043-09-15
0.520000
Government Agency Debt
6399965.00
6322593.25
GNMA
2038-10-20
2.500000
Government Agency Debt
15623180.00
10333319.11
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
50000000.00
50000000.00
0.0039
N
50000000.00
50000000.00
Bennington Stark Capital Company, LLC
Bennington Stark Capital Company, LLC 0.320000%
08224MBE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
19000000.00
18992568.89
0.0015
N
18996010.00
18996010.00
BNP Paribas
BNP Paribas 0.340000%
05572NQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
19000000.00
19000000.00
0.0015
N
19003230.00
19003230.00
BNP Paribas
BNP Paribas 0.300000%
05572NQJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
8000000.00
8000000.00
0.0006
N
8000800.00
8000800.00
BNP Paribas
BNP Paribas 0.300000%
05572NQL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
116000000.00
116000000.00
0.0091
N
116011600.00
116011600.00
BNP Paribas
BNP Paribas 0.300000%
05572NQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
18000000.00
18000000.00
0.0014
N
18001800.00
18001800.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
57000000.00
57000000.00
0.0044
N
57026220.00
57026220.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923JCS009_0.3900_M140107_2MN4
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
2301405.94
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
2301519.00
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
1820788.88
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
2301501.79
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
2301457.29
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
2301501.22
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
2301515.44
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
2301514.67
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
2301481.00
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
2301503.84
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
2301506.03
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
2301488.43
MEDTRONIC INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2301512.29
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
2301484.90
MORGAN STANLEY COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2301502.55
NISOURCE INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2301511.68
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
2301410.16
PFIZER INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2301504.48
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
2301509.02
VENTAS INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2301484.86
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
481303.68
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
2301514.80
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
46000000.00
46000000.00
0.0036
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
46017020.00
46017020.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140107_2MN4
0001197610
Other Repurchase Agreement
N
DIRECT TV HOLDINGS LLC
2040-08-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13427679.00
13627706.66
NOBLE ENERGY INC
2043-11-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5216130.00
5280701.34
TIME WARNER CABLE INC
2014-04-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8366600.00
8663948.97
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
26000000.00
26000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
26000800.00
26000800.00
BPCE SA
BPCE SA 0.260000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
28000000.00
27993326.67
0.0022
N
27996360.00
27996360.00
BPCE SA
BPCE SA 0.245000%
05571CB59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
84000000.00
83979991.67
0.0066
N
83989080.00
83989080.00
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
95000000.00
95000000.00
0.0074
N
94999050.00
94999050.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476FBJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
68000000.00
67962826.67
0.0053
N
67983680.00
67983680.00
CAFCO, LLC
CAFCO, LLC 0.385000%
12476FC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
60000000.00
59959575.00
0.0047
N
59980800.00
59980800.00
CAFCO, LLC
CAFCO, LLC 0.350000%
12476FCS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28976316.67
0.0023
N
28987240.00
28987240.00
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
219000000.00
219000000.00
0.0171
N
219000000.00
219000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KA64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
16000000.00
15999533.33
0.0012
N
15999680.00
15999680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-14
2014-01-14
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
19000000.00
18998559.17
0.0015
N
18999050.00
18999050.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KAH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
67000000.00
66993746.66
0.0052
N
66995980.00
66995980.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KB30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
28000000.00
27994610.00
0.0022
N
27995800.00
27995800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KBC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
15000000.00
14996325.00
0.0012
N
14997000.00
14997000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KBM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-21
2014-02-21
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
9000000.00
8997322.50
0.0007
N
8997750.00
8997750.00
Charta, LLC
Charta, LLC 0.420000%
16115XB46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29988100.00
0.0023
N
29997600.00
29997600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
7000000.00
7000000.00
0.0005
N
7001680.00
7001680.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
30000000.00
30000000.00
0.0023
N
30008700.00
30008700.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
21000000.00
21000000.00
0.0016
N
21006090.00
21006090.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
38000000.00
38000000.00
0.0030
N
38011020.00
38011020.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
50000000.00
50000000.00
0.0039
N
50015000.00
50015000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
10000000.00
10000000.00
0.0008
N
10003300.00
10003300.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
41000000.00
41000000.00
0.0032
N
40992251.00
40992251.00
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
46000000.00
46000000.00
0.0036
N
45991260.00
45991260.00
Ciesco, LLC
Ciesco, LLC 0.385000%
17178CC50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21985177.50
0.0017
N
21995600.00
21995600.00
Ciesco, LLC
Ciesco, LLC 0.360000%
17178CE17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9988000.00
0.0008
N
9994600.00
9994600.00
Citibank, NA
Citibank, NA 0.365000%
17304UJY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
91000000.00
91000000.00
0.0071
N
91041860.00
91041860.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
27000000.00
27000000.00
0.0021
N
27012690.00
27012690.00
Citibank, NA
Citibank, NA 0.260000%
17304UPK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
80000000.00
80000000.00
0.0062
N
80008000.00
80008000.00
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
99000000.00
99000000.00
0.0077
N
99009900.00
99009900.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
43000000.00
42991973.33
0.0034
N
42996990.00
42996990.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GAQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
60000000.00
59987733.33
0.0047
N
59995200.00
59995200.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.320000%
19422GB78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
37000000.00
36987831.11
0.0029
N
36994820.00
36994820.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.538100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2014-01-28
2014-08-27
N
N
N
50000000.00
50000000.00
0.0039
N
50017300.00
50017300.00
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
58000000.00
58000000.00
0.0045
N
58006960.00
58006960.00
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
10000000.00
10000000.00
0.0008
N
10000500.00
10000500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EC55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
45200000.00
45183389.00
0.0035
N
45189604.00
45189604.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.200000%
923DBX002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
13000000.00
13000000.00
0.0010
N
13000780.00
13000780.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
90000000.00
89964300.00
0.0070
N
89986500.00
89986500.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622VCH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
37000000.00
36970708.33
0.0029
N
36985200.00
36985200.00
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
50000000.00
49942361.11
0.0039
N
49940500.00
49940500.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.270000%
22532UL36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
23000000.00
23000000.00
0.0018
N
23000230.00
23000230.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532UW91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
15000000.00
15000000.00
0.0012
N
15000450.00
15000450.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
38000000.00
38000000.00
0.0030
N
38003040.00
38003040.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
23000000.00
23000000.00
0.0018
N
23002300.00
23002300.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
20000000.00
20000000.00
0.0016
N
20001600.00
20001600.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
47000000.00
47000000.00
0.0037
N
47000000.00
47000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
37000000.00
37000000.00
0.0029
N
37000000.00
37000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TNT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
27000000.00
27000000.00
0.0021
N
27000000.00
27000000.00
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
36000000.00
36000000.00
0.0028
N
35996400.00
35996400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.020000%
22799D001_0.0200_M140102_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2053-10-15
4.740000
Government Agency Debt
1010000.00
1068802.23
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
1044178.00
1044178.00
0.0001
N
1044178.00
1044178.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2MN4
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
15000.00
13410.27
CWALT 2005-10CB 1A1
2035-05-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99754000.00
13655843.25
CWALT 2006-OC2 2A2
2036-02-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
93048000.00
6501609.24
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
725000.00
774507.65
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
136648000.00
14872635.44
MARM 2007-3 12A1
2047-05-25
0.364599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3810000.00
1276408.17
RALI 2005-QS3 1A21
2035-03-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98000000.00
8860677.39
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1615000.00
253467.51
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
20286.79
WAMU 2006-AR11 1A
2046-09-25
1.105000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66400000.00
22675173.50
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
60000000.00
60000000.00
0.0047
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
60084000.00
60084000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2MN4
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
25000.00
22350.45
CWALT 2006-J4 2A1
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24740000.00
5677694.23
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
30000.00
32048.59
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6285000.00
5274532.09
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2895000.00
454358.16
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89137000.00
23037141.66
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
30000000.00
30000000.00
0.0023
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30000000.00
30000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140411_2MN4
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
5000.00
4336.47
CSFB 2004-AR7 CB1
2034-11-25
0.814599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
82773.48
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
296316.79
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
234000.00
25468.33
IMSA 2007-1 A2
2037-03-25
0.324600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
107899000.00
60005226.88
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
42375.37
WAMU 2006-AR11 1A
2046-09-25
1.105000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31758635.00
10845369.86
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
62000000.00
62000000.00
0.0048
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
62000000.00
62000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZL002_0.6800_M140129_2MN4
0001230485
Other Repurchase Agreement
N
ARMT 2005-10 5A1
2036-01-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42630615.00
6061148.88
BALTA 2005-10 11A1
2036-01-25
0.414600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
3841783.25
BSABS 2005-AC3 1A1
2035-07-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38900000.00
9381801.24
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
245000.00
261730.17
GNMA
2028-03-23
6.120000
Government Agency Debt
175000.00
94034.50
GNMA
2043-12-20
3.500000
Government Agency Debt
495304.00
503080.97
IMPAC SECURED ASSET TRUST
2037-05-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7726000.00
1387986.67
INDX 2006-AR29 A1
2036-11-25
0.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48614000.00
12754593.92
INDX 2006-AR4 A1A
2046-05-25
0.374599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
10435051.92
RALI 2006-QO2 A2
2046-02-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
530000.00
83181.29
RAST 2006-A2 A1
2046-01-25
0.564599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39743000.00
1362136.80
SAIL 2005-7 M2
2035-08-25
0.674599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
14490.57
United States Treasury Department
2023-07-15
0.375000
Treasury Debt
6010000.00
5838670.10
WAMU 2006-AR11 1A
2046-09-25
1.105000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5815000.00
1985785.15
WAMU 2007-OA5 1A
2047-06-25
0.895000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47760000.00
23341029.49
First Tier Security
N/A
N/A
2014-01-29
2014-01-29
N
N
N
68000000.00
68000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
68029240.00
68029240.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.230000%
2284K1AQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
105000000.00
104984570.84
0.0082
N
104989500.00
104989500.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B5Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
44000000.00
44000000.00
0.0034
N
44005720.00
44005720.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
87000000.00
87000000.00
0.0068
N
87026100.00
87026100.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
85000000.00
85000000.00
0.0066
N
85015300.00
85015300.00
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
56000000.00
56000000.00
0.0044
N
56014560.00
56014560.00
Deutsche Bank AG
Deutsche Bank AG 0.280000%
25155JCN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-26
2014-06-26
N
N
N
90000000.00
90000000.00
0.0070
N
90000000.00
90000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140206_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-01-15
3.000000
Government Agency Debt
2393676.00
2281832.67
Freddie Mac
2033-04-15
3.000000
Government Agency Debt
29555461.00
28606560.56
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
26607000.00
29129751.57
GNMA
2037-06-16
5.783999
Government Agency Debt
17718.00
19342.32
GNMA
2041-08-15
5.000000
Government Agency Debt
1028955.00
1100193.45
GNMA
2043-01-20
0.566799
Government Agency Debt
11016717.00
10857132.48
GNMA
2052-12-16
3.600000
Government Agency Debt
1191679.00
1192695.50
GNMA
2053-06-16
2.450000
Government Agency Debt
2317013.00
1991078.01
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
139382100.00
136376708.31
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
206000000.00
206000000.00
0.0161
Y
206000000.00
206000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140210_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-03-15
2.000000
Government Agency Debt
45174275.00
34095424.35
Freddie Mac
2033-04-15
6.500000
Government Agency Debt
48089610.00
52274930.23
Freddie Mac
2033-11-15
3.500000
Government Agency Debt
19904585.00
20428964.66
Freddie Mac
2038-06-15
0.569999
Government Agency Debt
37803490.00
36939419.82
Freddie Mac
2040-10-15
0.467700
Government Agency Debt
52049877.00
50424802.53
Freddie Mac
2041-05-15
0.717999
Government Agency Debt
205171978.00
70769526.72
Freddie Mac
2042-09-15
0.416600
Government Agency Debt
56326834.00
53811580.49
Freddie Mac
2043-06-15
4.500000
Government Agency Debt
39344389.00
39015351.87
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
344000000.00
344000000.00
0.0268
Y
344000000.00
344000000.00
EMF LLC
Bonds (One Workplace) Series 2012 0.210000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4400000.00
4400000.00
0.0003
N
4400000.00
4400000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385RV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
2400000.00
2399939.33
0.0002
N
2399990.40
2399990.40
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385SC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
10800000.00
10799622.00
0.0008
N
10799935.20
10799935.20
Federal Home Loan Bank
Federal Home Loan Bank 0.069000%
313385SM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-31
2014-01-31
N
N
N
14000000.00
13999195.00
0.0011
N
13999888.00
13999888.00
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
4000000.00
3999712.22
0.0003
N
3999920.00
3999920.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.030000%
98599G006_0.0300_M140102_2MN4
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-11-15
3.750000
Treasury Debt
18090241.00
1996003371.76
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
1996000000.00
1996000000.00
0.1557
N
1996000000.00
1996000000.00
Freddie Mac
Freddie Mac 0.070000%
313397SX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
1000000.00
999922.22
0.0001
N
999978.00
999978.00
Freddie Mac
Freddie Mac 0.243600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-01-10
2014-11-10
N
N
N
350000000.00
350000000.00
0.0273
N
350036750.00
350036750.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.170000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2580000.00
2580000.00
0.0002
N
2580000.00
2580000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
38399J008_0.0500_M140107_2MN4
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-07-15
2.625000
Treasury Debt
43770900.00
56100088.05
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
55000000.00
55000000.00
0.0043
N
55000000.00
55000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921ABB008_0.5600_M140320_2MN4
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
885.95
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
4899959.40
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899958.44
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
4899955.62
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
4899991.47
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
4899968.11
HESS CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899929.54
INTERCONTINENTALEXCHANGE GROCOM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899781.92
JOHNSON & JOHNSON
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899930.10
LEUCADIA NATL CORP COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899997.74
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
4899981.00
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
4899999.30
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
4899985.65
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
4899956.56
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
4899959.20
PEPSICO INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899981.00
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
4899916.50
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
4899991.50
WALGREEN CO COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899973.44
WELLPOINT INC COM
2013-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4899980.80
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
4899951.42
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
4899977.28
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
98000000.00
98000000.00
0.0076
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
98093100.00
98093100.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140107_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1273990.00
936889.32
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
29041017.00
23543111.47
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
24000000.00
24000000.00
0.0019
N
24000000.00
24000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140102_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
26988564.00
23249246.10
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
4271110.00
3690797.50
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
50019850.00
43439956.63
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
69000000.00
69000000.00
0.0054
N
69000000.00
69000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140103_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
18614526.00
16399462.78
Fannie Mae
2028-10-01
3.000000
Government Agency Debt
43664267.00
43885353.95
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
13696920.00
12135183.47
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
71000000.00
71000000.00
0.0055
N
71000000.00
71000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140106_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
15435103.00
12775016.96
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
12682363.00
12724983.72
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
25000000.00
25000000.00
0.0020
N
25000000.00
25000000.00
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
29000000.00
28976606.67
0.0023
N
28976220.00
28976220.00
ING Bank NV
ING Bank NV 0.380000%
461995003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
14000000.00
14000000.00
0.0011
N
14007280.00
14007280.00
ING Bank NV
ING Bank NV 0.380000%
922PLL001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
4000000.00
4000000.00
0.0003
N
4000520.00
4000520.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
17000000.00
17000000.00
0.0013
N
17003400.00
17003400.00
ING Bank NV
ING Bank NV 0.390000%
922USU003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
31000000.00
31000000.00
0.0024
N
31012400.00
31012400.00
ING Bank NV
ING Bank NV 0.380000%
922WKJ002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
100000000.00
100000000.00
0.0078
N
100036000.00
100036000.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
3000000.00
3000000.00
0.0002
N
3001200.00
3001200.00
ING Bank NV
ING Bank NV 0.240000%
923GSH002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
30000000.00
30000000.00
0.0023
N
30001800.00
30001800.00
ING Bank NV
ING Bank NV 0.340000%
923VTK001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
17000000.00
17000000.00
0.0013
N
17005780.00
17005780.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320600%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
268000000.00
268000000.00
0.0209
N
268029480.00
268029480.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
71000000.00
70813033.34
0.0055
N
70823210.00
70823210.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140331_2MN4
0001168163
Other Repurchase Agreement
N
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23871998.00
23796950.40
BEAR STEARNS MTG FDG TRUST 2006 AR5
2036-12-25
0.326000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23877000.00
9502000.23
CWS TOWN CENTRE 2000 LP
2030-06-10
3.919999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8775000.00
8799740.63
JP MORGAN CHASE COML MTG SECSTR 2011 FL1
2016-11-15
6.666999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2683201.00
2664692.58
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293334.00
299921.11
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2045-07-15
6.002300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2374.00
2420.79
JP MORGAN CHASE MTGE 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14962326.00
16671330.75
JPMCC 2007
2049-02-12
5.706000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18026705.00
12876971.59
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
162386.00
165664.88
First Tier Security
N/A
N/A
2014-03-31
2014-03-31
N
N
N
65000000.00
65000000.00
0.0051
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
65124800.00
65124800.00
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
50000000.00
50000000.00
0.0039
N
50066750.00
50066750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
40000000.00
40000000.00
0.0031
N
40019600.00
40019600.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
58000000.00
58000000.00
0.0045
N
58019140.00
58019140.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
9000000.00
9000000.00
0.0007
N
9023400.00
9023400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
32000000.00
32000000.00
0.0025
N
32016640.00
32016640.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
41000000.00
41000000.00
0.0032
N
41021320.00
41021320.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PR62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
74000000.00
74000000.00
0.0058
N
74022200.00
74022200.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
40000000.00
40000000.00
0.0031
N
40008000.00
40008000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
2000000.00
2000000.00
0.0002
N
2000400.00
2000400.00
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
64000000.00
64000000.00
0.0050
N
63996800.00
63996800.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MA69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
34000000.00
33999055.55
0.0027
N
33999320.00
33999320.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MA93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9999511.11
0.0008
N
9999700.00
9999700.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274MAG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
13000000.00
12998916.67
0.0010
N
12999220.00
12999220.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399V008_0.0700_M140107_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
2.895999
Government Agency Debt
13586606.00
13171971.80
Fannie Mae
2022-09-25
2.710000
Government Agency Debt
13745083.00
13102713.35
Fannie Mae
2029-06-25
3.000000
Government Agency Debt
25000000.00
12641793.23
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9137824.52
Fannie Mae
2037-07-25
3.500000
Government Agency Debt
45318440.00
7942514.69
Fannie Mae
2039-08-25
2.000000
Government Agency Debt
15000000.00
13140201.80
Fannie Mae
2041-11-25
3.000000
Government Agency Debt
18530000.00
13106968.27
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
23325618.00
9234627.19
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
31448717.00
13756233.78
Freddie Mac
2029-11-15
3.000000
Government Agency Debt
25000000.00
12852467.57
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
18175000.00
13783181.65
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
20675000.00
8954516.78
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
35000000.00
13167290.04
Freddie Mac
2040-08-15
2.000000
Government Agency Debt
15000000.00
13261012.15
Freddie Mac
2041-05-15
1.750000
Government Agency Debt
10000000.00
8946976.87
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
10000000.00
9199706.67
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
180000000.00
180000000.00
0.0140
N
180000000.00
180000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140204_2MN4
0000728612
Other Repurchase Agreement
N
ALCOA INC 3.75 PRF
2019-02-23
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1810000.00
1967484.08
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
1086454.00
296206.53
AMRENENERGY GENERAL COMANY
2020-04-01
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
159000.00
128114.25
APRIA HEALTHCARE GROUP
2014-11-01
12.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
498000.00
512628.75
ARMORED AUTOGROUP INC
2018-11-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
489583.33
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
7164343.00
6988173.59
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
34240830.00
19577696.40
BAYVIEW COMCL ASSET
2036-01-25
0.466000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12091697.00
3430182.14
BEAR STEARN ALT A ARM TRUST 2006 8
2034-11-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250539.00
1685681.85
CD 2005 CD1 COMM MTG TRUST
2044-07-15
5.217699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5388341.00
5522294.93
CHEVY CHASE FDG LLC
2036-01-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175668.00
11736.32
CHL MTG PASS THRU TRUST 2007 4
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19759580.00
5259876.84
CITIGROUP INC
2099-12-31
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1125000.00
995440.63
CITIGRP MTGE LOAN TRUST
2035-09-25
5.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2900000.00
2484949.10
COMM 2013-LC6 MTG TR
2046-01-10
4.290099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
258619.96
COUNTRYWIDE HOME LOANS TRUST
2035-11-25
0.565999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4891008.00
4369980.33
CSMC SER 2009 RR1
2040-02-15
5.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3113996.00
3266377.66
CWALT INC
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3831603.00
2892829.91
CWALT INC 2005-13CB
2035-08-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3259921.00
4049508.58
CWMBS INC
2034-11-25
2.503499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20650000.00
3124985.71
CWMBS INC 2004 21
2035-05-25
0.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10347857.00
2534634.64
CWMBS INC 2004-21
2035-04-25
0.436000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3832926.00
499068.48
DAVE AND BUSTERS
2018-06-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266000.00
294040.83
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
3140199.00
999004.16
EASTON BELL SPORTS
2016-12-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365992.00
385896.47
ENERGY FUTURE INTERMEDIATE HLDG COMP
2020-12-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
265000.00
EPE HLDGS LLC EP ENERGY BONDCO INC
2017-12-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1420729.00
1465403.03
Fannie Mae
2023-10-25
5.414600
Government Agency Debt
1317308.00
1393117.90
GCMO RAST 06-A14 CB
2036-12-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
156965.00
58654.90
GOLDMAN SACHS GRP INC
2023-11-29
1.837599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139752.00
142143.63
GS MORTGAGE SEC TRUST 2010 C2
2043-12-10
4.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2066570.00
1812148.37
GS MTG SECS CORP
2036-03-25
0.235999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
101103827.00
1764486.93
GS MTG SECS TR 2013-GCJ14
2046-08-10
4.776699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1605555.00
1416466.25
GS MTGE SEC CORP 11
2049-12-20
5.580300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46159898.00
3419501.06
GSAA HOME EQUITY TRUST 2007 6
2047-05-25
0.285999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21900000.00
2181150.07
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.406299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19387388.00
12049731.99
INDX 2005-AR19 A1
2035-10-25
4.836000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10005000.00
3252673.18
J P MORGAN MTGE TR
2035-11-25
2.492900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1027910.33
JP MORGAN CHASE COMM SEC
2049-01-15
0.426599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10352283.00
6040863.56
JPMCC 2006-LDP7 AJ
2045-04-15
6.056199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2783760.00
2800862.42
JPMORGAN CHASE & CO
2099-12-31
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12105000.00
10968138.75
LAVENDER TRUST SERIES 2010 RR1
2036-09-28
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1699248.00
1077250.56
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3148106.00
2509960.08
LEHMAN BROTHERS SMALL BALANCE
2036-09-25
0.615999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5757000.00
671857.25
LEHMAN XS TR
2046-08-25
0.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13124626.00
7893096.69
LIBERTY MUTUAL GROUP INC
2037-03-15
7.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10979666.66
MARKWEST ENERGY PARTNERS L P
2022-06-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1918000.00
2033612.78
MASTR ADJUSTABLE RATE MORTGAGE TRUST 2001 1
2035-04-25
0.559799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11739000.00
830424.94
MORGAN STANLEY BK AMER MERRILLYNCH TR 2013 C10
2046-07-15
4.219100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
250044.65
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
11111906.00
6228317.75
MORGAN STANLEY SER 2007 XLF
2020-10-15
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1760000.00
1690169.85
MORGAN STANLEY SERIES 2007 XLF
2020-10-15
0.468000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
161062.00
153064.63
MSC 2007-IQ14 AJFX
2049-04-15
5.725900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5170720.00
3271229.44
NOMURA ASSET ACCPT CORP
2037-04-25
0.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2004907.00
554300.58
NOMURA RESECURITIZATION TR 2011 4R
2036-12-25
2.379799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2539690.00
1346359.46
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
266345.00
190947.17
PFD EPR PROPERTIES
2023-07-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1509215.00
PHHMC SERIES 2007 2 TRUST
2037-05-18
5.819000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10764853.00
1632122.12
PROVIDENT FIN TR I
2038-03-15
7.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4725000.00
5170584.57
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
72392.00
69050.31
TOLL ROAD INVESTORS PARTNERSHIP II L P
2055-02-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83900000.00
5311960.70
TRAVELPORT LLC SENIOR
2016-09-01
11.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
376183.00
394835.41
VERSO PAPER HLDGS LLC
2019-02-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
426000.00
160371.25
VERSO PAPER HOLDING
2016-08-01
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
517395.83
WACHOVIA BANK COMM MTG
2020-06-15
0.566599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
203782.00
192123.39
WACHOVIA BANK COMM MTG TRUST
2020-06-15
0.646599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2026473.00
1844747.77
WACHOVIA CMBS 2005-C22
2044-12-15
5.379299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1088039.00
790304.52
ZIONS BANCORPORATION
2023-09-15
7.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
983000.00
1017896.50
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
157000000.00
157000000.00
0.0123
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
157097340.00
157097340.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.233800%
60682AFQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
62000000.00
62000000.00
0.0048
N
62000000.00
62000000.00
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
114000000.00
114000000.00
0.0089
N
114005700.00
114005700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
78000000.00
78000000.00
0.0061
N
78004680.00
78004680.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682AHH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
66000000.00
66000000.00
0.0051
N
66003960.00
66003960.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
62000000.00
62000000.00
0.0048
N
62003720.00
62003720.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LGM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-15
2014-01-15
N
N
N
17000000.00
17000000.00
0.0013
N
17000340.00
17000340.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LGT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-16
2014-01-16
N
N
N
35000000.00
35000000.00
0.0027
N
35000700.00
35000700.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LGZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
70000000.00
70000000.00
0.0055
N
70004200.00
70004200.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LHA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-22
2014-01-22
N
N
N
32000000.00
32000000.00
0.0025
N
32000640.00
32000640.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
23000000.00
23000000.00
0.0018
N
23000000.00
23000000.00
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
19000000.00
19000000.00
0.0015
N
18999050.00
18999050.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.030000%
55799C003_0.0300_M140102_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
24312302.00
17648623.54
Freddie Mac
2028-05-01
2.500000
Government Agency Debt
29082548.00
27389184.04
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
65473395.00
27234823.21
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
6370345.00
5206974.83
Freddie Mac
2043-06-01
3.000000
Government Agency Debt
26358219.00
24520394.92
First Tier Security
N/A
N/A
2014-01-02
2014-01-02
N
N
N
100000000.00
100000000.00
0.0078
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140103_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
21071658.00
19576555.82
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
19167723.00
19306519.85
Fannie Mae
2031-09-01
4.000000
Government Agency Debt
21362938.00
13408431.88
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
24608271.00
18655574.69
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
12530502.00
10701014.29
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
20695313.00
20351903.96
First Tier Security
N/A
N/A
2014-01-03
2014-01-03
N
N
N
100000000.00
100000000.00
0.0078
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.040000%
992JYJ001_0.0400_M140106_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
27497988.00
26792678.66
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
34738824.00
28723170.87
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
1700387.00
1604151.22
First Tier Security
N/A
N/A
2014-01-06
2014-01-06
N
N
N
56000000.00
56000000.00
0.0044
N
56000000.00
56000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
79000000.00
79000000.00
0.0062
N
79016590.00
79016590.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
24000000.00
24000000.00
0.0019
N
24005040.00
24005040.00
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
30000000.00
30000000.00
0.0023
N
30000000.00
30000000.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
15000000.00
14993483.33
0.0012
N
14994900.00
14994900.00
Nationwide Building Society
Nationwide Building Society 0.225000%
6385E1CH2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
86000000.00
85959687.50
0.0067
N
85966460.00
85966460.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1D16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
18000000.00
17989650.00
0.0014
N
17990820.00
17990820.00
Natixis SA
Natixis SA 0.250000%
63873EG21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
25000000.00
25000000.00
0.0020
N
25000500.00
25000500.00
Natixis SA
Natixis SA 0.250000%
63873EH79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Natixis SA
Natixis SA 0.230000%
63873EN31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
8000000.00
8000000.00
0.0006
N
8000000.00
8000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.209500%
67984RAC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-10
2014-03-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
90000000.00
90000000.00
0.0070
N
90002700.00
90002700.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
39000000.00
39000000.00
0.0030
N
39003120.00
39003120.00
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
113000000.00
113000000.00
0.0088
N
113014690.00
113014690.00
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
32000000.00
32000000.00
0.0025
N
31995200.00
31995200.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
123000000.00
123000000.00
0.0096
N
123025830.00
123025830.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21685VAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
10000000.00
10000000.00
0.0008
N
10001700.00
10001700.00
Rabobank Nederland
Rabobank Nederland 0.270000%
21685VBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
52000000.00
52000000.00
0.0041
N
52002600.00
52002600.00
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
65000000.00
65000000.00
0.0051
N
64990250.00
64990250.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.320000%
7562E1AH7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10500000.00
10498506.67
0.0008
N
10499265.00
10499265.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.290000%
7562E1G32
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
50000000.00
49926291.67
0.0039
N
49949000.00
49949000.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.340000%
76582KBD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
4000000.00
3998375.55
0.0003
N
3999160.00
3999160.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.330000%
76582KBJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
35000000.00
34984600.00
0.0027
N
34991600.00
34991600.00
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
76000000.00
76000000.00
0.0059
N
76042560.00
76042560.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.230000%
82124MCB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
47000000.00
46979280.83
0.0037
N
46984960.00
46984960.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050UAM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-21
2014-01-21
N
N
N
13000000.00
12997833.33
0.0010
N
12999480.00
12999480.00
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
12000000.00
11989550.00
0.0009
N
11992200.00
11992200.00
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
19000000.00
18977938.89
0.0015
N
18978910.00
18978910.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051HMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-27
2014-01-27
N
N
N
1000000.00
1000000.00
0.0001
N
1000160.00
1000160.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
21000000.00
21000000.00
0.0016
N
21004200.00
21004200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
30000000.00
30000000.00
0.0023
N
30005400.00
30005400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HQR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
2000000.00
2000000.00
0.0002
N
2000200.00
2000200.00
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
0.0078
Security is a time deposit.
N
99999140.00
99999140.00
Societe Generale
Societe Generale 0.250000%
83368NSA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
19000000.00
19000000.00
0.0015
N
18999240.00
18999240.00
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
82000000.00
82000000.00
0.0064
N
81995900.00
81995900.00
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
33000000.00
33000000.00
0.0026
N
33001980.00
33001980.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
46000000.00
46000000.00
0.0036
N
46000000.00
46000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.330000%
86562CEF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
31000000.00
31000000.00
0.0024
N
31002170.00
31002170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
5000000.00
5000000.00
0.0004
N
5001200.00
5001200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CJ60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
22000000.00
22000000.00
0.0017
N
22003740.00
22003740.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562CKU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
34000000.00
34000000.00
0.0027
N
34005440.00
34005440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CL83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
32000000.00
32000000.00
0.0025
N
32005440.00
32005440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
15000000.00
15000000.00
0.0012
N
15002550.00
15002550.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
40000000.00
40000000.00
0.0031
N
40007200.00
40007200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562CS52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
18000000.00
18000000.00
0.0014
N
18001260.00
18001260.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UBB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
70000000.00
70000000.00
0.0055
N
69998600.00
69998600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UBM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
13000000.00
13000000.00
0.0010
N
12999740.00
12999740.00
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
2000000.00
2000000.00
0.0002
N
1999920.00
1999920.00
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
9000000.00
9000000.00
0.0007
N
8999550.00
8999550.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-24
2014-01-24
N
N
N
31000000.00
31000000.00
0.0024
N
31000930.00
31000930.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
39000000.00
39000000.00
0.0030
N
39001560.00
39001560.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KGG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
13000000.00
13000000.00
0.0010
N
13000260.00
13000260.00
Sunshine State Government Financing Commission
CP Revenue Taxable Notes Series H 0.200000%
86803JAE6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
Y
Liquidity Facility
JPMorgan Chase Bank NA
N/A
N/A
Obligor
Orlando
N/A
N/A
7230000.00
7230000.00
0.0006
N
7230000.00
7230000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112TCX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-23
2014-01-23
N
N
N
22000000.00
22000000.00
0.0017
N
22002200.00
22002200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112TLH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-07
2014-01-07
N
N
N
121000000.00
121000000.00
0.0094
N
121002420.00
121002420.00
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
12000000.00
12000000.00
0.0009
N
12002040.00
12002040.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.214000%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-06-17
N
N
N
127000000.00
127000000.00
0.0099
N
127055880.00
127055880.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.216300%
89112W6D4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-21
2014-06-19
N
N
N
140000000.00
140000000.00
0.0109
N
140063000.00
140063000.00
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
50000000.00
50000000.00
0.0039
N
50022000.00
50022000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HAU8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-01-28
2014-01-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
53000000.00
52990857.50
0.0041
N
52997350.00
52997350.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
65000000.00
64977430.55
0.0051
N
64992850.00
64992850.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HC51
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
6000000.00
5997690.00
0.0005
N
5999100.00
5999100.00
UBS AG
UBS AG 0.240000%
90267RTT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
59000000.00
59000000.00
0.0046
N
59007670.00
59007670.00
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
144000000.00
144000000.00
0.0112
N
144000000.00
144000000.00
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
42000000.00
42000000.00
0.0033
N
42009240.00
42009240.00
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
50000000.00
50000000.00
0.0039
N
50003600.00
50003600.00
Westpac Banking Corp
Westpac Banking Corp 0.280000%
96121TSN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-04-25
N
N
N
145000000.00
145000000.00
0.0113
N
145089900.00
145089900.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TUG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-02
2014-10-29
N
N
N
137000000.00
137000000.00
0.0107
N
137101380.00
137101380.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
477545.43
477545.43
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
418372.51
418372.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
386283.34
386283.34
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
567700.10
567700.10
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
737886.98
737886.98
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
681291.05
681291.05
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1702487.02
1702487.02
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
613311.70
613311.70
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
215823.03
215823.03
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
340773.41
340773.41
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
110703.48
110703.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
102212.52
102212.52