0001145549-14-002540.txt : 20140429
0001145549-14-002540.hdr.sgml : 20140429
20140307170912
ACCESSION NUMBER: 0001145549-14-002540
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140228
FILED AS OF DATE: 20140307
DATE AS OF CHANGE: 20140307
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
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14678192
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
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-02-28
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
91
14885481309.54
5665431.77
41060751.48
14850085989.83
0.0022
1.0001
2014-02-28
1.0001
2014-02-28
C000012373
1.00
14850085989.83
1.00
-54631840.02
3068347934.43
3122979774.45
0.0001
1.0001
2014-02-28
1.0001
2014-02-28
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.230000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
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 0.306500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-04-04
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0051
N
75003750.00
75003750.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HS72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
Y
Santander UK Plc
N/A
N/A
N
3000000.00
3000000.00
0.0002
N
2999970.00
2999970.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HS80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
Y
Santander UK Plc
N/A
N/A
N
67000000.00
67000000.00
0.0045
N
67000000.00
67000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.177500%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
115000000.00
115000000.00
0.0077
N
115001150.00
115001150.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
88000000.00
88000000.00
0.0059
Security is a time deposit.
N
88000198.00
88000198.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M140303
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
211000000.00
211000000.00
0.0142
Security is a time deposit.
N
211000147.70
211000147.70
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M140307
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
30000000.00
30000000.00
0.0020
Security is a time deposit.
N
30000000.00
30000000.00
Bank of America, NA
Bank of America, NA 0.355300%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-04-07
2015-03-05
N
N
N
40000000.00
40000000.00
0.0027
N
40000000.00
40000000.00
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
94008460.00
94008460.00
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
0.0058
N
86000860.00
86000860.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3N1
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
47000000.00
47000000.00
0.0032
N
47001880.00
47001880.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3T8
Other Note
N
First Tier Security
N/A
N/A
2014-07-25
2014-07-25
N
N
N
53000000.00
53000000.00
0.0036
N
53002120.00
53002120.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4M2
Other Note
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
4000000.00
4000000.00
0.0003
N
3999800.00
3999800.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W5H2
Other Note
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
37000000.00
37000000.00
0.0025
N
36998150.00
36998150.00
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
0.0034
N
50000500.00
50000500.00
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
18000180.00
18000180.00
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
25003000.00
25003000.00
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
53999640.19
0.0036
N
54002700.00
54002700.00
Bank of Montreal
Bank of Montreal 0.070000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
205000000.00
205000000.00
0.0138
Security is a time deposit.
N
204999713.00
204999713.00
Bank of Montreal
Bank of Montreal 0.050000%
06999G005_M140303
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
15000000.00
15000000.00
0.0010
Security is a time deposit.
N
14999983.50
14999983.50
Bank of Montreal
Bank of Montreal 0.070000%
06999G005_M140305
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
96000000.00
96000000.00
0.0065
Security is a time deposit.
N
95999760.00
95999760.00
Bank of Nova Scotia
Bank of Nova Scotia 0.224500%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-17
2014-09-16
N
N
N
128000000.00
128000000.00
0.0086
N
128017920.00
128017920.00
Bank of Nova Scotia
Bank of Nova Scotia 0.235500%
06417FD56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-24
2014-07-24
N
N
N
171000000.00
171000000.00
0.0115
N
171046170.00
171046170.00
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
0.0062
N
92009200.00
92009200.00
Bank of Nova Scotia
Bank of Nova Scotia 0.060000%
924HZZ001_0.0600_M140303_2M54
0001041839
Government Agency Repurchase Agreement
Y
United States Treasury Department
2014-11-15
0.375000
Treasury Debt
6425000.00
6444035.39
United States Treasury Department
2014-12-15
0.250000
Treasury Debt
6320000.00
6329701.89
United States Treasury Department
2014-12-31
0.125000
Treasury Debt
6015000.00
6016225.43
United States Treasury Department
2015-03-31
0.250000
Treasury Debt
5550900.00
5562729.46
United States Treasury Department
2015-04-30
2.500000
Treasury Debt
6249500.00
6473152.69
United States Treasury Department
2015-06-30
0.375000
Treasury Debt
9744000.00
9776946.29
United States Treasury Department
2015-07-31
0.250000
Treasury Debt
6530000.00
6538119.21
United States Treasury Department
2015-08-31
0.375000
Treasury Debt
6651000.00
6668425.62
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
7967000.00
7979869.96
United States Treasury Department
2015-10-31
1.250000
Treasury Debt
6500000.00
6635607.20
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
7009000.00
7247354.79
United States Treasury Department
2016-03-15
0.375000
Treasury Debt
6805000.00
6822016.67
United States Treasury Department
2016-03-15
0.375000
Treasury Debt
3436000.00
3444592.11
United States Treasury Department
2016-03-31
2.250000
Treasury Debt
5950000.00
6239817.31
United States Treasury Department
2016-03-31
2.375000
Treasury Debt
7200000.00
7573552.81
United States Treasury Department
2016-04-15
0.250000
Treasury Debt
6150000.00
6140369.51
United States Treasury Department
2016-06-30
1.500000
Treasury Debt
6008000.00
6171013.57
United States Treasury Department
2016-07-15
0.625000
Treasury Debt
6955700.00
6989224.17
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
7167700.00
7274318.94
United States Treasury Department
2017-05-31
2.750000
Treasury Debt
6400000.00
6840514.88
United States Treasury Department
2017-06-30
0.750000
Treasury Debt
6186600.00
6174829.22
United States Treasury Department
2017-12-31
0.750000
Treasury Debt
7000000.00
6927622.63
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
693000.00
678517.56
United States Treasury Department
2018-06-30
1.375000
Treasury Debt
6585000.00
6632682.13
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
5510000.00
5500102.09
United States Treasury Department
2018-11-15
3.750000
Treasury Debt
5993900.00
6705316.42
United States Treasury Department
2019-07-31
0.875000
Treasury Debt
10000000.00
9600517.96
United States Treasury Department
2020-02-15
3.625000
Treasury Debt
5712000.00
6317413.71
United States Treasury Department
2020-05-15
3.500000
Treasury Debt
6545000.00
7245491.28
United States Treasury Department
2020-08-31
2.125000
Treasury Debt
7050000.00
7114993.95
United States Treasury Department
2028-04-15
3.625000
Treasury Debt
110500.00
220312.58
United States Treasury Department
2029-01-15
2.500000
Treasury Debt
552500.00
735546.46
United States Treasury Department
2039-11-15
4.375000
Treasury Debt
6000100.00
6979069.82
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
200000000.00
200000000.00
0.0135
N
200000000.00
200000000.00
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
27005400.00
27005400.00
Bank of the West
Bank of the West 0.240000%
06426GDC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
11000000.00
11000000.00
0.0007
N
11002200.00
11002200.00
Bank of the West
Bank of the West 0.230000%
06426GDL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
9000000.00
9000000.00
0.0006
N
9001530.00
9001530.00
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
3000780.00
3000780.00
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
0.0087
N
129034830.00
129034830.00
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
5001350.00
5001350.00
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
2000520.00
2000520.00
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
8000640.00
8000640.00
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
7000560.00
7000560.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GQ70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
25500000.00
25500000.00
0.0017
N
25501275.00
25501275.00
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
8000720.00
8000720.00
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
5000450.00
5000450.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GS78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
17000000.00
17000000.00
0.0011
N
17000850.00
17000850.00
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
0.0076
N
113011300.00
113011300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GYN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
19000000.00
19000000.00
0.0013
N
19001330.00
19001330.00
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
23000920.00
23000920.00
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
0.0050
N
74008140.00
74008140.00
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
6004800.00
6004800.00
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
57023940.00
57023940.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XVY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
12000000.00
12000000.00
0.0008
N
12004320.00
12004320.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-23
2014-07-23
N
N
N
24000000.00
24000000.00
0.0016
N
24008640.00
24008640.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
N
87000000.00
87000000.00
0.0059
N
87031320.00
87031320.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M140303_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-02-15
3.500000
Treasury Debt
9930500.00
10861552.96
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
4334000.00
4438453.11
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
15000000.00
15000000.00
0.0010
N
15000000.00
15000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.080000%
06737JC45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
Y
Barclays Bank Plc
N/A
N/A
N
14000000.00
13999968.89
0.0009
N
13999860.00
13999860.00
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
3000060.00
3000060.00
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
0.0071
N
105012600.00
105012600.00
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
27004590.00
27004590.00
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
64050560.00
64050560.00
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
11002530.00
11002530.00
BNP Paribas
BNP Paribas 0.300000%
05572NTA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
40000000.00
40000000.00
0.0027
N
39998000.00
39998000.00
BNP Paribas
BNP Paribas 0.300000%
05572NTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
11000000.00
11000000.00
0.0007
N
10999450.00
10999450.00
BNP Paribas
BNP Paribas 0.300000%
05572NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
1500000.00
1500000.00
0.0001
N
1499925.00
1499925.00
BNP Paribas
BNP Paribas 0.300000%
05572NTH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
37000000.00
37000000.00
0.0025
N
36998150.00
36998150.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.290000%
923JCS009_0.2900_M140307_2M54
0001197610
Other Repurchase Agreement
N
AES CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
705852.94
AETNA INC NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
798717.52
ALLEGHANY CORP DEL COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
169846.20
ALLERGAN INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150641.50
ALLIANT ENERGY CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
655349.58
AMERICAN TOWER CORP NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1002772.60
AMERICAN WTR WKS CO INC NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2148704.24
CHEVRON CORP NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
785766.48
CIBER INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
162.86
CINCINNATI BELL INC NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
298123.68
COLGATE PALMOLIVE CO COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
642320.80
EOG RES INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
130854.06
EXXON MOBIL CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1975454.08
FIDELITY NATL INFORMATION SVCOM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1825803.84
HCA HOLDINGS INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
241680.32
HILLSHIRE BRANDS CO COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150676.96
HOME DEPOT INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150646.89
ISHARES INC MSCI MEX
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150675.45
METLIFE INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2136307.34
MIDSOUTH BANCORP INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
334407.50
MORGAN STANLEY COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2036518.44
NEW YORK & CO INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
110475.70
PETROQUEST ENERGY INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4.48
PNC FINL SVCS GROUP INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1497306.72
PRUDENTIAL FINL INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2130426.24
RELIANCE STEEL & ALUMINUM COCOM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1167384.60
ROYAL CARIBBEAN CRUISES LTD COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150662.20
SIMON PPTY GROUP INC NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2141554.14
STILLWATER MNG CO COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
534060.56
SYNOVUS FINL CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
302771.38
UNITED TECHNOLOGIES CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
529059.57
VISTEON CORP COM NEW
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2097603.50
VONAGE HLDGS CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
562632.00
WAL MART STORES INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150683.20
WELLS FARGO & CO NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1265822.40
WHIRLPOOL CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2150649.87
XL GROUP PLC SHS
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1882237.70
Unrated Security
N/A
N/A
2014-03-07
2014-03-07
Y
BNP Paribas Prime Brokerage Inc
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
43005160.00
43005160.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
921AAE003_0.2200_M140304_2M54
0001197610
Other Repurchase Agreement
N
DARDEN RESTAURANTS INC
2017-10-15
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9601458.00
11090313.41
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
83926.00
80820.74
VERIZON COMMUNICATIONS
2043-09-15
6.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16243900.00
20328866.34
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
30000000.00
30000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
30000000.00
30000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
921AES008_0.2600_M140307_2M54
0001197610
Other Repurchase Agreement
N
SASOL FINGINTL PLC
2022-11-14
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73942.00
71206.15
VERIZON COMMUNICATIONS
2043-09-15
6.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13367241.00
16728793.92
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
16000000.00
16000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
16000640.00
16000640.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
921AES008_0.4100_M140307_2M54
0001197610
Other Repurchase Agreement
N
GMAC 7.30 PUBLICINCOMENOTES PINES
2031-11-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4479938.00
5750000.42
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
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
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M140303_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
42935000.00
43016888.76
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
2920762.00
2528971.13
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
50019850.00
43400156.04
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
57600000.00
43078453.91
Freddie Mac
2044-02-01
4.000000
Government Agency Debt
40817284.00
43083622.88
GNMA
2044-01-20
3.500000
Government Agency Debt
37877329.00
39131907.68
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
208000000.00
208000000.00
0.0140
N
208000000.00
208000000.00
BPCE SA
BPCE SA 0.260000%
05571CE64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
110000000.00
109949155.56
0.0074
N
109948300.00
109948300.00
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
40000000.00
39999144.44
0.0027
N
39999200.00
39999200.00
CAFCO, LLC
CAFCO, LLC 0.240000%
12476FHK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14983100.00
0.0010
N
14980350.00
14980350.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FHK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13984883.89
0.0009
N
13981660.00
13981660.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606Y2P0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
60000000.00
60000000.00
0.0040
N
60000000.00
60000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.050000%
13606Y2S4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
50000000.00
50000000.00
0.0034
N
49999500.00
49999500.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.050000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
36000000.00
36000000.00
0.0024
Security is a time deposit.
N
36000000.00
36000000.00
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
7995164.44
0.0005
N
7998320.00
7998320.00
Charta, LLC
Charta, LLC 0.250000%
16115XH40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12986097.22
0.0009
N
12989470.00
12989470.00
Charta, LLC
Charta, LLC 0.240000%
16115XHC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64929800.00
0.0044
N
64943450.00
64943450.00
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
2000020.00
2000020.00
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
5000200.00
5000200.00
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
21006510.00
21006510.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
40000000.00
40000000.00
0.0027
N
40010000.00
40010000.00
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
69998502.77
0.0047
N
69999300.00
69999300.00
Ciesco, LLC
Ciesco, LLC 0.240000%
17178CHC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
75000000.00
74919000.00
0.0050
N
74934750.00
74934750.00
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
6001140.00
6001140.00
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
48018240.00
48018240.00
Citibank, NA
Citibank, NA 0.214500%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-17
2014-06-17
N
N
N
108000000.00
108000000.00
0.0073
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
30008700.00
30008700.00
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
103030900.00
103030900.00
Citibank, NA
Citibank, NA 0.230000%
17304URA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
29000000.00
29000000.00
0.0020
N
28998550.00
28998550.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
83000000.00
83000000.00
0.0056
Security is a time deposit.
N
82999132.65
82999132.65
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
23984600.00
0.0016
N
23989920.00
23989920.00
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
48953858.33
0.0033
N
48962760.00
48962760.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
10000000.00
9987083.33
0.0007
N
9988500.00
9988500.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
40000000.00
39948000.00
0.0027
N
39953600.00
39953600.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GHJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
31000000.00
30956600.00
0.0021
N
30959080.00
30959080.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GHK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
4000000.00
3994366.67
0.0003
N
3994680.00
3994680.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.535400%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2014-04-28
2014-08-27
N
N
N
150000000.00
150000000.00
0.0101
N
150066000.00
150066000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224500%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-31
2014-11-24
N
N
N
115000000.00
115000000.00
0.0077
N
115028750.00
115028750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.228500%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-03
2014-11-26
N
N
N
32000000.00
32000000.00
0.0022
N
32008000.00
32008000.00
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
22999731.67
0.0015
N
23000000.00
23000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.234500%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2015-02-25
N
N
N
30000000.00
30000000.00
0.0020
N
30000000.00
30000000.00
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
7998817.77
0.0005
N
7999440.00
7999440.00
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
63953333.34
0.0043
N
63959040.00
63959040.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VHK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49946013.89
0.0034
N
49937500.00
49937500.00
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
0.0052
N
77004620.00
77004620.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.110000%
22533MAG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
10000000.00
10000000.00
0.0007
N
9999900.00
9999900.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.120000%
22533MAK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
40000000.00
40000000.00
0.0027
N
39999600.00
39999600.00
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
48003360.00
48003360.00
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
21001470.00
21001470.00
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
42005460.00
42005460.00
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
24001680.00
24001680.00
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
15001650.00
15001650.00
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
72009360.00
72009360.00
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
1000130.00
1000130.00
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
10000900.00
10000900.00
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
45004500.00
45004500.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140501_2M54
0001230485
Other Repurchase Agreement
N
144A IRWHE 2006-P1 1A
2037-06-25
0.295499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3186000.00
542890.11
144A MSBAM 2013-C10 F
2046-07-15
4.219000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5138134.00
4112396.25
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7079000.00
1908458.13
144A PALS 1999-1A A2
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21590000.00
2475489.99
144A QUEST 2005-X2 A2
2035-12-25
0.440500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62000.00
13087.63
AHMA 2007-1 A1
2047-02-25
0.834099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
425000.00
135990.83
ARMT 2005-10 5A1
2036-01-25
0.415499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44262615.00
6284414.32
BSABS 2005-AC3 1A1
2035-07-25
0.655499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38900000.00
9491460.99
CNFHE 2002-A B1
2032-04-15
5.404499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5385000.00
685494.90
CSMC 2006-C2 AM
2039-03-15
5.681099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4567282.00
4833113.61
CSMC TR 2013-IVR2
2043-04-25
3.458100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
655000.00
648833.51
CWHL 2006-HYB2 4A1
2036-04-20
5.036100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
10929.14
CWL 2006-13 3AV3
2037-01-25
0.405500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
68895.88
CWL 2006-16 2A2
2046-12-25
0.305499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
5555.91
CWL 2007-1 2A2
2037-07-25
0.255500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000.00
10873.15
Fannie Mae
2044-03-01
4.500000
Government Agency Debt
20000.00
21598.66
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
109161.34
GNMA
2039-08-15
5.000000
Government Agency Debt
119197000.00
29416671.06
GRAND AVENUE CDO I LTD
2046-04-05
0.385300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9205000.00
2060522.62
GSAA 2006-5 2A3
2036-03-25
0.425499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000.00
9085.82
IMSA 2007-3 A1B
2037-09-25
0.395500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
44534.24
INDX 2006-AR7 3A1
2036-05-25
2.695100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
10233.80
NCHET 2006-1 A2B
2036-05-25
0.335500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64000.00
17676.28
OAK 99-D A1
2029-11-15
7.839999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36000.00
6081.95
RENAISSANCE HOME EQUITY LOAN T
2036-05-25
0.455500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
12859.37
SAMI 2005-AR5 B3
2035-07-19
1.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
40119.83
SAMI 2006-AR6 2A1
2046-07-25
0.345499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58940000.00
23434858.14
TMST
2038-04-25
6.127600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
594000.00
130809.18
United States Treasury Department
2016-01-15
2.000000
Treasury Debt
300000.00
376502.82
WAMU 2006-AR9 1A
2046-08-25
1.135000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360773.00
112335.77
WAMU 2007-OA5 1A
2047-06-25
0.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
19318.27
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
79000000.00
79000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
79000000.00
79000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140507_2M54
0001230485
Other Repurchase Agreement
N
144A CSMC 2008-C1 AJ
2041-02-15
6.038299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
253344.26
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14515000.00
1199181.86
144A GKKRE 2007-1A A1
2056-08-15
0.515800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
226121.70
144A MONRO 2005-1A A2
2040-12-05
0.605300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7115000.00
675924.99
144A MONT 2006-1A A1A
2042-09-06
0.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
30636.96
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9560000.00
2577321.62
144A PALS 1999-1A A2
2029-03-25
6.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7440000.00
853063.71
144A TIASF 1A A1
2030-11-25
0.736700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32170000.00
3103224.85
ABFC 2006-OPT1 M1
2036-09-25
0.435500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
62640.86
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
265000.00
110306.08
AHMA 2007-1 A1
2047-02-25
0.834099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
83194.39
BACM 2006-4 C
2046-07-10
5.753999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
54315.94
BALTA 2006-8 1A1
2046-06-25
0.315500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
890000.00
149275.79
BCAP 2006-AA2 A1
2037-01-25
0.325500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5404180.00
1361421.10
BOAA 2003-6 1B2
2033-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3755000.00
746827.03
BSARM 2004-11 B1
2034-10-25
2.924100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
428093.90
BSCMS 2007-PW15 AM
2044-02-11
5.363000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
270646.61
BSSLT 2007-1 2A
2037-08-25
0.595500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10925000.00
1747218.54
CSFB 2002-HE11 M2
2032-10-25
2.205499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
417646.91
CSFB 2003-8 CB1
2033-04-25
5.581100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
386700.24
CWALT 2006-OC2 2A2
2036-02-25
0.355499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
5554.49
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41730000.00
8627924.59
CWHL 2006-HYB2 4A1
2036-04-20
5.036100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2185000.00
597004.52
CWL 2005-5 M4
2035-10-25
0.955500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2260000.00
1422810.44
CWL 2006-13 3AV3
2037-01-25
0.405500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1930000.00
1108075.38
GRAND AVENUE CDO I LTD
2046-04-05
0.385300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
3357.72
GS MTG SECS TR 2013-GC13
2046-07-10
4.072300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
12998.12
GSAMP 2006-S1 A1
2035-11-25
0.295499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005000.00
39971.83
IMPAC SECURED ASSET TRUST
2037-05-25
0.265500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
121954.84
IMSA 2007-3 A1B
2037-09-25
0.395500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
1176641.42
INDX 2006-AR7 3A1
2036-05-25
2.695100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
2274.18
JPMMT 2007-A2 4A1
2037-04-25
5.204299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41197000.00
3465073.81
LXS 2006-13 1A3
2036-09-25
0.445500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1380000.00
564656.37
MARM 2007-3 12A1
2047-05-25
0.355499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6830000.00
2521864.93
MSC 2007-IQ14 AJFX
2049-04-15
5.729599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
710000.00
475458.96
OOMLT 2007-1 2A2
2037-01-25
0.255500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000.00
4602.67
OPMAC 2005-3 M3
2035-07-25
0.655499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
14659.96
RASC
2037-02-25
0.375500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
24990.66
RFMS2 2006-HI4 A4
2036-09-25
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
280000.00
212526.09
SACO 2006-3 A3
2036-04-25
0.615500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
73465.64
TMST
2038-04-25
6.127600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1051000.00
231448.57
WAMU 2007-OA5 1A
2047-06-25
0.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
72443.52
WBCMT 2007-C31 AJ
2047-04-15
5.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
131000.00
134704.20
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
31000000.00
31000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
31000000.00
31000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2M54
0001230485
Other Repurchase Agreement
N
144A AVMT 2013-AVM B
2032-12-05
3.742599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
87619.35
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22386000.00
4096991.89
144A DBUBS 2011-LC2A C
2044-07-10
5.443800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
38477.05
144A WBCMT 2007-WHL8 A1
2020-06-15
0.234499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
21337.88
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205000.00
885993.12
CWHL 2006-HYB2 4A1
2036-04-20
5.036100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1725000.00
471319.36
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.835500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135022000.00
14604056.52
INDX 2006-AR7 3A1
2036-05-25
2.695100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
10233.80
MSC 2007-HQ12 AM
2049-04-12
5.613699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
38388.53
SAMI 2005-AR5 B3
2035-07-19
1.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
585000.00
48391.97
WAMU 2006-AR11 1A
2046-09-25
1.095000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76783000.00
25453550.29
WAMU 2006-AR19 2A
2047-01-25
2.032999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2213.02
WAMU 2007-OA5 1A
2047-06-25
0.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
241478.40
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
40019600.00
40019600.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2M54
0001230485
Other Repurchase Agreement
N
144A ACAP 2000-1A A1
2025-11-15
0.634499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
24194.51
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
540000.00
98828.54
144A BAYC 2005-3A A1
2035-11-25
0.475499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1127000.00
282723.32
144A BLX 2007-AA A
2040-10-20
0.554000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
40956.43
144A CBASS 2007-SP1 A4
2037-12-25
6.019999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
192609.45
144A CFCAT 2013-1A D
2019-11-15
4.679999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
51021.74
144A CWL 2006-SD2 1M1
2046-05-25
0.707999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
13392.08
144A DBUBS 2011-LC2A C
2044-07-10
5.443800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
93444.27
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3523000.00
220885.89
144A MLMI 1998-C3 G
2030-12-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
44911.73
144A STR 2013-3A A2
2043-11-20
5.210000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
305000.00
309507.55
144A WBCMT 2007-WHL8 A1
2020-06-15
0.234499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
672144.00
119517.73
AHMA 2007-1 A1
2047-02-25
0.834099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
65595.58
ARMT 2006-3 4A11
2036-08-25
0.335500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000.00
6569.89
BALTA 2006-5 1A1
2036-08-25
0.325500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1152000.00
129643.41
BSCMS
2017-06-11
5.705499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
227119.78
CMLTI 2006-NCB1 2A2
2036-05-15
0.274500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
215531.84
CWALT 2005-10CB 1A1
2035-05-25
0.655499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
28186.94
CWHEL 2004-P 2A
2034-03-15
0.474499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2275000.00
124691.40
CWHL 2006-HYB2 4A1
2036-04-20
5.036100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
510000.00
139346.59
CWL 2005-IM3 A3
2036-03-25
0.405500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
6880.44
CWL 2007-S1 A3
2036-11-25
5.809999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2152.97
Fannie Mae
2044-03-01
4.500000
Government Agency Debt
30000.00
32397.99
FHLT 2006-C 2A2
2036-10-25
0.305499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
44229.88
Freddie Mac
2038-08-15
5.500000
Government Agency Debt
1750000.00
168207.30
GECMC 2007-C1 AM
2049-12-10
5.605999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1980000.00
2063902.20
GMACM 2004-HE1 A3
2034-06-25
0.365499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
342442.06
GMACM 2004-HE5 A5
2034-09-25
5.865000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
24702.35
GRAND AVENUE CDO I LTD
2046-04-05
0.385300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38697000.00
8662253.56
GSMS
2039-11-10
5.621999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
456700.00
454555.49
GSMS
2045-08-10
5.805900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2435000.00
2559069.47
GSR 2004-14 2A1
2034-12-25
0.485499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6853000.00
143508.05
GSR 2004-7 3A1
2034-06-25
2.286099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5825000.00
845281.79
HEMT 2005-HF1
2036-02-25
0.505499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
652000.00
144730.43
HLMLT 2005-1 A3
2036-04-15
0.514499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
965000.00
478615.60
IMPAC SECURED ASSET TRUST
2037-05-25
0.265500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
21842.66
IMSA 2007-3 A1B
2037-09-25
0.395500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
9375.63
INABS 2006-H2 A
2036-06-28
0.311199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
614562.77
INDX 2006-AR4 A1A
2046-05-25
0.365499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5680000.00
1494801.05
INDX 2006-AR7 3A1
2036-05-25
2.695100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
65951.13
IRWHE 2002-1 1A1
2023-07-25
0.425499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2584000.00
26382.06
IXIS 2006-HE2 A4
2036-08-25
0.415499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2345000.00
934822.63
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.813299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1580000.00
1654059.11
JPMCC 2006-LDP8 D
2045-05-15
5.618000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1115000.00
1065703.17
LBMLT
2036-03-25
0.345499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1090000.00
342233.21
LONG BEACH MORTGAGE LOAN TRUS
2031-01-01
0.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1895000.00
286333.02
MLMI 2007-MLN1 A2D
2037-03-25
0.475499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970000.00
1058689.87
MSAC
2036-08-25
0.295499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
186339.17
MSAC 2007-NC3 A2A
2037-05-25
0.215500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5375000.00
230883.35
MSC 2007-HQ12 AM
2049-04-12
5.613699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
38388.53
MSC 2007-IQ14 AM
2049-04-15
5.692599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4436637.93
OAK 2000-C A1
2030-04-15
7.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
114188.97
OOMLT 2007-1 2A2
2037-01-25
0.255500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
615000.00
202188.92
RAMC 2007-3 AF3
2037-09-25
7.238000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
361720.78
RAMP 2005-RS9 AI4
2035-11-25
0.475499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
157747.24
RASC 2001-KS2 AI6
2030-10-25
6.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
310799.54
RASC 2002-KS2 AI5
2032-04-25
7.278999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
126635.43
RFMS2 2006-HI4 A4
2036-09-25
5.719999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
614807.62
SAIL 2004-3 A3
2034-04-25
2.206000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
166000.00
29591.27
SAMI 2005-AR5 B2
2035-07-19
0.854500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8952000.00
1893488.50
SAMI 2005-AR5 B3
2035-07-19
1.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1655000.00
136903.76
SAMI 2007-AR4 A6
2047-09-25
0.405500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32585000.00
2937327.70
SARM04-14 M
2034-10-25
0.655499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1460000.00
633086.25
SASC 2006-BC1 A6
2036-03-25
0.425499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
25140.90
SEQUOIA MTG TR 2013-3
2043-03-25
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2335000.00
1921454.79
SVHE 2006-OPT5 2A4
2036-07-25
0.395500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58000.00
30060.82
TMST
2038-04-25
6.127600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
799000.00
175953.77
TMTS
2037-07-25
2.047900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7415000.00
1434617.07
United States Treasury Department
2014-07-15
2.000000
Treasury Debt
100000.00
126349.81
United States Treasury Department
2016-06-30
1.500000
Treasury Debt
605000.00
621416.54
United States Treasury Department
2018-08-31
1.500000
Treasury Debt
150000.00
151183.50
WAMU 2007-OA5 1A
2047-06-25
0.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
94176.58
WBCMT 2007-C34 AJ
2046-05-15
5.969100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1530000.00
1577781.13
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000.00
6859.93
WMALT 2006-6 4A
2034-11-25
6.933200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6995000.00
1307925.89
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 FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
198127000.00
16368605.17
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
112000.00
30194.56
AHMA 2007-1 A1
2047-02-25
0.834099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
39997.30
BACM 2006-4 C
2046-07-10
5.753999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
725000.00
656317.58
BSSP 2007-R6 1A2
2036-01-26
2.500599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9525000.00
45533.05
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
690946.96
CWHL 2006-HYB2 4A1
2036-04-20
5.036100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
745000.00
203555.32
GRAND AVENUE CDO I LTD
2046-04-05
0.385300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
845000.00
189151.72
INDX 2006-AR7 3A1
2036-05-25
2.695100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
36386.83
JPMCC 2006-LDP7 B
2045-04-15
5.872600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4473.39
REPUBLIC OF SRI LANKA
2015-01-22
7.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31020000.00
32105698.96
SAMI 2005-AR5 B3
2035-07-19
1.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520000.00
43015.08
SASC 2003-15A B1
2033-04-25
2.450299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1705000.00
205348.83
WAMU 2006-AR11 1A
2046-09-25
1.095000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27359635.00
9069713.94
WAMU 2007-OA5 1A
2047-06-25
0.885000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
111080.06
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
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
7998026.67
0.0005
N
7998480.00
7998480.00
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
0.0097
N
144010080.00
144010080.00
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
4000480.00
4000480.00
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
97034920.00
97034920.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JFG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-17
2014-07-17
N
N
N
136000000.00
136000000.00
0.0092
N
135989120.00
135989120.00
Deutsche Bank AG
Deutsche Bank AG 0.280000%
25155JHG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
8000000.00
8000000.00
0.0005
N
7998560.00
7998560.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
55000000.00
55000000.00
0.0037
N
55000000.00
55000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
21599B009_0.0500_M140303_2M54
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-05-29
0.00
Treasury Debt
102012900.00
102000046.37
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
100000000.00
100000000.00
0.0067
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M140303_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-01-25
3.500000
Government Agency Debt
5278000.00
5249871.72
Fannie Mae
2032-11-25
3.500000
Government Agency Debt
3274000.00
3084926.50
Fannie Mae
2033-04-25
3.000000
Government Agency Debt
12802477.00
12548703.43
Fannie Mae
2033-09-25
0.405500
Government Agency Debt
2333333.00
2281424.89
Fannie Mae
2039-09-25
3.000000
Government Agency Debt
1668697.00
1690501.27
Fannie Mae
2040-10-25
0.675499
Government Agency Debt
2000000.00
577238.83
Fannie Mae
2040-12-25
0.628000
Government Agency Debt
4900000.00
1438722.24
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
31554190.00
32593427.25
Fannie Mae
2042-09-25
0.455500
Government Agency Debt
8300411.00
7698727.50
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
21372106.00
23254834.54
Fannie Mae
2043-05-25
4.000000
Government Agency Debt
16232530.00
16807805.29
Fannie Mae
2043-05-25
4.000000
Government Agency Debt
4187285.00
4165352.00
Fannie Mae
2043-10-25
4.000000
Government Agency Debt
24278633.00
25128208.24
Fannie Mae
2043-11-25
1.155500
Government Agency Debt
7331734.00
7253021.14
GNMA
2034-12-16
2.359999
Government Agency Debt
869705.00
243247.60
GNMA
2037-11-16
2.750000
Government Agency Debt
25810912.00
17129769.17
GNMA
2039-07-20
3.000000
Government Agency Debt
2059840.00
1677054.92
GNMA
2040-06-20
3.500000
Government Agency Debt
689545.00
520906.26
United States Treasury Department
2015-06-30
0.375000
Treasury Debt
3777500.00
3790272.44
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
82843900.00
81881345.42
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
240804922.00
240804922.00
0.0162
N
240804922.00
240804922.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
988RGN000_0.2100_M140303_2M54
0001074042
Other Repurchase Agreement
N
ALASKA AIR GROUP INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249924.80
AMERICAN INTL GROUP INC COM NEW
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249952.39
APACHE CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249992.19
AXIALL CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249960.92
CHUBB CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249917.52
EMERSON ELEC CO COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249972.75
EXAR CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249999.75
HCP INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249965.30
ISHARES INC MSCI MEX
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249950.40
JUNIPER NETWORKS INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249977.55
KRATON PERFORMANCE POLYMERS COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249980.58
LYON WILLIAM HOMES CL A NEW
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249996.24
MERCK & CO INC NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249983.92
MUELLER WTR PRODS INC COM SER
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249997.11
NORTHROP GRUMMAN CORP COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249881.64
PLATINUM UNDERWRITER HLDGS LCOM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249981.39
REGIONS FINANCIAL CORP NEW COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249991.07
SPECTRUM BRANDS HLDGS INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249984.92
SUNCOKE ENERGY INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249984.35
TOWERS WATSON & CO CL A
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
643.50
WELLPOINT INC COM
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249984.00
XL GROUP PLC SHS
2014-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
249992.65
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
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
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
991JCA005_0.0500_M140306_2M54
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-02-29
0.250000
Treasury Debt
113832900.00
113655093.01
United States Treasury Department
2023-11-15
2.750000
Treasury Debt
4575200.00
4664949.50
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
116000000.00
116000000.00
0.0078
N
116000000.00
116000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385TY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
20100000.00
20099899.50
0.0014
N
20100000.00
20100000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
28000000.00
27999685.00
0.0019
N
28000000.00
28000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
5100000.00
5099910.75
0.0003
N
5100000.00
5100000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
4000000.00
3999910.00
0.0003
N
4000000.00
4000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385UT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
N
53000000.00
52998306.94
0.0036
N
53000000.00
53000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385UV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
103000000.00
102995708.34
0.0069
N
103000000.00
103000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385VA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
33000000.00
32998625.00
0.0022
N
32999736.00
32999736.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385VV5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
17000000.00
16998611.67
0.0011
N
16999762.00
16999762.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M140303_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-05-15
3.875000
Treasury Debt
624267100.00
700002960.39
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
700000000.00
700000000.00
0.0471
N
700000000.00
700000000.00
Freddie Mac
Freddie Mac 0.050000%
313397UR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-24
2014-03-24
N
N
N
7000000.00
6999795.83
0.0005
N
7000000.00
7000000.00
Freddie Mac
Freddie Mac 0.240400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-10
2015-02-10
N
N
N
125000000.00
125000000.00
0.0084
N
125067500.00
125067500.00
General Electric Capital Corp
General Electric Capital Corp 0.050000%
36959JC50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
28000000.00
27999922.22
0.0019
N
27999720.00
27999720.00
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
14992250.00
0.0010
N
14995350.00
14995350.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959JGF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-15
2014-07-15
N
N
N
23000000.00
22982021.67
0.0015
N
22986890.00
22986890.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JH89
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
101000000.00
100911344.44
0.0068
N
100926270.00
100926270.00
General Electric Co
General Electric Co 0.050000%
36960MC50
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
75000000.00
74999791.66
0.0051
N
74999250.00
74999250.00
General Electric Co
General Electric Co 0.050000%
36960MC76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
45000000.00
44999750.00
0.0030
N
44999649.00
44999649.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.150000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1700000.00
1700000.00
0.0001
N
1700000.00
1700000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921ABB008_0.5600_M140320_2M54
0000769993
Other Repurchase Agreement
N
CAPITAL ONE FINL CORP COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37179.00
2699938.98
CIGNA CORP COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34606.00
2692346.80
COMMUNITY HEALTH SYS INC NEWCOM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43453.00
1835889.25
DANAHER CORP DEL COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35051.00
2699978.53
EOG RES INC COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14402.00
2699942.94
FNMS 03.000 CIAB3860
2026-11-01
3.000000
Government Agency Debt
18101364.00
13731737.53
FOREST LABS INC COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27119.00
2699967.64
GENERAL ELECTRIC CO COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105882.00
2699991.00
GRACE W R & CO DEL NEW COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27005.00
2686727.45
HUMANA INC COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7.00
774.34
JPMORGAN CHASE & CO COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47577.00
2697140.13
NOBLE CORP PLC SHS USD
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86566.00
2699993.54
OCCIDENTAL PETE CORP DEL COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28263.00
2699964.39
PHILLIPS 66 COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35174.00
2628904.76
PROCTER & GAMBLE CO COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34531.00
2699978.89
T-MOBILE US INC COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10450.00
322905.00
TRANSDIGM GROUP INC COM
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15231.00
2699999.37
VISA INC COM CL A
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11932.00
2699972.96
VISTEON CORP COM NEW
2049-01-01
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32335.00
2699972.50
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
54011880.00
54011880.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140304_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2040-05-15
4.500000
Government Agency Debt
25396225.00
18344590.50
GNMA
2040-10-15
4.000000
Government Agency Debt
38489087.00
30718651.47
GNMA
2042-06-15
4.000000
Government Agency Debt
53919000.00
37636758.13
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
85000000.00
85000000.00
0.0057
N
85000000.00
85000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140305_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-05-01
4.500000
Government Agency Debt
14117126.00
919031.83
Fannie Mae
2018-10-01
4.500000
Government Agency Debt
9820153.00
929060.19
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
6500000.00
1008369.22
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
21429381.00
941599.16
Fannie Mae
2023-08-01
2.500000
Government Agency Debt
1000000.00
959352.91
Fannie Mae
2023-09-01
2.500000
Government Agency Debt
1015800.00
1012204.32
Fannie Mae
2024-02-01
4.000000
Government Agency Debt
898450.00
963292.03
Fannie Mae
2025-02-01
4.000000
Government Agency Debt
2750000.00
1011142.19
Fannie Mae
2025-05-01
9.000000
Government Agency Debt
122513000.00
932796.15
Fannie Mae
2025-06-01
5.500000
Government Agency Debt
7350000.00
934241.94
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2107731.00
997645.22
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
1360589.00
926230.33
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
1766540.00
961807.81
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
2282141.00
940224.35
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
1786348.00
961166.08
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
1294975.00
997690.56
Fannie Mae
2026-08-01
4.500000
Government Agency Debt
1547964.00
959537.05
Fannie Mae
2027-01-01
4.500000
Government Agency Debt
1218296.00
952594.97
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1002550.00
950471.00
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
1043844.00
936178.19
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1142077.00
994813.41
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
1071501.00
943795.87
Fannie Mae
2027-11-01
3.000000
Government Agency Debt
1102909.00
925365.15
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
1065107.00
940343.82
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
18564.00
17081.51
Fannie Mae
2028-05-01
3.500000
Government Agency Debt
1004635.00
993392.06
Fannie Mae
2028-05-01
3.500000
Government Agency Debt
999391.00
954781.60
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
56063216.00
972516.12
Fannie Mae
2029-11-01
2.359999
Government Agency Debt
136464403.00
968906.67
Fannie Mae
2029-11-01
6.000000
Government Agency Debt
7135000.00
930105.30
Fannie Mae
2030-07-01
5.500000
Government Agency Debt
1654284.00
923095.81
Fannie Mae
2031-01-01
3.500000
Government Agency Debt
3337101.00
998922.65
Fannie Mae
2031-04-01
5.000000
Government Agency Debt
1634170.00
956466.15
Fannie Mae
2031-06-01
6.500000
Government Agency Debt
70000000.00
927159.20
Fannie Mae
2031-07-01
4.500000
Government Agency Debt
1600000.00
979507.98
Fannie Mae
2031-09-01
6.000000
Government Agency Debt
7776109.00
994832.42
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
1194238.00
1013732.46
Fannie Mae
2032-07-01
3.500000
Government Agency Debt
1238838.00
933651.73
Fannie Mae
2032-11-01
6.500000
Government Agency Debt
13007107.00
947284.47
Fannie Mae
2033-01-01
6.500000
Government Agency Debt
20702320.00
944636.22
Fannie Mae
2033-07-01
3.500000
Government Agency Debt
981958.00
982709.90
Fannie Mae
2033-10-01
3.500000
Government Agency Debt
1000000.00
1007115.48
Fannie Mae
2033-11-01
2.160000
Government Agency Debt
34898205.00
708201.15
Fannie Mae
2034-06-01
6.500000
Government Agency Debt
6870000.00
970095.00
Fannie Mae
2034-06-01
9.009000
Government Agency Debt
9781413.00
948420.94
Fannie Mae
2034-07-01
2.341000
Government Agency Debt
10003659.00
775949.73
Fannie Mae
2035-02-01
2.398000
Government Agency Debt
20153189.00
903031.57
Fannie Mae
2035-08-01
2.370000
Government Agency Debt
4301714.00
986964.76
Fannie Mae
2035-10-01
6.500000
Government Agency Debt
4099262.00
945508.56
Fannie Mae
2035-12-01
6.500000
Government Agency Debt
2486743.00
959761.43
Fannie Mae
2035-12-01
6.500000
Government Agency Debt
10527252.00
954331.30
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
7877000.00
960001.88
Fannie Mae
2036-04-01
2.271999
Government Agency Debt
7982005.00
988498.32
Fannie Mae
2036-05-01
5.500000
Government Agency Debt
6756394.00
987427.48
Fannie Mae
2036-07-01
2.490000
Government Agency Debt
8230000.00
829825.31
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
2861275.00
946712.83
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
8130622.00
990845.99
Fannie Mae
2036-08-01
5.500000
Government Agency Debt
2250000.00
943417.15
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
6879356.00
964406.90
Fannie Mae
2037-01-01
4.000000
Government Agency Debt
7070111.00
967734.57
Fannie Mae
2037-02-01
2.351000
Government Agency Debt
6647103.00
929266.39
Fannie Mae
2037-02-01
3.500000
Government Agency Debt
1231153.00
983886.96
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
1634948.00
966845.32
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
5522983.00
920117.48
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
10700000.00
973978.17
Fannie Mae
2038-01-01
3.000000
Government Agency Debt
1003525.00
951451.97
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
1596644.00
1008648.62
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
2955124.00
923425.95
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
10555000.00
956135.66
Fannie Mae
2038-05-01
4.660000
Government Agency Debt
16342744.00
926802.28
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
3000000.00
926797.20
Fannie Mae
2039-08-01
6.500000
Government Agency Debt
1600275.00
941275.31
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
2400000.00
979885.32
Fannie Mae
2039-10-01
5.500000
Government Agency Debt
1435523.00
1009049.98
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
4564779.00
980920.65
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
4010353.00
936027.61
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
1214310.00
931640.06
Fannie Mae
2040-02-01
7.000000
Government Agency Debt
1388432.00
966439.60
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
1757949.00
967698.36
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
1489416.00
945543.40
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
1189911.00
1003031.07
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
1678300.00
934718.23
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
1716288.00
1000441.26
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
1107075.00
952930.84
Fannie Mae
2040-08-01
5.500000
Government Agency Debt
1178900.00
923369.81
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
1200000.00
926560.10
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
1570760.00
975523.30
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1430175.00
936879.04
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
1246697.00
928057.76
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1775000.00
931825.53
Fannie Mae
2041-02-01
6.500000
Government Agency Debt
1144374.00
1005039.01
Fannie Mae
2041-05-01
3.128000
Government Agency Debt
2318000.00
980819.88
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
1032468.00
1005714.39
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
1113878.00
936258.36
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1177401.00
986944.49
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1300000.00
936616.00
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
2150600.00
924698.36
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1387575.00
993866.79
Fannie Mae
2042-02-01
5.000000
Government Agency Debt
1117932.00
979975.28
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1047245.00
996235.38
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1099337.00
956412.98
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1341465.00
1012887.18
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
1156439.00
996726.95
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
967157.00
983234.04
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1229172.00
998055.88
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1077219.00
980822.19
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1027291.00
965993.08
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
1003087.00
935104.96
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
1170210.00
983527.60
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
1064693.00
957785.73
Fannie Mae
2043-02-01
2.500000
Government Agency Debt
1023632.00
926973.59
Fannie Mae
2043-03-01
3.500000
Government Agency Debt
937187.00
927070.05
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
1011436.00
965063.30
Fannie Mae
2043-09-01
3.000000
Government Agency Debt
1037421.00
993262.89
Fannie Mae
2043-09-01
3.000000
Government Agency Debt
1000000.00
959674.93
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
948000.00
981545.42
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
907592.00
966862.50
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
935934.00
1007054.54
Fannie Mae
2050-02-01
4.500000
Government Agency Debt
1441874.00
945632.28
Freddie Mac
2021-06-01
3.500000
Government Agency Debt
1409835.00
933266.69
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
10016853.00
995764.56
Freddie Mac
2022-12-01
4.500000
Government Agency Debt
2525591.00
942720.99
Freddie Mac
2024-01-01
5.000000
Government Agency Debt
5500000.00
923155.81
Freddie Mac
2024-12-01
4.000000
Government Agency Debt
4379976.00
957230.59
Freddie Mac
2025-09-01
5.000000
Government Agency Debt
1971379.00
989330.47
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
1335368.00
976282.99
Freddie Mac
2026-01-01
4.000000
Government Agency Debt
1307993.00
951170.08
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
1655100.00
943172.22
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
1736703.00
1012139.95
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
1296483.00
991860.83
Freddie Mac
2026-09-01
4.000000
Government Agency Debt
1285471.00
948616.31
Freddie Mac
2026-11-01
4.000000
Government Agency Debt
1577642.00
1003866.74
Freddie Mac
2027-05-01
3.000000
Government Agency Debt
1061843.00
924966.59
Freddie Mac
2027-10-01
6.500000
Government Agency Debt
5119089.00
935476.57
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
1000000.00
933525.94
Freddie Mac
2027-11-01
3.000000
Government Agency Debt
1056675.00
989134.75
Freddie Mac
2027-12-01
2.500000
Government Agency Debt
1047694.00
972080.77
Freddie Mac
2028-04-01
2.500000
Government Agency Debt
1000000.00
927345.82
Freddie Mac
2028-08-01
3.000000
Government Agency Debt
1007223.00
1007639.53
Freddie Mac
2028-12-01
6.000000
Government Agency Debt
5000000.00
957096.35
Freddie Mac
2031-03-01
4.500000
Government Agency Debt
1501031.00
1010915.33
Freddie Mac
2031-03-01
6.000000
Government Agency Debt
37022158.00
997481.67
Freddie Mac
2031-09-01
4.500000
Government Agency Debt
1087054.00
938192.89
Freddie Mac
2032-04-01
4.000000
Government Agency Debt
67706.00
67510.83
Freddie Mac
2032-04-01
6.500000
Government Agency Debt
52192667.00
920906.56
Freddie Mac
2032-11-01
7.000000
Government Agency Debt
4534000.00
936434.36
Freddie Mac
2033-05-01
3.500000
Government Agency Debt
1000000.00
990798.46
Freddie Mac
2033-07-01
4.500000
Government Agency Debt
11468347.00
971497.65
Freddie Mac
2034-04-01
5.500000
Government Agency Debt
3079029.00
740296.84
Freddie Mac
2034-09-01
6.500000
Government Agency Debt
8631511.00
998444.13
Freddie Mac
2034-12-01
5.500000
Government Agency Debt
8821994.00
999603.67
Freddie Mac
2035-05-01
4.500000
Government Agency Debt
11301752.00
956969.53
Freddie Mac
2035-08-01
5.500000
Government Agency Debt
2065925.00
944157.97
Freddie Mac
2036-01-01
4.500000
Government Agency Debt
3348757.00
920467.03
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
2771671.00
947278.79
Freddie Mac
2037-03-01
5.500000
Government Agency Debt
3410000.00
978176.25
Freddie Mac
2037-05-01
5.500000
Government Agency Debt
5157689.00
939993.71
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
5375220.00
1007642.79
Freddie Mac
2039-03-01
4.500000
Government Agency Debt
1475096.00
999890.80
Freddie Mac
2039-04-01
5.500000
Government Agency Debt
2500000.00
937726.70
Freddie Mac
2039-05-01
4.500000
Government Agency Debt
3240313.00
928479.15
Freddie Mac
2039-08-01
6.000000
Government Agency Debt
1385082.00
964120.04
Freddie Mac
2039-09-01
4.500000
Government Agency Debt
1383635.00
966339.54
Freddie Mac
2039-09-01
6.000000
Government Agency Debt
1769203.00
970716.68
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
1500000.00
927663.01
Freddie Mac
2039-11-01
5.500000
Government Agency Debt
1375370.00
930067.30
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
1753001.00
972879.11
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
1643332.00
995541.81
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
1296621.00
982538.17
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
1282097.00
980018.53
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
1175809.00
933030.71
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
1970526.00
925948.64
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
1500000.00
979338.71
Freddie Mac
2040-11-01
5.500000
Government Agency Debt
1154749.00
953505.41
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
1232222.00
989141.35
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
1678583.00
997994.97
Freddie Mac
2041-08-01
4.000000
Government Agency Debt
1211435.00
942848.47
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
1465656.00
994671.47
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
1041154.00
963248.57
Freddie Mac
2042-03-01
5.000000
Government Agency Debt
1008098.00
961307.00
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
1416800.00
1011406.25
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1033311.00
981503.77
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
944993.00
958496.40
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
1069893.00
986972.63
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
1096349.00
981810.85
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
1025788.00
1012920.85
Freddie Mac
2043-07-01
3.000000
Government Agency Debt
1021688.00
974235.00
Freddie Mac
2043-09-01
3.500000
Government Agency Debt
1010896.00
1007437.16
Freddie Mac
2044-01-01
3.500000
Government Agency Debt
1011156.00
1013136.27
GNMA
2022-08-15
6.000000
Government Agency Debt
3722000.00
640455.76
GNMA
2023-01-15
6.000000
Government Agency Debt
252203.00
99218.60
GNMA
2044-01-15
4.500000
Government Agency Debt
171277.00
187759.83
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
177000000.00
177000000.00
0.0119
N
177000000.00
177000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140306_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2023-03-15
5.000000
Government Agency Debt
50000000.00
11659686.71
GNMA
2041-03-15
4.500000
Government Agency Debt
15555704.00
11813442.35
GNMA
2043-03-20
4.000000
Government Agency Debt
12184162.00
11807480.52
GNMA
2043-09-15
4.000000
Government Agency Debt
10397136.00
10881737.79
GNMA
2043-10-20
4.500000
Government Agency Debt
4420243.00
4837653.32
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
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
999600.00
0.0001
N
999700.00
999700.00
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
21001680.00
21001680.00
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
11002200.00
11002200.00
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
39007800.00
39007800.00
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
0.0038
N
56006160.00
56006160.00
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
2000460.00
2000460.00
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
4001040.00
4001040.00
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
24005520.00
24005520.00
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
51001530.00
51001530.00
ING Bank NV
ING Bank NV 0.460000%
923NEM001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
56000000.00
56000000.00
0.0038
N
56037520.00
56037520.00
ING Bank NV
ING Bank NV 0.460000%
923PAG003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
24000000.00
24000000.00
0.0016
N
24016080.00
24016080.00
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
0.0020
N
29006380.00
29006380.00
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
2999801.67
0.0002
N
2999880.00
2999880.00
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
79843555.56
0.0054
N
79876800.00
79876800.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.060000%
46899T004_0.0600_M140303_2M54
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
81804230.00
72972390.13
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
34139134.00
30027610.35
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
100000000.00
100000000.00
0.0067
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140529_2M54
0001168163
Other Repurchase Agreement
N
144A MSRR 2009-GG10 A4B
2045-08-15
5.806000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
16577556.72
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19206691.00
19150756.85
AVENTURA MALL R 2013 AVM
2032-12-07
3.742700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2380236.00
2501745.03
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-4
2046-07-10
5.695000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9874000.00
10268421.87
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2226565.00
2491004.91
CWALT INC ALTERNATIVE LOAN TRUST MORTGAGE PASS TH
2046-11-13
4.756999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5847363.00
5317992.46
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29291443.00
30278408.89
HOST HOTELS RESORTS
2022-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2480000.00
2745882.87
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
7.966000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3123016.00
3215437.32
JMBB COML MTG SECS TR 20130C12
2045-07-17
4.087299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11674902.00
11183248.24
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.899999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86079.00
86161.75
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2046-02-16
5.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3352098.00
3635526.45
JP MORGAN CHASE COML MTG SECSTR 2011 C5
2046-08-17
5.314400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3308169.00
3413613.90
JP MORGAN CHASE COMML MTGE SEC
2043-06-17
6.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
422914.00
465361.59
JPMCC 2007
2049-02-12
5.711700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14139734.00
11360152.82
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
1623728.00
1690371.77
First Tier Security
N/A
N/A
2014-05-29
2014-05-29
N
N
N
108000000.00
108000000.00
0.0073
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
108158760.00
108158760.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.414500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-03-21
2014-12-22
N
N
N
129000000.00
129000000.00
0.0087
N
129031347.00
129031347.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.317100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-04-22
2015-03-20
N
N
N
25000000.00
25000000.00
0.0017
N
25033350.00
25033350.00
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
25005000.00
25005000.00
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
15019650.00
15019650.00
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
23000920.00
23000920.00
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
23000920.00
23000920.00
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
18001980.00
18001980.00
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
15018000.00
15018000.00
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
0.0054
N
80017600.00
80017600.00
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
2000360.00
2000360.00
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
35004597.02
0.0024
N
35008400.00
35008400.00
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
46023000.00
46023000.00
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
3001020.00
3001020.00
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
0.0088
N
130045500.00
130045500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PU92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
5000000.00
5000000.00
0.0003
N
5001250.00
5001250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
13000000.00
13000000.00
0.0009
N
12995060.00
12995060.00
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
4001160.00
4001160.00
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
63015750.00
63015750.00
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
6001380.00
6001380.00
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
1000260.00
1000260.00
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
0.0050
N
74019240.00
74019240.00
Lloyds Bank Plc
Lloyds Bank Plc 0.370000%
53944LYR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
46000000.00
46000000.00
0.0031
N
46009200.00
46009200.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.190000%
56274MC75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
7500000.00
7499841.67
0.0005
N
7499850.00
7499850.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.180000%
56274MDH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
11000000.00
10997525.00
0.0007
N
10997360.00
10997360.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140404_2M54
0000728612
Other Repurchase Agreement
N
BAYVIEW COMCL ASSET
2036-01-25
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8661290.00
2396561.03
BAYVIEW COMMERCIAL ASET TRUST 2006
2036-10-25
0.458000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
4003977.53
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3817025.00
123551.72
CHASEFLEX 2007
2037-08-25
4.921500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
4464839.63
COUNTRYWIDE COMMERCIAL MORTGAGE TRUST 2
2043-11-12
6.049000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5599000.00
4472075.09
CSCM MTGE TRUST SERIES 2007-C1
2040-02-17
0.350300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9002571.00
7695078.07
CSFB MTGE BCKD TR
2036-03-25
0.287999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46336146.00
5630855.53
CSMC 2007-C1
2040-02-17
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4970842.00
4950072.72
CWALT 2007
2037-08-25
0.655499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9200000.00
2958523.83
CWMBS 2003 58
2034-05-25
2.626100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
63798900.00
4625693.27
DBALT 2007-AR3 2A4
2037-06-25
0.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7514280.00
3151193.45
G FORCE 2005 -RR LLC
2039-12-25
0.455500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6378142.00
5057992.02
GSAMP TRUST 2005
2036-01-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
8271105.19
GSMS
2039-11-14
5.621999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5030000.00
5004809.76
GSMS 2006 RR2
2046-06-23
5.578400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4762030.00
2137393.87
GSR MORTGAGE LOAN TRUST 2006 1F
2036-03-25
0.347999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
6746880.71
HVMLT
2036-03-19
0.394500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31271456.00
8216837.50
IMP CMB TR
2035-08-25
0.658000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52500000.00
8083700.34
IMPAC SECURED ASSET TRUST
2037-05-25
0.268000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45920000.00
8408785.67
INDYMAC INDB MTGE LOAN TRUST 2006-1
2036-07-25
0.228000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73257951.00
5746889.69
INDYMAC INDX MTGE LN TR
2046-04-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33238000.00
8025125.92
INDYMAC INDX MTGE LOAN TRUST 2006
2036-06-25
2.923700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
4168035.51
JP MORGAN CHASE COMMERCIAL MTGE
2042-10-15
5.128999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4640719.00
4317289.37
JP MORGAN MORTGAGE
2037-03-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10565400.00
2734457.88
LEHMAN XS TRUST 2007
2037-02-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11760000.00
5324719.67
LXS 2007-10H I-A1-1
2037-07-25
0.278000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57473108.00
6929386.66
ML-CFC 2007
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12550995.00
6920112.53
RALI SERIES
2035-12-25
3.462299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
5792246.18
RALI SERIES 2006 Q06
2046-06-25
0.338000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
4929084.13
RALI SERIES 2006 QS10 TR
2036-08-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
490296.00
125972.80
SOVEREIGN CCOMM MORTGAGE SEC
2030-07-22
6.016799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8230000.00
8346345.84
STRUCTURED ASSET SECS 2005-15
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000000.00
4285508.85
WACHOVIA BANK COMM MTG
2020-06-15
0.554499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9104054.00
8603351.39
WACHOVIA BANK COMM MTG TRUST
2020-06-15
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334987.00
305686.73
WACHOVIA CMBS 2005-C22
2044-12-16
5.381100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6676000.00
5321454.05
WAMU MTG CERT 2005-AR2
2045-01-25
0.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45005000.00
6243390.12
WELLS FARGO MTG B SEC
2034-09-25
2.613799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8557530.00
4081248.22
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
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
164111520.00
164111520.00
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
37235006.87
0.0025
N
37238825.00
37238825.00
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
33001980.00
33001980.00
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
0.0026
N
38002660.00
38002660.00
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
9000630.00
9000630.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
55000000.00
55000000.00
0.0037
N
55000000.00
55000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.214300%
60682AKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-07-14
N
N
N
17000000.00
17000000.00
0.0011
N
17000340.00
17000340.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.215500%
60682AKH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-24
2014-07-23
N
N
N
69000000.00
69000000.00
0.0046
N
69001380.00
69001380.00
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
42000840.00
42000840.00
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
0.0073
N
108011880.00
108011880.00
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
1000120.00
1000120.00
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
36003240.00
36003240.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
58000000.00
58000000.00
0.0039
N
58001740.00
58001740.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
N
13000000.00
13000000.00
0.0009
N
13000390.00
13000390.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
24000000.00
24000000.00
0.0016
N
24001200.00
24001200.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LNC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
50000000.00
50000000.00
0.0034
N
50004000.00
50004000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.060000%
60686N005_0.0600_M140303_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-10-01
6.000000
Government Agency Debt
25225000.00
20760.14
Fannie Mae
2016-03-01
6.000000
Government Agency Debt
3557792.00
2521.14
Fannie Mae
2019-10-01
2.730999
Government Agency Debt
1030692.00
16444.46
Fannie Mae
2023-04-01
2.955000
Government Agency Debt
247344.00
238355.85
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
245852.00
248991.66
Freddie Mac
2033-09-01
3.500000
Government Agency Debt
1801641.00
1824345.74
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
15207654.00
14759771.18
United States Treasury Department
2014-07-15
2.000000
Treasury Debt
10781700.00
13655062.06
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
30000000.00
30000000.00
0.0020
N
30000000.00
30000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
295000000.00
295000000.00
0.0199
Security is a time deposit.
N
295000000.00
295000000.00
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
34998434.72
0.0024
N
34998950.00
34998950.00
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
7999591.11
0.0005
N
7999760.00
7999760.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1ED9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
20900000.00
20891756.11
0.0014
N
20892058.00
20892058.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1F48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
39000000.00
38979850.00
0.0026
N
38978550.00
38978550.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1F55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
35000000.00
34981722.22
0.0024
N
34980400.00
34980400.00
Natixis SA
Natixis SA 0.265000%
63873ES28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
42000000.00
42000000.00
0.0028
N
42000420.00
42000420.00
Natixis SA
Natixis SA 0.250000%
63873ES77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
50000000.00
50000000.00
0.0034
N
49999000.00
49999000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.250000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
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 0.250000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
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
NRW.BANK
NRW.BANK 0.060000%
62939MC54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
88500000.00
88499705.00
0.0060
N
88499115.00
88499115.00
NRW.BANK
NRW.BANK 0.070000%
62939MC70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
130000000.00
129998988.89
0.0088
N
129998232.00
129998232.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.240000%
69033PUB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
76000000.00
76000000.00
0.0051
N
76005320.00
76005320.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.180000%
69033PUC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
77000000.00
77000000.00
0.0052
N
77001540.00
77001540.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBD3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
25000000.00
25000000.00
0.0017
N
24998750.00
24998750.00
Rabobank Nederland
Rabobank Nederland 0.236500%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
86000000.00
86000000.00
0.0058
N
86000000.00
86000000.00
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
10002400.00
10002400.00
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
45010800.00
45010800.00
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
6002520.00
6002520.00
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
0.0088
N
130054600.00
130054600.00
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
0.0052
N
77030800.00
77030800.00
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
42015540.00
42015540.00
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
20004800.00
20004800.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.210000%
76582KDG3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-16
2014-04-16
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
16000000.00
15995893.34
0.0011
N
15996160.00
15996160.00
Royal Bank of Canada
Royal Bank of Canada 0.289900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-04-07
2015-03-06
N
N
N
75000000.00
75000000.00
0.0051
N
75002550.00
75002550.00
Royal Bank of Canada
Royal Bank of Canada 0.332900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-04-04
2015-03-04
N
N
N
100000000.00
100000000.00
0.0067
N
100058000.00
100058000.00
Royal Bank of Canada
Royal Bank of Canada 0.296600%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-04-01
2015-02-27
N
N
N
50000000.00
50000000.00
0.0034
N
50000500.00
50000500.00
Royal Bank of Canada
Royal Bank of Canada 0.275500%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-24
2014-06-24
N
N
N
65000000.00
65000000.00
0.0044
N
65026000.00
65026000.00
Royal Bank of Canada
Royal Bank of Canada 0.254500%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-17
2014-10-17
N
N
N
18000000.00
18000000.00
0.0012
N
18007380.00
18007380.00
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
3999782.22
0.0003
N
3999960.00
3999960.00
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
999774.44
0.0001
N
999930.00
999930.00
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
14994181.25
0.0010
N
14997450.00
14997450.00
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
2997914.58
0.0002
N
2998560.00
2998560.00
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
17002210.00
17002210.00
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
0.0026
N
38006840.00
38006840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.060000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
145000000.00
145000000.00
0.0098
Security is a time deposit.
N
145000145.00
145000145.00
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
3000060.00
3000060.00
Societe Generale
Societe Generale 0.225000%
83368NWW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
5000000.00
5000000.00
0.0003
N
4999850.00
4999850.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.270000%
83365SE25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
Y
Societe Generale
N/A
N/A
N
144000000.00
143935200.00
0.0097
N
143956800.00
143956800.00
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
40004400.00
40004400.00
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
16000640.00
16000640.00
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
17003230.00
17003230.00
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
13002470.00
13002470.00
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
0.0026
N
38007600.00
38007600.00
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
10002000.00
10002000.00
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
88003520.00
88003520.00
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
1000040.00
1000040.00
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
25000000.00
25000000.00
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
20000400.00
20000400.00
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
13000390.00
13000390.00
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
36001080.00
36001080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UMH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-14
2014-10-14
N
N
N
31000000.00
31000000.00
0.0021
N
31000000.00
31000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562URN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
80000000.00
80000000.00
0.0054
N
79992000.00
79992000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562USN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
27000000.00
27000000.00
0.0018
N
26997570.00
26997570.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562USR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
18000000.00
18000000.00
0.0012
N
17999280.00
17999280.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UTE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
4000000.00
4000000.00
0.0003
N
3999800.00
3999800.00
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
14000280.00
14000280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KJH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
43000000.00
43000000.00
0.0029
N
42998280.00
42998280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KJW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
38000000.00
38000000.00
0.0026
N
37998100.00
37998100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KKH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
3000000.00
3000000.00
0.0002
N
2999760.00
2999760.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.060000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
295000000.00
295000000.00
0.0199
Security is a time deposit.
N
295000000.00
295000000.00
Swedbank AB
Swedbank AB 0.060000%
87019TJK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
Swedbank AB
Swedbank AB 0.060000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
70000000.00
70000000.00
0.0047
Security is a time deposit.
N
70000000.00
70000000.00
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
57001140.00
57001140.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.204500%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-31
2014-09-02
N
N
N
98000000.00
98000000.00
0.0066
N
98026460.00
98026460.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112TP99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
116000000.00
116000000.00
0.0078
N
116001160.00
116001160.00
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
8001520.00
8001520.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112TW91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
147000000.00
147000000.00
0.0099
N
147000000.00
147000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.204500%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-06-18
N
N
N
25000000.00
25000000.00
0.0017
N
25006500.00
25006500.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.205500%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-25
2014-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
24000000.00
24000000.00
0.0016
N
24000720.00
24000720.00
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
N
1000000.00
999222.22
0.0001
N
999500.00
999500.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HKM5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
36000000.00
35944320.00
0.0024
N
35953560.00
35953560.00
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
28001120.00
28001120.00
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
28003080.00
28003080.00
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
6000720.00
6000720.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-03-03
2016-01-31
N
N
N
51000000.00
50999301.52
0.0034
N
50981691.00
50981691.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226500%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2015-01-09
N
N
N
100000000.00
100000000.00
0.0067
N
99996000.00
99996000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.223500%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-14
2015-01-14
N
N
N
91000000.00
91000000.00
0.0061
N
90996360.00
90996360.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.204500%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0017
N
25004250.00
25004250.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.176500%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-04-07
N
N
N
20000000.00
20000000.00
0.0013
N
20001000.00
20001000.00
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
115011500.00
115011500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224500%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-11-18
N
N
N
34000000.00
34000000.00
0.0023
N
34008500.00
34008500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.223500%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-19
2014-11-18
N
N
N
55000000.00
55000000.00
0.0037
N
55013750.00
55013750.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.292900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-03-13
N
N
N
135000000.00
135000000.00
0.0091
N
135003375.00
135003375.00
Westpac Banking Corp
Westpac Banking Corp 0.253500%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-06-19
N
N
N
50000000.00
50000000.00
0.0034
N
50016500.00
50016500.00
Westpac Banking Corp
Westpac Banking Corp 0.220000%
9612C4KV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-03
2015-01-12
N
N
N
95000000.00
95000000.00
0.0064
N
95031350.00
95031350.00
Westpac Banking Corp
Westpac Banking Corp 0.225500%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2015-02-19
N
N
N
40000000.00
40000000.00
0.0027
N
39913600.00
39913600.00
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
673391.35
673391.35
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
148432.53
148432.53
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
1141887.00
1141887.00
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
194027.81
194027.81