0001145549-14-003646.txt : 20140530
0001145549-14-003646.hdr.sgml : 20140530
20140407144218
ACCESSION NUMBER: 0001145549-14-003646
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140407
DATE AS OF CHANGE: 20140407
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: 14748395
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
2014-03-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
51
90
14868381176.39
6000976.30
747705.50
14873634447.19
0.0022
1.0001
2014-03-31
1.0001
2014-03-31
C000012373
1.00
14873634447.19
1.00
23548457.36
3309757435.95
3286208978.59
0.0001
1.0001
2014-03-31
1.0001
2014-03-31
ABAG Finance Auth
ABAG Finance Auth 0.230000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
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 0.305500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-05-05
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0050
N
75003750.00
75003750.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HT97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
Y
Santander UK Plc
N/A
N/A
N
7000000.00
7000000.00
0.0005
N
7000000.00
7000000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HU20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
Y
Santander UK Plc
N/A
N/A
N
65000000.00
65000000.00
0.0044
N
65000000.00
65000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.130000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
61000000.00
61000000.00
0.0041
Security is a time deposit.
N
61000079.30
61000079.30
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005_M140404
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
60000000.00
60000000.00
0.0040
Security is a time deposit.
N
60000102.00
60000102.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M140407
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
55000000.00
55000000.00
0.0037
Security is a time deposit.
N
55000000.00
55000000.00
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
40001880.00
40001880.00
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
94010340.00
94010340.00
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
47004230.00
47004230.00
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
53005300.00
53005300.00
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
4000160.00
4000160.00
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
37001480.00
37001480.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6V0
Other Note
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
2000000.00
2000000.00
0.0001
N
1999900.00
1999900.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6W8
Other Note
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
24000000.00
24000000.00
0.0016
N
23996400.00
23996400.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6X6
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
90000000.00
90000000.00
0.0061
N
89985600.00
89985600.00
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 0.070000%
06366BLR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
190000000.00
190000000.00
0.0128
N
190000000.00
190000000.00
Bank of Montreal
Bank of Montreal 0.070000%
06366BLZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
125000000.00
125000000.00
0.0084
N
125000000.00
125000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.225000%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-16
2014-09-16
N
N
N
128000000.00
128000000.00
0.0086
N
128039680.00
128039680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.234500%
06417FD56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-07-24
N
N
N
171000000.00
171000000.00
0.0115
N
171054720.00
171054720.00
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
92004600.00
92004600.00
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
27001890.00
27001890.00
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
11000990.00
11000990.00
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
9001800.00
9001800.00
Bank of the West
Bank of the West 0.230000%
06426GDP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-19
2014-06-19
N
N
N
18000000.00
18000000.00
0.0012
N
18003960.00
18003960.00
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
3000570.00
3000570.00
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
129027090.00
129027090.00
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
5001050.00
5001050.00
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
2000400.00
2000400.00
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
8000480.00
8000480.00
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
7000420.00
7000420.00
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
25501785.00
25501785.00
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
8000640.00
8000640.00
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
5000400.00
5000400.00
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
17001190.00
17001190.00
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
19001520.00
19001520.00
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
74001480.00
74001480.00
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
6002940.00
6002940.00
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
57026220.00
57026220.00
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
12001920.00
12001920.00
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
24003840.00
24003840.00
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
0.0058
N
87013920.00
87013920.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140404_2M54
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-10-15
5.000000
Government Agency Debt
1950000.00
882899.46
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
850000.00
806802.10
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
21170979.00
8859594.89
Freddie Mac
2041-07-15
2.000000
Government Agency Debt
2000000.00
1652259.13
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
20460.00
18628.51
GNMA
2039-08-16
3.500000
Government Agency Debt
41050.00
23816.69
GNMA
2040-09-16
3.500000
Government Agency Debt
45812286.00
29755999.37
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
40000000.00
40000000.00
0.0027
N
40000000.00
40000000.00
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
105001050.00
105001050.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
27000000.00
27000000.00
0.0018
N
27003780.00
27003780.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
64000000.00
64000000.00
0.0043
N
64049280.00
64049280.00
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
11002310.00
11002310.00
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
40003200.00
40003200.00
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
11000880.00
11000880.00
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
1500120.00
1500120.00
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
37002960.00
37002960.00
BNP Paribas
BNP Paribas 0.300000%
05572NTL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
BNP Paribas
BNP Paribas 0.300000%
05572NTT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
25000000.00
25000000.00
0.0017
N
25001250.00
25001250.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.250000%
923JDF006_0.2500_M140402_2M54
0001197610
Other Repurchase Agreement
N
AIR PRODS & CHEMS INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1212295.50
AMERICAN EXPRESS CO COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1244820.06
ARCHER DANIELS MIDLAND CO COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
315303.37
BANK OF AMERICA CORPORATION COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250050.62
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250617.72
CHEVRON CORP NEW COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1258825.50
CHUBB CORP COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1261724.10
DELPHI AUTOMOTIVE PLC SHS
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1270395.90
DEVON ENERGY CORP NEW COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
16184.34
DR PEPPER SNAPPLE GROUP INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1255362.55
GOLDMAN SACHS GROUP INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
418571.70
HONEYWELL INTL INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1258190.27
HUMANA INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
203430.92
LAS VEGAS SANDS CORP COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1243549.00
LIBERTY PPTY TR SH BEN I
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1146756.25
LIONS GATE ENTMNT CORP COM NEW
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
119800.80
LITHIA MTRS INC CL A
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
258292.80
LOCKHEED MARTIN CORP COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1257028.20
MASCO CORP COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
222295.44
NIKE INC CL B
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
831516.78
PFIZER INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1241470.96
PHILIP MORRIS INTL INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
330804.66
QUINTILES TRANSNATIO HLDGS ICOM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1247800.87
SAFEWAY INC COM NEW
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8019.50
STATE STR CORP COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1252513.45
UDR INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1252490.64
VERIZON COMMUNICATIONS INC COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250038.62
WALGREEN CO COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1118374.96
WELLS FARGO & CO NEW COM
2014-03-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1254824.82
Unrated Security
N/A
N/A
2014-04-02
2014-04-02
N
Y
BNP Paribas
N/A
N/A
N
25000000.00
25000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000000.00
25000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M140401_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-06-01
3.412999
Government Agency Debt
30282077.00
9995609.62
Fannie Mae
2041-02-01
3.395999
Government Agency Debt
12823202.00
9682244.43
Fannie Mae
2041-03-01
3.222999
Government Agency Debt
20156899.00
9828845.35
Fannie Mae
2041-04-01
3.799999
Government Agency Debt
23126629.00
10044002.08
Fannie Mae
2041-06-01
3.367000
Government Agency Debt
20138381.00
9894059.04
Fannie Mae
2041-07-01
3.468000
Government Agency Debt
25030418.00
10092868.07
Fannie Mae
2041-08-01
3.407999
Government Agency Debt
25028340.00
10041301.30
Fannie Mae
2041-10-01
2.532999
Government Agency Debt
24747512.00
9841685.36
Fannie Mae
2042-02-01
2.987000
Government Agency Debt
7351877.00
5138138.10
Fannie Mae
2042-09-01
2.395999
Government Agency Debt
12750582.00
10001961.06
Fannie Mae
2042-10-01
2.189000
Government Agency Debt
13434726.00
10050600.79
Fannie Mae
2042-10-01
2.396999
Government Agency Debt
12545661.00
9832785.24
Fannie Mae
2043-08-01
2.181000
Government Agency Debt
10015952.00
9947038.79
Fannie Mae
2043-09-01
2.859999
Government Agency Debt
10001243.00
10065429.43
Fannie Mae
2043-12-01
2.879999
Government Agency Debt
9659596.00
9897343.73
Fannie Mae
2044-03-01
3.240000
Government Agency Debt
9897782.00
10146087.66
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
150000000.00
150000000.00
0.0101
N
150000000.00
150000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.270000%
988VYS000_0.2700_M140407_2M54
0001197610
Other Repurchase Agreement
N
HEWLETT PACKARD COMPANY
2021-12-09
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19086053.00
20483661.06
PACKAGING CORPORATION OF AMERICA
2023-11-01
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6371508.00
6729077.03
PETRONAS CAP LIMITED
2022-05-22
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16081686.00
21024745.99
VERIZON COMMUNICATIONS
2043-09-15
6.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
51489.00
62516.97
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
46000000.00
46000000.00
0.0031
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
46010580.00
46010580.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.420000%
988VYS000_0.4200_M140407_2M54
0001197610
Other Repurchase Agreement
N
ADVANCED MICRO DEVICES INC
2022-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3213078.00
3187641.13
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.163500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
966941.00
254877.80
UNITY HESSEN GMBH
2019-03-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6874.00
7481.20
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0002
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000000.00
3000000.00
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
109972194.44
0.0074
N
109982400.00
109982400.00
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
14986000.00
0.0010
N
14986050.00
14986050.00
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
13987477.78
0.0009
N
13986980.00
13986980.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
102000000.00
101897688.33
0.0069
N
101890860.00
101890860.00
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
2014-04-04
2014-04-04
N
N
N
60000000.00
60000000.00
0.0040
Security is a time deposit.
N
59999916.00
59999916.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KFL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
5000000.00
4997888.89
0.0003
N
4997800.00
4997800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KK63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
42000000.00
41945166.67
0.0028
N
41939100.00
41939100.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.240000%
15060YF62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
Y
Guaranty
UBS AG
N/A
N/A
16000000.00
15992960.00
0.0011
N
15994240.00
15994240.00
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
7997355.55
0.0005
N
7998720.00
7998720.00
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
12988715.28
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
64942366.67
0.0044
N
64943450.00
64943450.00
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
21020160.00
21020160.00
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
40036800.00
40036800.00
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
74933500.00
0.0050
N
74955750.00
74955750.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CJ53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29969908.33
0.0020
N
29977500.00
29977500.00
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
48010560.00
48010560.00
Citibank, NA
Citibank, NA 0.215000%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
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
30009300.00
30009300.00
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
103032960.00
103032960.00
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
0.0019
N
29003480.00
29003480.00
Citibank, NA
Citibank, NA 0.230000%
17304USF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
90000000.00
90000000.00
0.0061
N
90000000.00
90000000.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GEK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
24000000.00
23990400.00
0.0016
N
23994720.00
23994720.00
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
48965700.00
0.0033
N
48979420.00
48979420.00
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
9989500.00
0.0007
N
9992000.00
9992000.00
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
39957666.67
0.0027
N
39967600.00
39967600.00
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
30964091.67
0.0021
N
30971170.00
30971170.00
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
3995333.33
0.0003
N
3996240.00
3996240.00
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
150040200.00
150040200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.222500%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-29
2014-11-24
N
N
N
115000000.00
115000000.00
0.0077
N
115025300.00
115025300.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.224500%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-03
2014-11-26
N
N
N
32000000.00
32000000.00
0.0022
N
32007360.00
32007360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.234300%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2015-02-25
N
N
N
30000000.00
30000000.00
0.0020
N
30000000.00
30000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235500%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2015-03-04
N
N
N
20000000.00
20000000.00
0.0013
N
20000000.00
20000000.00
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
63966222.22
0.0043
N
63973120.00
63973120.00
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
49955277.78
0.0034
N
49954000.00
49954000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MCY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
N
N
29000000.00
29000000.00
0.0019
N
28999130.00
28999130.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MDB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-07
2014-07-07
N
N
N
40000000.00
40000000.00
0.0027
N
39998800.00
39998800.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.100000%
22533MDH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
Credit Agricole SA
Credit Agricole SA 0.240000%
923VDA000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
N
N
34000000.00
34000000.00
0.0023
N
34000000.00
34000000.00
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
48000000.00
48000000.00
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
21000000.00
21000000.00
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
42002940.00
42002940.00
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
24000000.00
24000000.00
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
15001350.00
15001350.00
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
72007920.00
72007920.00
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
1000110.00
1000110.00
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
10001600.00
10001600.00
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
45007650.00
45007650.00
Credit Suisse AG
Credit Suisse AG 0.280000%
22549TWR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
2000000.00
2000000.00
0.0001
N
1999680.00
1999680.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140501_2M54
0001230485
Other Repurchase Agreement
N
144A BACM 2005-4 E
2045-07-10
5.190599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
97593.40
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
1980.75
144A IRWHE 2006-P1 1A
2037-06-25
0.294200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3186000.00
607032.10
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
4095497.93
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
1451502.48
144A QUEST 2005-X2 A2
2035-12-25
0.439199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62000.00
12931.48
144A WBCMT 2007-WHL8 A1
2020-06-15
0.234999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
555000.00
88324.33
ARMT 2005-10 5A1
2036-01-25
0.414200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44262615.00
6206302.11
BAYVIEW COMCL ASSET
2036-01-25
0.454199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
22580.38
BSABS 2005-AC3 1A1
2035-07-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38900000.00
9540207.09
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
87994.43
CNFHE 2002-A B1
2032-04-15
5.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5385000.00
930702.31
CSFB 2005-C1 AJ
2038-02-15
5.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
20633.05
CSMC 2006-C2 AM
2039-03-15
5.644400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4567282.00
4831990.93
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970000.00
1910798.84
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
19265.60
CSMC TR 2013-IVR2
2043-04-25
3.446899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
655000.00
647607.50
CWL 2006-13 3AV3
2037-01-25
0.404200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
67885.82
CWL 2006-16 2A2
2046-12-25
0.304200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000.00
5546.97
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
10745.16
CWL 2007-1 2A2
2037-07-25
0.254199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21000.00
10342.17
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1450000.00
302030.82
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
110428.68
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4671.16
GNMA
2039-08-15
5.000000
Government Agency Debt
116727000.00
28395863.60
GSAMP 2007-H1 A1B
2047-01-25
0.354200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
39373.99
INDX 2006-AR7 3A1
2036-05-25
2.702900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
10192.14
LXS 2007-16N 2A2
2047-09-25
1.004200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
45079.84
SAMI 2005-AR5 B3
2035-07-19
1.506200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
42519.28
SAMI 2006-AR6 2A1
2046-07-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58940000.00
23425657.33
SEQUOIA MTG TR 2013-3
2043-03-25
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170000.00
137828.67
TMST
2038-04-25
6.126500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
594000.00
130629.15
United States Treasury Department
2014-09-15
0.250000
Treasury Debt
10000.00
10009.29
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
1125000.00
1125302.28
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
1795000.00
1821781.39
United States Treasury Department
2016-01-15
2.000000
Treasury Debt
300000.00
376446.71
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
5000.00
5164.15
WAMU 2006-AR9 1A
2046-08-25
1.132500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360773.00
111861.15
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
19474.08
WBCMT 2006-C28 C
2048-10-15
5.690999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7329.09
WBCMT 2007-C32 A3
2049-06-15
5.723900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16564.24
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 BACM 2005-4 E
2045-07-10
5.190599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
35242.06
144A CCMFC 2006-2A A1
2047-04-25
0.284200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
389000.00
75808.30
144A COMM 2013-LC13 C
2046-08-10
5.049299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
52438.34
144A CSMC 2008-C1 AJ
2041-02-15
5.977500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
245000.00
253831.83
144A FREMF 2013-K25 B
2045-11-25
3.616899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
1291342.58
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
1201247.65
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
227624.07
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
5942.24
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
500193.54
144A WBCMT 2007-WHL8 A1
2020-06-15
0.234999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
34215.73
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
109514.50
AFT 99-1A A1 ASST BK LN
2024-05-15
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
84242.37
AMSI 2006-R2 M2
2036-04-25
0.524200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
62611.85
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
54484.42
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
704362.02
BSARM 2004-11 B1
2034-10-25
2.926800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
421640.02
BUMT 2005-1 1A2
2045-09-25
0.544200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14975000.00
1451807.20
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
149207.95
CSFB 2003-8 CB1
2033-04-25
5.584500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
385205.55
CSFB 2005-C1 AJ
2038-02-15
5.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
479718.44
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
760000.00
718707.71
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2660000.00
2580063.41
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
24081.99
CSMC TR 2013-IVR2
2043-04-25
3.446899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4840.87
CWALT 2005-56 1A1
2035-11-25
0.884199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
222000.00
78164.23
CWALT 2006-OC2 2A2
2036-02-25
0.354200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5035000.00
260801.90
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40022000.00
8100414.59
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
268629.11
CWMBS INC. 2005-HYB2
2043-07-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5845000.00
5241985.07
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5655000.00
1177920.21
FREMF 2013-K712 MTG TR MULTI FAMILY MORTGE TRUST C
2045-05-25
3.366800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
204914.49
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
16989.03
GSAMP 2006-S1 A1
2035-11-25
0.294200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1005000.00
39641.49
GSAMP 2007-H1 A1B
2047-01-25
0.354200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
7382.62
GSMS
2045-08-10
5.818699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95000.00
98354.89
IMPAC SECURED ASSET TRUST
2037-05-25
0.264199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670000.00
120726.05
IMSA 2007-1 A2
2037-03-25
0.314199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1230000.00
679134.54
INDX 2006-AR7 3A1
2036-05-25
2.702900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
2264.92
JPMBB 2013-C17 C
2047-01-15
4.887500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
851497.32
JPMMT 2007-A2 4A1
2037-04-25
5.112499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40157000.00
3335095.60
MLCFC 2007-9 AMA
2049-09-12
5.852999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
30836.24
MLMT 2006-C2 AJ
2043-08-12
5.801999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
608161.78
MSAC 2007-NC3 A2A
2037-05-25
0.214200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25260000.00
1080528.34
OPMAC 2005-3 M3
2035-07-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
14666.20
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
212460.84
SACO 2006-3 A3
2036-04-25
0.614199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
72763.89
SACO 2006-7 A1
2036-07-25
0.414200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3290000.00
397453.17
SLMA 2006-B A5
2039-12-15
0.503299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
355000.00
318511.58
TMST
2038-04-25
6.126500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1051000.00
231130.03
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
5000.00
5074.60
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
895000.00
924382.53
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
73027.81
WBCMT 2006-C28 C
2048-10-15
5.690999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7329.09
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
133428.38
WBCMT 2007-C32 A3
2049-06-15
5.723900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
33128.49
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
87174.03
144A BACM 2005-4 E
2045-07-10
5.190599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
35242.06
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
4013156.88
144A DBUBS 2011-LC2A C
2044-07-10
5.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
38505.42
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
415000.00
164401.95
144A MSC 2012-C4 F
2045-03-15
3.069999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
37099.07
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4755000.00
1965062.13
AFT 99-1A A1 ASST BK LN
2024-05-15
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
470000.00
116452.68
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
922028.60
CSMC 2009- 14R 2A1
2037-06-26
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
21545.94
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
48497.43
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
53725.82
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
71862.51
FHASI 2003-AR3 2A1
2033-09-25
2.592400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28045000.00
2167384.04
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8494.51
GSAMP 2007-H1 A1B
2047-01-25
0.354200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
17226.12
INDX 2006-AR7 3A1
2036-05-25
2.702900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
10192.14
JPMCC 2005-LDP2 B
2042-07-15
4.881999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1380000.00
1432539.51
SAMI 2005-AR5 B3
2035-07-19
1.506200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
585000.00
51286.14
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
420000.00
420112.85
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
7715000.00
7968280.69
WAMU 2006-AR11 1A
2046-09-25
1.092500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75157000.00
25018505.58
WAMU 2006-AR19 2A
2047-01-25
2.017999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
2178.36
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
243426.02
WBCMT 2007-C32 A3
2049-06-15
5.723900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16564.24
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
N
40000800.00
40000800.00
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
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110000.00
25168.77
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
96806.25
144A BAYC 2005-3A A1
2035-11-25
0.474200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1127000.00
280162.16
144A BAYV 2004-B A1
2039-05-28
0.653000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
62956.82
144A BLX 2007-AA A
2040-10-20
0.556699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
40812.07
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
50797.58
144A COMM 2012-CR5 F
2045-12-10
4.335700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35094.00
27477.17
144A COMM 2013-LC13 C
2046-08-10
5.049299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5243.83
144A CWL 2006-SD2 1M1
2046-05-25
0.704200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23000.00
13400.03
144A DBUBS 2011-LC2A C
2044-07-10
5.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
93513.16
144A FREMF 2012-K708 C
2045-02-25
3.758900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
646129.57
144A FREMF 2013-K25 B
2045-11-25
3.616899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
172179.01
144A FREMF 2014-K36 C
2023-10-25
4.360800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
454054.40
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2335000.00
193242.39
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3235000.00
1281542.91
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
44621.24
144A MSC 2012-C4 F
2045-03-15
3.069999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
37099.07
144A MSRR 2010-GG10 A4B
2045-08-12
5.818778
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
198014.40
144A SMSTR 2005-1A A1
2045-12-06
0.485300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
260000.00
65651.98
144A STATE OF QATAR
2022-01-20
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
1300212.44
144A WBCMT 2006-WL7A G
2021-09-15
0.515000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
197683.46
144A WBCMT 2007-WHL8 A1
2020-06-15
0.234999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2140000.00
340565.89
ABS CHASE FUNDING TRUST 2003-3
2036-04-25
1.054200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
430000.00
118703.47
ABS CONSECO FIN 00-1
2031-05-01
8.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7160000.00
2958957.91
ADJUSTABLE RATE MORTGAGE TRUST
2035-07-25
5.073400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2845000.00
655841.89
AFT 99-1A A1 ASST BK LN
2024-05-15
0.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
122646.97
BACM 2007-2 A4
2049-04-10
5.600699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
127438.35
BAYVIEW COMCL ASSET
2036-01-25
0.454199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
35862.95
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-03-25
0.514199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2445000.00
698044.78
BCAP 2007-AA1 1A2
2047-02-25
0.314199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
28538.11
BSCMS
2017-06-11
5.716400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
225000.00
226888.62
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
7651.69
CITIGROUP COML MTG TR 2013-375P
2035-05-10
3.633999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
233221.51
CMLTI 2006-NCB1 2A2
2036-05-15
0.275000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
209141.12
CSFB 2005-C1 AJ
2038-02-15
5.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
36107.84
CSMC 2007-C5 A4
2040-09-15
5.695000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1260000.00
1392858.03
CSMC 2009- 14R 2A1
2037-06-26
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
920000.00
304957.95
CSMC 2009-2R
2034-09-25
2.617700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
281610.79
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
308249.53
CSMC TR 2013-IVR1
2043-03-25
3.495800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
29098.46
CSMC TR 2013-IVR2
2043-04-25
3.446899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
29045.23
CSMC TR 2013-IVR5
2043-10-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
320038.32
CSMC TR 2013-IVR5
2043-10-25
3.701900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
48016.21
CWALT 2005-10CB 1A1
2035-05-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
27811.57
CWALT INC ALTERNATIVE LOAN TRUST MORTGAGE PASS TH
2046-10-10
4.758899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
77325.59
CWL 2006-16 2A2
2046-12-25
0.304200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000.00
16640.92
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
39398.94
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
2175.33
CWMBS INC. 2005-HYB2
2043-07-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
53809.94
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
2082.97
Freddie Mac
2042-10-15
3.000000
Government Agency Debt
982734.00
893232.44
FREMF 2013-K712 MTG TR MULTI FAMILY MORTGE TRUST C
2045-05-25
3.366800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
28592.72
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1590000.00
1350627.76
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
18684.65
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
24339.56
GSAMP 2007-H1 A1B
2047-01-25
0.354200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
56600.11
GSMS
2045-08-10
5.818699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
36236.01
GSR 2004-14 2A1
2034-12-25
0.484200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6853000.00
142681.55
GSR 2004-7 3A1
2034-06-25
2.298600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5825000.00
842456.73
HEMT 2005-HF1
2036-02-25
0.504199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
652000.00
141183.06
HLMLT 2005-1 A3
2036-04-15
0.515000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
965000.00
477795.56
IMPAC SECURED ASSET TRUST
2037-05-25
0.264199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
21622.58
IMSA 2007-1 A2
2037-03-25
0.314199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
88342.70
INABS 2006-H2 A
2036-06-28
0.302999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3225000.00
610859.75
INDX 2006-AR4 A1A
2046-05-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5680000.00
1478864.96
INDX 2006-AR7 3A1
2036-05-25
2.702900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
65682.71
JPMAC 2005-FLD1 M6
2035-07-25
0.874199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
37116.67
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
1069966.99
LXS 2007-14H A3
2047-07-25
0.704200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3725000.00
187905.52
LXS 2007-16N 2A2
2047-09-25
1.004200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
13523.95
MLMI 2007-MLN1 A2D
2037-03-25
0.474200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1970000.00
1063977.00
MLMT 2006-C2 AJ
2043-08-12
5.801999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240000.00
243264.71
MSC 2007-IQ14 AM
2049-04-15
5.679400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4200000.00
4405860.69
NHEL 2006-5 A2C
2036-11-25
0.324199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
152399.97
RAMC 2005-3 AV3
2035-10-25
0.534200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
550000.00
326925.44
RAMP 2005-RS9 AI4
2035-11-25
0.474200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
158858.32
RAMP 2005-RZ3 M4
2035-09-25
0.774200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
112523.90
RASC 2005-EMX5 A2
2035-12-25
0.384199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
46807.70
RFMS2 2005-HS1 AII
2035-10-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
56940.37
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
614618.85
RFMSI 2007-SA1 2A1
2037-02-25
3.408399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2970000.00
629016.20
SAIL 2004-3 A3
2034-04-25
2.206000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
27078.33
SAIL 2005-HE3 M2
2035-09-25
0.644199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
85844.68
SAMI 2005-AR5 B2
2035-07-19
0.856199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8952000.00
1918336.56
SAMI 2005-AR5 B3
2035-07-19
1.506200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1655000.00
145091.57
SARM04-14 M
2034-10-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1460000.00
633471.20
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
1893117.27
SURF 2005-AB3 M1
2036-09-25
0.664200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
240778.40
TMST
2038-04-25
6.126500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
799000.00
175711.60
TMTS 2005-10HE M4
2036-06-25
0.784200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
450000.00
72145.76
United States Treasury Department
2014-07-15
2.000000
Treasury Debt
61000.00
77245.10
United States Treasury Department
2014-09-15
0.250000
Treasury Debt
280000.00
280260.05
United States Treasury Department
2015-09-15
0.250000
Treasury Debt
890000.00
890239.14
United States Treasury Department
2015-09-30
1.250000
Treasury Debt
6750000.00
6850709.97
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
250000.00
258207.41
United States Treasury Department
2018-08-31
1.500000
Treasury Debt
150000.00
149838.53
WAMU 2006-AR11 1A
2046-09-25
1.092500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
9986.50
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195000.00
94936.15
WBCMT 2007-C32 A3
2049-06-15
5.723900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16564.24
WBCMT 2007-C34 AJ
2046-05-15
5.933399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1530000.00
1559101.45
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
6837.95
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
N
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 BACM 2005-4 E
2045-07-10
5.190599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
27109.28
144A FTSHR 2005-1A A1
2041-11-05
0.538200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180866000.00
14968298.79
144A HENDR 2006-2A A1
2041-06-15
0.355000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
3961.49
144A MSC 2012-C4 F
2045-03-15
3.069999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
11129.72
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
658353.41
BSSP 2007-R6 1A2
2036-01-26
1.884900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9525000.00
58781.42
CD 2006-CD2 AJ
2046-01-15
5.388200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
73738.34
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
215000.00
164511.33
CSMC 2010- RR1
2017-04-18
5.692000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
640000.00
685830.15
CWL 2006-S1 A3
2021-08-25
5.597000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
21490.33
DSLA 2005-AR4 2A1A
2045-08-19
0.416200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
135000.00
28120.11
GCCFC 2007-GG9 AJ
2039-03-10
5.504999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
16989.03
GSMS
2045-08-10
5.818699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60000.00
62118.88
INDX 2006-AR7 3A1
2036-05-25
2.702900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
36238.74
JPMCC 2006-LDP7 B
2045-04-15
5.844900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
4487.18
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
33229486.01
SAMI 2005-AR5 B3
2035-07-19
1.506200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
520000.00
45587.68
SASC 2003-15A B1
2033-04-25
2.448700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1705000.00
204526.00
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
160000.00
204006.25
United States Treasury Department
2019-01-31
1.250000
Treasury Debt
15000.00
14721.26
WAMU 2006-AR11 1A
2046-09-25
1.092500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27359635.00
9107563.91
WAMU 2007-OA5 1A
2047-06-25
0.882499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
111975.97
WBCMT 2007-C32 A3
2049-06-15
5.723900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
33128.49
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
52000000.00
52000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
52000000.00
52000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.050000%
992JYD004_0.0500_M140403_2M54
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2023-07-15
0.375000
Treasury Debt
42005000.00
41823544.84
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
41000000.00
41000000.00
0.0028
N
41000000.00
41000000.00
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
7999573.33
0.0005
N
7999760.00
7999760.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.220000%
2284K1F99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
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
35000000.00
34985241.67
0.0024
N
34986700.00
34986700.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.220000%
2284K1FB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
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
75000000.00
74967458.33
0.0050
N
74970750.00
74970750.00
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
144011520.00
144011520.00
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
4000440.00
4000440.00
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
97031040.00
97031040.00
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
0.0091
N
136004080.00
136004080.00
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
7999440.00
7999440.00
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 AG
Deutsche Bank AG 0.310000%
25155JLW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
2000000.00
2000000.00
0.0001
N
1999800.00
1999800.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M140401_2M54
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2046-01-16
3.500000
Government Agency Debt
24735580.00
23667786.24
United States Treasury Department
2017-03-31
1.000000
Treasury Debt
40940800.00
41004667.65
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
62958069.00
62958069.00
0.0042
N
62958069.00
62958069.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140403_2M54
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2017-03-31
1.000000
Treasury Debt
47865400.00
47940070.02
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
47000000.00
47000000.00
0.0032
N
47000000.00
47000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140404_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-10-18
0.606400
Government Agency Debt
856209.00
4812.32
United States Treasury Department
2017-09-30
0.625000
Treasury Debt
58243800.00
57115326.38
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
56000000.00
56000000.00
0.0038
N
56000000.00
56000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
991JCA005_0.0700_M140407_2M54
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2023-05-15
1.750000
Treasury Debt
8738900.00
8160057.86
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
8000000.00
8000000.00
0.0005
N
8000000.00
8000000.00
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
32999954.16
0.0022
N
32999967.00
32999967.00
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
16999433.33
0.0011
N
16999813.00
16999813.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385VX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
21070000.00
21069163.06
0.0014
N
21069747.16
21069747.16
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385VX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
1000000.00
999963.33
0.0001
N
999988.00
999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385WE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-30
2014-04-30
N
N
N
20000000.00
19998952.78
0.0013
N
19999680.00
19999680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385WG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
2000000.00
1999879.45
0.0001
N
1999966.00
1999966.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385WM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
6000000.00
5999610.00
0.0004
N
5999880.00
5999880.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385WP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-09
2014-05-09
N
N
N
8000000.00
7999451.11
0.0005
N
7999832.00
7999832.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385WU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
6000000.00
5999498.33
0.0004
N
5999856.00
5999856.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M140401_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2040-05-15
4.375000
Treasury Debt
611872000.00
718681272.16
United States Treasury Department
2041-02-15
4.750000
Treasury Debt
1293411700.00
1594321966.87
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
2313000000.00
2313000000.00
0.1555
N
2313000000.00
2313000000.00
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
125005625.00
125005625.00
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
14994666.67
0.0010
N
14998050.00
14998050.00
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
22985912.50
0.0015
N
22992870.00
22992870.00
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
100927616.65
0.0068
N
100953540.00
100953540.00
General Electric Co
General Electric Co 0.050000%
36960MD34
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
40000000.00
39999888.89
0.0027
N
39999868.00
39999868.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.150000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
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 0.090000%
38399H002_0.0900_M140401_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
24435941.00
22606409.62
Freddie Mac
2044-03-01
4.000000
Government Agency Debt
23315851.00
24313590.67
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
46000000.00
46000000.00
0.0031
N
46000000.00
46000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140401_2M54
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-01-20
4.000000
Government Agency Debt
42366766.00
37546392.55
GNMA
2043-12-20
5.500000
Government Agency Debt
39582193.00
43653113.42
GNMA
2044-02-20
5.000000
Government Agency Debt
23574975.00
25900494.41
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
105000000.00
105000000.00
0.0071
N
105000000.00
105000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140402_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2023-03-15
5.000000
Government Agency Debt
50000000.00
11336831.39
GNMA
2039-12-15
5.500000
Government Agency Debt
1889251.00
805293.89
GNMA
2041-03-15
4.500000
Government Agency Debt
14988445.00
11260177.49
GNMA
2042-05-15
3.500000
Government Agency Debt
11734170.00
10884808.33
GNMA
2043-03-20
4.000000
Government Agency Debt
12184162.00
11654804.57
GNMA
2043-10-20
4.500000
Government Agency Debt
10337212.00
11178084.92
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
56000000.00
56000000.00
0.0038
N
56000000.00
56000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140404_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-12-15
5.500000
Government Agency Debt
23591390.00
10055838.14
GNMA
2041-07-20
5.000000
Government Agency Debt
12140038.00
10460476.04
GNMA
2043-03-15
3.500000
Government Agency Debt
6621513.00
5851284.25
GNMA
2043-04-20
4.000000
Government Agency Debt
10203630.00
10273989.38
GNMA
2043-04-20
4.000000
Government Agency Debt
10021710.00
10244125.83
GNMA
2043-08-20
4.500000
Government Agency Debt
9528248.00
10234286.77
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
56000000.00
56000000.00
0.0038
N
56000000.00
56000000.00
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
999793.33
0.0001
N
999880.00
999880.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1K13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
Y
ING Bank NV
N/A
N/A
N
31000000.00
30952725.00
0.0021
N
30950400.00
30950400.00
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
11000110.00
11000110.00
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
39000390.00
39000390.00
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
2000380.00
2000380.00
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
4000640.00
4000640.00
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
24004560.00
24004560.00
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
56049280.00
56049280.00
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
24021120.00
24021120.00
ING Bank NV
ING Bank NV 0.300000%
923UQF007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
75000000.00
75000000.00
0.0050
N
75010500.00
75010500.00
ING Bank NV
ING Bank NV 0.340000%
923VTK001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
29000000.00
29000000.00
0.0019
N
29004350.00
29004350.00
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
79869333.33
0.0054
N
79912000.00
79912000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.620000%
921ACP006_0.6200_M140629_2M54
0001168163
Other Repurchase Agreement
N
BANC OF AMERICA COMM MTGE
2045-10-10
5.421000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4947912.00
5009950.16
BCAP LLC 2011 RR2 TR
2036-07-28
2.838600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9999999.00
7467086.19
BEAR STEARNS COMM MORT SEC TRU
2042-10-12
5.136700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4923977.00
5188512.89
CITY CTR TR 2011-CCHP
2028-07-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5357490.00
5392254.16
COMM 2014 CCRE15 MTG TR
2047-02-10
4.769000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
7592416.56
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.009199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3666011.00
4072517.93
CSMC 2007-TFL2
2022-04-15
0.334500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4800000.00
2359002.43
CSMC SER 2013 8R
2037-05-27
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6618000.00
5425331.98
FED HOME LAON MTG
2023-02-25
2.871000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1009705.25
Freddie Mac
2036-12-15
0.423099
Government Agency Debt
9999990.00
1055157.94
GECMC 2005-C4 AJ
2045-11-10
5.311399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5790223.00
5766317.17
INVITATION HOMES 2013-SFR1
2030-12-19
2.004500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4722085.00
4716362.62
INVITATION HOMES 2013-SFR1
2030-12-19
2.804500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7988637.11
INVITATION HOMES 2013-SFR1
2030-12-19
3.804500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
995191.53
J P MORGAN CHASE COML MTG SECSTR 2011-C4
2046-07-17
5.396499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5801617.00
6375103.60
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
5.869500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000000.00
12240176.01
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
7.960499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8828580.00
9076698.41
J P MORGAN MTG TR 2013-2
2043-05-25
3.722999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920361.00
2865101.94
J P MORGAN RESECURITIZATION TRUST SERIES 20
2037-07-27
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1793450.00
956842.46
J P MPRGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-17
4.426499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100878.00
101111.36
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
1544519.00
1502504.32
JP MORGAN CHASE COML
2030-10-15
6.131999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
298494.00
304002.81
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2046-02-16
5.542900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4354897.00
4739998.40
JP MORGAN CHASE COML MTG SECSTR 2011 C5
2046-08-17
5.324900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7721156.00
7910205.43
JP MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-18
2.665000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15047.00
15363.35
JP MORGAN CHASE COMML MTGE SEC
2043-06-17
6.311899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6128747.00
6702178.81
JP MORGAN RESECURITIZATION TRUST SERIES 201
2037-01-26
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10876525.00
4175353.44
RBSSP RESECURITIZATION TRUST 20
2039-10-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1575234.22
RUTLAND RATED INVESTMENTS
2039-10-19
8.435800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235300.00
118358.13
SASC 2001-9 B2
2031-07-25
7.320000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2370924.00
395071.59
SEMT 2012-3 A2
2042-07-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1627049.00
1010988.84
First Tier Security
N/A
N/A
2014-06-29
2014-06-29
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
108000000.00
108000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.417600%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-04-21
2014-12-22
N
N
N
129000000.00
129000000.00
0.0087
N
129029670.00
129029670.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.317100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-04-22
2015-04-22
N
N
N
25000000.00
25000000.00
0.0017
N
25032050.00
25032050.00
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
25002750.00
25002750.00
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
15009600.00
15009600.00
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
18000000.00
18000000.00
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
15007800.00
15007800.00
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
80012800.00
80012800.00
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
2000300.00
2000300.00
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
35003193.72
0.0024
N
35009100.00
35009100.00
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
46027600.00
46027600.00
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
3001530.00
3001530.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
130000000.00
130000000.00
0.0087
N
130068900.00
130068900.00
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
5004600.00
5004600.00
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
13004420.00
13004420.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
11000000.00
11000000.00
0.0007
N
10998900.00
10998900.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
45000000.00
45000000.00
0.0030
N
44995500.00
44995500.00
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
4001080.00
4001080.00
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
63016380.00
63016380.00
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
6001440.00
6001440.00
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
1000280.00
1000280.00
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
74020720.00
74020720.00
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
46018860.00
46018860.00
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
10999120.00
0.0007
N
10999230.00
10999230.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
06399U000_0.0800_M140401_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
2.895999
Government Agency Debt
13586606.00
13214902.00
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
13876000.00
14375036.46
Fannie Mae
2034-04-25
3.000000
Government Agency Debt
7127958.00
6832653.83
Fannie Mae
2039-08-25
2.000000
Government Agency Debt
15000000.00
13009641.25
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
28024000.00
13664645.23
Fannie Mae
2039-12-25
4.000000
Government Agency Debt
27500000.00
13899957.13
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
18100000.00
13460972.44
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
2178149.00
893791.38
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
25000000.00
13648401.07
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
100000000.00
100000000.00
0.0067
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140505_2M54
0000728612
Other Repurchase Agreement
N
144A KNOWLEDGE LEARNING C
2015-02-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52000.00
52671.67
ADJ RATE MTGE BCKD P/T
2037-03-25
3.172200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16484773.00
7048964.59
AGATE BAY MTG TR 2013 1
2043-07-25
3.637999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2415918.00
1849637.63
AMERICAN GENERAL MORTGAGE LOAN TRUST 2009-1 TYPE:
2048-09-25
1.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8162185.00
7645630.24
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2017-02-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
106500.00
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000.00
6402.50
ASBURY AUTOMOTIVE GROUP INC
2020-11-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
287909.72
BAMLL COML MTG SECS TR 2012 CLRN
2029-08-15
6.154499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10081848.00
10196287.06
BAYVIEW COMMERCIAL ASET TRUST 2006
2036-10-25
0.455500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1954402.61
BRT ESCROW CORP SPA
2018-08-18
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
3038.22
BSCMS 2007
2044-02-11
5.402999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7327761.00
5055419.87
BURGER KING CORP
2018-10-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48000.00
54565.67
CITIGROUP MTG LOAN TRUST 2006 AR7
2036-11-25
2.614799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17967422.00
4233887.91
CITIGRP MTGE LOAN TRUST
2035-08-25
5.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1002272.00
863131.59
COBALT COMMERCIAL MTGE TRUST 2007-C3
2046-05-17
5.770200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3437949.00
3449932.03
CWALT 2007
2047-09-25
0.495500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53270866.00
4875009.66
CWALT INC
2034-09-25
2.839599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
527372.78
CWALT, INC. 2004-2CB
2034-10-25
0.915499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
123816247.00
7413135.30
DJO FINANCE LLC
2018-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12000.00
13058.83
ENERGY FUTURE HLDGS CORP
2020-01-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107361.11
FHLT 2004-3 M3
2034-11-25
1.280500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2584675.00
1990303.70
FIRST QUANTUM VENTURES
2020-02-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
583000.00
594696.44
FOREST LABORATORIES, INC.
2021-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
796952.00
849251.97
G FORCE 2005 -RR LLC
2039-12-25
0.455500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6193543.00
4889886.35
GCCFC
2037-04-10
5.221599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41853.00
42170.03
GSAMP TRUST 2005
2036-01-25
0.375500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
8199440.04
HVMLT
2036-03-19
0.396200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21364628.00
5638707.96
HVMLT
2036-12-19
0.346200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7990364.00
2753914.27
IAI INTELSAT BERMUDA LTD
2018-06-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
53937.50
IMP CMB TR
2035-08-25
0.655499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52500000.00
7948796.14
INDYMAC INDB MTGE LOAN TRUST 2006-1
2036-07-25
0.225500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34772000.00
2701082.75
INDYMAC INDX MTGE LN TR
2046-04-25
0.375500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8238000.00
1990413.92
INDYMAC INDX MTGE LOAN TRUST 2006
2036-06-25
2.939400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
4119349.53
ISTAR FINANCIAL INC
2018-07-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
31040.62
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7954223.00
8416662.08
LB UBS CMCL
2040-09-15
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3783079.00
3773988.68
MASTR ALTERNATIVE LOAN TRUST 2002 1
2036-02-25
0.855500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9619666.00
1956006.22
MERITOR INC
2021-06-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
107737.50
MERRILL LYNCH MORTGAGE INVESTORS TRUST MTG LOAN AS
2051-02-12
6.263499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
3431213.55
MERRILL LYNCH MORTGAGE INVESTORS TRUST MTG LOAN AS
2051-02-12
6.263499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1946329.00
1944487.24
MERRILL LYNCH MTG 2007 C1
2050-06-12
0.814999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14744428.00
7190579.44
MICHAEL FOODS GROU[
2018-07-15
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
28290.17
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
3232891.00
3311960.61
ML-CFC 2007
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12550995.00
7269333.79
NRG ENERGY INC
2020-09-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
242412.50
OXFORD FIN LLC OXFORD FIN CO-ISSUER INC
2018-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5376.53
QANTAS AIRWAYS LTD
2016-04-15
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11620250.00
12659649.08
R R DONNELLEY SONS CO
2021-03-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
459400.00
R.R. DONNELLEY & SONS COMPANY
2023-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
80913.54
RALI SERIES 2006 QA7 TRUST
2036-08-25
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20219144.00
3890115.10
RES ASSET SEC TRUST 2006
2036-07-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2747360.00
1506510.75
SARM
2035-05-25
1.526000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24054684.00
4958923.81
STONEMOR PARTNERS CFS WEST VA
2021-06-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
105625.00
STRUCTURED ASSET MORTGAGE INVESTMENT
2045-05-25
3.781200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3957385.00
376013.39
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
4247950.34
SUMMIT MIDSTREAM HOLDINGS LLC
2021-07-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
93000.00
101486.25
TAMINCO GLOBAL CHEM CORP
2020-03-31
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
33833.13
TENET HEALTHCARE CORP
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
621.00
685.95
TREEHOUSE FOODS INC
2022-03-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
835000.00
839348.96
UNITED RENTALS NORTH AMERICA
2022-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2312.82
VTR FIN B V
2024-01-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253000.00
263120.00
WAMU MTG CERT 2005-AR2
2045-01-25
0.545499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
111156.46
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9902500.00
9872434.91
WEST CORP
2018-10-01
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33000.00
35952.12
WMALT 2006
2046-10-25
0.989199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17032869.00
3479210.69
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
155000000.00
155000000.00
0.0104
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
155000000.00
155000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M140402_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9180596.69
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8428554.00
9389594.58
Fannie Mae
2038-03-25
4.000000
Government Agency Debt
10000000.00
10332893.33
Fannie Mae
2039-02-25
3.500000
Government Agency Debt
25000000.00
10389666.63
Fannie Mae
2039-04-25
2.000000
Government Agency Debt
12000000.00
10318638.98
Fannie Mae
2039-06-25
2.000000
Government Agency Debt
12000000.00
10315047.50
Fannie Mae
2041-05-25
3.000000
Government Agency Debt
11719000.00
9267579.51
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10325000.00
10126877.02
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10000000.00
9946863.33
Fannie Mae
2043-07-25
3.000000
Government Agency Debt
12000000.00
9495289.79
Fannie Mae
2049-11-25
1.055500
Government Agency Debt
40092156.00
4474116.07
Freddie Mac
2033-06-15
3.000000
Government Agency Debt
10721149.00
9448580.78
Freddie Mac
2038-03-15
4.000000
Government Agency Debt
10000000.00
10061423.33
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
17950000.00
9402161.53
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
10000000.00
9528226.67
Freddie Mac
2043-07-15
4.000000
Government Agency Debt
9866298.00
9700675.74
GNMA
2036-08-20
6.000000
Government Agency Debt
1844467.00
1920033.34
GNMA
2039-10-20
2.500000
Government Agency Debt
10000000.00
9072653.33
GNMA
2040-04-20
3.000000
Government Agency Debt
15000000.00
9668326.94
GNMA
2044-02-16
2.717000
Government Agency Debt
14000000.00
9240755.32
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
176000000.00
176000000.00
0.0118
N
176000000.00
176000000.00
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
37241908.47
0.0025
N
37245157.50
37245157.50
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
33002640.00
33002640.00
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
38003420.00
38003420.00
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
9000810.00
9000810.00
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
55001650.00
55001650.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.215800%
60682AKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
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 0.214500%
60682AKH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-07-23
N
N
N
69000000.00
69000000.00
0.0046
N
69001380.00
69001380.00
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
108005400.00
108005400.00
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
1000110.00
1000110.00
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
36002880.00
36002880.00
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
58000580.00
58000580.00
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
13000130.00
13000130.00
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
24000720.00
24000720.00
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
50003000.00
50003000.00
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
20895123.33
0.0014
N
20896238.00
20896238.00
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
38986133.33
0.0026
N
38987520.00
38987520.00
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
34987361.11
0.0024
N
34988800.00
34988800.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1FK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-19
2014-06-19
N
N
N
44000000.00
43980688.89
0.0030
N
43981520.00
43981520.00
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
42003780.00
42003780.00
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
50005000.00
50005000.00
Natixis SA
Natixis SA 0.240000%
63873EW31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
16000000.00
16000000.00
0.0011
N
16000000.00
16000000.00
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
2014-04-07
2014-04-07
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
2014-04-07
2014-04-07
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
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558EE46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
92000000.00
92000000.00
0.0062
N
92000000.00
92000000.00
NRW.BANK
NRW.BANK 0.070000%
62939MD12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
40000000.00
40000000.00
0.0027
N
40000000.00
40000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.214400%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-07
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
50000000.00
0.0034
N
50002000.00
50002000.00
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
76009880.00
76009880.00
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
77000000.00
77000000.00
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
25004500.00
25004500.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
54000000.00
54000000.00
0.0036
N
53999460.00
53999460.00
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
10002600.00
10002600.00
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
45011700.00
45011700.00
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
6001860.00
6001860.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
130000000.00
130000000.00
0.0087
N
130040300.00
130040300.00
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
77023100.00
77023100.00
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
42013020.00
42013020.00
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
20005200.00
20005200.00
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
15998600.00
0.0011
N
15999040.00
15999040.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.310000%
76582KH79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
5000000.00
4994488.89
0.0003
N
4994700.00
4994700.00
Royal Bank of Canada
Royal Bank of Canada 0.289900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-04-07
2015-04-07
N
N
N
75000000.00
75000000.00
0.0050
N
75005775.00
75005775.00
Royal Bank of Canada
Royal Bank of Canada 0.332900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-04-04
2015-04-02
N
N
N
100000000.00
100000000.00
0.0067
N
100060000.00
100060000.00
Royal Bank of Canada
Royal Bank of Canada 0.296600%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-04-01
2015-04-01
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Royal Bank of Canada
Royal Bank of Canada 0.274500%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-06-24
N
N
N
65000000.00
65000000.00
0.0044
N
65023400.00
65023400.00
Royal Bank of Canada
Royal Bank of Canada 0.255000%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-10-17
N
N
N
18000000.00
18000000.00
0.0012
N
18008460.00
18008460.00
Royal Bank of Canada
Royal Bank of Canada 0.235500%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-04
2015-03-04
N
N
N
50000000.00
50000000.00
0.0034
N
50002500.00
50002500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MFA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
82000000.00
81969705.56
0.0055
N
81972120.00
81972120.00
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
1000000.00
0.0001
N
1000000.00
1000000.00
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
14997625.00
0.0010
N
14999400.00
14999400.00
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
2998579.17
0.0002
N
2999280.00
2999280.00
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
17000170.00
17000170.00
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
38005700.00
38005700.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HWX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
74000000.00
74000000.00
0.0050
N
73993340.00
73993340.00
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
5000250.00
5000250.00
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
143966520.00
0.0097
N
143982720.00
143982720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562C3V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
40000000.00
40000000.00
0.0027
N
40002400.00
40002400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
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
16000960.00
16000960.00
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
13001950.00
13001950.00
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
38005700.00
38005700.00
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
10001600.00
10001600.00
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
88006160.00
88006160.00
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
1000070.00
1000070.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UB35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
9000000.00
9000000.00
0.0006
N
8999100.00
8999100.00
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
13000000.00
13000000.00
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
36000360.00
36000360.00
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
31003410.00
31003410.00
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
80006400.00
80006400.00
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
27000000.00
27000000.00
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
18000360.00
18000360.00
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
3999920.00
3999920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UVV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
31000000.00
31000000.00
0.0021
N
30997210.00
30997210.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UXB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-10
2014-09-10
N
N
N
27000000.00
27000000.00
0.0018
N
26997570.00
26997570.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UXK3
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
1999920.00
1999920.00
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
14000000.00
14000000.00
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
43000860.00
43000860.00
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
38001140.00
38001140.00
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
2999880.00
2999880.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KKN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
N
3000000.00
3000000.00
0.0002
N
2999880.00
2999880.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KKV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
18000000.00
18000000.00
0.0012
N
17999100.00
17999100.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
15000000.00
15000000.00
0.0010
Security is a time deposit.
N
15000000.00
15000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UJN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-22
2014-09-22
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
7000000.00
6992556.67
0.0005
N
6992580.00
6992580.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112T4L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
168000000.00
168000000.00
0.0113
N
168000000.00
168000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.202500%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-09-02
N
N
N
98000000.00
98000000.00
0.0066
N
98022540.00
98022540.00
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
8000880.00
8000880.00
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
147001470.00
147001470.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112TY40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
116000000.00
116000000.00
0.0078
N
115998840.00
115998840.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.206500%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-06-18
N
N
N
25000000.00
25000000.00
0.0017
N
25004750.00
25004750.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.204300%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-25
2014-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
24000000.00
24000000.00
0.0016
N
23997600.00
23997600.00
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
999423.61
0.0001
N
999840.00
999840.00
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
35951280.00
0.0024
N
35963640.00
35963640.00
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
6000240.00
6000240.00
United States Treasury Department
United States Treasury Department 0.095006%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-04-01
2016-01-31
N
N
N
103000000.00
102976870.74
0.0069
N
102944483.00
102944483.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.224400%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-10
2015-01-09
N
N
N
100000000.00
100000000.00
0.0067
N
100012000.00
100012000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2015-01-14
N
N
N
91000000.00
91000000.00
0.0061
N
91010920.00
91010920.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.207600%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-05-20
N
N
N
25000000.00
25000000.00
0.0017
N
25003000.00
25003000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.174400%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
20000000.00
20000000.00
0.0013
N
20000200.00
20000200.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226500%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-11-18
N
N
N
34000000.00
34000000.00
0.0023
N
34007480.00
34007480.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226200%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-11-18
N
N
N
55000000.00
55000000.00
0.0037
N
55012100.00
55012100.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.283400%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-06-16
2015-04-15
N
N
N
135000000.00
135000000.00
0.0091
N
135011340.00
135011340.00
Westpac Banking Corp
Westpac Banking Corp 0.223000%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2015-03-27
N
N
N
40000000.00
40000000.00
0.0027
N
40000000.00
40000000.00
Westpac Banking Corp
Westpac Banking Corp 0.256200%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-22
2014-06-19
N
N
N
50000000.00
50000000.00
0.0034
N
50015000.00
50015000.00
Westpac Banking Corp
Westpac Banking Corp 0.220000%
9612C4KV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2015-01-12
N
N
N
95000000.00
95000000.00
0.0064
N
95026600.00
95026600.00
Westpac Banking Corp
Westpac Banking Corp 0.226200%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-22
2015-02-19
N
N
N
40000000.00
40000000.00
0.0027
N
40005600.00
40005600.00
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
680140.50
680140.50
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
149920.22
149920.22
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
1153331.71
1153331.71
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
195972.49
195972.49