0001145549-14-005323.txt : 20140730
0001145549-14-005323.hdr.sgml : 20140730
20140606143554
ACCESSION NUMBER: 0001145549-14-005323
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140531
FILED AS OF DATE: 20140606
DATE AS OF CHANGE: 20140606
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: 14896221
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
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-05-31
0000857156
S000004505
2
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
22838650938.06
7737234.83
989893.77
22845398279.12
0.0022
1.0001
2014-05-31
1.0001
2014-05-31
C000012379
1.00
5691165288.15
1.00
-131402649.55
1449814113.53
1581216763.08
0.0001
1.0001
2014-05-31
1.0001
2014-05-31
C000012380
1.00
17154232990.97
1.00
601102310.84
5522646702.27
4921544391.43
0.0001
1.0001
2014-05-31
1.0001
2014-05-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.300500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2014-07-04
N
Y
Santander UK Plc
N/A
N/A
N
70000000.00
70000000.00
0.0031
N
70002800.00
70002800.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.090000%
00279HW69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
Y
Santander UK Plc
N/A
N/A
N
105000000.00
105000000.00
0.0046
N
104998950.00
104998950.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.090000%
00279HW77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
Y
Santander UK Plc
N/A
N/A
N
50000000.00
50000000.00
0.0022
N
49999500.00
49999500.00
Alpine Securitization Corp
Alpine Securitization Corp 0.260000%
02086MK60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
16000000.00
15985440.00
0.0007
N
15988160.00
15988160.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
280000000.00
280000000.00
0.0123
Security is a time deposit.
N
280000014.00
280000014.00
Bank of America, NA
Bank of America, NA 0.350500%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-06-05
2015-03-05
N
N
N
63000000.00
63000000.00
0.0028
N
63002394.00
63002394.00
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
22000000.00
22000000.00
0.0010
N
22000880.00
22000880.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W2R3
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
29000000.00
29000000.00
0.0013
N
29000870.00
29000870.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W2S1
Other Note
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
143000000.00
143000000.00
0.0063
N
143004290.00
143004290.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3K7
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
13000000.00
13000000.00
0.0006
N
13001170.00
13001170.00
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
21000000.00
21000000.00
0.0009
N
21001890.00
21001890.00
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
189000000.00
189000000.00
0.0083
N
189020790.00
189020790.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4R1
Other Note
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
39000000.00
39000000.00
0.0017
N
39004290.00
39004290.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4S9
Other Note
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
N
5000000.00
5000000.00
0.0002
N
5000550.00
5000550.00
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
45000000.00
45000000.00
0.0020
N
45004500.00
45004500.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HAT2
Other Note
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
N
56000000.00
56000000.00
0.0025
N
56005600.00
56005600.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HBF1
Other Note
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
44000000.00
44000000.00
0.0019
N
44002200.00
44002200.00
Bank of Montreal
Bank of Montreal 0.060000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
250000000.00
250000000.00
0.0109
Security is a time deposit.
N
250000275.00
250000275.00
Bank of Montreal
Bank of Montreal 0.060000%
06999G005_M140606
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
130000000.00
130000000.00
0.0057
Security is a time deposit.
N
130000000.00
130000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.060000%
06405XF59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
180000000.00
179999100.00
0.0079
N
179998200.00
179998200.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220500%
06417F2X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2014-09-04
N
N
N
321000000.00
321000000.00
0.0141
N
321051360.00
321051360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.221500%
06417F3B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-09-09
N
N
N
89000000.00
89000000.00
0.0039
N
89016020.00
89016020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417HBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-11-25
N
N
N
35000000.00
35000000.00
0.0015
N
35008050.00
35008050.00
Bank of Nova Scotia
Bank of Nova Scotia 0.080000%
924HZZ001_0.0800_M140602_2M47
0001041839
Government Agency Repurchase Agreement
Y
United States Treasury Department
2018-02-28
0.750000
Treasury Debt
42116600.00
41641929.90
United States Treasury Department
2042-11-15
2.750000
Treasury Debt
33080700.00
29758105.06
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
70000000.00
70000000.00
0.0031
N
70000000.00
70000000.00
Bank of the West
Bank of the West 0.230000%
06426GEB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
112000000.00
112000000.00
0.0049
N
112020160.00
112020160.00
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
132000000.00
132000000.00
0.0058
N
132013200.00
132013200.00
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
103000000.00
103000000.00
0.0045
N
103006180.00
103006180.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000%
06538GZR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
N
3000000.00
3000000.00
0.0001
N
3000750.00
3000750.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HFJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
N
78000000.00
78000000.00
0.0034
N
78007800.00
78007800.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HHH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
47000000.00
47000000.00
0.0021
N
47002350.00
47002350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HHM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
21000000.00
21000000.00
0.0009
N
21001050.00
21001050.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HJW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
140000000.00
140000000.00
0.0061
N
140021000.00
140021000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
61000000.00
61000000.00
0.0027
N
61009150.00
61009150.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
16000000.00
16000000.00
0.0007
N
16002400.00
16002400.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
11000000.00
11000000.00
0.0005
N
11000000.00
11000000.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
118000000.00
118000000.00
0.0052
N
118004720.00
118004720.00
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
100000000.00
100000000.00
0.0044
N
100062000.00
100062000.00
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
76000000.00
76000000.00
0.0033
N
76018240.00
76018240.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M140602_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-06-30
2.625000
Treasury Debt
75585000.00
76569651.22
United States Treasury Department
2014-09-15
0.250000
Treasury Debt
10998600.00
11010327.86
United States Treasury Department
2015-02-28
0.250000
Treasury Debt
80722000.00
80860212.73
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
33928700.00
35185051.27
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
199632494.00
199632494.00
0.0087
N
199632494.00
199632494.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140603_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
9810670.00
8889675.53
Fannie Mae
2042-11-25
1.500000
Government Agency Debt
15690163.00
13048120.10
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
27623567.00
26450531.46
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
1015952.00
966160.36
Freddie Mac
2039-09-15
2.000000
Government Agency Debt
4841475.00
1333097.57
Freddie Mac
2043-11-15
3.000000
Government Agency Debt
34791237.00
36151319.23
GNMA
2038-04-20
2.600000
Government Agency Debt
27887145.00
18694826.82
GNMA
2038-04-20
2.750000
Government Agency Debt
16164268.00
10868763.16
GNMA
2039-06-20
2.600000
Government Agency Debt
21158325.00
13808067.38
GNMA
2039-10-16
3.000000
Government Agency Debt
3915392.00
1039438.62
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
125000000.00
125000000.00
0.0055
N
125000000.00
125000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140604_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-11-25
1.500000
Government Agency Debt
84837.00
70551.43
GNMA
2038-10-20
2.500000
Government Agency Debt
20025826.00
12342841.40
GNMA
2039-06-20
2.600000
Government Agency Debt
61425357.00
40086607.44
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
50000000.00
50000000.00
0.0022
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140605_2M47
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2038-04-20
2.600000
Government Agency Debt
51140074.00
34282994.07
GNMA
2038-04-20
2.750000
Government Agency Debt
41092744.00
27630530.63
GNMA
2039-06-20
2.600000
Government Agency Debt
55892.00
36475.50
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
59000000.00
59000000.00
0.0026
N
59000000.00
59000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
992JYM004_0.0500_M140606_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-06-30
1.875000
Treasury Debt
10087800.00
10200070.53
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
10000000.00
10000000.00
0.0004
N
10000000.00
10000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M140606_2M47
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2019-10-02
1.250000
Government Agency Debt
6321773.00
6180000.22
United States Treasury Department
2017-09-30
1.875000
Treasury Debt
2810300.00
2906321.69
United States Treasury Department
2020-06-30
1.875000
Treasury Debt
1160800.00
1173718.93
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
10000000.00
10000000.00
0.0004
N
10000000.00
10000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.080000%
06737JF59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
Y
Barclays Bank Plc
N/A
N/A
N
33000000.00
32999780.00
0.0014
N
32999340.00
32999340.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737JHK4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
Y
Barclays Bank Plc
N/A
N/A
N
3000000.00
2998635.00
0.0001
N
2998770.00
2998770.00
Barclays US Funding Corp
Barclays US Funding Corp 0.290000%
06737JJW6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-30
2014-09-30
N
Y
Barclays Bank Plc
N/A
N/A
N
89000000.00
88913966.66
0.0039
N
88926130.00
88926130.00
Barclays US Funding Corp
Barclays US Funding Corp 0.290000%
06737JM36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
Y
Barclays Bank Plc
N/A
N/A
N
8000000.00
7988142.22
0.0003
N
7987120.00
7987120.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.320000%
08224MJ21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-02
2014-09-02
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
39000000.00
38968106.67
0.0017
N
38978940.00
38978940.00
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
96000000.00
96000000.00
0.0042
N
96057600.00
96057600.00
BNP Paribas
BNP Paribas 0.300000%
05572NTC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
55000000.00
55000000.00
0.0024
N
55010450.00
55010450.00
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
18000000.00
18000000.00
0.0008
N
18003600.00
18003600.00
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
47000000.00
47000000.00
0.0021
N
47009400.00
47009400.00
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
19000000.00
19000000.00
0.0008
N
19003800.00
19003800.00
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
10000000.00
10000000.00
0.0004
N
10001100.00
10001100.00
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
0.0011
N
25003250.00
25003250.00
BNP Paribas
BNP Paribas 0.300000%
05572NTU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
16000000.00
16000000.00
0.0007
N
16001120.00
16001120.00
BNP Paribas
BNP Paribas 0.290000%
05572NUN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
50000000.00
50000000.00
0.0022
N
49998000.00
49998000.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.220000%
923JDF006_0.2200_M140604_2M47
0001197610
Other Repurchase Agreement
N
AMERICAN WTR WKS CO INC NEW COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2452126.08
CENTERPOINT ENERGY INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2455202.70
CF INDS HLDGS INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2454661.86
CIMAREX ENERGY CO COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2474096.32
CLUBCORP HLDGS INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2439237.40
CONCHO RES INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2511629.25
DYNEGY INC NEW DEL COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2481817.32
ENTERGY CORP NEW COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
419115.97
FREEPORT-MCMORAN COPPER & GOCOM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2481970.48
HCA HOLDINGS INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2450974.73
HCP INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2351547.54
HONEYWELL INTL INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2458509.72
ISHARES INC MSCI MEX
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2450089.40
KIMBERLY CLARK CORP COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2465966.64
MARTIN MARIETTA MATLS INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
651143.02
MIDSOUTH BANCORP INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
435597.80
PHILLIPS 66 COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2447809.60
PROCTER & GAMBLE CO COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2459275.20
RITE AID CORP COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2470742.44
RLJ LODGING TR COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
833555.20
SEMGROUP CORP CL A
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2440791.79
WELLPOINT INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2465279.05
WEYERHAEUSER CO COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2220.17
WYNDHAM WORLDWIDE CORP COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2455794.90
YUM BRANDS INC COM
2014-05-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2443071.68
Unrated Security
N/A
N/A
2014-06-04
2014-06-04
N
Y
BNP Paribas
N/A
N/A
N
49000000.00
49000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
49000000.00
49000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M140602_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-01
2.423999
Government Agency Debt
19744548.00
3832254.82
Fannie Mae
2040-04-01
3.718999
Government Agency Debt
5255045.00
1458847.72
Fannie Mae
2040-06-01
3.642999
Government Agency Debt
2986015.00
763428.70
Fannie Mae
2041-06-01
3.527000
Government Agency Debt
6831918.00
2815936.31
Fannie Mae
2041-10-01
2.759999
Government Agency Debt
30257706.00
15097645.90
Fannie Mae
2042-05-01
2.350000
Government Agency Debt
18636731.00
11109810.98
Fannie Mae
2043-12-01
2.880999
Government Agency Debt
196325.00
201466.03
Fannie Mae
2044-01-01
2.822000
Government Agency Debt
2631578.00
2693379.65
Fannie Mae
2044-01-01
2.922000
Government Agency Debt
10700912.00
10823298.82
Fannie Mae
2044-02-01
2.612000
Government Agency Debt
15009572.00
15144530.92
Freddie Mac
2042-07-20
3.500000
Government Agency Debt
54220300.00
46507321.91
Freddie Mac
2044-05-20
3.500000
Government Agency Debt
2920840.00
3035796.80
GNMA
2042-10-15
3.000000
Government Agency Debt
197101159.00
173137253.79
GNMA
2042-10-15
3.000000
Government Agency Debt
140045726.00
123598053.62
GNMA
2064-04-20
2.041999
Government Agency Debt
722417.00
750974.10
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
399000000.00
399000000.00
0.0175
N
399000000.00
399000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.250000%
988VYS000_0.2500_M140606_2M47
0001197610
Other Repurchase Agreement
N
CREDIT AGRICOLE S A 144A
2024-04-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5238596.00
5318818.55
EQT CORP,PA
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12500000.00
15882491.27
FREEPORT MCMORAN COPPER GOLD
2023-03-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2206124.00
2196070.51
INFINITY PROP AND CASUALTY CORP
2022-09-19
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6640133.00
7042399.63
NOBLE GROUP LIMITED
2020-01-29
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14500000.00
16439213.88
OCP S A
2024-04-25
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87459.00
90876.90
PETROBRAS GLOBAL FIN B V
2016-05-20
1.848600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
99901.52
TRANSOCEAN SEDCO FOREX
2016-12-15
5.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
96488.00
107410.04
TRINITY ACQUISITION PLC
2043-08-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
16872818.75
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
61000000.00
61000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
61012810.00
61012810.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M140606_2M47
0001197610
Other Repurchase Agreement
N
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.111499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35031579.00
9078543.76
SABLE INTL FIN LTD
2020-02-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7436.00
8524.81
TELEMOVIL FIN CO LTD
2017-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1287104.00
1371552.32
THOMPSON CREEK METALS COMP
2018-06-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5604000.00
5641379.45
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
14000000.00
14000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
14000000.00
14000000.00
BPCE SA
BPCE SA 0.220000%
05571CH87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
2000000.00
1999181.11
0.0001
N
1999140.00
1999140.00
BPCE SA
BPCE SA 0.220000%
05571CHE4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
55000000.00
54975463.90
0.0024
N
54972500.00
54972500.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.240000%
12476FHC3
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
140000000.00
139933733.33
0.0061
N
139945400.00
139945400.00
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
118000000.00
117928380.56
0.0052
N
117935100.00
117935100.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-22
2014-09-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43968515.56
0.0019
N
43970520.00
43970520.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606Y6C5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
15000000.00
15000000.00
0.0007
N
15000000.00
15000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606Y6E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
260000000.00
260000000.00
0.0114
N
260000000.00
260000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606Y6F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
96000000.00
96000000.00
0.0042
N
96000000.00
96000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.240300%
13606YA22
Other Note
N
First Tier Security
N/A
N/A
2014-06-10
2015-02-04
N
N
N
182000000.00
182000000.00
0.0080
N
182003640.00
182003640.00
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
2014-06-02
2014-06-02
N
N
N
16000000.00
16000000.00
0.0007
Security is a time deposit.
N
16000000.00
16000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KG35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-03
2014-07-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
30000000.00
29995091.67
0.0013
N
29995500.00
29995500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
13738KGX9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-31
2014-07-31
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
2000000.00
1999147.78
0.0001
N
1999380.00
1999380.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KHN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-22
2014-08-22
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
19000000.00
18989312.50
0.0008
N
18991260.00
18991260.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KJ40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
12000000.00
11994046.67
0.0005
N
11993400.00
11993400.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KJ99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-09
2014-09-09
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
21000000.00
20989027.50
0.0009
N
20987610.00
20987610.00
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
11000000.00
10990375.00
0.0005
N
10991090.00
10991090.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KKA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
8000000.00
7992777.78
0.0003
N
7993200.00
7993200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KM38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
18000000.00
17977000.00
0.0008
N
17975160.00
17975160.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.250000%
15060YF54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
Y
Guaranty
UBS AG
N/A
N/A
17000000.00
16999645.83
0.0007
N
16999660.00
16999660.00
Charta, LLC
Charta, LLC 0.250000%
16115XFJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29996666.67
0.0013
N
29997600.00
29997600.00
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
23000000.00
22989937.50
0.0010
N
22992180.00
22992180.00
Charta, LLC
Charta, LLC 0.240000%
16115XHJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
46000000.00
45976386.67
0.0020
N
45980220.00
45980220.00
Charta, LLC
Charta, LLC 0.230000%
16115XLH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
80000000.00
79914133.33
0.0035
N
79911200.00
79911200.00
Charta, LLC
Charta, LLC 0.230000%
16115XLK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19978277.77
0.0009
N
19977400.00
19977400.00
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
56000000.00
56000000.00
0.0025
N
56047040.00
56047040.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CH48
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
38000000.00
37983375.00
0.0017
N
37990500.00
37990500.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CH55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
69000000.00
68969333.34
0.0030
N
68982750.00
68982750.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CHJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11994096.66
0.0005
N
11996160.00
11996160.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CLH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49946333.34
0.0022
N
49956500.00
49956500.00
Citibank, NA
Citibank, NA 0.211000%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
152000000.00
152000000.00
0.0067
N
152001520.00
152001520.00
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
11000000.00
11000000.00
0.0005
N
11001760.00
11001760.00
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
50000000.00
50000000.00
0.0022
N
50012000.00
50012000.00
Citibank, NA
Citibank, NA 0.230000%
17304URV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-19
2014-09-19
N
N
N
30000000.00
30000000.00
0.0013
N
30006600.00
30006600.00
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
79000000.00
79000000.00
0.0035
N
79018170.00
79018170.00
Citibank, NA
Citibank, NA 0.230000%
17304UTF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
145000000.00
145000000.00
0.0063
N
145000000.00
145000000.00
Citibank, NA
Citibank, NA 0.230000%
17304UTJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
71000000.00
71000000.00
0.0031
N
71000000.00
71000000.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
47000000.00
47000000.00
0.0021
Security is a time deposit.
N
46999226.85
46999226.85
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, 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
138000000.00
137974699.99
0.0060
N
137986200.00
137986200.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, 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
75000000.00
74960000.00
0.0033
N
74976000.00
74976000.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, 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
3000000.00
2998075.00
0.0001
N
2998830.00
2998830.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.250000%
19422GJF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
12000000.00
11991250.00
0.0005
N
11992680.00
11992680.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.300000%
19422DGQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
N
70000000.00
69969666.66
0.0031
N
69981800.00
69981800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220500%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-30
2014-11-24
N
N
N
149000000.00
149000000.00
0.0065
N
149025330.00
149025330.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.221500%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-09
2015-01-09
N
N
N
47000000.00
47000000.00
0.0021
N
47004230.00
47004230.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.218500%
923NEC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2015-01-23
N
N
N
100000000.00
100000000.00
0.0044
N
100003100.00
100003100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2015-02-25
N
N
N
107000000.00
107000000.00
0.0047
N
107003852.00
107003852.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230500%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2015-03-04
N
N
N
50000000.00
50000000.00
0.0022
N
50001850.00
50001850.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VFS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-26
2014-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13997666.67
0.0006
N
13998460.00
13998460.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VH64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
98000000.00
97955763.88
0.0043
N
97965700.00
97965700.00
CRC Funding, LLC
CRC Funding, LLC 0.240000%
12622VHC1
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
74964500.00
0.0033
N
74970750.00
74970750.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VL36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5994096.66
0.0003
N
5993580.00
5993580.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VLH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49946333.33
0.0022
N
49939500.00
49939500.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MCQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
108000000.00
108000000.00
0.0047
N
108010800.00
108010800.00
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
40000000.00
40000000.00
0.0018
N
40004000.00
40004000.00
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
74000000.00
74000000.00
0.0032
N
74008880.00
74008880.00
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
39000000.00
39000000.00
0.0017
N
39003510.00
39003510.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TJ58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
N
140000000.00
140000000.00
0.0061
N
139988800.00
139988800.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TK98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
N
31000000.00
31000000.00
0.0014
N
31000000.00
31000000.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TPW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
6000000.00
6000000.00
0.0003
N
6000180.00
6000180.00
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
38000000.00
38000000.00
0.0017
N
38001900.00
38001900.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TWH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
43000000.00
43000000.00
0.0019
N
42998710.00
42998710.00
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
86000000.00
86000000.00
0.0038
N
85990540.00
85990540.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140708_2M47
0001230485
Other Repurchase Agreement
N
COBALT COMMERCIAL MTGE TRUST 2007-C3
2046-05-15
5.772000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27850000.00
28909989.52
COMM 2006-C8 MTGE TRUST
2046-12-10
5.376999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16715000.00
17091763.62
First Tier Security
N/A
N/A
2014-07-08
2014-07-08
N
N
N
40000000.00
40000000.00
0.0018
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40022000.00
40022000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140715_2M47
0001230485
Other Repurchase Agreement
N
144A JPMCC 2007-CB20 F
2051-02-12
6.178600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6445000.00
5338820.29
144A MSC 2007-IQ16 B
2049-12-12
6.133200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9469000.00
7979816.44
BSCMS 2007-PW18 AJ
2050-06-13
6.155400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4940000.00
4869523.53
BVMBS 2004-1 2M
2034-11-20
2.853800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5605000.00
1006294.85
CSFB 2004-C3 D
2036-07-15
5.312000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
5593188.64
INDX 2004-AR6 6A2
2034-10-25
2.581999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
471900.00
47699.95
JPMCC 2006-CB16 B
2045-05-12
5.671999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6464000.00
5053497.61
LXS
2033-11-25
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3800000.00
706575.56
MARM 2005-1 7A3
2035-02-25
2.561100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8400000.00
1511771.75
MLCFC 2007-9 AJ
2049-09-12
6.192999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3920000.00
3831501.25
MLMI 2005-A5 A8
2035-06-25
2.426299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
316268.69
MSM
2036-06-25
2.183600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
833000.00
221806.69
SARM 2004-20 1A3
2035-01-25
2.502200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
502658.10
SASC 2001-15A B2
2031-10-25
2.193900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5128000.00
156804.28
SEMT 2005-1 B1
2035-02-20
0.569200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
519226.91
WAMMS 2002-AR3 B2
2032-12-25
2.189700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8457400.00
458105.36
WBCMT 2006-C28 C
2048-10-15
5.690999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19211000.00
14516046.40
WBCMT 2007-C30 B
2043-12-15
5.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3867349.00
3722210.37
First Tier Security
N/A
N/A
2014-07-15
2014-07-15
N
N
N
49000000.00
49000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
49000000.00
49000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140801_2M47
0001230485
Other Repurchase Agreement
N
144A CCMFC 2006-2A A2
2047-04-25
0.330000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9630000.00
1693260.76
144A CCMFC 2006-3A A1
2047-08-25
0.280000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
3991416.69
144A CCMFC 2006-4A A1
2047-11-25
0.280000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
2956300.38
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
121600000.00
7502828.43
ADJ RATE MTGE TR
2035-01-25
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6930000.00
2275920.95
AHM 2007-1 GA1A
2047-05-25
0.312300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6900000.00
3054660.22
BAFC
2035-09-20
2.783399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53225000.00
15399725.97
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8645000.00
8563248.94
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.438200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000000.00
10244367.42
BSARM 2004-12 1A1
2035-02-25
2.650300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
680000.00
48618.75
CNFH 01-4 M-1 CMO SE 01-4
2030-08-01
1.901500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10163000.00
9329244.93
CWALT 2005-51 3A3A
2035-11-20
0.470999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5666666.00
1859424.26
CWALT 2006-OA16 A1C
2046-10-25
0.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
935498.81
GSMS 2006 RR2
2046-06-23
5.570700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12025000.00
5950881.00
HMBT 2005-1 B2
2035-03-25
1.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576000.00
221516.50
HMBT 2005-1 M1
2035-03-25
0.609999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
869899.39
INDA 2007-AR1 1A2
2037-03-25
2.823199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7262752.07
INDX 2004-AR7 A5
2034-09-25
1.370000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12035000.00
2264284.15
INDX 2005-AR15 A2
2035-09-25
4.581400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000000.00
28911453.49
INDX 2006-AR13 A2
2036-07-25
0.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
106562.08
LUM 2006-1 A1
2036-04-25
0.390000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341.00
85.09
RFMSI 2005-SA5 1A
2035-11-25
2.861000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
501600.29
RFMSI 2007-SA1 2A1
2037-02-25
3.377899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8575000.00
1799275.26
SARM 2007-6 2A1
2037-07-25
0.340000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
490168.95
WAMU
2046-08-25
0.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
219589.90
WAMU 2006-AR11 1A
2046-09-25
1.085800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9686000.00
3209217.36
WAMU 2007-OA5 1A
2047-06-25
0.875800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6097000.00
2932542.02
WMALT 2007-OA5 A1A
2047-05-25
0.965799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5738000.00
2756248.23
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
109000000.00
109000000.00
0.0048
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
109000000.00
109000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140814_2M47
0001230485
Other Repurchase Agreement
N
GSMS
2045-08-10
5.803200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13020000.00
13800676.20
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
12000000.00
12000000.00
0.0005
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
12000000.00
12000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140904_2M47
0001230485
Other Repurchase Agreement
N
144A CSMC 2009-12R 15A1
2036-05-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000.00
40412.41
144A LSSC 2005-1 A2
2045-09-26
0.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
155742.20
AHM
2036-06-25
6.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10324000.00
4452056.45
AHM 2004-1 1M3
2044-04-25
3.149999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7106500.00
104831.80
BSABS
2034-10-25
1.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14333000.00
1504171.19
BSABS 2005-AC3 1M1
2035-07-25
0.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9002000.00
384960.43
CDMC 2004-2 B3
2034-05-25
5.199799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
412004.00
56415.16
CMT 2007-A1
2037-02-25
2.644499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11180000.00
1974775.27
CWALT 2005-14 2A2
2035-05-25
0.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19747500.00
1399879.57
CWALT 2005-16 A5
2035-06-25
0.429999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12567500.00
1005346.42
CWALT 2006-OA17 1A1A
2046-12-20
0.344200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85797619.00
35169577.59
CWHL 2005-7 IM1
2035-03-25
0.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8413000.00
2302255.98
CWHL 2006-OA4 A3
2046-04-25
0.489999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40206000.00
7026405.91
DSLA
2045-08-19
0.451000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31440000.00
2345335.34
GMACM 2005-AR5 4A1
2035-09-19
3.120499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
34076.08
GSR 2007-OA1 2A3B
2037-05-25
0.479999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10433000.00
2122840.67
HASC 2005-NC2 M2
2035-08-25
0.870000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
5702176.69
HVMLT
2037-07-19
0.381000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44152667.00
11986477.61
HVMLT 2005-9 B5
2035-06-20
1.149200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2381000.00
1220571.57
IMM 2004-4 2M2
2034-09-25
2.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8250000.00
1090551.18
IMM 2005-3 A2
2035-08-25
0.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55615000.00
4199892.39
LUM 2005-1 A2
2035-11-25
0.489999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
1588936.71
MANA 2007-A1 A2C
2037-01-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33362000.00
9586927.61
MARM 2007-2 M1
2047-03-25
0.409999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17390000.00
250377.35
MASTR 2004-5 B2
2034-05-25
5.211400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
392224.59
PHHAM 2007-2 1A5
2037-05-25
0.469999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30762000.00
1880356.21
RALI
2046-04-25
0.359999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9258000.00
1711107.26
RALI 2006-QO3 A3
2046-04-25
0.479999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5971000.00
1242144.28
RALI SERIES 2006 Q06
2046-06-25
0.330000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52080500.00
10311886.95
RAST 2005-A2 A2
2035-03-25
0.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13550000.00
2743968.90
SAMI 2005-AR5 B2
2035-07-19
0.850999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9592000.00
1999165.58
SAMI 2007-AR1 2A2
2037-01-25
0.359999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20640000.00
2335673.13
SAMI 2007-AR4 A3
2047-09-25
0.370000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
6021011.83
SASC 2005-3 1A6
2035-03-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
148501.41
TMST
2038-04-25
5.775999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68140000.00
18794619.64
TMST 2006-6 A2
2046-11-25
3.516099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90000000.00
8163065.09
WAMU 2005-AR11 B1
2045-08-25
0.760000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
7479126.60
WAMU 2006-AR1 1A1B
2046-01-25
1.195800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12380050.00
1044775.38
WMALT 2006-AR10 A3B
2036-12-25
0.409999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9332000.00
2178022.91
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
141000000.00
141000000.00
0.0062
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
141000000.00
141000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.220000%
2284K1F24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
Y
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
69000000.00
69000000.00
0.0030
N
68999310.00
68999310.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.220000%
2284K1GE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
Y
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
71000000.00
70981776.66
0.0031
N
70985090.00
70985090.00
Deutsche Bank AG
Deutsche Bank AG 0.320000%
25152XTC4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-24
2014-10-24
N
N
N
124000000.00
124000000.00
0.0054
N
124019840.00
124019840.00
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
144000000.00
144000000.00
0.0063
N
144097920.00
144097920.00
Deutsche Bank AG
Deutsche Bank AG 0.260000%
25155JDG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
55000000.00
55000000.00
0.0024
N
55003850.00
55003850.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JDV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
5000000.00
5000000.00
0.0002
N
5000400.00
5000400.00
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
179000000.00
179000000.00
0.0078
N
179008950.00
179008950.00
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
78000000.00
78000000.00
0.0034
N
78009360.00
78009360.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M140602_2M47
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-01-31
0.075002
Treasury Debt
141122400.00
141086562.94
United States Treasury Department
2021-02-28
2.000000
Treasury Debt
89861700.00
90453497.90
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
227000000.00
227000000.00
0.0099
N
227000000.00
227000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
21599B009_0.0800_M140602_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
4658284.00
3080965.75
Fannie Mae
2043-02-25
3.500000
Government Agency Debt
2642333.00
2726120.55
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1513089.00
1626071.29
Freddie Mac
2020-01-08
1.570000
Government Agency Debt
38538000.00
37775825.41
GNMA
2042-08-20
6.500000
Government Agency Debt
2824514.00
3304412.75
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
47000000.00
47000000.00
0.0021
N
47000000.00
47000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140604_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-15
1.710000
Government Agency Debt
5804000.00
5688921.19
Fannie Mae
2032-08-25
3.000000
Government Agency Debt
50000000.00
48400517.68
Fannie Mae
2032-08-25
3.000000
Government Agency Debt
45000000.00
44103210.28
Fannie Mae
2043-02-25
3.500000
Government Agency Debt
31228684.00
32218935.79
Fannie Mae
2043-11-25
6.500000
Government Agency Debt
46600000.00
48796685.20
Fannie Mae
2044-01-25
6.500000
Government Agency Debt
35337373.00
37895514.50
Freddie Mac
2015-11-27
0.113000
Government Agency Debt
70000000.00
69985959.17
GNMA
2041-04-16
5.277999
Government Agency Debt
12030140.00
13313776.66
GNMA
2043-07-20
1.500000
Government Agency Debt
17722782.00
16686295.85
GNMA
2044-02-16
1.151100
Government Agency Debt
3055859.00
3006056.36
GNMA
2047-12-16
2.633000
Government Agency Debt
77315.00
70200.32
GNMA
2052-10-16
2.700000
Government Agency Debt
177379.00
155450.17
GNMA
2053-06-16
2.450000
Government Agency Debt
73127.00
65647.25
VARM 2003-01 J
2032-11-15
5.750000
Government Agency Debt
1875426.00
2157051.12
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
311000000.00
311000000.00
0.0136
N
311000000.00
311000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140605_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-15
1.710000
Government Agency Debt
153000.00
149966.39
Fannie Mae
2043-05-25
4.000000
Government Agency Debt
27853871.00
28306563.54
Fannie Mae
2043-07-25
4.000000
Government Agency Debt
12358930.00
12513230.41
Fannie Mae
2044-04-25
6.500000
Government Agency Debt
81772775.00
95269188.77
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
131000000.00
131000000.00
0.0057
N
131000000.00
131000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
991JCA005_0.0700_M140606_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-15
1.710000
Government Agency Debt
5255000.00
5150806.49
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
5000000.00
5000000.00
0.0002
N
5000000.00
5000000.00
DNB Bank ASA
DNB Bank ASA 0.080000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
270000000.00
270000000.00
0.0118
Security is a time deposit.
N
270000243.00
270000243.00
DNB Bank ASA
DNB Bank ASA 0.080000%
939RWC006_M140602
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
15000000.00
15000000.00
0.0007
Security is a time deposit.
N
15000009.00
15000009.00
DNB Bank ASA
DNB Bank ASA 0.080000%
939RWC006_M140604
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
160000000.00
160000000.00
0.0070
Security is a time deposit.
N
160000144.00
160000144.00
Eagle Cnty
Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2410000.00
2410000.00
0.0001
N
2410000.00
2410000.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M140602_2M47
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2022-11-15
1.625000
Treasury Debt
905231400.00
860003653.18
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
860000000.00
860000000.00
0.0376
N
860000000.00
860000000.00
Freddie Mac
Freddie Mac 0.227300%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-10
2015-05-10
N
N
N
100000000.00
100000000.00
0.0044
N
100022600.00
100022600.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.350000%
3686M1JW7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-30
2014-09-30
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
20000000.00
19976666.66
0.0009
N
19984800.00
19984800.00
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
29000000.00
28992725.83
0.0013
N
28997970.00
28997970.00
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
114000000.00
113957566.67
0.0050
N
113981760.00
113981760.00
General Electric Co
General Electric Co 0.060000%
36960MF40
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
75000000.00
74999750.00
0.0033
N
74999250.00
74999250.00
General Electric Co
General Electric Co 0.060000%
36960MF57
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
125000000.00
124999375.00
0.0055
N
124998750.00
124998750.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.150000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2465000.00
2465000.00
0.0001
N
2465000.00
2465000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140603_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
238591.00
94159.54
Fannie Mae
2036-08-01
2.523000
Government Agency Debt
75003710.00
9892383.83
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
15660869.00
10042905.83
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
12000755.00
10038260.90
Fannie Mae
2041-01-01
3.232000
Government Agency Debt
4994.00
1997.35
Fannie Mae
2041-03-01
3.484999
Government Agency Debt
139840.00
76741.84
Fannie Mae
2042-12-01
3.000000
Government Agency Debt
11105000.00
10045032.70
Fannie Mae
2042-12-01
4.000000
Government Agency Debt
10330652.00
10001812.65
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
9941693.00
10056921.05
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
9229478.00
9921122.35
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
9246693.00
10055981.99
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
9279878.00
9915752.83
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
9672399.00
10004120.12
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
10255880.00
10019523.23
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
7110783.00
7423134.87
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
9872160.00
10028859.84
Freddie Mac
2044-02-01
4.000000
Government Agency Debt
2001026.00
2005475.92
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
9277022.00
10115813.24
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
137000000.00
137000000.00
0.0060
N
137000000.00
137000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140604_2M47
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-04-15
5.000000
Government Agency Debt
8303445.00
3175978.16
GNMA
2036-12-20
6.000000
Government Agency Debt
12346246.00
3119643.75
GNMA
2037-08-15
6.000000
Government Agency Debt
21990768.00
2154113.27
GNMA
2038-02-15
5.500000
Government Agency Debt
37378048.00
3194186.51
GNMA
2038-07-15
5.500000
Government Agency Debt
7672000.00
3165346.00
GNMA
2039-03-20
6.000000
Government Agency Debt
11543490.00
3025747.18
GNMA
2039-08-15
5.500000
Government Agency Debt
7541381.00
3063004.62
GNMA
2040-09-15
4.000000
Government Agency Debt
3994444.00
3158782.17
GNMA
2042-05-15
3.500000
Government Agency Debt
3260387.00
3034603.14
GNMA
2042-07-15
3.500000
Government Agency Debt
2236769.00
2030663.74
GNMA
2042-12-15
3.500000
Government Agency Debt
3802095.00
3181251.11
GNMA
2043-04-15
3.500000
Government Agency Debt
3317659.00
3190946.29
GNMA
2043-04-15
4.000000
Government Agency Debt
2962698.00
3028026.70
GNMA
2043-09-20
4.500000
Government Agency Debt
3570820.00
3194736.15
GNMA
2044-02-15
4.500000
Government Agency Debt
2928561.00
3193563.13
GNMA
2044-03-20
4.000000
Government Agency Debt
2832944.00
3033212.04
GNMA
2044-03-20
4.500000
Government Agency Debt
2791497.00
3056196.65
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
50000000.00
50000000.00
0.0022
N
49999500.00
49999500.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140605_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
6807775.00
7172805.22
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
12569317.00
9155215.60
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
12780740.00
9170007.24
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
1808490.00
1519020.27
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
6906383.00
5611406.02
Freddie Mac
2040-11-01
4.500000
Government Agency Debt
19887234.00
9100259.32
Freddie Mac
2044-01-01
4.000000
Government Agency Debt
4522884.00
4775144.27
GNMA
2028-03-15
2.500000
Government Agency Debt
866541.00
832604.83
GNMA
2038-07-15
5.500000
Government Agency Debt
5455987.00
1436159.28
GNMA
2039-01-15
6.000000
Government Agency Debt
1950602.00
994662.12
GNMA
2041-02-15
4.000000
Government Agency Debt
2068192.00
1428688.84
GNMA
2041-03-15
6.000000
Government Agency Debt
1476846.00
1430943.09
GNMA
2043-10-20
4.500000
Government Agency Debt
1316513.00
1433084.86
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
53000000.00
53000000.00
0.0023
N
53000000.00
53000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140606_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
4785538.00
2710345.80
GNMA
2014-10-15
6.000000
Government Agency Debt
1000000.00
104.83
GNMA
2014-12-15
7.500000
Government Agency Debt
621010.00
446.47
GNMA
2016-06-15
7.000000
Government Agency Debt
10378603.00
89265.55
GNMA
2016-11-15
5.500000
Government Agency Debt
3450000.00
50715.67
GNMA
2016-11-15
7.000000
Government Agency Debt
2700000.00
7104.73
GNMA
2017-11-15
5.000000
Government Agency Debt
500000.00
23568.22
GNMA
2018-02-15
5.000000
Government Agency Debt
1180000.00
67279.46
GNMA
2018-02-15
5.500000
Government Agency Debt
525000.00
22676.16
GNMA
2019-02-15
5.500000
Government Agency Debt
215505.00
19938.85
GNMA
2022-07-15
6.000000
Government Agency Debt
8920.00
1280.58
GNMA
2023-12-15
6.000000
Government Agency Debt
300000.00
67273.70
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Govco, LLC
Govco, LLC 0.230000%
38362WFQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4999297.22
0.0002
N
4999500.00
4999500.00
HSBC Bank USA
HSBC Bank USA 0.215000%
40428AXY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
100000000.00
100000000.00
0.0044
N
100014000.00
100014000.00
HSBC Bank USA
HSBC Bank USA 0.210000%
40428AYF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
N
10000000.00
10000000.00
0.0004
N
10000500.00
10000500.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.120000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
9000000.00
9000000.00
0.0004
N
9000000.00
9000000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.310000%
4497W1M11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
Y
ING Bank NV
N/A
N/A
N
6000000.00
5990596.67
0.0003
N
5990534.40
5990534.40
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
39000000.00
39000000.00
0.0017
N
39035880.00
39035880.00
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
85000000.00
85000000.00
0.0037
N
85078200.00
85078200.00
ING Bank NV
ING Bank NV 0.300000%
923ULE005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-17
2014-09-17
N
N
N
117000000.00
117000000.00
0.0051
N
117024570.00
117024570.00
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
28000000.00
28000000.00
0.0012
N
28006160.00
28006160.00
ING Bank NV
ING Bank NV 0.330000%
923WQZ009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
72000000.00
72000000.00
0.0032
N
72022320.00
72022320.00
ING Bank NV
ING Bank NV 0.320000%
923YPG008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
45000000.00
45000000.00
0.0020
N
45009900.00
45009900.00
ING Bank NV
ING Bank NV 0.310000%
923ZBH008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
8000000.00
8000000.00
0.0004
N
8001360.00
8001360.00
ING Bank NV
ING Bank NV 0.320000%
979KER009
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-11
2014-06-11
N
N
N
7000000.00
7000000.00
0.0003
N
7000350.00
7000350.00
ING Bank NV
ING Bank NV 0.320000%
979PHT001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
48000000.00
48000000.00
0.0021
N
48010560.00
48010560.00
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
120000000.00
119886666.67
0.0052
N
119947200.00
119947200.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
46899T004_0.0800_M140602_2M47
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
30120648.00
26534723.24
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
36189327.00
33054022.77
GNMA
2038-01-16
2.750000
Government Agency Debt
209736.00
140678.30
GNMA
2038-04-20
2.750000
Government Agency Debt
52201558.00
33345171.24
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
7000000.00
7666497.96
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
2000000.00
2162713.70
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
100000000.00
100000000.00
0.0044
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.620000%
921ACP006_0.6200_M140828_2M47
0001168163
Other Repurchase Agreement
N
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10306406.67
144A/REG S COMM 2006
2020-12-15
0.282200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
5718423.57
CITY CTR TR 2011-CCHP
2028-07-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
337390.00
338043.81
COMM 2012 CCRE4 MTG TR
2045-10-17
4.442000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
211223.00
217248.52
COMM 2014 LC15 MTG TR
2047-04-10
5.107999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7589223.00
7198042.40
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.213099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14927849.00
15932817.17
CSMC TR 2013 7
2043-08-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28441.00
27792.87
CWS TOWN CENTRE 2000 LP
2030-06-10
3.902499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18072100.00
18176969.88
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15876552.00
16922722.58
GECMC 2005-C4 AJ
2045-11-10
5.488500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5813598.00
5919737.90
HILTON USA TR 2013 HLT
2030-11-07
4.601700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1885269.00
1959210.49
J P MORGAN CHASE COML MTG SECSTR 3012 C6
2045-05-17
5.374900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14166600.00
14646940.61
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16520000.00
13785102.98
J P MPRGAN CHASE COML MTG SECS TR 2012 LC9
2047-12-17
4.573699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
58858.00
60736.79
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.892199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240.00
240.70
JPMCC 2008-C2 AM
2051-02-12
6.832099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12592960.00
10922328.12
JPMORGAN CHASE COMMERCIAL MORTGAGE SECUR
2019-07-15
1.301099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20001186.00
14613297.38
JPMORGAN CHASE COMML MTGE SECUR
2019-07-15
1.002200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124630.00
94970.59
SASC 2001-9 B2
2031-07-25
7.320100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3384283.00
561316.29
TOYOTA MOTOR CREDIT CO
2015-07-17
0.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3285312.00
3317943.82
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1923987.00
2062989.93
WFRBS COML MTG TR 2013-C15
2046-08-15
4.634699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13848884.00
11507801.19
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
134000000.00
134000000.00
0.0059
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
134000000.00
134000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.408500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-06-23
2014-12-22
N
N
N
47000000.00
47000000.00
0.0021
N
47008695.00
47008695.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.377900%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2014-07-18
2015-06-18
N
N
N
90000000.00
90000000.00
0.0039
N
90069570.00
90069570.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.347900%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2015-06-22
N
N
N
30000000.00
30000000.00
0.0013
N
30038610.00
30038610.00
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
85000000.00
85000000.00
0.0037
N
85027200.00
85027200.00
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
137000000.00
137000000.00
0.0060
N
137041100.00
137041100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PR62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
10000000.00
10000000.00
0.0004
N
10003200.00
10003200.00
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
124000000.00
124000000.00
0.0054
N
124111600.00
124111600.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
61000000.00
61000000.00
0.0027
N
61043310.00
61043310.00
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
27000000.00
27000000.00
0.0012
N
27019440.00
27019440.00
Lloyds Bank Plc
Lloyds Bank Plc 0.260000%
53944LG96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
22000000.00
22000000.00
0.0010
N
21996700.00
21996700.00
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
17000000.00
17000000.00
0.0007
N
17000850.00
17000850.00
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
2000000.00
2000000.00
0.0001
N
2000220.00
2000220.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
111000000.00
111000000.00
0.0049
N
111012210.00
111012210.00
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
75000000.00
75000000.00
0.0033
N
75044250.00
75044250.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.170000%
56274MG14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9998630.55
0.0004
N
9998600.00
9998600.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
06399U000_0.0800_M140602_2M47
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2042-01-20
2.500000
Government Agency Debt
20945000.00
10639710.43
GNMA
2044-05-16
7.599000
Government Agency Debt
5192263.00
5723547.86
GNMA
2061-09-20
4.586999
Government Agency Debt
9600000.00
10599104.51
GNMA
2062-11-20
4.535999
Government Agency Debt
9825812.00
10528264.01
GNMA
2064-04-20
2.402000
Government Agency Debt
9898289.00
10550526.31
GNMA
2064-05-20
4.583000
Government Agency Debt
3127790.00
3458847.80
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
50000000.00
50000000.00
0.0022
N
50000000.00
50000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140704_2M47
0000728612
Other Repurchase Agreement
N
ADT CORP
2021-10-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
342951.00
360955.93
ALCATEL LUCENT USA INC
2020-01-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
162292.57
ALPHA NATURAL RESOURCES INC
2021-06-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
544923.00
398380.34
APX GROUP INC
2019-12-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1939000.00
2044089.76
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2020-08-05
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
848568.00
921432.88
ARDAGH PACKAGING FIN PLC
2020-10-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3341718.75
ATHILON CAPITAL CORP.
2047-06-20
5.320000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000000.00
5535408.00
BAMLL COML MTG SECS TR 2012 CLRN
2029-08-15
6.152199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12808152.00
12892147.86
BANC OF AMER 2007
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6817000.00
1479438.76
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-4
2046-07-10
5.695000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3211196.00
3388431.18
BAYVIEW COMMERCIAL ASSET TRUST 2007-6
2037-12-25
1.652300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1568392.00
852470.43
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-04-25
0.510000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16501941.00
4830141.87
BEAR STEARNS ARM TRUST 2007 4
2037-05-25
5.516099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3070974.60
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20926000.00
614515.87
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.829999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3801000.00
232130.54
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC
2035-04-25
0.829999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7159000.00
27648.54
BEAR STERNS ALT A TRUST 2002 1
2035-01-25
2.568099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4632000.00
573033.08
BNK OF AMER MORT SEC 2005-5
2036-01-25
5.334600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5781000.00
200234.85
BOA COMMERICAL MORTGAGE TRST 2007-05
2051-02-10
6.193299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2529253.00
2570332.37
BSCMS 2007
2044-02-11
5.402999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3883616.00
2646507.92
BSMF 2006-AR5
2036-12-25
0.362300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18993371.00
843996.45
CENTURYTEL, INC
2021-06-15
6.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2082000.00
2320519.12
CERIDIAN CORP
2019-07-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
180000.00
208715.63
CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS
2030-05-15
4.503000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500000.00
4541554.12
CHASEFLEX TR
2037-08-25
0.382299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3698775.00
1433646.55
CHESAPEAKE ENERGY
2020-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3540484.00
4117103.45
CSFB MTGE -BACKED TRUST SERIES 2005-9
2036-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200000.00
697728.09
CSMC SER 2013 8R
2037-03-27
0.308000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3515797.00
2919735.47
CWALT INC
2026-05-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5140000.00
419853.73
CWALT INC
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
722340.00
374792.36
CWALT INC
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4678000.00
874805.93
CWALT INC 2005
2035-05-25
2.359000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.14
CWALT, INC. 2004-2CB
2034-10-25
0.914200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
92352651.00
5468501.25
CWHL 2005-3
2035-04-25
0.482300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73500000.00
695520.00
CWHL 2005-HYB8 3A2
2035-12-20
2.499600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
223033.95
CWMBS INC
2035-04-25
0.472300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39948000.00
849406.63
CWMBS INC 2004 21
2035-05-25
0.502299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7446439.00
2568589.15
CWMBS INC 2004 -21
2035-05-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
524860.00
474135.93
CWMBS INC 2005 19
2036-02-25
0.502299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23999000.00
1200145.52
CWMBS INC 2005-19
2035-12-20
2.663199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11332000.00
552884.59
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.380000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.27
DEUTSCHE MTG SEC
2034-06-25
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1653843.00
284481.80
DIAMOND RESORTS CORP
2018-08-15
12.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
172000.00
192261.60
EMERGENCEY MEDIACAL SERVICES CORP
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
933000.00
1029368.92
ESTERLINE TECHNOLOGIES CORP
2020-08-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2286000.00
2510345.50
FIFTH THIRD BANCORP
2099-12-29
5.099999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2623000.00
2521358.75
FIRST HORIZON ALT MTGE SEC TRUST
2035-06-25
0.652299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1345507.44
FTI CONSULT INC
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2576000.00
2771937.00
GARDA WORLD SECURITY CORPORATION CLASS AUST ASSET
2021-11-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
319000.00
336312.40
GCCFC
2037-04-10
5.220799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1238346.00
1258365.65
GLOBAL AT ELECTRONICS
2019-02-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
248000.00
211867.78
GOVTREGS COSTA RICA
2044-04-04
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2363000.00
2504517.44
GREENPOINT MTA
2045-06-25
0.392299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37500000.00
3533718.42
GS MTGE 2006
2039-11-14
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22169745.00
11701595.40
GS MTGE SEC CORP
2049-03-18
5.277999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4447868.00
1635922.64
GS MTGE SEC CORP 11
2049-12-20
5.481900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
150409.95
GSAA HOME EQUITY
2036-11-25
5.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
832500.00
394613.07
GSAMP TR
2035-04-25
3.323199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1759000.00
823415.62
GSAMP TRUST 2004-HE2
2035-05-25
0.902299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7790000.00
1248372.13
GSR MTG TR 2005-9F
2036-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
385495.00
99698.44
HARBOR VIEW MTG LOAN TRUST 2000 1
2035-09-19
1.625699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13443834.00
1240694.25
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.332200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1393850.00
460896.90
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.392199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21560036.00
12640841.08
HOT TOPIC INC
2021-06-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1252233.00
1421154.01
HVMLT
2036-12-19
0.341000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21941120.00
7646245.71
INDYMAC INDX MTGE LN TR
2036-06-25
5.080400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1534480.00
410184.56
INDYMAC INDX MTGE LOAN TRUST 2006
2036-06-25
2.718100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18059000.00
3436621.52
INTERNATIONAL LEASE FINANCE CORP
2022-01-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
674000.00
855874.69
IRON MOUNTAIN INC
2024-08-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2220000.00
2257231.25
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.152999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9896719.00
9712436.32
JP MORGAN ALT LOAN TRAUT 2005 S1
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1817900.00
1355431.65
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.803600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4815292.00
5126688.10
JP MORGAN MORTGAGE TRUST 2007 S3
2037-08-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1394000.00
563744.15
JP MORGAN MTGE TRUST 2006
2036-10-25
2.568099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
564683.38
JPMCC 2006-LDP7 AJ
2045-04-15
6.025199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33042237.00
33912817.06
LB UBS CMCL
2040-09-15
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
7125351.92
LB-UBS CMBS 2007-C1
2040-02-15
5.641000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2430333.00
1014324.79
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3294240.00
886504.71
LXS 2007-7N 1-A1A
2047-06-25
0.372300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2967340.00
1297437.97
MARQUETTE TRANS CO
2017-01-15
10.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
282842.00
311171.81
MASTR ADJ MTG 2004-14
2035-01-25
1.152300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12377314.00
8580820.89
MERRILL LYNCH ALT NOTE ASSET TR
2047-10-25
1.839399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6946.00
2789.88
MERRILL LYNCH MTG 2007 C1
2050-06-12
0.810300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20883807.00
10662544.05
MERRILL LYNCH MTG INV TRUST 2004
2035-04-25
0.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
138092.94
MIGRANT AMERICAS GENERATION INC
2031-05-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1991000.00
2030522.73
MIRANT AMERICAS GENERATION, INC
2021-10-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
368823.00
384103.54
MORGAN STANLEY
2099-12-31
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2080646.11
MORGAN STANLEY ACES SPC
2047-04-15
4.899099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4400000.00
3907702.92
MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20588616.00
5564404.53
NAVIOS MARITIME ACQUISITION CORPORATION
2021-11-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
629031.25
NAVIOS MARITIME HOLDINGS INC.
2022-01-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10547.85
NCR CORP
2022-07-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
127968.75
NII INTL TELECOM S CA
2019-08-15
11.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5004000.00
4369378.12
NRG ENERGY INC
2022-07-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
463167.00
499689.65
OPTEUM MORTGAGE ACCEPTANCE CORPORATION
2035-04-25
0.849999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
969192.89
PACIFIC RUBIALES ENERGY CORP
2019-01-26
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
271049.00
286773.61
PLASTIPAK HOLDINGS INC
2021-10-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2190000.00
2322829.58
RALI SERIES 2003 QS4 TRUST
2035-03-25
4.203199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8220300.00
807555.83
RALI 2005-QS14 3A3
2035-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
478741.83
RALI SERIES 2003-QS4 TRUST
2035-02-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
308249.78
RESIDENTAL ASSET SECURITIZATION TRUST 2005 A8
2037-08-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
699382.00
322904.97
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2019-04-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2678125.00
RFMSI
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
331329.59
RFMSI SERIES
2035-08-25
2.861699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14966715.00
2782648.38
RFMSI SERIES 2003-S14 TRUST
2035-06-25
2.793499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13970273.00
2271655.69
SARM
2035-05-25
1.524000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11991715.00
2452629.26
SBA TELECOMMUNICTIONS
2020-07-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2153125.00
SENECA GAMING CORP
2018-12-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2020945.00
2237733.45
STRUCTURED ADJ RATE MTGE LN TR
2035-07-25
0.512299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24754400.00
899063.47
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 200
2034-11-25
1.101799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
823976.57
THOMPSON CREEK METALS COMP
2018-06-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
302001.04
TOYS R US INC. 7.375
2018-10-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
316714.84
TRANSUNION HLDG CO INC
2018-06-15
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
221654.11
TRAVELPORT LLC SENIOR DOLLAR FLOATING RATE NOTES D
2016-03-01
13.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
3158218.75
VIASAT INC
2020-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
275000.00
305838.61
WACHOVIA BANK CMML MTGE TR
2020-06-15
0.402200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3128804.00
3052269.02
WACHOVIA BANK COMM MTG
2020-06-15
0.452199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
970559.42
WAMU MORT PASS-THROUGH TRU 2003-S7
2036-01-25
2.373800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32554000.00
563793.92
WAMU MTGE CTFS
2047-01-25
0.823699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1287051.00
379443.61
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.845700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31164678.00
7480379.78
WASHINGTON MUTUAL MORT PASS-THROUGH CERT
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
236129.00
162989.47
First Tier Security
N/A
N/A
2014-07-04
2014-07-04
N
N
N
245000000.00
245000000.00
0.0107
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
245000000.00
245000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M140604_2M47
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2061-04-20
4.719999
Government Agency Debt
20519930.00
22422703.53
GNMA
2061-04-20
4.761000
Government Agency Debt
10187504.00
11089204.85
GNMA
2061-07-20
4.679999
Government Agency Debt
1139142.00
1297489.52
GNMA
2061-07-20
4.695000
Government Agency Debt
19589173.00
23001394.60
GNMA
2061-08-20
4.658000
Government Agency Debt
21944727.00
23928257.50
GNMA
2061-09-20
4.658999
Government Agency Debt
23988849.00
26173324.79
GNMA
2062-07-20
4.549000
Government Agency Debt
20021437.00
22758477.31
GNMA
2062-12-20
4.533000
Government Agency Debt
20025811.00
22799148.78
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
149000000.00
149000000.00
0.0065
N
149000000.00
149000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.110000%
59157UFC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
1000000.00
999969.44
0.0000
N
999960.00
999960.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.100000%
59157UFJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
8000000.00
7999644.44
0.0004
N
7999520.00
7999520.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
15000000.00
15000000.00
0.0007
N
15000900.00
15000900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-19
2014-06-19
N
N
N
26000000.00
26000000.00
0.0011
N
26001040.00
26001040.00
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
121000000.00
121000000.00
0.0053
N
121006050.00
121006050.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.211600%
60682AKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-13
2014-07-14
N
N
N
14000000.00
14000000.00
0.0006
N
14000140.00
14000140.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.208500%
60682AKH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-07-23
N
N
N
78000000.00
78000000.00
0.0034
N
78000780.00
78000780.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ANM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-11
2014-12-11
N
N
N
46000000.00
46000000.00
0.0020
N
45992534.20
45992534.20
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
14000000.00
14000000.00
0.0006
N
14000560.00
14000560.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LLL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
10000000.00
10000000.00
0.0004
N
10000200.00
10000200.00
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
15000000.00
15000000.00
0.0007
N
15000450.00
15000450.00
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
105000000.00
105000000.00
0.0046
N
105009450.00
105009450.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LTB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
79000000.00
79000000.00
0.0035
N
79003160.00
79003160.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LTE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-27
2014-10-27
N
N
N
74000000.00
74000000.00
0.0032
N
74002960.00
74002960.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LTS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-29
2014-10-29
N
N
N
71000000.00
71000000.00
0.0031
N
71002840.00
71002840.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.090000%
60686N005_0.0900_M140602_2M47
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
12456257.00
7767918.93
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
2405017.00
2066885.14
Fannie Mae
2028-07-01
3.000000
Government Agency Debt
13809977.00
13682093.99
Fannie Mae
2028-08-01
2.500000
Government Agency Debt
270779.00
273293.12
Fannie Mae
2028-08-01
3.000000
Government Agency Debt
7501649.00
7342017.52
Fannie Mae
2029-03-01
3.500000
Government Agency Debt
6396476.00
6730202.40
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
4000000.00
3942299.15
Freddie Mac
2027-05-01
2.500000
Government Agency Debt
2000000.00
1622165.11
United States Treasury Department
2016-08-15
0.625000
Treasury Debt
15049000.00
15134803.08
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
57000000.00
57000000.00
0.0025
N
57000000.00
57000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.060000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
455000000.00
455000000.00
0.0199
Security is a time deposit.
N
455000000.00
455000000.00
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
11000000.00
10999877.78
0.0005
N
10999890.00
10999890.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1FJ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
N
127000000.00
126988711.10
0.0056
N
126992380.00
126992380.00
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
49000000.00
48995372.22
0.0021
N
48996570.00
48996570.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1GB1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-11
2014-07-11
N
N
N
27000000.00
26994150.00
0.0012
N
26995410.00
26995410.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1HU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
1000000.00
999516.66
0.0000
N
999530.00
999530.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1J51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
N
2000000.00
1998891.67
0.0001
N
1998900.00
1998900.00
Natixis SA
Natixis SA 0.250000%
63873E2Q3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-31
2014-07-31
N
N
N
45000000.00
45000000.00
0.0020
N
45006300.00
45006300.00
Natixis SA
Natixis SA 0.220000%
63873E2W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
37000000.00
37000000.00
0.0016
N
36998520.00
36998520.00
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
72000000.00
72000000.00
0.0032
N
72003600.00
72003600.00
Natixis SA
Natixis SA 0.180000%
63873EZ61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
32000000.00
32000000.00
0.0014
N
32000000.00
32000000.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.110000%
6323A1F35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
Y
Natixis SA
N/A
N/A
N
35000000.00
34999893.06
0.0015
N
34999650.00
34999650.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409SGQ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
72000000.00
71979200.00
0.0032
N
71982720.00
71982720.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558ER34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
222000000.00
222000000.00
0.0097
N
222000000.00
222000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210500%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
35000000.00
35000000.00
0.0015
N
35001050.00
35001050.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033PXZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
25000000.00
25000000.00
0.0011
N
25003500.00
25003500.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.245000%
69033RGE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
32000000.00
31990853.33
0.0014
N
31994560.00
31994560.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033RL53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
24000000.00
23974000.00
0.0010
N
23977200.00
23977200.00
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
100000000.00
100000000.00
0.0044
N
100025000.00
100025000.00
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
2000000.00
2000000.00
0.0001
N
2000480.00
2000480.00
Rabobank Nederland
Rabobank Nederland 0.231100%
21684BNN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-09-16
N
N
N
174000000.00
174000000.00
0.0076
N
174017400.00
174017400.00
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
44000000.00
44000000.00
0.0019
N
44005720.00
44005720.00
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
23000000.00
23000000.00
0.0010
N
23002990.00
23002990.00
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
208000000.00
208000000.00
0.0091
N
208004160.00
208004160.00
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
58000000.00
58000000.00
0.0025
N
58001160.00
58001160.00
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
86000000.00
86000000.00
0.0038
N
86011180.00
86011180.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.250000%
76582KH46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
108000000.00
107952750.00
0.0047
N
107956800.00
107956800.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, 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
61000000.00
60965331.67
0.0027
N
60973770.00
60973770.00
Royal Bank of Canada
Royal Bank of Canada 0.280400%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-07-07
2015-06-05
N
N
N
60000000.00
60000000.00
0.0026
N
60001440.00
60001440.00
Royal Bank of Canada
Royal Bank of Canada 0.320100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-07-07
2015-06-04
N
N
N
137000000.00
137000000.00
0.0060
N
137013700.00
137013700.00
Royal Bank of Canada
Royal Bank of Canada 0.323400%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-07-01
2015-06-01
N
N
N
125000000.00
125000000.00
0.0055
N
125000000.00
125000000.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
N
125000000.00
125000000.00
0.0055
N
125013750.00
125013750.00
Royal Bank of Canada
Royal Bank of Canada 0.230500%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-04
2015-03-04
N
N
N
125000000.00
125000000.00
0.0055
N
125005000.00
125005000.00
San Jose Redevelopment Agency
Sub Tax Allocation Taxable RB Series 2003A 0.250000%
79818CAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
9700000.00
9700000.00
0.0004
N
9700388.00
9700388.00
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
63000000.00
62997340.00
0.0028
N
62998110.00
62998110.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MFH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
49000000.00
48995916.67
0.0021
N
48997060.00
48997060.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MGG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-16
2014-07-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19995111.11
0.0009
N
19996000.00
19996000.00
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
9000000.00
9000000.00
0.0004
N
9000000.00
9000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UGA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-10
2014-07-10
N
N
N
98000000.00
97973104.44
0.0043
N
97988240.00
97988240.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UK31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
N
97000000.00
96913831.66
0.0042
N
96933070.00
96933070.00
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
18000000.00
18000000.00
0.0008
N
18002880.00
18002880.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.070000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
10000000.00
10000000.00
0.0004
Security is a time deposit.
N
10000000.00
10000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CG30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
6000000.00
6000000.00
0.0003
N
6000060.00
6000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CH88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
39000000.00
39000000.00
0.0017
N
39000390.00
39000390.00
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
30000000.00
30000000.00
0.0013
N
30000600.00
30000600.00
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
24000000.00
24000000.00
0.0011
N
24000960.00
24000960.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
38000000.00
38000000.00
0.0017
N
38001900.00
38001900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562U2R2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
132000000.00
132000000.00
0.0058
N
131994720.00
131994720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562U3F7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
40000000.00
40000000.00
0.0018
N
39998400.00
39998400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U5H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
34000000.00
34000000.00
0.0015
N
33989460.00
33989460.00
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
61000000.00
61000000.00
0.0027
N
61001830.00
61001830.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UE73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
45000000.00
45000000.00
0.0020
N
45000000.00
45000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UGC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
16000000.00
16000000.00
0.0007
N
16000480.00
16000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.290000%
86562UKW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-09
2014-10-09
N
N
N
4000000.00
4000000.00
0.0002
N
4000600.00
4000600.00
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
18000000.00
18000000.00
0.0008
N
18006300.00
18006300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562USH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
38000000.00
38000000.00
0.0017
N
38013300.00
38013300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562USP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
N
28000000.00
28000000.00
0.0012
N
28003920.00
28003920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UV33
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
33000000.00
33000000.00
0.0014
N
32998680.00
32998680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UVN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
87000000.00
87000000.00
0.0038
N
87008700.00
87008700.00
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
67000000.00
67000000.00
0.0029
N
67002010.00
67002010.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UZ96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
23000000.00
23000000.00
0.0010
N
22999080.00
22999080.00
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
40000000.00
40000000.00
0.0018
N
40000400.00
40000400.00
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
6000000.00
6000000.00
0.0003
N
6000120.00
6000120.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KLK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-18
2014-07-18
N
N
N
51000000.00
51000000.00
0.0022
N
51001530.00
51001530.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KMH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
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%
86563KNA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-29
2014-08-29
N
N
N
9000000.00
9000000.00
0.0004
N
8999550.00
8999550.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KNK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
N
110000000.00
110000000.00
0.0048
N
110000000.00
110000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.060000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
455000000.00
455000000.00
0.0199
Security is a time deposit.
N
455000000.00
455000000.00
Swedbank AB
Swedbank AB 0.255000%
87019SKU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
60650000.00
60586418.58
0.0027
N
60594202.00
60594202.00
Swedbank AB
Swedbank AB 0.240000%
87019TLU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
52000000.00
52000000.00
0.0023
N
51987520.00
51987520.00
Swedbank AB
Swedbank AB 0.080000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
107000000.00
107000000.00
0.0047
Security is a time deposit.
N
107000000.00
107000000.00
Swedbank AB
Swedbank AB 0.080000%
870999000_M140602
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
115000000.00
115000000.00
0.0050
Security is a time deposit.
N
115000023.00
115000023.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.120000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.120000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Texas
N/A
N/A
N
N
990000.00
990000.00
0.0000
N
990000.00
990000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.090000%
882723BQ1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12310000.00
12310000.00
0.0005
N
12310000.00
12310000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.235000%
89112UAE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
N
141000000.00
141000000.00
0.0062
N
141042300.00
141042300.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.110000%
89112UDY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
N
100000000.00
100000000.00
0.0044
N
100000000.00
100000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.110000%
89112UEC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
138000000.00
138000000.00
0.0060
N
138000000.00
138000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112UFB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
105000000.00
105000000.00
0.0046
N
104998950.00
104998950.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112UFS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
255000000.00
255000000.00
0.0112
N
254997450.00
254997450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.201000%
89112W5U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
145000000.00
145000000.00
0.0063
N
145007250.00
145007250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.201000%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
N
15000000.00
15000000.00
0.0007
N
15000750.00
15000750.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.200000%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-25
2014-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
96000000.00
96000000.00
0.0042
N
95998080.00
95998080.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.260000%
89233HFL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
50000000.00
49993500.00
0.0022
N
49998500.00
49998500.00
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
100000000.00
99985416.66
0.0044
N
99997000.00
99997000.00
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
9000000.00
8991540.00
0.0004
N
8995500.00
8995500.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HLA0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-10
2014-11-10
N
N
N
114000000.00
113877639.99
0.0050
N
113928180.00
113928180.00
UBS AG
UBS AG 0.230000%
90267RWY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-24
2014-10-24
N
N
N
38000000.00
38000000.00
0.0017
N
38001520.00
38001520.00
United States Treasury Department
United States Treasury Department 0.075000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-06-02
2016-01-31
N
N
N
160000000.00
159968098.16
0.0070
N
159963520.00
159963520.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.221500%
9497P62Y3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2015-01-09
N
N
N
140000000.00
140000000.00
0.0061
N
140012600.00
140012600.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.200500%
9497P6J41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-08-05
N
N
N
67000000.00
67000000.00
0.0029
N
67005360.00
67005360.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.283400%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-06-16
2015-06-15
N
N
N
55000000.00
55000000.00
0.0024
N
55000825.00
55000825.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.333600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2014-06-23
2015-06-22
N
N
N
225000000.00
225000000.00
0.0098
N
225005850.00
225005850.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.220500%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2015-05-01
N
N
N
21000000.00
21000000.00
0.0009
N
21001050.00
21001050.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.229300%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2015-05-20
N
N
N
200000000.00
200000000.00
0.0088
N
200016000.00
200016000.00
Westpac Banking Corp
Westpac Banking Corp 0.527900%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2014-07-28
2015-06-26
N
N
N
100000000.00
100000000.00
0.0044
N
100008100.00
100008100.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
96121TUG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-10-29
N
N
N
102000000.00
102000000.00
0.0045
N
102026520.00
102026520.00
Westpac Banking Corp
Westpac Banking Corp 0.231500%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2015-05-05
N
N
N
195000000.00
195000000.00
0.0085
N
195009750.00
195009750.00
Westpac Banking Corp
Westpac Banking Corp 0.251000%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-19
2014-06-19
N
N
N
116000000.00
116000000.00
0.0051
N
116008120.00
116008120.00
Westpac Banking Corp
Westpac Banking Corp 0.221000%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-19
2015-02-19
N
N
N
30000000.00
30000000.00
0.0013
N
30016200.00
30016200.00
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
147661.54
147661.54
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
139776.41
139776.41
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
491936.09
491936.09
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
465666.70
465666.70
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1082233.85
1082233.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1024442.56
1024442.56
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
529017.61
529017.61
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
500768.07
500768.07
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
123002.19
123002.19
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
116433.87
116433.87