0001145549-14-006923.txt : 20140929
0001145549-14-006923.hdr.sgml : 20140929
20140807135642
ACCESSION NUMBER: 0001145549-14-006923
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140731
FILED AS OF DATE: 20140807
DATE AS OF CHANGE: 20140807
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: 141023045
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-07-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
50
88
14536054784.21
4928884.31
746459.81
14540237208.71
0.0022
1.0001
2014-07-31
1.0001
2014-07-31
C000012373
1.00
14540237208.71
1.00
-24100214.49
3437832066.83
3461932281.32
0.0001
1.0001
2014-07-31
1.0001
2014-07-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.200000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.305500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-09-04
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0052
N
75002250.00
75002250.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.100000%
00279HZ82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
Y
Santander UK Plc
N/A
N/A
N
57000000.00
57000000.00
0.0039
N
56999430.00
56999430.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.100000%
00279HZ90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
Y
Santander UK Plc
N/A
N/A
N
12000000.00
12000000.00
0.0008
N
11999880.00
11999880.00
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
1000000.00
999523.33
0.0001
N
999690.00
999690.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.090000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
90000000.00
90000000.00
0.0062
Security is a time deposit.
N
89999869.50
89999869.50
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M140804
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
80000000.00
80000000.00
0.0055
Security is a time deposit.
N
80000096.00
80000096.00
Bank of America, NA
Bank of America, NA 0.355500%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-08-05
2015-03-05
N
N
N
40000000.00
40000000.00
0.0028
N
40001160.00
40001160.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W4M2
Other Note
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
4000000.00
4000000.00
0.0003
N
4000160.00
4000160.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W5H2
Other Note
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
37000000.00
37000000.00
0.0025
N
37002960.00
37002960.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6V0
Other Note
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
2000000.00
2000000.00
0.0001
N
2000260.00
2000260.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6W8
Other Note
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
24000000.00
24000000.00
0.0017
N
24001680.00
24001680.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W6X6
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
90000000.00
90000000.00
0.0062
N
90006300.00
90006300.00
Bank of America, NA
Bank of America, NA 0.250000%
06052W7K3
Other Note
N
First Tier Security
N/A
N/A
2014-10-20
2014-10-20
N
N
N
30000000.00
30000000.00
0.0021
N
30002100.00
30002100.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HCM5
Other Note
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
17000000.00
17000000.00
0.0012
N
17002550.00
17002550.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDN2
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
81000000.00
81000000.00
0.0056
N
81007290.00
81007290.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDR3
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
11000000.00
11000000.00
0.0008
N
11000990.00
11000990.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDV4
Other Note
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
46000000.00
46000000.00
0.0032
N
46004600.00
46004600.00
Bank of Montreal
Bank of Montreal 0.200000%
06366BJ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
27000000.00
27000000.00
0.0019
N
26996220.00
26996220.00
Bank of Montreal
Bank of Montreal 0.090000%
06366BQ78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
185000000.00
185000000.00
0.0127
N
185000000.00
185000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366BQ86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
5000000.00
5000000.00
0.0003
N
5000000.00
5000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366BR36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
70000000.00
70000000.00
0.0048
N
70000000.00
70000000.00
Bank of Montreal
Bank of Montreal 0.060000%
06366BR93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
74000000.00
74000000.00
0.0051
N
74000000.00
74000000.00
Bank of Montreal
Bank of Montreal 0.200000%
06366BYA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
2000000.00
1999927.73
0.0001
N
2000000.00
2000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.060000%
06405XH65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
15000000.00
14999875.00
0.0010
N
14999850.00
14999850.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.060000%
06405XH73
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
25000000.00
24999750.00
0.0017
N
24999660.00
24999660.00
Bank of Nova Scotia
Bank of Nova Scotia 0.222000%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-09-16
N
N
N
128000000.00
128000000.00
0.0088
N
128010240.00
128010240.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417HQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
N
4000000.00
4000000.00
0.0003
N
3999240.00
3999240.00
Bank of the West
Bank of the West 0.250000%
06426GEU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-12
2014-11-12
N
N
N
71000000.00
71000000.00
0.0049
N
71018460.00
71018460.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GQ70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
25500000.00
25500000.00
0.0018
N
25500765.00
25500765.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GS78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
17000000.00
17000000.00
0.0012
N
17000510.00
17000510.00
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
29000000.00
29000000.00
0.0020
N
29003190.00
29003190.00
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
13000000.00
13000000.00
0.0009
N
13001430.00
13001430.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HJQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
37000000.00
37000000.00
0.0025
N
37004070.00
37004070.00
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
87000000.00
87000000.00
0.0060
N
87026100.00
87026100.00
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
29000000.00
29000000.00
0.0020
N
29008700.00
29008700.00
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
27000000.00
27000000.00
0.0019
N
27008100.00
27008100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HMB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
N
1000000.00
1000000.00
0.0001
N
1000310.00
1000310.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HNC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000310.00
1000310.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HPX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
105000000.00
105000000.00
0.0072
N
105013650.00
105013650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000%
06538HQQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
3000000.00
3000000.00
0.0002
N
3000420.00
3000420.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HQS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
40000000.00
40000000.00
0.0028
N
40008400.00
40008400.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XD96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
37000000.00
37000000.00
0.0025
N
37003700.00
37003700.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
16000000.00
16000000.00
0.0011
N
16001600.00
16001600.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
5000000.00
5000000.00
0.0003
N
5000550.00
5000550.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
6000000.00
6000000.00
0.0004
N
6002760.00
6002760.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
57000000.00
57000000.00
0.0039
N
57029640.00
57029640.00
Barclays Bank Plc
Barclays Bank Plc 0.260000%
06741XZP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
21000000.00
21000000.00
0.0014
N
21004620.00
21004620.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M140801_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-02-28
2.000000
Treasury Debt
51118100.00
51000028.30
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M140804_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-07-01
0.00
Government Agency Debt
53266000.00
53189296.96
Fannie Mae
2019-06-20
1.750000
Government Agency Debt
5536000.00
5521401.88
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
57000000.00
57000000.00
0.0039
N
56999430.00
56999430.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M140805_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-08-25
2.000000
Government Agency Debt
201560.00
146679.22
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
27444396.00
25606285.13
Freddie Mac
2027-04-15
2.000000
Government Agency Debt
43764666.00
25974422.79
Freddie Mac
2039-12-15
0.510000
Government Agency Debt
1824.00
1950.81
GNMA
2038-10-20
2.500000
Government Agency Debt
37935617.00
22179289.78
GNMA
2039-06-20
2.600000
Government Agency Debt
7800952.00
4841372.98
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
75000000.00
75000000.00
0.0052
N
74999250.00
74999250.00
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
9000000.00
8999055.00
0.0006
N
8999460.00
8999460.00
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
56000000.00
55944062.22
0.0038
N
55954080.00
55954080.00
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
43000000.00
42987768.89
0.0030
N
42993550.00
42993550.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
64000000.00
64000000.00
0.0044
N
64015360.00
64015360.00
BNP Paribas
BNP Paribas 0.300000%
05572NTA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
40000000.00
40000000.00
0.0028
N
40004000.00
40004000.00
BNP Paribas
BNP Paribas 0.300000%
05572NTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
11000000.00
11000000.00
0.0008
N
11001430.00
11001430.00
BNP Paribas
BNP Paribas 0.300000%
05572NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
1500000.00
1500000.00
0.0001
N
1500195.00
1500195.00
BNP Paribas
BNP Paribas 0.300000%
05572NTH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
37000000.00
37000000.00
0.0025
N
37004810.00
37004810.00
BNP Paribas
BNP Paribas 0.300000%
05572NTL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000220.00
2000220.00
BNP Paribas
BNP Paribas 0.300000%
05572NTT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
25000000.00
25000000.00
0.0017
N
25004500.00
25004500.00
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
37000000.00
37000000.00
0.0025
N
37004440.00
37004440.00
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
5000000.00
5000000.00
0.0003
N
5000250.00
5000250.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.230000%
923JDF006_0.2300_M140806_2M54
0001197610
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1006889.40
ALLERGAN INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2216000.07
ALLIANCE ONE INTL INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
45451.92
AMC ENTMT HLDGS INC CL A COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
675345.02
BANK OF AMERICA CORPORATION COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3300981.34
BAXTER INTL INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1430263.73
CATERPILLAR INC DEL COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1447.32
CINCINNATI BELL INC NEW COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
286367.76
CLUBCORP HLDGS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2352726.64
COVIDIEN PLC SHS
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3252298.40
DEMAND MEDIA INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
12339.00
DISNEY WALT CO COM DISN
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
931664.43
DOW CHEM CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3176299.52
EQUITY RESIDENTIAL SH BEN I
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2407766.13
FIDELITY & GTY LIFE COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4967.48
FIVE STAR QUALITY CARE INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
292542.72
GENERAL DYNAMICS CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
821118.48
GENERAL GROWTH PPTYS INC NEWCOM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2313772.62
GENERAL MTRS CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
175941.68
GLOBALSTAR INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3187638.72
GOLD RESOURCE CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
381.50
HCP INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1635.27
HUNTINGTON INGALLS INDS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3156502.14
INTERPUBLIC GROUP COS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3191579.78
INTREXON CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2325493.90
ISHARES INC MSCI MEX
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1357562.16
ITC HLDGS CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
705272.52
JGWPT HLDGS INC CL A
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
22168.60
JOHNSON & JOHNSON
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3260914.80
JPMORGAN CHASE & CO COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1945149.29
MARCUS & MILLICHAP INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3182.62
MCDONALDS CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
421988.10
MIDSOUTH BANCORP INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2003.28
MRC GLOBAL INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2287895.25
NEURALSTEM INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
20734.29
PROLOGIS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2334331.92
ROUNDYS INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
505219.36
SCHLUMBERGER LTD COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3225176.96
SEMPRA ENERGY COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
669204.59
STANLEY BLACK & DECKER INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3200340.28
TARGET CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
649461.78
THIRD PT REINS LTD COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
668743.32
TIME WARNER CABLE INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3283845.54
TREMOR VIDEO INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
316158.01
VANTAGE DRILLING COMPANY ORD SHS
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1296676.08
VONAGE HLDGS CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749520.00
VOYA FINL INC COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2390923.23
WYNDHAM WORLDWIDE CORP COM
2014-07-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2369210.45
Unrated Security
N/A
N/A
2014-08-06
2014-08-06
N
Y
BNP Paribas
N/A
N/A
N
65000000.00
65000000.00
0.0045
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
65000650.00
65000650.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
987WVU007_0.0900_M140801_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-09-01
1.280000
Government Agency Debt
5236488.00
391427.97
Fannie Mae
2040-09-01
2.379999
Government Agency Debt
1188091.00
448339.46
GNMA
2044-06-20
4.000000
Government Agency Debt
193193576.00
205160232.59
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
200000000.00
200000000.00
0.0138
N
200000000.00
200000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.230000%
988VYS000_0.2300_M140807_2M54
0001197610
Other Repurchase Agreement
N
BANK OF AMERICA FUNDING CORPORATION 2002-1
2019-01-15
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6802680.00
6853737.89
PRUDENTIAL FINCL INC
2044-05-16
4.599999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18184.00
18412.23
SANTANDER US DEBT SA UNIPERSONAL
2015-01-20
3.724000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8755554.00
8877850.61
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
15000000.00
15000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15001200.00
15001200.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M140807_2M54
0001197610
Other Repurchase Agreement
N
ADVANCED MICRO DEVICES INC
2020-08-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1074568.00
1159190.23
ASHTEAD CAPITAL INC
2022-07-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275912.00
1372101.59
BNP PARIBAS BNP PARIBA
2015-08-27
9.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19448.00
19403.27
GSAMP TRUST 2005
2036-01-25
0.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15731.00
6777.18
UNITED RENTALS NORTH AMERICA
2020-05-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
812816.00
892528.41
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
3000000.00
3000000.00
0.0002
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
3000000.00
3000000.00
BPCE SA
BPCE SA 0.220000%
05571CH79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
21000000.00
20999230.00
0.0014
N
20999370.00
20999370.00
BPCE SA
BPCE SA 0.220000%
05571CHB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-11
2014-08-11
N
N
N
55000000.00
54996638.88
0.0038
N
54997800.00
54997800.00
CAFCO, LLC
CAFCO, LLC 0.240000%
12476FHK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14998200.00
0.0010
N
14998800.00
14998800.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FHK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13998390.00
0.0010
N
13998880.00
13998880.00
CAFCO, LLC
CAFCO, LLC 0.230000%
12476FJ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
102000000.00
101977191.66
0.0070
N
101983680.00
101983680.00
Caisse des Depots et Consignations
Caisse des Depots et Consignations 0.200000%
12800BMH2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
42000000.00
41967800.00
0.0029
N
41968080.00
41968080.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JBQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
40000000.00
40000000.00
0.0028
N
40000000.00
40000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KK63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
42000000.00
41980750.00
0.0029
N
41985720.00
41985720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738KKP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-23
2014-10-23
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
4000000.00
3998247.78
0.0003
N
3998160.00
3998160.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
13738KLD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
4000000.00
3996995.56
0.0003
N
3997560.00
3997560.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KNG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-16
2015-01-16
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
39000000.00
38954500.00
0.0027
N
38953590.00
38953590.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.250000%
15060YJ92
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-09
2014-09-09
N
N
Y
Guaranty
UBS AG
N/A
N/A
10000000.00
9997291.67
0.0007
N
9998100.00
9998100.00
Charta, LLC
Charta, LLC 0.250000%
16115XH40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12999729.17
0.0009
N
12999870.00
12999870.00
Charta, LLC
Charta, LLC 0.240000%
16115XHC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64995233.33
0.0045
N
64997400.00
64997400.00
Charta, LLC
Charta, LLC 0.250000%
16115XN84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49944444.45
0.0034
N
49949000.00
49949000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
21000000.00
21000000.00
0.0014
N
21013230.00
21013230.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
40000000.00
40000000.00
0.0028
N
40029200.00
40029200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.250000%
16144RUR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
4000000.00
4000000.00
0.0003
N
4000600.00
4000600.00
Ciesco, LLC
Ciesco, LLC 0.240000%
17178CHC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
75000000.00
74994500.00
0.0052
N
74997000.00
74997000.00
Ciesco, LLC
Ciesco, LLC 0.210000%
17178CHE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999848.33
0.0001
N
1999900.00
1999900.00
Ciesco, LLC
Ciesco, LLC 0.230000%
17178CJ53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29993291.67
0.0021
N
29995200.00
29995200.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CN82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20976666.66
0.0014
N
20978580.00
20978580.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CNF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
39000000.00
38954770.83
0.0027
N
38957880.00
38957880.00
Citibank, NA
Citibank, NA 0.230000%
17304URA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
29000000.00
29000000.00
0.0020
N
29003480.00
29003480.00
Citibank, NA
Citibank, NA 0.230000%
17304USF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
90000000.00
90000000.00
0.0062
N
90019800.00
90019800.00
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
45000000.00
45000000.00
0.0031
N
45008100.00
45008100.00
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
8000000.00
8000000.00
0.0006
N
8001440.00
8001440.00
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
10000000.00
9999666.67
0.0007
N
9999900.00
9999900.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.300000%
19422GH64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
40000000.00
39998333.33
0.0028
N
39999200.00
39999200.00
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
31000000.00
30995608.33
0.0021
N
30998140.00
30998140.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.300000%
19422GHK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
4000000.00
3999400.00
0.0003
N
3999720.00
3999720.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.250000%
19422GK78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
18000000.00
17991625.00
0.0012
N
17994420.00
17994420.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.270000%
19422GKU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
9000000.00
8994060.00
0.0006
N
8996220.00
8996220.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.536100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
150000000.00
150000000.00
0.0103
N
150020250.00
150020250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.226000%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-29
2014-11-24
N
N
N
115000000.00
115000000.00
0.0079
N
115012650.00
115012650.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.225200%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-11-26
N
N
N
32000000.00
32000000.00
0.0022
N
32003520.00
32003520.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235000%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2015-02-25
N
N
N
30000000.00
30000000.00
0.0021
N
30000750.00
30000750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235500%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2015-03-04
N
N
N
20000000.00
20000000.00
0.0014
N
20000580.00
20000580.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.236200%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-19
2015-06-19
N
N
N
18000000.00
18000000.00
0.0012
N
18002322.00
18002322.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VHK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49994250.00
0.0034
N
49996000.00
49996000.00
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
4000000.00
3997597.78
0.0003
N
3998000.00
3998000.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VNF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43948972.22
0.0030
N
43952480.00
43952480.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MJT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
76000000.00
76000000.00
0.0052
N
76009880.00
76009880.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22533MLV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
N
12000000.00
12000000.00
0.0008
N
12000000.00
12000000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MNB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
9000000.00
9000000.00
0.0006
N
8999288.10
8999288.10
Credit Agricole SA
Credit Agricole SA 0.240000%
924JJO000
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
35000000.00
35000000.00
0.0024
N
35000000.00
35000000.00
Credit Agricole SA
Credit Agricole SA 0.230000%
924DEN000
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-11
2014-09-11
N
N
N
39000000.00
39000000.00
0.0027
N
39003120.00
39003120.00
Credit Agricole SA
Credit Agricole SA 0.240000%
924JGJ004
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-09
2014-10-09
N
N
N
26000000.00
26000000.00
0.0018
N
26000000.00
26000000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TB64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-30
2014-10-30
N
N
N
14000000.00
14000000.00
0.0010
N
14000700.00
14000700.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549TH43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
63000000.00
63000000.00
0.0043
N
63002520.00
63002520.00
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
6000000.00
6000000.00
0.0004
N
6000180.00
6000180.00
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
22000000.00
22000000.00
0.0015
N
22000880.00
22000880.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549TP44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
20000000.00
20000000.00
0.0014
N
20000400.00
20000400.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549TQ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
7000000.00
7000000.00
0.0005
N
7000070.00
7000070.00
Credit Suisse AG
Credit Suisse AG 0.220000%
22549TS74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
24000000.00
24000000.00
0.0017
N
24000480.00
24000480.00
Credit Suisse AG
Credit Suisse AG 0.270000%
22549TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
N
93000000.00
93000000.00
0.0064
N
93005952.00
93005952.00
Credit Suisse AG
Credit Suisse AG 0.280000%
22549TWR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
2000000.00
2000000.00
0.0001
N
2000140.00
2000140.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.280000%
988WZK004_0.2800_M140806_2M54
0001230485
Other Repurchase Agreement
N
BAFC 2007-6 A1
2037-07-25
0.445000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
33134655.00
11788031.54
CSFB 2005-8 3A3
2035-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
1176.19
CSFB 2005-9 2A1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1772454.68
RALI 2005-QS12 A3
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22000000.00
2828636.17
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46265000.00
14125771.57
RBSGC 2005-A 2A3
2035-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9734056.00
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
35000000.00
35000000.00
0.0024
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
35000000.00
35000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140801_2M54
0001230485
Other Repurchase Agreement
N
CD 2006-CD2 AJ
2046-01-15
5.385500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1210000.00
1154654.52
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
1000000.00
1000000.00
0.0001
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
1000000.00
1000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140814_2M54
0001230485
Other Repurchase Agreement
N
BSABS
2036-03-25
0.505000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
88500000.00
18293697.48
BSMF 2006-AC1 A3
2036-08-25
0.704999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48980000.00
9977343.80
IMSA 2007-3 A1B
2037-09-25
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24126000.00
10793309.56
INDX
2036-10-25
0.465000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
89493500.00
18376179.04
INDX 2006-AR29 A1
2036-11-25
0.325000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000000.00
18805369.73
RALI 2005-QS3 1A21
2035-03-25
0.655000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98000000.00
9509138.49
SAMI 2006-AR8 A1BG
2036-10-25
0.275000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62440000.00
22345317.98
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
94000000.00
94000000.00
0.0065
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
94017860.00
94017860.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M140904_2M54
0001230485
Other Repurchase Agreement
N
144A JPMCC 2007-CB20 F
2051-02-12
6.175700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
6741898.18
144A MSC 2007-IQ16 B
2049-12-12
6.131599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4469000.00
3795341.75
BSARM 2003-8 B1
2034-01-25
2.692600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2955950.00
689151.83
BVMBS 2004-1 2M
2034-11-20
2.733800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5605000.00
1015787.35
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13976290.00
11832382.87
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
5545959.95
INDX 2004-AR6 6A2
2034-10-25
2.702199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
471900.00
48526.11
JPMCC 2006-CB16 B
2045-05-12
5.671999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5210000.00
4152373.37
MLMI 2005-A5 A8
2035-06-25
2.465700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
306276.49
MSM
2036-06-25
2.177600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
833000.00
219193.90
SASC 2001-15A B2
2031-10-25
2.194000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5128000.00
156007.60
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
30000000.00
30000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30014400.00
30014400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141021_2M54
0001230485
Other Repurchase Agreement
N
JPMCC 2006-CB16 B
2045-05-12
5.671999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1254000.00
999438.81
MARM 2005-1 7A3
2035-02-25
2.556500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8400000.00
1467720.63
ML CFC COMMERCIAL MORTGAGE TRUST 2007 9
2049-09-12
6.222000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11500000.00
11207820.00
SARM 2004-20 1A3
2035-01-25
2.487499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8275000.00
500073.71
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8083000.00
8368995.86
WAMMS 2002-AR3 B2
2032-12-25
2.189600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8457400.00
458829.97
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
20000000.00
20000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
20000000.00
20000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141027_2M54
0001230485
Other Repurchase Agreement
N
CFLX 2007-2 A1
2037-05-25
0.435000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150365000.00
47879813.76
MARM 2007-3 12A1
2047-05-25
0.354999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38625000.00
14220973.48
First Tier Security
N/A
N/A
2014-10-27
2014-10-27
N
N
N
54000000.00
54000000.00
0.0037
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
54000000.00
54000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141028_2M54
0001230485
Other Repurchase Agreement
N
BAFC 2007-6 A1
2037-07-25
0.445000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76205000.00
27110798.16
BAFC 2007-6 A2
2037-07-25
0.435000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
49895000.00
17740183.16
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
39000000.00
39000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
39000000.00
39000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.220000%
2284K1H48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
7000000.00
6999871.67
0.0005
N
6999930.00
6999930.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1K77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
38000000.00
37983733.89
0.0026
N
37986700.00
37986700.00
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
67000000.00
67000000.00
0.0046
N
67010720.00
67010720.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
97000000.00
97000000.00
0.0067
N
97051410.00
97051410.00
Deutsche Bank AG
Deutsche Bank AG 0.280000%
25155JHG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
8000000.00
8000000.00
0.0006
N
8000320.00
8000320.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155JJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
55000000.00
55000000.00
0.0038
N
55005500.00
55005500.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25155JLW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-24
2014-09-24
N
N
N
2000000.00
2000000.00
0.0001
N
2000240.00
2000240.00
Deutsche Bank AG
Deutsche Bank AG 0.290000%
25155JPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-15
2014-10-15
N
N
N
75000000.00
75000000.00
0.0052
N
75006000.00
75006000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
21599B009_0.1000_M140801_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
173979721.00
40489116.74
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
9672372.00
10424498.15
Fannie Mae
2044-05-01
4.500000
Government Agency Debt
1023421.00
1115740.62
United States Treasury Department
2043-11-15
3.750000
Treasury Debt
4869300.00
5322906.79
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
55246762.00
55246762.00
0.0038
N
55246762.00
55246762.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
991JCA005_0.0900_M140806_2M54
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2043-11-15
3.750000
Treasury Debt
53185500.00
58140073.30
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
57000000.00
57000000.00
0.0039
N
57000000.00
57000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
991JCA005_0.1000_M140807_2M54
0001074042
Government Agency Repurchase Agreement
Y
4.75 FHLB 16 G775
2016-12-16
4.750000
Government Agency Debt
85620000.00
94085891.55
Fannie Mae
2016-03-15
5.000000
Government Agency Debt
45013000.00
49084510.87
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
139000000.00
139000000.00
0.0096
N
139000000.00
139000000.00
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
152000000.00
152000000.00
0.0105
Security is a time deposit.
N
151999019.60
151999019.60
DNB Bank ASA
DNB Bank ASA 0.090000%
939RWC006_M140805
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
138000000.00
138000000.00
0.0095
Security is a time deposit.
N
137999406.60
137999406.60
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385A30
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
40000000.00
40000000.00
0.0028
N
40000000.00
40000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385A89
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
77325000.00
77324301.93
0.0053
N
77324768.03
77324768.03
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385A89
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
3000000.00
2999975.00
0.0002
N
2999991.00
2999991.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385B70
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
19000000.00
18999556.67
0.0013
N
18999886.00
18999886.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385B96
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
24000000.00
23999393.33
0.0017
N
23999832.00
23999832.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385C61
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
1600000.00
1599940.89
0.0001
N
1599984.00
1599984.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385C87
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-22
2014-08-22
N
N
N
160000000.00
159993000.00
0.0110
N
159998240.00
159998240.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385D52
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
1000000.00
999949.45
0.0001
N
999986.00
999986.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385G26
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-17
2014-09-17
N
N
N
7000000.00
6999268.89
0.0005
N
6999783.00
6999783.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M140801_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
585719500.00
650001001.62
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
650000000.00
650000000.00
0.0447
N
650000000.00
650000000.00
General Electric Capital Corp
General Electric Capital Corp 0.060000%
36959JH55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
26000000.00
25999826.66
0.0018
N
25999854.40
25999854.40
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JH89
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-08
2014-08-08
N
N
N
101000000.00
100996072.23
0.0069
N
100998990.00
100998990.00
General Electric Co
General Electric Co 0.060000%
36960MH48
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
85000000.00
84999575.00
0.0058
N
85000000.00
85000000.00
General Electric Co
General Electric Co 0.060000%
36960MH55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
31000000.00
30999793.33
0.0021
N
30999690.00
30999690.00
General Electric Co
General Electric Co 0.060000%
36960MH63
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
40000000.00
39999666.66
0.0028
N
39999600.00
39999600.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1575000.00
1575000.00
0.0001
N
1575000.00
1575000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M140804_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-11-01
2.329000
Government Agency Debt
31568284.00
6952097.92
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
17775785.00
10114273.88
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
11404475.00
10111056.02
Fannie Mae
2043-08-01
4.500000
Government Agency Debt
8683079.00
8712442.31
Fannie Mae
2044-04-01
4.000000
Government Agency Debt
9609770.00
10115869.44
Freddie Mac
2027-12-01
2.500000
Government Agency Debt
12183864.00
10094260.96
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
55000000.00
55000000.00
0.0038
N
54999450.00
54999450.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M140807_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-07-01
0.551000
Government Agency Debt
9665471.00
9669010.17
Fannie Mae
2036-01-01
2.109999
Government Agency Debt
86637749.00
13000605.06
Fannie Mae
2041-05-01
3.265000
Government Agency Debt
34622000.00
12531720.57
Fannie Mae
2041-06-01
3.738000
Government Agency Debt
28592093.00
13314420.88
Fannie Mae
2043-10-01
2.339000
Government Agency Debt
9037397.00
8887201.09
Fannie Mae
2043-12-01
3.198999
Government Agency Debt
15029753.00
12655384.24
Fannie Mae
2044-07-01
2.962899
Government Agency Debt
12958494.00
13434836.36
Fannie Mae
2044-07-01
3.230000
Government Agency Debt
12000041.00
12386822.32
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
94000000.00
94000000.00
0.0065
N
94000000.00
94000000.00
Govco, LLC
Govco, LLC 0.200000%
38362WKF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-15
2014-10-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
145000000.00
144939583.34
0.0100
N
144943450.00
144943450.00
Govco, LLC
Govco, LLC 0.200000%
38362WL33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
49000000.00
48974411.12
0.0034
N
48975500.00
48975500.00
HSBC Bank USA
HSBC Bank USA 0.210000%
40428AYA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
30000000.00
30000000.00
0.0021
N
30002700.00
30002700.00
HSBC Bank USA
HSBC Bank USA 0.210000%
40428AYB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-24
2014-10-24
N
N
N
43000000.00
43000000.00
0.0030
N
43003870.00
43003870.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.140000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
5730000.00
5730000.00
0.0004
N
5730000.00
5730000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1K13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
Y
ING Bank NV
N/A
N/A
N
31000000.00
30984241.67
0.0021
N
30991010.00
30991010.00
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
17000000.00
16982140.56
0.0012
N
16986400.00
16986400.00
ING Bank NV
ING Bank NV 0.460000%
923NEM001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
56000000.00
56000000.00
0.0039
N
56034720.00
56034720.00
ING Bank NV
ING Bank NV 0.460000%
923PAG003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
24000000.00
24000000.00
0.0017
N
24014880.00
24014880.00
ING Bank NV
ING Bank NV 0.300000%
923UQF007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
75000000.00
75000000.00
0.0052
N
75013500.00
75013500.00
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
51000000.00
51000000.00
0.0035
N
51010710.00
51010710.00
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
35000000.00
35000000.00
0.0024
N
35007350.00
35007350.00
ING Bank NV
ING Bank NV 0.320000%
924AEU000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
N
4000000.00
4000000.00
0.0003
N
4001080.00
4001080.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
80000000.00
79977777.77
0.0055
N
79989600.00
79989600.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
46899T004_0.0900_M140801_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
30381699.00
26219565.71
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
14522801.00
12435721.37
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
7656572.00
5788200.73
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
1668072.00
1440677.72
Freddie Mac
2043-05-15
3.000000
Government Agency Debt
629525.00
610600.25
GNMA
2038-01-16
2.750000
Government Agency Debt
32234638.00
20403875.56
GNMA
2038-04-20
2.750000
Government Agency Debt
42845261.00
26225204.66
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
7000000.00
7655574.54
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
2000000.00
2124695.54
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
100000000.00
100000000.00
0.0069
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M141029_2M54
0001168163
Other Repurchase Agreement
N
144A UBSCM 2007-FL1 D
2024-07-15
0.726800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8952893.00
8953099.12
144A/REG S CSMC SERIES 2010-17R
2037-01-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149110.00
155105.46
BCAP LLC 2012 RR1 TR
2046-12-26
0.339299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14538701.00
13748088.26
BEAR STAERNS COMMERCIAL MTGE
2038-09-11
5.936899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74697.00
71659.09
BEAR STEARNS CMBS 2007-TOP28
2042-09-12
6.147599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150591.00
129732.09
CGWF COML MTG 2013 RKWH
2030-11-15
3.952000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9012784.00
9047379.07
CITIGROUP MORTGAGE LOAN TRUST 2010-9
2035-11-26
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6308.00
5512.58
COMM 2010 C1 MORTGAGE TRUST
2046-07-12
6.079200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356752.00
368202.38
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.944200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175623.00
203430.35
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23840386.00
25041498.73
GE COML MTG SECS TR 2007 C1
2049-12-10
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2409653.00
2537571.04
GS MORTGAGE SEC TRUST 2010 C2
2043-12-10
4.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3360763.00
3235036.86
GS MTG SECS TR 2012-GCJ7
2045-05-12
5.906699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8590455.00
9154474.86
J P MORGAN MTG TR 2013-2
2043-05-25
3.720100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920361.00
2873447.79
JP MORGAN CHASE COMM
2047-05-15
5.371999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8542605.00
8984604.13
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16863000.00
19557249.48
JP MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
5.691799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11645869.00
12607359.97
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
524689.00
474293.20
RBSSP RESECURITIZATION TRUST 20
2039-10-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1400427.28
SASC 2001-9 B2
2031-07-25
7.319799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2370924.00
431609.00
WACHOVAI BANK COMM
2043-05-15
5.904200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5476431.00
5312817.64
First Tier Security
N/A
N/A
2014-10-29
2014-10-29
N
N
N
108000000.00
108000000.00
0.0074
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
108000000.00
108000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.416200%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-08-21
2014-12-22
N
N
N
129000000.00
129000000.00
0.0089
N
129017931.00
129017931.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.351600%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-10-22
2015-08-21
N
N
N
25000000.00
25000000.00
0.0017
N
25031525.00
25031525.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
130000000.00
130000000.00
0.0089
N
130002600.00
130002600.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PU92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
5000000.00
5000000.00
0.0003
N
5003650.00
5003650.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
13000000.00
13000000.00
0.0009
N
13006760.00
13006760.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.220000%
52952MH45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
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
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
16000000.00
15999706.66
0.0011
N
15999840.00
15999840.00
Lloyds Bank Plc
Lloyds Bank Plc 0.190000%
53943SK71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-07
2014-10-07
N
N
N
100000000.00
99964638.90
0.0069
N
99972000.00
99972000.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
11000000.00
11000000.00
0.0008
N
11010450.00
11010450.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
45000000.00
45000000.00
0.0031
N
45042750.00
45042750.00
Lloyds Bank Plc
Lloyds Bank Plc 0.370000%
53944LYR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
46000000.00
46000000.00
0.0032
N
46023920.00
46023920.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M140904_2M54
0000728612
Other Repurchase Agreement
N
144A CBAC 2006-2A A
2039-01-25
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6678449.00
1693942.79
AI REG S ENERGYXXI
2019-06-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560000.00
1645648.33
ALTERNATIVE LOAN TRUST 2006-46
2047-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
453011.00
247973.74
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2040-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11802753.00
11729426.36
AMERICAN HME MTGE ASSET TRUST 2006-5
2046-11-25
1.040899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10448297.00
3014173.98
ASBURY AUTOMOTIVE GROUP INC
2020-11-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
278170.14
BAMLL COML MTG SECS TR 2012 CLRN
2029-08-15
6.151799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10081848.00
10095468.58
BAMLL COML MTG SECS TR 2014 IP
2028-06-15
2.807599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3175697.00
3180224.92
BANC AMER FDG 2014-R3 TR
2035-06-26
2.562800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2028535.00
2076712.71
BANK OF AMERICA STRUCTURED NOTES
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14926704.00
4727125.16
BARCLAYS PLC
2099-12-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3837600.00
3853323.50
BOYD GAMING CORP
2018-12-01
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1425000.00
1521484.38
BRIGGS & STRATTON CORP
2020-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
39507.47
BSCMS 2007
2044-02-11
5.402999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7244285.00
5309428.24
CD 2007 CD4 COMML MTGE TR
2049-12-11
5.365999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43409.00
46113.60
CEMEX. S.A. DE C.V.
2018-10-15
4.976399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3360128.00
3596048.49
CITIGROUP INC
2099-12-29
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7305535.00
7460014.59
CITIGROUP MORTGAGE LOAN TRUST 2007-9
2037-05-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5551000.00
1743923.86
COMM 2014 KY0 MTG TR
2027-06-11
3.653000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1334218.00
1341100.82
CONVATEC HEALTHCARE E S A
2018-12-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
483240.00
524758.37
CRYSTAL RIVER CORP,KY
2047-09-22
1.554300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1050.00
CSMC SERIES 2009-4R
2036-04-26
4.293499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
991088.00
892221.73
CWALT 2005-17 2A2
2035-07-25
0.711999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.06
CWALT 2007
2037-08-25
0.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9200000.00
2928178.80
CWALT INC 2004 2CB
2035-04-25
0.555000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6773678.00
1635559.53
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.405000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4850647.00
1551513.91
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.385000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3.00
0.40
DEUTSCHE ALT-A SECURITIES MTG LOAN TRUST, SERIES 2
2047-08-25
0.344999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4284563.00
1925596.70
EDP FINANCE B V
2021-01-14
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1415000.00
1492795.52
GS MORTGAGE SECURIITES CORPORAT
2049-03-18
5.536600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9109229.00
3179018.78
GS MTGE 2006
2039-11-14
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3795768.00
902703.22
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.286200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1319798.00
407032.15
HARBORVIEW MTG LN TR 2004-11
2035-01-19
0.506199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31264054.00
3256003.76
HARBORVIEW MTG LOAN TRUST 2000-1
2046-05-19
0.354999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.29
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.396200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9412485.00
5509991.45
HARBORVIEW MTGE LOAN TRUST 2000-1
2036-01-19
0.495000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.01
HILAND PARTNERS LP HILAND PARTNERS FIN CORP
2020-10-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2676156.00
2921470.30
HVMLT
2036-03-19
0.395000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21364628.00
5638150.25
HVMLT
2036-12-19
0.346200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8564958.00
2983742.95
HVMLT
2046-07-19
0.385000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000000.00
297299.63
HVMLT 2005-9 B5
2035-06-20
1.153000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2548589.48
INDYMAC INDB MTGE LOAN TRUST 2006-1
2036-07-25
0.225000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46842453.00
3576838.97
J C PENNY
2036-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
154000.00
129940.71
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.804999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3208308.00
3415051.37
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7954223.00
8468261.13
K HOVNANIAN ENT
2016-05-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
495000.00
532537.50
LBUBS 2005-C7
2040-11-19
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
418597.95
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17593954.00
4588392.23
MERRILL LYNCH MTG 2007 C1
2050-06-12
0.811500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14744428.00
6949878.90
MERRILL LYNCH MTG INVESTORS 2004
2030-07-25
1.082000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
388785.12
ML CFC COMMERCIAL MTG TRUST 2007 5
2048-08-14
5.479000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3826726.00
1934531.28
MLCFC 2007-9 AJ
2049-09-12
6.192999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7548736.00
7360580.19
MORGAN STANLEY CAPITAL I INC
2049-04-15
5.906100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3112371.00
627842.83
MUELLER WATER PRODUCTS INC
2020-09-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
256412.00
290119.49
MUSTANG MERGER CORP
2021-08-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
985000.00
1102406.53
NEW PLAN EXCEL REALTY
2015-01-15
5.299999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
993628.00
1008388.90
NORTEK INC
2018-12-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350886.00
1461208.36
QANTAS AIRWAYS LTD
2016-04-15
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11620250.00
12410123.59
RALI SERIES 2006 QS12 TRUST
2036-09-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3219263.00
688744.27
RAST 2006
2037-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9754810.00
2456922.25
REGS/3(C)(7)CRYSTAL RIVER RESECURITIZATION
2047-09-22
1.004300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
525.00
SARM
2035-05-25
1.518000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24054684.00
4908813.80
SEALED AIR CORP
2021-09-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1175000.00
1360519.45
SEMINOLE HARD ROCK ENTERTAINMENT INC
2021-05-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
730000.00
722629.03
SWIFT SVCS HOLDINGS
2018-11-15
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
258046.00
281556.86
TAMINCO GLOBAL CHEM CORP
2020-03-31
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
33908.12
TENET HEALTHCARE CORP
2020-08-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
621.00
690.86
TEXAS INDUSTRIES INC
2020-08-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
126140.00
148549.12
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3875911.00
4155030.43
VULCAN MATERIALS CO,NJ
2018-06-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
97498.00
111532.30
WACHOVIA COMM MTG
2020-06-15
0.351800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2934709.07
WAMU MTGE CTFS
2047-01-25
0.817699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6.00
1.79
WMALT 2006
2046-10-25
0.970899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17032869.00
3586893.69
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
155000000.00
155000000.00
0.0107
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
155000000.00
155000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
992JYF009_0.0700_M140806_2M54
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2061-06-20
4.719999
Government Agency Debt
5000000.00
5367583.48
GNMA
2063-10-20
2.161999
Government Agency Debt
2166855.00
2284006.37
GNMA
2064-05-20
4.626000
Government Agency Debt
5064222.00
5643332.68
GNMA
2064-05-20
4.649000
Government Agency Debt
4594224.00
5131637.12
GNMA
2064-06-20
2.169999
Government Agency Debt
5092601.00
5342175.79
GNMA
2064-06-20
2.230999
Government Agency Debt
5087212.00
5358697.00
GNMA
2064-06-20
2.250999
Government Agency Debt
5111083.00
5391685.72
GNMA
2064-06-20
4.610000
Government Agency Debt
5093704.00
5693256.73
GNMA
2064-06-20
4.621999
Government Agency Debt
5036290.00
5620090.02
GNMA
2064-06-20
4.633000
Government Agency Debt
5056075.00
5667535.64
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
50000000.00
50000000.00
0.0034
N
49999500.00
49999500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-08
2014-10-08
N
N
N
1000000.00
1000000.00
0.0001
N
1000060.00
1000060.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
10000000.00
10000000.00
0.0007
N
10000700.00
10000700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ANB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
36000000.00
36000000.00
0.0025
N
36001080.00
36001080.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
4000000.00
4000000.00
0.0003
N
3999640.00
3999640.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
N
32000000.00
32000000.00
0.0022
N
31997120.00
31997120.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
67000000.00
67000000.00
0.0046
N
66991290.00
66991290.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
17000000.00
17000000.00
0.0012
N
16997790.00
16997790.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LRW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-15
2014-10-15
N
N
N
7000000.00
7000000.00
0.0005
N
7000560.00
7000560.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LSJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-17
2014-10-17
N
N
N
55000000.00
55000000.00
0.0038
N
55004950.00
55004950.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LSS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-22
2014-10-22
N
N
N
22000000.00
22000000.00
0.0015
N
22001980.00
22001980.00
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
64000000.00
64000000.00
0.0044
N
64005760.00
64005760.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
29000000.00
29000000.00
0.0020
N
29000290.00
29000290.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LZU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
15000000.00
15000000.00
0.0010
N
15000000.00
15000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LZZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
21000000.00
21000000.00
0.0014
N
20999580.00
20999580.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.090000%
60686N005_0.0900_M140801_2M54
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2014-10-02
0.00
Treasury Debt
15460200.00
15459380.61
United States Treasury Department
2017-01-31
3.125000
Treasury Debt
9494700.00
10040645.25
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
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
2014-08-01
2014-08-01
N
N
N
290000000.00
290000000.00
0.0199
Security is a time deposit.
N
290000000.00
290000000.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1HC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
21000000.00
20998716.67
0.0014
N
20999160.00
20999160.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1JF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
28000000.00
27993000.00
0.0019
N
27994680.00
27994680.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1JJ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
45000000.00
44988000.00
0.0031
N
44990550.00
44990550.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1JR3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
44000000.00
43985883.33
0.0030
N
43988560.00
43988560.00
Nationwide Building Society
Nationwide Building Society 0.190000%
6385E1KA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
N
N
3000000.00
2998891.67
0.0002
N
2998950.00
2998950.00
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
41000000.00
41000000.00
0.0028
N
41000410.00
41000410.00
Natixis SA
Natixis SA 0.220000%
63873E2Z3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
11000000.00
11000000.00
0.0008
N
11000220.00
11000220.00
Natixis SA
Natixis SA 0.240000%
63873E3T6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
40000000.00
40000000.00
0.0028
N
40001600.00
40001600.00
Natixis SA
Natixis SA 0.220000%
63873E4P3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
36000000.00
36000000.00
0.0025
N
36000720.00
36000720.00
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.100000%
6323A1H58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
Y
Natixis SA
N/A
N/A
N
13000000.00
12999855.55
0.0009
N
12999870.00
12999870.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.260000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
12765000.00
12765000.00
0.0009
N
12765000.00
12765000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.260000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.070000%
65558EZ84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
145000000.00
145000000.00
0.0100
N
144998550.00
144998550.00
Northern Trust Co
Northern Trust Co 0.060000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
100000000.00
100000000.00
0.0069
Security is a time deposit.
N
99999440.00
99999440.00
NRW.BANK
NRW.BANK 0.075000%
62939MH42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
10000000.00
9999937.50
0.0007
N
9999900.00
9999900.00
NRW.BANK
NRW.BANK 0.080000%
62939MH59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
72000000.00
71999360.00
0.0050
N
71999280.00
71999280.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UMF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14260000.00
14247609.65
0.0010
N
14252299.60
14252299.60
Old Line Funding, LLC
Old Line Funding, LLC 0.215500%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
50000000.00
0.0034
N
50001000.00
50001000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PH52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
37000000.00
36998234.36
0.0025
N
36998150.00
36998150.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.080000%
69033PJ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
35000000.00
35000000.00
0.0024
N
35000000.00
35000000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033PYM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
N
N
50000000.00
50000000.00
0.0034
N
50008000.00
50008000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.190000%
69033RHL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-20
2014-08-20
N
N
N
7000000.00
6999298.06
0.0005
N
6999580.00
6999580.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033RL79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
12500000.00
12491493.06
0.0009
N
12494000.00
12494000.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBD3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
25000000.00
25000000.00
0.0017
N
25006500.00
25006500.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
54000000.00
54000000.00
0.0037
N
54014040.00
54014040.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21684BRV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
126000000.00
126000000.00
0.0087
N
126000000.00
126000000.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-08
2015-05-07
N
N
N
118000000.00
118000000.00
0.0081
N
117917600.60
117917600.60
Rabobank Nederland
Rabobank Nederland 0.225500%
21684BZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2015-04-20
N
N
N
145000000.00
145000000.00
0.0100
N
145005800.00
145005800.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.250000%
76582KH53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
9000000.00
8999750.00
0.0006
N
8999820.00
8999820.00
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
5000000.00
4999741.67
0.0003
N
4999850.00
4999850.00
Royal Bank of Canada
Royal Bank of Canada 0.282100%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-10-07
2015-08-07
N
N
N
75000000.00
75000000.00
0.0052
N
75002250.00
75002250.00
Royal Bank of Canada
Royal Bank of Canada 0.322100%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2015-08-04
N
N
N
100000000.00
100000000.00
0.0069
N
100009000.00
100009000.00
Royal Bank of Canada
Royal Bank of Canada 0.324600%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-10-01
2015-07-31
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Royal Bank of Canada
Royal Bank of Canada 0.254200%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-10-17
N
N
N
18000000.00
18000000.00
0.0012
N
18003240.00
18003240.00
Royal Bank of Canada
Royal Bank of Canada 0.235500%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2015-03-04
N
N
N
50000000.00
50000000.00
0.0034
N
50001500.00
50001500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MHK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
25000000.00
24997500.00
0.0017
N
24998250.00
24998250.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MJ35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999450.00
0.0002
N
2999580.00
2999580.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MJB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-11
2014-09-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
25000000.00
24994590.28
0.0017
N
24995750.00
24995750.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MJC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
40000000.00
39991600.00
0.0028
N
39992800.00
39992800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MJC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
22000000.00
21995123.34
0.0015
N
21996040.00
21996040.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MJF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4998812.50
0.0003
N
4999050.00
4999050.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MNP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
10000000.00
9987847.22
0.0007
N
9988400.00
9988400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HWX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
74000000.00
74000000.00
0.0051
N
74008140.00
74008140.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051HZS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
3000000.00
3000000.00
0.0002
N
3000120.00
3000120.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051HZV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-16
2014-12-16
N
N
N
70000000.00
70000000.00
0.0048
N
70002800.00
70002800.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.220000%
8574P1CZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
145000000.00
145000000.00
0.0100
N
145007250.00
145007250.00
State Street Corp
State Street Corp 0.210000%
85747KM84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-08
2014-12-08
N
N
N
72000000.00
71945820.00
0.0049
N
71951760.00
71951760.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562U3N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
23000000.00
23000000.00
0.0016
N
23000690.00
23000690.00
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
29000000.00
29000000.00
0.0020
N
29000000.00
29000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562U6C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
14000000.00
14000000.00
0.0010
N
14000000.00
14000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U6W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U7L0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
8000000.00
8000000.00
0.0006
N
8000000.00
8000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UB35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
9000000.00
9000000.00
0.0006
N
9000990.00
9000990.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UJ37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
N
N
18000000.00
18000000.00
0.0012
N
18001080.00
18001080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UMH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-14
2014-10-14
N
N
N
31000000.00
31000000.00
0.0021
N
31005270.00
31005270.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UP55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-14
2014-10-14
N
N
N
1000000.00
1000000.00
0.0001
N
1000060.00
1000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562URN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
80000000.00
80000000.00
0.0055
N
80037600.00
80037600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562USN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
27000000.00
27000000.00
0.0019
N
27000810.00
27000810.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UVV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
31000000.00
31000000.00
0.0021
N
31002170.00
31002170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UXB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-10
2014-09-10
N
N
N
27000000.00
27000000.00
0.0019
N
27002160.00
27002160.00
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
17000000.00
17000000.00
0.0012
N
17000170.00
17000170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YAL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
35000000.00
35000000.00
0.0024
N
35000000.00
35000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YAV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
12000000.00
12000000.00
0.0008
N
12000000.00
12000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YBM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
54000000.00
54000000.00
0.0037
N
53994600.00
53994600.00
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
46000000.00
46000000.00
0.0032
N
46000920.00
46000920.00
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
78000000.00
78000000.00
0.0054
N
78002340.00
78002340.00
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
23000000.00
23000000.00
0.0016
N
23000920.00
23000920.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KNM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-16
2014-09-16
N
N
N
4000000.00
4000000.00
0.0003
N
4000160.00
4000160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KNW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
42000000.00
42000000.00
0.0029
N
42002100.00
42002100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KPH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
13000000.00
13000000.00
0.0009
N
12999610.00
12999610.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KPT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
35000000.00
35000000.00
0.0024
N
34998950.00
34998950.00
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
2014-08-01
2014-08-01
N
N
N
288000000.00
288000000.00
0.0198
Security is a time deposit.
N
288000000.00
288000000.00
Swedbank AB
Swedbank AB 0.255000%
87019SKM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
40000000.00
39977050.00
0.0027
N
39984800.00
39984800.00
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
33000000.00
32979430.00
0.0023
N
32986140.00
32986140.00
Swedbank AB
Swedbank AB 0.070000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
N
N
143000000.00
143000000.00
0.0098
Security is a time deposit.
N
142999556.70
142999556.70
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UJN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-22
2014-09-22
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
7000000.00
6997775.55
0.0005
N
6997970.00
6997970.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UK66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8000000.00
7996773.33
0.0005
N
7996960.00
7996960.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UKM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14100000.00
14093020.50
0.0010
N
14093373.00
14093373.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UNL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14000000.00
13985284.49
0.0010
N
13985860.00
13985860.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.205000%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-29
2014-09-02
N
N
N
98000000.00
98000000.00
0.0067
N
98003920.00
98003920.00
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
55000000.00
55000000.00
0.0038
N
55009350.00
55009350.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112UGV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.224200%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2015-06-17
N
N
N
50000000.00
50000000.00
0.0034
N
50041000.00
50041000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112UJT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
57000000.00
57000000.00
0.0039
N
57005700.00
57005700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112UNB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
38000000.00
38000000.00
0.0026
N
38000000.00
38000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.226200%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-21
2015-07-21
N
N
N
92000000.00
92000000.00
0.0063
N
92004600.00
92004600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112UPZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
105000000.00
105000000.00
0.0072
N
105000000.00
105000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.205000%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
24000000.00
24000000.00
0.0017
N
23999520.00
23999520.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.240000%
89233HKM5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
36000000.00
35980560.00
0.0025
N
35991360.00
35991360.00
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
42000000.00
42000000.00
0.0029
N
42002940.00
42002940.00
UBS AG
UBS AG 0.180000%
90267RYE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-26
2014-09-26
N
N
N
74000000.00
74000000.00
0.0051
N
74002220.00
74002220.00
United States Treasury Department
United States Treasury Department 0.070000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-08-01
2016-01-31
N
N
N
103000000.00
102981082.33
0.0071
N
102988258.00
102988258.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2014-08-01
2016-07-31
N
N
N
63000000.00
63000000.00
0.0043
N
62911926.00
62911926.00
Wells Fargo & Co
Wells Fargo & Co 0.210000%
9497F1MB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-11
2014-12-11
N
N
N
37000000.00
36971510.00
0.0025
N
36978170.00
36978170.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222500%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-11
2015-01-09
N
N
N
100000000.00
100000000.00
0.0069
N
100007000.00
100007000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.221500%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-14
2015-01-14
N
N
N
91000000.00
91000000.00
0.0063
N
91006370.00
91006370.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-07
2015-04-07
N
N
N
107000000.00
107000000.00
0.0074
N
107003210.00
107003210.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-18
2014-11-18
N
N
N
34000000.00
34000000.00
0.0023
N
34003400.00
34003400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226200%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-19
2014-11-18
N
N
N
55000000.00
55000000.00
0.0038
N
55005500.00
55005500.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.320600%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-09-15
2015-08-14
N
N
N
135000000.00
135000000.00
0.0093
N
135000540.00
135000540.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225200%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-04
2015-05-01
N
N
N
38000000.00
38000000.00
0.0026
N
38001520.00
38001520.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.210000%
94988E3W6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
11000000.00
11000000.00
0.0008
N
11000330.00
11000330.00
Westpac Banking Corp
Westpac Banking Corp 0.224300%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-27
2015-03-27
N
N
N
40000000.00
40000000.00
0.0028
N
40019200.00
40019200.00
Westpac Banking Corp
Westpac Banking Corp 0.235500%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2015-05-05
N
N
N
50000000.00
50000000.00
0.0034
N
50002000.00
50002000.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-11
2015-05-11
N
N
N
20000000.00
20000000.00
0.0014
N
20000800.00
20000800.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
9612C4KV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-01
2015-01-12
N
N
N
95000000.00
95000000.00
0.0065
N
95003800.00
95003800.00
Westpac Banking Corp
Westpac Banking Corp 0.226200%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2015-02-19
N
N
N
40000000.00
40000000.00
0.0028
N
40016400.00
40016400.00
Westpac Banking Corp
Westpac Banking Corp 0.232000%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2015-06-12
N
N
N
46000000.00
46000000.00
0.0032
N
46001840.00
46001840.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
688703.94
688703.94
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
151807.82
151807.82
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1167852.97
1167852.97
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
198439.92
198439.92