0001145549-14-009446.txt : 20141229
0001145549-14-009446.hdr.sgml : 20141225
20141107143804
ACCESSION NUMBER: 0001145549-14-009446
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20141031
FILED AS OF DATE: 20141107
DATE AS OF CHANGE: 20141107
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: 141204368
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-10-31
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
51
86
11246663912.79
4051640.25
30680401.80
11220035151.24
0.0021
1.0001
2014-10-31
1.0001
2014-10-31
C000012383
25000.00
7419893413.29
1.00
-99945317.68
86087542.42
186032860.10
0.0001
1.0001
2014-10-31
1.0001
2014-10-31
C000012384
1000000.00
1125279919.41
1.00
-14730047.08
24412528.16
39142575.24
0.0001
1.0001
2014-10-31
1.0001
2014-10-31
C000012385
3000000.00
812554156.74
1.00
-2628345.73
18303850.08
20932195.81
0.0001
1.0001
2014-10-31
1.0001
2014-10-31
C000038267
10000000.00
1862307661.80
1.00
24394479.66
66528574.86
42134095.20
0.0001
1.0001
2014-10-31
1.0001
2014-10-31
Abbey National North America, LLC
Abbey National North America, LLC 0.060000%
0027A1L31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
Y
Santander UK Plc
N/A
N/A
N
48000000.00
48000000.00
0.0043
N
47999721.60
47999721.60
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-11
2015-02-11
N
Y
Santander UK Plc
N/A
N/A
N
5000000.00
5000000.00
0.0004
N
4999550.00
4999550.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.302000%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-12-05
N
Y
Santander UK Plc
N/A
N/A
N
59000000.00
59000000.00
0.0053
N
59001180.00
59001180.00
Alpine Securitization Corp
Alpine Securitization Corp 0.080000%
02086ML36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
42000000.00
42000000.00
0.0037
N
41999580.00
41999580.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
10000000.00
10000000.00
0.0009
Security is a time deposit.
N
10000000.00
10000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005_M141106
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
90000000.00
90000000.00
0.0080
Security is a time deposit.
N
90000121.50
90000121.50
Automatic Data Processing, Inc
Automatic Data Processing, Inc 0.090000%
0530A3L63
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
30000000.00
29999775.00
0.0027
N
29999700.00
29999700.00
Bank of America, NA
Bank of America, NA 0.352000%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-11-05
2015-03-05
N
N
N
34000000.00
34000000.00
0.0030
N
34000578.00
34000578.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HCJ2
Other Note
N
First Tier Security
N/A
N/A
2014-12-08
2014-12-08
N
N
N
15000000.00
15000000.00
0.0013
N
15002400.00
15002400.00
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
13000000.00
13000000.00
0.0012
N
13002210.00
13002210.00
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
57000000.00
57000000.00
0.0051
N
57016530.00
57016530.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDZ5
Other Note
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
20000000.00
20000000.00
0.0018
N
20004600.00
20004600.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HED3
Other Note
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
89000000.00
89000000.00
0.0079
N
89024030.00
89024030.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAM9
Other Note
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
25000000.00
25000000.00
0.0022
N
25002250.00
25002250.00
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
25000000.00
25000000.00
0.0022
N
25001000.00
25001000.00
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
19000000.00
18999809.85
0.0017
N
19001520.00
19001520.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CAG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
20000000.00
20000000.00
0.0018
N
19994800.00
19994800.00
Bank of Montreal
Bank of Montreal 0.170000%
06366CFZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
195000000.00
195000000.00
0.0174
N
194972700.00
194972700.00
Bank of New York Mellon
Bank of New York Mellon 0.050000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
168000000.00
168000000.00
0.0150
Security is a time deposit.
N
168000000.00
168000000.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.070000%
06405XL37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
60000000.00
60000000.00
0.0053
N
59999700.00
59999700.00
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
90000000.00
90000000.00
0.0080
N
90017100.00
90017100.00
Bank of Nova Scotia
Bank of Nova Scotia 0.222000%
06417HRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-28
2015-04-28
N
N
N
27000000.00
27000000.00
0.0024
N
27000540.00
27000540.00
Bank of the West
Bank of the West 0.260000%
06426GET0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2014-11-10
N
N
N
36000000.00
36000000.00
0.0032
N
36002160.00
36002160.00
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
20000000.00
20000000.00
0.0018
N
20001200.00
20001200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HFJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
N
18000000.00
18000000.00
0.0016
N
18000900.00
18000900.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HGM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
40000000.00
40000000.00
0.0036
N
40002400.00
40002400.00
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
59000000.00
59000000.00
0.0053
N
59015930.00
59015930.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HXM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
N
N
45000000.00
45000000.00
0.0040
N
45005850.00
45005850.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HXQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
N
N
10000000.00
10000000.00
0.0009
N
10001300.00
10001300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HYJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
86000000.00
86000000.00
0.0077
N
86008600.00
86008600.00
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
60000000.00
60000000.00
0.0053
N
60009600.00
60009600.00
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
24000000.00
24000000.00
0.0021
N
24003840.00
24003840.00
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
4000000.00
4000000.00
0.0004
N
4000640.00
4000640.00
Barclays Bank Plc
Barclays Bank Plc 0.360000%
06741XL30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
59000000.00
59000000.00
0.0053
N
59005310.00
59005310.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M141103_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-11-30
0.875000
Treasury Debt
9744400.00
9850085.69
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
9653950.00
9653950.00
0.0009
N
9653950.00
9653950.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M141107_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-04-01
5.000000
Government Agency Debt
10851259.00
288435.95
Fannie Mae
2017-02-01
5.000000
Government Agency Debt
15850070.00
307795.95
Fannie Mae
2017-02-01
5.000000
Government Agency Debt
30493188.00
306357.38
Fannie Mae
2017-03-01
5.500000
Government Agency Debt
5677030.00
278271.42
Fannie Mae
2017-08-01
6.000000
Government Agency Debt
3865405.00
310557.20
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
10385425.00
320791.51
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
1948836.00
299465.76
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
10000000.00
313432.89
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
6199429.00
297160.70
Fannie Mae
2018-01-01
6.000000
Government Agency Debt
3068076.00
283639.41
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
8000000.00
317508.19
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
6412879.00
291597.83
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
8000000.00
287465.42
Fannie Mae
2018-05-01
6.000000
Government Agency Debt
1731305.00
273722.12
Fannie Mae
2018-08-01
5.500000
Government Agency Debt
3659010.00
280580.73
Fannie Mae
2018-09-01
5.500000
Government Agency Debt
3471531.00
298003.58
Fannie Mae
2019-03-01
6.000000
Government Agency Debt
1849999.00
275490.96
Fannie Mae
2019-08-01
4.000000
Government Agency Debt
1877310.00
321145.68
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
2610000.00
291400.81
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
999991.00
270215.48
Fannie Mae
2020-06-01
3.500000
Government Agency Debt
1165000.00
297703.47
Fannie Mae
2020-07-01
5.500000
Government Agency Debt
2715718.00
315425.74
Fannie Mae
2020-10-01
5.000000
Government Agency Debt
3675000.00
289531.47
Fannie Mae
2020-11-01
5.500000
Government Agency Debt
2920190.00
311156.13
Fannie Mae
2020-12-01
5.500000
Government Agency Debt
6000000.00
315460.63
Fannie Mae
2021-03-01
5.500000
Government Agency Debt
2377759.00
296566.61
Fannie Mae
2022-01-01
5.000000
Government Agency Debt
4546086.00
321672.65
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
3621029.00
319410.38
Fannie Mae
2022-10-01
5.500000
Government Agency Debt
2369256.00
272381.58
Fannie Mae
2023-04-01
4.500000
Government Agency Debt
3357430.00
311455.28
Fannie Mae
2023-04-01
5.000000
Government Agency Debt
3653730.00
303905.66
Fannie Mae
2023-08-01
5.500000
Government Agency Debt
2548617.00
315079.55
Fannie Mae
2023-08-28
2.660000
Government Agency Debt
8433000.00
8240348.12
Fannie Mae
2023-11-01
5.500000
Government Agency Debt
3755892.00
271175.85
Fannie Mae
2024-04-01
6.000000
Government Agency Debt
2290000.00
298980.95
Fannie Mae
2024-06-01
5.000000
Government Agency Debt
3132599.00
302708.89
Fannie Mae
2024-07-01
4.500000
Government Agency Debt
2045095.00
271425.02
Fannie Mae
2024-07-01
5.500000
Government Agency Debt
1141521.00
315859.76
Fannie Mae
2025-04-01
4.500000
Government Agency Debt
1261208.00
274321.98
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
1249160.00
301788.90
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
834473.00
284428.81
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
976520.00
318146.23
Fannie Mae
2025-12-01
5.000000
Government Agency Debt
3250000.00
321863.28
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
879497.00
310071.99
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1350830.00
299152.41
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
1137419.00
283044.21
Fannie Mae
2029-05-01
3.000000
Government Agency Debt
306911.00
312491.99
Fannie Mae
2029-09-01
8.500000
Government Agency Debt
1079535.00
276459.02
Fannie Mae
2031-03-01
6.500000
Government Agency Debt
12462833.00
291136.12
Fannie Mae
2032-08-01
4.500000
Government Agency Debt
1023189.00
290600.23
Fannie Mae
2032-08-01
7.000000
Government Agency Debt
4087300.00
295253.71
Fannie Mae
2035-04-01
7.000000
Government Agency Debt
8799781.00
276937.98
Fannie Mae
2035-08-01
7.000000
Government Agency Debt
432689.00
304114.89
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
2703129.00
277870.84
Fannie Mae
2036-01-01
7.000000
Government Agency Debt
5603711.00
299882.68
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
2321129.00
311583.63
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
5499897.00
274184.47
Fannie Mae
2036-11-01
7.000000
Government Agency Debt
16384619.00
294411.29
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
14834245.00
292476.76
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
1942801.00
279224.31
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
3557409.00
275718.84
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
2044877.00
285287.11
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1079453.00
292404.16
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
707855.00
319749.47
Fannie Mae
2038-08-01
5.000000
Government Agency Debt
3463390.00
291425.93
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
1145000.00
302216.85
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
2974551.00
308225.26
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
424206.00
299276.85
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
300812.00
272980.03
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
475993.00
303235.57
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
1000000.00
321775.61
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
347000.00
282782.41
Fannie Mae
2042-04-01
5.000000
Government Agency Debt
416212.00
316972.52
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
302941.00
310088.42
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
309000.00
288814.63
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
346724.00
321852.11
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
408157.00
315300.15
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
318208.00
294061.06
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
303660.00
285012.55
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
319239.00
297668.96
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
300000.00
294094.18
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
293158.00
286872.36
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
291416.00
286186.86
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
278478.00
273397.01
Fannie Mae
2043-07-01
3.500000
Government Agency Debt
274813.00
271644.56
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
344563.00
320997.47
Fannie Mae
2043-10-01
3.000000
Government Agency Debt
295395.00
280042.66
Fannie Mae
2043-11-01
3.000000
Government Agency Debt
295259.00
282092.06
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
278000.00
300128.83
Fannie Mae
2044-09-01
4.000000
Government Agency Debt
265000.00
282209.53
Freddie Mac
2017-10-01
5.000000
Government Agency Debt
13182824.00
284945.33
Freddie Mac
2018-10-01
5.000000
Government Agency Debt
3062007.00
141344.84
Freddie Mac
2019-12-01
5.000000
Government Agency Debt
2665000.00
312710.90
Freddie Mac
2020-04-01
5.500000
Government Agency Debt
3623374.00
322305.23
Freddie Mac
2020-06-01
5.000000
Government Agency Debt
3440155.00
281231.92
Freddie Mac
2021-07-01
5.500000
Government Agency Debt
100428.00
8025.26
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
3937056.00
315252.01
Freddie Mac
2022-01-01
5.000000
Government Agency Debt
3466000.00
277036.96
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
4006585.00
311704.57
Freddie Mac
2022-06-01
6.000000
Government Agency Debt
2561855.00
290518.56
Freddie Mac
2023-08-01
5.500000
Government Agency Debt
3000000.00
293041.30
Freddie Mac
2023-09-01
5.000000
Government Agency Debt
2630000.00
301593.23
Freddie Mac
2023-12-01
5.500000
Government Agency Debt
4836201.00
308316.97
Freddie Mac
2024-07-01
5.000000
Government Agency Debt
2458743.00
312439.06
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
1395000.00
321704.93
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
1142473.00
287346.10
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
1100000.00
278101.77
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1015000.00
316993.62
Freddie Mac
2026-01-01
7.000000
Government Agency Debt
25000000.00
314272.51
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
1471676.00
296635.62
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
921513.00
274176.03
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
856198.00
319251.33
Freddie Mac
2026-06-01
5.500000
Government Agency Debt
3350000.00
283942.07
Freddie Mac
2028-01-01
5.500000
Government Agency Debt
2650000.00
317478.36
Freddie Mac
2028-11-01
5.500000
Government Agency Debt
4200000.00
301582.13
Freddie Mac
2029-05-01
5.000000
Government Agency Debt
1529876.00
280784.60
Freddie Mac
2029-06-01
4.500000
Government Agency Debt
1411603.00
311574.79
Freddie Mac
2029-07-01
6.500000
Government Agency Debt
31920080.00
296362.07
Freddie Mac
2029-08-01
6.500000
Government Agency Debt
13478545.00
312813.17
Freddie Mac
2030-05-01
5.000000
Government Agency Debt
751694.00
284865.76
Freddie Mac
2033-01-01
7.000000
Government Agency Debt
6180000.00
294784.38
Freddie Mac
2034-03-01
6.500000
Government Agency Debt
1268612.00
302754.45
Freddie Mac
2035-02-01
6.500000
Government Agency Debt
3554850.00
320422.91
Freddie Mac
2036-06-01
5.500000
Government Agency Debt
2187650.00
311131.09
Freddie Mac
2037-09-01
5.500000
Government Agency Debt
3126597.00
276229.51
Freddie Mac
2037-11-01
6.500000
Government Agency Debt
1000000.00
291098.52
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
2280000.00
317512.67
Freddie Mac
2038-03-01
5.500000
Government Agency Debt
3012400.00
283962.72
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
2052116.00
314016.12
Freddie Mac
2040-10-01
5.000000
Government Agency Debt
850752.00
313106.88
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
297064.00
295786.23
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
300000.00
277549.19
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
300000.00
280266.89
Freddie Mac
2043-05-01
3.500000
Government Agency Debt
271624.00
273892.21
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
320777.00
289689.25
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
347554.00
302497.72
Freddie Mac
2044-01-01
4.500000
Government Agency Debt
275470.00
272164.06
Freddie Mac
2044-10-01
3.000000
Government Agency Debt
297007.00
298825.87
Freddie Mac
2044-10-01
3.500000
Government Agency Debt
300000.00
311060.00
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
47000000.00
47000000.00
0.0042
N
47000000.00
47000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.300000%
06737JPL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-20
2015-02-20
N
Y
Barclays Bank Plc
N/A
N/A
N
4000000.00
3996366.67
0.0004
N
3997280.00
3997280.00
Barclays US Funding Corp
Barclays US Funding Corp 0.300000%
06737JR15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
Barclays Bank Plc
N/A
N/A
N
44000000.00
43945366.66
0.0039
N
43951160.00
43951160.00
Bennington Stark Capital Co, LLC
Bennington Stark Capital Co, LLC 0.320000%
08224MMB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-11
2014-12-11
N
N
Y
Credit / Liquidity
SOCIETE GENERALE
N/A
N/A
33000000.00
32988853.33
0.0029
N
32993730.00
32993730.00
BNP Paribas
BNP Paribas 0.250000%
05572NVN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
44000000.00
44000000.00
0.0039
N
44002640.00
44002640.00
BNP Paribas
BNP Paribas 0.250000%
05572NVQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
84000000.00
84000000.00
0.0075
N
84005040.00
84005040.00
BNP Paribas
BNP Paribas 0.245000%
05572NVR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
26000000.00
26000000.00
0.0023
N
26001820.00
26001820.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.230000%
923JDF006_0.2300_M141105_2MN4
0001197610
Other Repurchase Agreement
N
AMERICAN ELEC PWR INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
849984.49
AMERICAN TOWER CORP NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
267623.40
ANWORTH MORTGAGE ASSET CP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
394513.98
APACHE CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
607617.15
ARCHER DANIELS MIDLAND CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
9036.52
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
129632.66
DOMINION RES INC VA NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
850012.50
DUKE ENERGY CORP NEW COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
849973.41
EQUITY RESIDENTIAL SH BEN I
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
12370.54
FAIR ISAAC CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
408054.24
FREEPORT-MCMORAN COPPER & GOCOM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
82414.80
GALLAGHER ARTHUR J & CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11812.06
ITC HLDGS CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
850000.50
LASALLE HOTEL PPTYS COM SH B
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
248101.12
LAZARD LTD SHS A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
828645.10
MACYS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
412132.20
MONSTER WORLDWIDE INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
850034.28
NEUSTAR INC CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
199061.28
NEW YORK TIMES CO CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
795689.44
NISOURCE INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
850026.94
PEPSICO INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
781556.15
PFIZER INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1879.92
Q2 HLDGS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5096.00
QUINTILES TRANSNATIO HLDGS ICOM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
825245.40
REGIONS FINANCIAL CORP NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
740793.76
RICE ENERGY INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
850014.88
RITE AID CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
194027.26
STANCORP FINL GROUP INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
849996.17
STANLEY BLACK & DECKER INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
267371.28
TABLEAU SOFTWARE INC CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
844743.61
TEJON RANCH CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3452.30
TUTOR PERINI CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
846632.60
VOYA FINL INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
847814.12
WHIRLPOOL CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
70607.70
WILLIAMS COS INC DEL COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
378510.00
XEROX CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
836326.47
Unrated Security
N/A
N/A
2014-11-05
2014-11-05
N
Y
BNP Paribas
N/A
N/A
N
17000000.00
17000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
17000000.00
17000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M141103_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
59906240.00
47494921.31
Fannie Mae
2023-08-01
2.500000
Government Agency Debt
59522773.00
51385078.77
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
96000000.00
96000000.00
0.0086
N
96000000.00
96000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M141107_2MN4
0001197610
Other Repurchase Agreement
N
144A FREMF 2014-K36 C
2046-12-25
4.501699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17832.00
18021.29
BROWN & BROWN INC
2024-09-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4940.00
4996.56
EVEREST REINSURANCE HOLDINGS INC
2044-06-01
4.868000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5380868.00
5488985.18
IMPWERIAL CMB TRUST SERIES 1998-2
2035-10-25
0.494500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.61
PETROBRAS GLOBAL FIN B V
2019-01-15
2.370600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
517863.00
517113.96
PRUDENTIAL FINCL INC,NJ
2037-12-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6.00
7.89
STATE GRID OVERSEAS INVT 2014 LTD
2019-05-07
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
442148.00
452777.97
WALMART STORES INC
2037-08-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8760.00
12009.28
WESTVACO CORP
2031-02-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
665109.00
863659.56
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
7000000.00
7000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
7000700.00
7000700.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M141107_2MN4
0001197610
Other Repurchase Agreement
N
ALTERNATIVE LOAN TRUST
2037-03-25
0.554499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23869417.00
5708223.46
ALTERNATIVE LOAN TRUST 2006-45T1
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42873.00
21987.40
CWALT INC 2005 13CB
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3616803.00
2083213.18
DEUTSCHE BK FINL LLC
2015-03-02
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000.00
3075.63
FEDERAL HOME LN MTG CORP MULTICLAS MTG PARTN
2019-12-25
2.075000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22795.00
21789.23
GSAA HOME EQUITY TRUST 2006 16
2036-10-25
0.322000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11621846.00
4457548.93
HOMEBANC MTG TR 2004-1
2034-12-25
5.969999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20442.00
2124.27
WELLS FARGO MTGE BCKD SEC 2007-8 TR
2037-07-25
0.524499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28800000.00
6102864.25
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
16000000.00
16000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
16001920.00
16001920.00
BPCE SA
BPCE SA 0.230000%
05571CL33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
BPCE SA
BPCE SA 0.230000%
05571CMK4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-19
2014-12-19
N
N
N
14000000.00
13995885.55
0.0012
N
13996220.00
13996220.00
BPCE SA
BPCE SA 0.240000%
05571CN56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
41000000.00
40982780.00
0.0037
N
40982780.00
40982780.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-11
2015-02-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17987500.03
0.0016
N
17990100.00
17990100.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FQ90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
11000000.00
10990375.00
0.0010
N
10991420.00
10991420.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FQH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
31000000.00
30971152.75
0.0028
N
30973340.00
30973340.00
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
51000000.00
50987533.34
0.0045
N
50990310.00
50990310.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
35000000.00
35000000.00
0.0031
N
34999650.00
34999650.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
23000000.00
23000000.00
0.0020
N
22999770.00
22999770.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
13606JJT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
60000000.00
60000000.00
0.0053
N
60000000.00
60000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.060000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
100000000.00
100000000.00
0.0089
Security is a time deposit.
N
100000000.00
100000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KPC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
17000000.00
16988076.38
0.0015
N
16989290.00
16989290.00
Cedar Springs Capital Co
Cedar Springs Capital Co 0.210000%
15060YM31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
Y
Guaranty
UBS AG
N/A
N/A
6000000.00
5998950.00
0.0005
N
5999160.00
5999160.00
Charta, LLC
Charta, LLC 0.250000%
16115XN27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61000000.00
60974583.34
0.0054
N
60980480.00
60980480.00
Charta, LLC
Charta, LLC 0.250000%
16115XPC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8993687.50
0.0008
N
8994960.00
8994960.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
41000000.00
41000000.00
0.0037
N
41007790.00
41007790.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
46000000.00
46000000.00
0.0041
N
46008740.00
46008740.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
13000000.00
13000000.00
0.0012
N
13004550.00
13004550.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CMF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
24000000.00
23993000.00
0.0021
N
23995200.00
23995200.00
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
79000000.00
78963791.66
0.0070
N
78973930.00
78973930.00
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
11000000.00
10994423.61
0.0010
N
10995930.00
10995930.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CPA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14989687.50
0.0013
N
14991900.00
14991900.00
Citibank, NA
Citibank, NA 0.250000%
17304UB66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
21000000.00
21000000.00
0.0019
N
21001680.00
21001680.00
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
22000000.00
22000000.00
0.0020
N
22000220.00
22000220.00
Citibank, NA
Citibank, NA 0.250000%
17304UWW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
109000000.00
109000000.00
0.0097
N
109025070.00
109025070.00
Citibank, NA
Citibank, NA 0.250000%
17304UYA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
N
2000000.00
2000000.00
0.0002
N
2000520.00
2000520.00
Citibank, NA
Citibank, NA 0.250000%
17304UYX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
N
22000000.00
22000000.00
0.0020
N
22006380.00
22006380.00
Citibank, NA
Citibank, NA 0.250000%
17304UZB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
N
20000000.00
19999996.67
0.0018
N
20003600.00
20003600.00
Citibank, NA
Citibank, NA 0.250000%
17304UZN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-20
2015-03-20
N
N
N
53000000.00
53000000.00
0.0047
N
53010070.00
53010070.00
Citibank, NA
Citibank, NA 0.250000%
17304UZW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
30000000.00
30000000.00
0.0027
N
30006000.00
30006000.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.280000%
19422GQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
45000000.00
44958350.00
0.0040
N
44967600.00
44967600.00
Collateralized Commercial Paper II Co, LLC
Collateralized Commercial Paper II Co, LLC 0.400000%
19422DTF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-15
2015-06-15
N
N
N
56000000.00
55860622.21
0.0050
N
55879040.00
55879040.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.222000%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-26
N
N
N
10000000.00
10000000.00
0.0009
N
10000200.00
10000200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.222500%
20272AGG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-10
2015-01-09
N
N
N
20500000.00
20500000.00
0.0018
N
20500615.00
20500615.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.227200%
20272AGJ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-21
2015-01-16
N
N
N
111000000.00
111000000.00
0.0099
N
111003330.00
111003330.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.232000%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-25
2015-02-25
N
N
N
60000000.00
60000000.00
0.0053
N
60000720.00
60000720.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.237000%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2015-06-19
N
N
N
40000000.00
40000000.00
0.0036
N
40003640.00
40003640.00
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
14000000.00
14000000.00
0.0012
N
13999860.00
13999860.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VQ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14987291.64
0.0013
N
14988750.00
14988750.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VQR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7992111.11
0.0007
N
7992400.00
7992400.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MMY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
53000000.00
53000000.00
0.0047
N
53001060.00
53001060.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22533MQX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
49000000.00
49000000.00
0.0044
N
49008820.00
49008820.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.090000%
22533MSY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
9000000.00
9000000.00
0.0008
N
9000000.00
9000000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T4L9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
19000000.00
19000000.00
0.0017
N
19001330.00
19001330.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T4U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
68000000.00
68000000.00
0.0061
N
68004760.00
68004760.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5C8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
N
25000000.00
25000000.00
0.0022
N
25002000.00
25002000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
1000000.00
1000000.00
0.0001
N
1000080.00
1000080.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22549T6Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
30000000.00
30000000.00
0.0027
N
30000000.00
30000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141103_2MN4
0001230485
Other Repurchase Agreement
N
AHM 2005-2 5A4D
2035-09-25
4.461199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4630000.00
3570141.87
BAFC 2007-1 TA4
2037-01-25
6.089599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
394942.40
BEAR STEARNS
2041-10-12
5.597999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000000.00
26327756.64
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.200899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18440000.00
5371872.58
BEAR STEARNS ARM
2036-02-25
5.421800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
177755.19
CSFB 2003-AR15 CB2
2033-06-25
2.472399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1348484.00
135270.18
CSFB 2003-AR24 CB1
2033-10-25
2.571899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9541500.00
757769.01
CWALT 2005-28CB 1A6
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
7010975.48
CWALT 2005-J11 1A13
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
850000.00
502278.63
CWHL 2003-58 B1
2034-02-19
2.526699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
59171.43
CWHL 2005-HYB7 6A1
2035-11-20
4.864399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23946000.00
5738259.88
CWHL 2006-HYB2 4A1
2036-04-20
5.043499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
5373534.56
DBALT 2005-3 4A6
2035-06-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
4357750.30
FHAMS 2005-AA8 3A1
2035-10-25
2.246599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
3817988.28
FIRST HOR ALTER MORT SEC TRUS
2035-07-25
2.259599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2700000.00
361901.36
GCCFC 2005-GG5 B
2037-04-10
5.305500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13150000.00
11682096.56
GS MTGE 2006
2039-11-10
5.700999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2611336.11
GSMS 2007-GG10 AJ
2045-08-10
5.796599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14750000.00
10482888.82
INDA 2007-AR1 1A2
2037-03-25
2.821899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7264954.82
INDX
2036-01-25
2.350099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
338295.82
INDX 2005-AR15 A1
2035-09-25
4.535199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12075000.00
3268303.50
INDX 2005-AR19 A1
2035-10-25
4.691700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17465000.00
4970394.12
LBUBS 2007-C7 C
2045-09-15
6.248700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5194000.00
5019730.96
MLMI 2006-A1 2A1
2036-03-25
2.844700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3647416.00
649330.72
SARM
2035-09-25
2.488200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9152000.00
2427551.61
SARM 2005-17 3A1
2035-08-25
2.528700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
80654.90
SARM 2008-1 A2
2037-10-25
2.517900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1936000.00
541810.50
SASC 2002-25A B1II
2032-12-25
2.501999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8663000.00
753078.84
SEMT 10 B3
2027-10-20
2.257000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1025000.00
59386.92
SEMT 2004-5 B2
2034-06-20
1.477000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2759000.00
243050.10
SEMT 2004-8 B2
2034-09-20
1.056999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4100000.00
668495.15
SEMT 2005-3 B1
2035-05-20
0.527000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1758203.86
TMST
2038-04-25
6.114300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10987000.00
1957886.75
TMST 2004-4 B1
2044-12-25
2.215399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9400000.00
3413217.25
WBCMT 2006-C26 D
2045-06-15
6.042300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
902892.80
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
107000000.00
107000000.00
0.0095
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
107000000.00
107000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141218_2MN4
0001230485
Other Repurchase Agreement
N
IMSA 2007-2 1A1C
2037-05-25
0.532000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57390000.00
27321748.90
INDX
2036-10-25
0.462000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
81570000.00
15903903.20
INDX 2006-AR29 A1
2036-11-25
0.322000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
75000000.00
17725139.11
First Tier Security
N/A
N/A
2014-12-18
2014-12-18
N
N
N
53000000.00
53000000.00
0.0047
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
53000000.00
53000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150203_2MN4
0001230485
Other Repurchase Agreement
N
ZUNI
2036-06-25
2.462400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24385000.00
3450188.17
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
3000000.00
3000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
3000000.00
3000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150210_2MN4
0001230485
Other Repurchase Agreement
N
MARM 2007-3 12A1
2047-05-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74859458.00
26908132.72
ZUNI
2036-06-25
2.462400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78045000.00
11042441.49
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
33000000.00
33000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
33000000.00
33000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1N66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
1000000.00
999591.11
0.0001
N
999640.00
999640.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1ND1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
17000000.00
16992288.61
0.0015
N
16993030.00
16993030.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.260000%
2284K1P23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
Y
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
1000000.00
999342.78
0.0001
N
999440.00
999440.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
85000000.00
85000000.00
0.0076
N
85012750.00
85012750.00
DNB Bank ASA
DNB Bank ASA 0.220000%
23290QFB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
30000000.00
30000000.00
0.0027
N
30004500.00
30004500.00
DNB Bank ASA
DNB Bank ASA 0.240000%
2332K1R85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-08
2015-04-08
N
N
N
85000000.00
84911600.00
0.0076
N
84919250.00
84919250.00
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
2014-11-04
2014-11-04
N
N
N
108000000.00
108000000.00
0.0096
Security is a time deposit.
N
108000037.80
108000037.80
EMF LLC
Bonds (One Workplace) Series 2012 0.170000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4275000.00
4275000.00
0.0004
N
4275000.00
4275000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385P42
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
66400000.00
66398884.11
0.0059
N
66399734.40
66399734.40
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385R73
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
35000000.00
34998395.83
0.0031
N
34999545.00
34999545.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385S80
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
42700000.00
42697455.79
0.0038
N
42699316.80
42699316.80
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385S80
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
10000000.00
9999350.00
0.0009
N
9999840.00
9999840.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385T55
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
18000000.00
17998460.00
0.0016
N
17999676.00
17999676.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385T55
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
10200000.00
10199252.00
0.0009
N
10199816.40
10199816.40
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385T71
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-19
2014-12-19
N
N
N
10000000.00
9999169.45
0.0009
N
9999810.00
9999810.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M141103_2MN4
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2042-02-15
3.125000
Treasury Debt
580951600.00
597002550.73
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
597000000.00
597000000.00
0.0532
N
597000000.00
597000000.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
23000000.00
22977230.00
0.0020
N
22982520.00
22982520.00
General Electric Co
General Electric Co 0.060000%
36960ML43
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
100000000.00
99999833.34
0.0089
N
99999000.00
99999000.00
General Electric Co
General Electric Co 0.060000%
36960ML50
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
20000000.00
19999933.33
0.0018
N
19999800.00
19999800.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.150000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2350000.00
2350000.00
0.0002
N
2350000.00
2350000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M141105_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2038-07-20
6.000000
Government Agency Debt
131209489.00
15338546.43
GNMA
2041-02-15
4.000000
Government Agency Debt
18618292.00
15409432.64
GNMA
2042-02-20
4.500000
Government Agency Debt
30085174.00
15056121.64
GNMA
2044-02-15
4.000000
Government Agency Debt
14659895.00
15646499.93
GNMA
2044-03-15
4.000000
Government Agency Debt
7443249.00
7909400.38
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
68000000.00
68000000.00
0.0061
N
67999320.00
67999320.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
992JYE002_0.1000_M141107_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
42663204.00
26520000.03
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
26000000.00
26000000.00
0.0023
N
26000000.00
26000000.00
Govco, LLC
Govco, LLC 0.180000%
38362WMV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32990760.00
0.0029
N
32990760.00
32990760.00
HSBC Bank USA
HSBC Bank USA 0.210000%
40428AYF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
N
58000000.00
58000000.00
0.0052
N
58002900.00
58002900.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.120000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3880000.00
3880000.00
0.0003
N
3880000.00
3880000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
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
10000000.00
9997666.67
0.0009
N
9998900.00
9998900.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.270000%
4497W1R16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
Y
ING Bank NV
N/A
N/A
N
72000000.00
71919540.00
0.0064
N
71920080.00
71920080.00
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
28000000.00
28000000.00
0.0025
N
28000280.00
28000280.00
ING Bank NV
ING Bank NV 0.300000%
924TBU002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-24
2015-04-24
N
N
N
39000000.00
39000000.00
0.0035
N
38994150.00
38994150.00
ING Bank NV
ING Bank NV 0.300000%
924UWV004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-12
2015-05-12
N
N
N
48000000.00
48000000.00
0.0043
N
47984640.00
47984640.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150129_2MN4
0001168163
Other Repurchase Agreement
N
144A JPMCC 2012-LC9 E
2047-12-17
4.427900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1937570.00
1879305.28
ALCOA INC
2018-07-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7257851.00
8384450.92
APIDOS CDO V
2021-04-15
0.930599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5275331.00
4931010.15
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27475.00
31430.86
BSCMS 2007-PW18 AJ
2050-06-13
6.382799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1905029.00
1858233.89
CGWF COML MTG 2013 RKWH
2030-11-15
3.954000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9900944.00
9865808.85
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3796579.00
3808619.64
FORD MOTOR CREDIT COMPANY
2017-09-08
1.683999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39657.00
39637.14
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3639909.00
3037049.07
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.152000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2342120.00
2298859.48
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.893600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4099834.00
4115247.28
JPMBB COML MTG SECS TR 2013-C15
2045-11-17
4.131000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4785638.00
5151504.81
JPMCC RE REMIC TR 2014 FRR1
2049-11-27
3.667600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114747.00
111329.66
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
216536.00
348568.65
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12049.00
12365.78
SHELL INTL FIN B V
2022-08-21
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8094000.00
7905636.88
UNITED BUSINESS MEDIA LTD
2020-11-03
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21358.00
23781.72
VENTAS RLTY PARTNERSHIP
2016-09-26
1.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
359342.00
362948.70
WACHOVIA BANK COMMERCIAL MORTG
2044-12-16
5.383099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
156987.00
160308.29
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
121477.00
120114.64
WEA FIN LLC WESTFIELD UK EUROPE FIN PLC
2017-09-15
1.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5478632.00
5508429.67
WFRBS COML MTG TR 2013-C15
2046-08-15
4.634699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2598648.00
2192710.26
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
N
54000000.00
54000000.00
0.0048
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
54000000.00
54000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.295700%
46639XAS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-10-22
N
N
N
128000000.00
128000000.00
0.0114
N
128010240.00
128010240.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.293000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-10-23
N
N
N
68000000.00
68000000.00
0.0061
N
68006120.00
68006120.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.292000%
46639XAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-28
2015-10-27
N
N
N
90000000.00
90000000.00
0.0080
N
90004500.00
90004500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.352100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-01-22
2015-11-20
N
N
N
50000000.00
50000000.00
0.0045
N
50060750.00
50060750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PV26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
1000000.00
1000000.00
0.0001
N
1000350.00
1000350.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PV34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
26000000.00
26000000.00
0.0023
N
26009100.00
26009100.00
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
78000000.00
78000000.00
0.0070
N
78026520.00
78026520.00
Lloyds Bank Plc
Lloyds Bank Plc 0.090000%
53943SL54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
39000000.00
38999805.00
0.0035
N
38999610.00
38999610.00
Lloyds Bank Plc
Lloyds Bank Plc 0.080000%
53943SL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
84000000.00
83999440.00
0.0075
N
83999160.00
83999160.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53943SRL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-20
2015-04-20
N
N
N
37000000.00
36953380.00
0.0033
N
36952270.00
36952270.00
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
25000000.00
25000000.00
0.0022
N
25021750.00
25021750.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
22000000.00
22000000.00
0.0020
N
22019360.00
22019360.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.120000%
06399U000_0.1200_M141103_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2044-02-25
3.000000
Government Agency Debt
48973652.00
49440000.07
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
48000000.00
48000000.00
0.0043
N
48000000.00
48000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M141205_2MN4
0000728612
Other Repurchase Agreement
N
ACT 2005-RR
2041-09-22
0.455699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
968675.00
328738.18
ADJ RATE MTGE TR
2035-01-25
0.804499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8846406.00
3838502.49
ADJUSTABLE RATE MTG 2006-3
2036-08-25
0.434500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
31989.00
10777.81
ALCOA INC
2018-07-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
398552.62
ALT LOAN TRUST
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1630000.00
798672.48
ALTERNATIVE LN TR
2046-07-25
0.342000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
195527.00
100562.74
ALTERNATIVE LOAN
2036-07-25
0.504499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205070.00
54675.38
ALTERNATIVE LOAN TRUST 2006-46
2047-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4084906.00
2173444.94
ALTERNATIVE LOAN TRUST 2006-46
2047-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.53
ALTICE FING S A
2019-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
327675.00
ANGLOGOLD ASHANTI HOLDING PLC
2020-07-30
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
313000.00
347829.94
ARCELORMITTAL CLASS A NY
2018-06-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1366276.04
ATHLON HLDGS LP ATHLON FIN CORP
2021-04-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445000.00
485050.00
BAFC
2036-05-20
5.405199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5550000.00
863429.18
BANC OF AMERICA COMMERCIAL MORTGAGE INC
2043-07-10
4.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000323.00
27882.16
BASIC 2006-1 M1
2036-04-25
0.532000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4763232.00
1656556.40
BEAR STERNS ALT A TRUST 2002 1
2035-04-25
1.129499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7296000.00
237671.33
BEVERAGE PACK HOLDINGS
2016-12-15
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
563659.00
577045.90
BSMF 2006-AR5
2036-12-25
0.364999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18993371.00
737274.39
CALIFORNIA RES CORP
2024-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
153937.50
CALUMET SPECIALTY PROFS PARTNERS LP CALUME
2020-08-01
9.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
560781.25
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
400000.00
425388.89
CCO HOLDINGS LLC
2019-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1850000.00
1964443.05
CERIDIAN CORP
2019-07-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
289000.00
327980.88
CHASEFLEX TR
2037-08-25
0.384500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9200000.00
3223283.05
COMM 2014 KY0 MTG TR
2027-06-11
3.652699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1743709.00
1743374.69
COMM 2014 TWC MTG TR
2032-02-13
2.406000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3696.00
3688.56
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.039900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3126.00
3210.00
COMSTOCK RES INC
2020-06-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341000.00
371993.11
CONSTELLATION BRANDS INC
2017-05-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1148430.55
COUNTRYWIDE COMMERCIAL MORTGAGE TRUST 2
2043-11-12
6.033999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7104209.00
3162908.10
CREDIT SUISSE FIRST BOSTON 2005
2020-07-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29.00
2.11
CROWN AMERS LLC / CROWN AMERS CAP CORP IV
2023-01-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390000.00
386392.50
CSFB MORTGAGE BACKED PASS THROUGH CERT
2034-09-25
0.802000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20673.00
11040.52
CSMC MORTGAGE BACKED
2037-04-25
5.586999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6605070.00
2731565.20
CSMC MORTGAGE BACKED TRUST 2007 4
2037-06-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1244655.00
234575.00
CWALT 2005-17 2A2
2035-07-25
0.434500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.06
CWALT 2005-J2 1A11
2035-04-25
0.474499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12177013.00
1458062.44
CWALT INC
2035-05-25
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79186527.00
2208044.20
CWALT INC
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3116640.00
3384359.36
CWALT INC
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1200327.00
165275.12
CWALT INC
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12490.00
3811.15
CWALT INC 2005 13CB
2035-10-25
4.949300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1445118.00
340246.51
CWALT INC 2005-20CB
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2195000.00
2424738.44
CWALT INC 2007-24
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10366936.00
2941031.91
CWALT INC 2007-2CB
2037-03-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8202.00
4264.19
CWHL 2005-3
2035-04-25
0.481999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17907354.00
271359.24
CWMBS, INC 2003-53A-R MTG PASS-THRU 2003-53 CLAS
2035-09-27
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48079.00
39036.09
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.382000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6.00
0.76
EQTY 2014 INNS MTG TR
2031-05-10
3.603000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1277906.00
1282754.27
EXOPACK HLDGS S A
2019-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
356000.00
386927.50
FDIC COML MTG TR
2018-01-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8436209.00
7606195.71
FIRST UNION NATIONAL BANK-BANK OF AMERICA, N.A. CO
2033-03-17
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
672543.33
G FORCE 2005 RR LLC
2039-12-25
5.421999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1893486.89
GANNETT CO INC
2021-09-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
502500.00
GCB SPRINT CAPITAL
2019-05-01
6.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
544750.00
GE COMM MORTGAGE CORP
2045-11-10
5.312400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6978000.00
724727.40
GOVTREGS COSTA RICA
2044-04-04
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1037750.00
GREENPOINT MORTGAGE FUNDING TRUST
2047-03-25
0.382299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15182690.00
1162002.96
GSAA HOME EQUITY TRUST 2006
2036-06-25
6.447499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8283998.00
3572908.20
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.333000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28400386.00
8855996.87
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.286999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30171733.00
8706925.12
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27526332.00
16326664.54
HVMLT
2036-03-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19270444.00
4833208.59
HVMLT
2036-12-19
0.346999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53053708.00
17317354.64
IMPAC SECURED ASSET CORP
2036-08-25
0.334500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5088778.00
1090079.41
JMC STL GROUP INC
2018-03-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
714379.17
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11804891.00
12510086.33
JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUS
2027-06-10
3.804600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
851470.00
807820.31
LB UBS COMMERCIAL MORT TRUST 2007 C6
2040-07-15
6.113999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140273.00
153586.50
LCCM 2014 909 MTG TR
2031-05-15
4.027800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4323442.00
4112151.68
MANA 2007-OAR3 A1
2047-05-25
0.345499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20482588.00
8954879.93
MASTR ADJ RATE MTGE TR 2001-1
2045-04-28
0.453500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2796000.00
235834.73
MERRILL LYNCH ALT NOTE ASSET TR
2047-10-25
1.712199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.41
MICRON TECHNOLOGY, INC
2025-02-01
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
155000.00
158752.29
MIRANT AMERICAS GENERATION, INC
2021-10-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
320000.00
303866.67
MORGAN STANLEY CAP I TR 2014-CPT
2029-07-13
3.445500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
807278.00
730891.14
MORGAN STANLEY CAPITAL I INC
2049-04-15
5.913800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
201629.00
41441.08
MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS
2037-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
304910.00
77819.20
MSC 2007-IQ14 AJ
2049-04-15
5.722000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25846.00
17479.60
NCR CORP
2023-12-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
376804.17
PACIFIC RUBIALES ENERGY CORP
2019-01-26
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
919515.63
QUICKSILVER RESOURCES
2021-07-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
546666.67
R R DONNELLEY SONS CO
2021-03-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
910231.61
R.R. DONNELLEY & SONS COMPANY
2024-04-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1125000.00
1132687.50
RALI SERIES 2003-QS4 TRUST
2034-12-25
3.689900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1786000.00
96775.65
SBA TELECOMMUNICTIONS
2020-07-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
351000.00
371860.13
SCHAEFFLER FIN B V
2021-05-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
830000.00
824576.18
SEQUOIA MORTGAGE TRUST 2004 1
2034-12-20
0.999299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3584000.00
951438.40
SLM CORP
2016-01-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78693.00
83152.27
SLM CORP
2018-06-15
8.449999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
428000.00
502652.71
SPRINGLEAF MTG TR 2013 3
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5556159.00
5208037.86
STRUCT ASSET SEC CORP
2035-11-25
0.512000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8585.00
1310.14
SUNGARD DATA SYS INC
2019-11-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26000.00
27543.75
THC ESCROW CORP
2020-10-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
832000.00
898560.00
UNITED STATES STEEL CORP
2017-06-01
6.049999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
1100208.33
UNIVISION COMM INC
2019-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
649770.83
UNIVISION COMM INC
2022-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2512745.00
2791973.79
VALEANT PAHARM INTER
2022-07-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
763862.00
820271.09
WAMU 2006-AR9 1A
2046-08-25
1.115200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3967268.00
1200650.89
WAMU MTGE
2046-11-25
0.954500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38701025.00
9781119.98
WAMU MTGE
2047-04-25
0.887800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4391328.00
1872136.36
WAMU MTGE CTFS
2047-01-25
0.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4.00
1.14
WAMU MUTUAL MTG PASS THROUGH CTF
2046-12-25
0.835200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
975000.00
228643.44
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
840812.00
852817.02
WMALT 2006
2046-10-25
0.999199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10563953.00
2032431.42
WMALT 2006-AR10 A3B
2036-12-25
0.414499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9332000.00
2261359.01
WMALT SERIES
2046-06-25
1.104500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35918506.00
7397197.70
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
168000000.00
168000000.00
0.0150
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
168072240.00
168072240.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M141104_2MN4
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2039-11-20
4.000000
Government Agency Debt
21500000.00
6303709.59
GNMA
2039-12-20
4.500000
Government Agency Debt
17740094.00
4594982.41
GNMA
2040-01-20
4.000000
Government Agency Debt
13550000.00
4438811.11
GNMA
2040-07-20
3.500000
Government Agency Debt
23972882.00
10196620.33
GNMA
2040-07-20
4.000000
Government Agency Debt
15575000.00
6027759.30
GNMA
2040-10-20
3.500000
Government Agency Debt
20000000.00
8979603.48
GNMA
2041-06-20
4.000000
Government Agency Debt
23164203.00
9151690.09
GNMA
2044-09-20
3.000000
Government Agency Debt
11543217.00
12015911.74
GNMA
2060-04-20
5.309999
Government Agency Debt
9869853.00
12426407.43
GNMA
2060-07-20
5.309999
Government Agency Debt
9799207.00
11572720.51
GNMA
2060-08-20
5.286999
Government Agency Debt
9801434.00
9684720.01
GNMA
2060-08-20
5.304000
Government Agency Debt
12265389.00
11423606.03
GNMA
2060-09-20
5.304000
Government Agency Debt
7445931.00
9265844.72
GNMA
2061-03-20
4.721000
Government Agency Debt
9783612.00
9874319.55
GNMA
2061-04-20
4.822000
Government Agency Debt
8500000.00
9799404.82
GNMA
2061-06-20
5.019999
Government Agency Debt
1141578.00
1474297.10
GNMA
2062-01-20
4.668000
Government Agency Debt
7411740.00
8334962.84
GNMA
2064-02-20
2.248000
Government Agency Debt
5021592.00
5389045.91
GNMA
2064-03-20
2.105000
Government Agency Debt
5000000.00
5245108.31
GNMA
2064-06-20
4.721000
Government Agency Debt
3884462.00
4382077.32
GNMA
2064-07-20
4.552999
Government Agency Debt
5059313.00
5659844.10
GNMA
2064-07-20
4.623999
Government Agency Debt
9201109.00
10386366.16
GNMA
2064-07-20
4.634999
Government Agency Debt
5082822.00
5709257.23
GNMA
2064-07-20
4.668000
Government Agency Debt
3800020.00
4278626.58
GNMA
2064-08-20
4.591999
Government Agency Debt
5008487.00
5634453.65
GNMA
2064-08-20
4.610000
Government Agency Debt
5067790.00
5640155.63
GNMA
2064-08-20
4.612000
Government Agency Debt
5041721.00
5672462.92
GNMA
2064-09-20
2.212000
Government Agency Debt
5386901.00
5669176.41
GNMA
2064-09-20
2.253000
Government Agency Debt
5030042.00
5349376.73
GNMA
2064-09-20
2.396999
Government Agency Debt
7085431.00
7551783.44
GNMA
2064-09-20
2.551000
Government Agency Debt
4911222.00
5293525.44
GNMA
2064-09-20
2.581999
Government Agency Debt
4486217.00
4738471.00
GNMA
2064-09-20
4.509999
Government Agency Debt
12039533.00
13244441.44
GNMA
2064-09-20
4.586999
Government Agency Debt
5035066.00
5657629.25
GNMA
2064-09-20
4.645999
Government Agency Debt
8573308.00
9489465.98
GNMA
2064-10-20
2.174999
Government Agency Debt
4347885.00
4563264.01
GNMA
2064-10-20
2.242000
Government Agency Debt
5711769.00
6023804.84
GNMA
2064-10-20
2.266000
Government Agency Debt
4107150.00
4338281.24
GNMA
2064-10-20
4.758000
Government Agency Debt
4562853.00
5129928.93
GNMA
2064-10-20
4.876999
Government Agency Debt
7968295.00
8818083.12
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
281000000.00
281000000.00
0.0250
N
281000000.00
281000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.110000%
59157ULC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-12
2014-11-12
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
33000000.00
32999092.50
0.0029
N
32999010.00
32999010.00
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
7000000.00
7000000.00
0.0006
N
7000070.00
7000070.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ANE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
N
51000000.00
51000000.00
0.0045
N
51002550.00
51002550.00
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
32000000.00
32000000.00
0.0029
N
32001920.00
32001920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
1000000.00
1000000.00
0.0001
N
1000070.00
1000070.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-05
2015-02-05
N
N
N
20000000.00
20000000.00
0.0018
N
20001400.00
20001400.00
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
5000000.00
5000000.00
0.0004
N
5000350.00
5000350.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-23
2015-02-23
N
N
N
4000000.00
4000000.00
0.0004
N
4000320.00
4000320.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-24
2015-02-24
N
N
N
10000000.00
10000000.00
0.0009
N
10000800.00
10000800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
12000000.00
12000000.00
0.0011
N
11998920.00
11998920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-23
2015-04-23
N
N
N
47000000.00
47000000.00
0.0042
N
46995300.00
46995300.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-13
2015-02-13
N
N
N
103000000.00
103000000.00
0.0092
N
103006180.00
103006180.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LL95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
N
18000000.00
18000000.00
0.0016
N
18000360.00
18000360.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LV29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
22000000.00
22000000.00
0.0020
N
21998240.00
21998240.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.140000%
60686N005_0.1400_M141103_2MN4
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-04-25
4.000000
Government Agency Debt
17609626.00
18237902.92
Farm Federal Credit Bank
2016-10-06
0.670000
Government Agency Debt
3913000.00
3912707.61
Farm Federal Credit Bank
2016-11-14
0.162800
Government Agency Debt
3206000.00
3207432.69
Farm Federal Credit Bank
2016-11-21
0.620000
Government Agency Debt
282000.00
282695.29
Freddie Mac
2016-10-11
0.699999
Government Agency Debt
85000.00
36329.08
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
25000000.00
25000000.00
0.0022
N
25000000.00
25000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
218000000.00
218000000.00
0.0194
Security is a time deposit.
N
218000000.00
218000000.00
Nationwide Building Society
Nationwide Building Society 0.205000%
6385E1M16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
12000000.00
11998086.67
0.0011
N
11998680.00
11998680.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1MA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
6000000.00
5998705.00
0.0005
N
5999040.00
5999040.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1ND9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
N
77000000.00
76969627.78
0.0069
N
76971510.00
76971510.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1NF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
N
11000000.00
10995538.89
0.0010
N
10995820.00
10995820.00
Natixis SA
Natixis SA 0.230000%
63873FDP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
36000000.00
36000000.00
0.0032
N
36001440.00
36001440.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4P0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
112000000.00
111997824.60
0.0100
N
112008960.00
112008960.00
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
2014-11-04
2014-11-04
N
N
N
110000000.00
110000000.00
0.0098
Security is a time deposit.
N
109998636.00
109998636.00
NRW.BANK
NRW.BANK 0.055000%
62939ML62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-06
2014-11-06
N
N
N
167000000.00
166999234.58
0.0149
N
166998330.00
166998330.00
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
11000000.00
10997048.33
0.0010
N
10998130.00
10998130.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UNV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8000000.00
7995746.66
0.0007
N
7996400.00
7996400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.212000%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
40000000.00
40000000.00
0.0036
N
40000400.00
40000400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230100%
67984XCG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19982871.97
0.0018
N
19984000.00
19984000.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.225000%
69033PQ37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
54000000.00
53998764.03
0.0048
N
53996220.00
53996220.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033RL53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
26000000.00
25999638.89
0.0023
N
25999740.00
25999740.00
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
20000000.00
20000000.00
0.0018
N
20003200.00
20003200.00
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
59000000.00
59000000.00
0.0053
N
59005900.00
59005900.00
Rabobank Nederland
Rabobank Nederland 0.228000%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2015-05-07
N
N
N
70000000.00
70000000.00
0.0062
N
70003500.00
70003500.00
Rabobank Nederland
Rabobank Nederland 0.236500%
21684BZA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2015-06-02
N
N
N
42000000.00
42000000.00
0.0037
N
42001260.00
42001260.00
Rabobank Nederland
Rabobank Nederland 0.227000%
21684BZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-18
2015-04-20
N
N
N
115000000.00
115000000.00
0.0102
N
115002300.00
115002300.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KLJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
25000000.00
24997291.67
0.0022
N
24998000.00
24998000.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KLL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
13000000.00
12998403.89
0.0012
N
12998830.00
12998830.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KM57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
37000000.00
36991448.89
0.0033
N
36993340.00
36993340.00
Royal Bank of Canada
Royal Bank of Canada 0.232000%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2015-03-04
N
N
N
28000000.00
28000000.00
0.0025
N
28000560.00
28000560.00
Royal Bank of Canada
Royal Bank of Canada 0.242000%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2015-09-04
N
N
N
86000000.00
86000000.00
0.0077
N
86003440.00
86003440.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MPJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
15000000.00
14988854.16
0.0013
N
14990700.00
14990700.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
21000000.00
20981187.50
0.0019
N
20983200.00
20983200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050UNM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
40000000.00
39978055.55
0.0036
N
39984800.00
39984800.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.265000%
83050UQH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
6000000.00
5994081.67
0.0005
N
5994660.00
5994660.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050US74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
49000000.00
48934530.56
0.0044
N
48930420.00
48930420.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051HD60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
10000000.00
9999882.10
0.0009
N
10001500.00
10001500.00
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
0.0003
N
3000390.00
3000390.00
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
2000000.00
2000000.00
0.0002
N
2000280.00
2000280.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.070000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
8000000.00
8000000.00
0.0007
Security is a time deposit.
N
8000000.00
8000000.00
Societe Generale
Societe Generale 0.230000%
83368NM73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
2000000.00
2000000.00
0.0002
N
1999900.00
1999900.00
Societe Generale
Societe Generale 0.230000%
83368NN98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
31000000.00
31000000.00
0.0028
N
30998450.00
30998450.00
Societe Generale
Societe Generale 0.220000%
83368NP62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
51000000.00
51000000.00
0.0045
N
50995920.00
50995920.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.210000%
8574P1CS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
87000000.00
87000000.00
0.0078
N
87010440.00
87010440.00
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
30000000.00
30000000.00
0.0027
N
30004200.00
30004200.00
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
57000000.00
56988362.50
0.0051
N
56993730.00
56993730.00
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
40000000.00
40000000.00
0.0036
N
40014000.00
40014000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562USH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
6000000.00
6000000.00
0.0005
N
6002220.00
6002220.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562USP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
N
2000000.00
2000000.00
0.0002
N
2000100.00
2000100.00
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
34000000.00
34000000.00
0.0030
N
34006120.00
34006120.00
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
27000000.00
27000000.00
0.0024
N
27004860.00
27004860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YEA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
5000000.00
5000000.00
0.0004
N
5000250.00
5000250.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-28
2015-01-28
N
N
N
26000000.00
26000000.00
0.0023
N
26001820.00
26001820.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
10000000.00
10000000.00
0.0009
N
10000300.00
10000300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YLS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-13
2015-02-13
N
N
N
43000000.00
43000000.00
0.0038
N
43001290.00
43001290.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YQL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-06
2015-03-06
N
N
N
65000000.00
65000000.00
0.0058
N
65000000.00
65000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YRQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-09
2015-06-09
N
N
N
23000000.00
23000000.00
0.0020
N
23000000.00
23000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YRZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
3000000.00
3000000.00
0.0003
N
3000000.00
3000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-10
2015-04-10
N
N
N
12000000.00
12000000.00
0.0011
N
11998920.00
11998920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
33000000.00
33000000.00
0.0029
N
32997030.00
32997030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.205000%
86563KQX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
3000000.00
3000000.00
0.0003
N
3000060.00
3000060.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
26000000.00
26000000.00
0.0023
N
25998960.00
25998960.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
132000000.00
132000000.00
0.0118
N
131994720.00
131994720.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KSW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
9000000.00
9000000.00
0.0008
N
8999550.00
8999550.00
Sunshine State Government Financing Commission
CP Revenue Taxable Notes Series H 0.220000%
86803JAH9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
Y
Liquidity Facility
JPMorgan Chase Bank NA
N/A
N/A
Obligor
Orlando
N/A
N/A
7230000.00
7230000.00
0.0006
N
7230289.20
7230289.20
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.050000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
220000000.00
220000000.00
0.0196
Security is a time deposit.
N
220000000.00
220000000.00
Swedbank AB
Swedbank AB 0.080000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
165000000.00
165000000.00
0.0147
Security is a time deposit.
N
165000082.50
165000082.50
Toronto-Dominion Bank
Toronto-Dominion Bank 0.243500%
89112UC25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2015-10-19
N
N
N
21000000.00
21000000.00
0.0019
N
21001050.00
21001050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112UF22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
65000000.00
65000000.00
0.0058
N
65000000.00
65000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112UF63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
22000000.00
22000000.00
0.0020
N
22000000.00
22000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.221800%
89112UHR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2015-06-16
N
N
N
17000000.00
17000000.00
0.0015
N
17000510.00
17000510.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.223500%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2015-06-17
N
N
N
70000000.00
70000000.00
0.0062
N
70041300.00
70041300.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112UJM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
165000000.00
165000000.00
0.0147
N
165031350.00
165031350.00
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
48000000.00
48000000.00
0.0043
N
48009120.00
48009120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112UWA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-16
2015-06-16
N
N
N
14000000.00
14000000.00
0.0012
N
14004480.00
14004480.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.120000%
89112UZV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-12
2014-11-12
N
N
N
27000000.00
27000000.00
0.0024
N
27000270.00
27000270.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.220000%
89233HS47
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
41000000.00
40954398.89
0.0037
N
40961870.00
40961870.00
UBS AG
UBS AG 0.250000%
90267RZY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-07
2015-04-07
N
N
N
105000000.00
105000000.00
0.0094
N
105000000.00
105000000.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.250000%
91127QQ36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
33000000.00
32972499.95
0.0029
N
32977230.00
32977230.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-11-03
2016-01-31
N
N
N
86000000.00
85982389.43
0.0077
N
86001290.00
86001290.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2014-11-03
2016-07-31
N
N
N
46000000.00
46000000.00
0.0041
N
46020286.00
46020286.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.221800%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2015-01-09
N
N
N
147000000.00
147000000.00
0.0131
N
147004410.00
147004410.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222800%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2015-01-14
N
N
N
80000000.00
80000000.00
0.0071
N
80002400.00
80002400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222800%
9497P63B2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2015-01-14
N
N
N
100000000.00
100000000.00
0.0089
N
100003000.00
100003000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.324100%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-12-15
2015-11-13
N
N
N
50000000.00
50000000.00
0.0045
N
50000300.00
50000300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226500%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2015-05-01
N
N
N
43000000.00
43000000.00
0.0038
N
43000860.00
43000860.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.237000%
94988E3E6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-20
2015-05-20
N
N
N
58000000.00
58000000.00
0.0052
N
58003480.00
58003480.00
Westpac Banking Corp
Westpac Banking Corp 0.222000%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-28
2015-03-27
N
N
N
52000000.00
52000000.00
0.0046
N
52015080.00
52015080.00
Westpac Banking Corp
Westpac Banking Corp 0.232000%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2015-05-05
N
N
N
100000000.00
100000000.00
0.0089
N
100003000.00
100003000.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
9612C4KV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2015-01-12
N
N
N
30000000.00
30000000.00
0.0027
N
29999700.00
29999700.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
9612C4MF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-12
2015-06-12
N
N
N
30000000.00
30000000.00
0.0027
N
30000900.00
30000900.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
496992.75
496992.75
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
418372.51
418372.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
402014.14
402014.14
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
0.0001
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
590818.83
590818.83
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
737886.98
737886.98
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
709035.60
709035.60
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0002
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
1771818.23
1771818.23
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
638287.89
638287.89
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
224612.10
224612.10
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
354650.90
354650.90
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
110703.48
110703.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
106374.97
106374.97