0001145549-14-009447.txt : 20141229
0001145549-14-009447.hdr.sgml : 20141225
20141107143811
ACCESSION NUMBER: 0001145549-14-009447
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: 141204372
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2014-10-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
51
86
14770008438.79
4494451.44
40779850.88
14733723039.35
0.0021
1.0001
2014-10-31
1.0001
2014-10-31
C000012373
1.00
14733723039.35
1.00
-127741402.23
3453507935.23
3581249337.46
0.0001
1.0001
2014-10-31
1.0001
2014-10-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.200000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National 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
70000000.00
70000000.00
0.0048
N
69999594.00
69999594.00
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
75000000.00
75000000.00
0.0051
N
75001500.00
75001500.00
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
53000000.00
53000000.00
0.0036
N
52999470.00
52999470.00
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
150000000.00
150000000.00
0.0102
Security is a time deposit.
N
150000000.00
150000000.00
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
40000000.00
39999700.00
0.0027
N
39999600.00
39999600.00
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
40000000.00
40000000.00
0.0027
N
40000680.00
40000680.00
Bank of America, NA
Bank of America, NA 0.240000%
06053HCM5
Other Note
N
First Tier Security
N/A
N/A
2014-12-10
2014-12-10
N
N
N
17000000.00
17000000.00
0.0012
N
17002890.00
17002890.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDN2
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
81000000.00
81000000.00
0.0055
N
81018630.00
81018630.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDR3
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
11000000.00
11000000.00
0.0007
N
11002530.00
11002530.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDV4
Other Note
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
46000000.00
46000000.00
0.0031
N
46013340.00
46013340.00
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
63000000.00
63000000.00
0.0043
N
63017010.00
63017010.00
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
129000000.00
129000000.00
0.0088
N
129011610.00
129011610.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PAS6
Other Note
N
First Tier Security
N/A
N/A
2015-04-22
2015-04-22
N
N
N
15000000.00
15000000.00
0.0010
N
15001500.00
15001500.00
Bank of Montreal
Bank of Montreal 0.200000%
06366BJ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
27000000.00
27000000.00
0.0018
N
27001080.00
27001080.00
Bank of Montreal
Bank of Montreal 0.200000%
06366BYA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
2000000.00
1999979.99
0.0001
N
2000160.00
2000160.00
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
30000000.00
30000000.00
0.0020
N
29992200.00
29992200.00
Bank of Montreal
Bank of Montreal 0.220000%
06366CET1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-09
2015-04-09
N
N
N
93000000.00
93000000.00
0.0063
N
92954430.00
92954430.00
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
100000000.00
100000000.00
0.0068
N
99986000.00
99986000.00
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
218000000.00
218000000.00
0.0148
Security is a time deposit.
N
218000000.00
218000000.00
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
80000000.00
80000000.00
0.0054
N
79999600.00
79999600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417HQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
N
4000000.00
4000000.00
0.0003
N
4000760.00
4000760.00
Bank of Nova Scotia
Bank of Nova Scotia 0.222000%
06417HTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-25
2015-05-26
N
N
N
119000000.00
119000000.00
0.0081
N
119003570.00
119003570.00
Bank of the West
Bank of the West 0.250000%
06426GEU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-12
2014-11-12
N
N
N
71000000.00
71000000.00
0.0048
N
71004260.00
71004260.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HHH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
29000000.00
29000000.00
0.0020
N
29002030.00
29002030.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HHM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
13000000.00
13000000.00
0.0009
N
13000910.00
13000910.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HJQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
37000000.00
37000000.00
0.0025
N
37002960.00
37002960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HJW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
87000000.00
87000000.00
0.0059
N
87023490.00
87023490.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
29000000.00
29000000.00
0.0020
N
29007830.00
29007830.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
27000000.00
27000000.00
0.0018
N
27007290.00
27007290.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HMB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
N
1000000.00
1000000.00
0.0001
N
1000290.00
1000290.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HNC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000290.00
1000290.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HPX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
105000000.00
105000000.00
0.0071
N
105011550.00
105011550.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000%
06538HQQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
3000000.00
3000000.00
0.0002
N
3000780.00
3000780.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HQS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-06
2015-04-06
N
N
N
40000000.00
40000000.00
0.0027
N
40012000.00
40012000.00
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
5000000.00
5000000.00
0.0003
N
5000650.00
5000650.00
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
7000000.00
7000000.00
0.0005
N
7000700.00
7000700.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XD96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
37000000.00
37000000.00
0.0025
N
37005920.00
37005920.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
N
16000000.00
16000000.00
0.0011
N
16002560.00
16002560.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XE46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
5000000.00
5000000.00
0.0003
N
5000800.00
5000800.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XF78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
66000000.00
66000000.00
0.0045
N
66010560.00
66010560.00
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
0.0040
N
59005310.00
59005310.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
00799J004_0.1000_M141103_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-05-31
0.250000
Treasury Debt
1529000.00
1532032.13
United States Treasury Department
2016-11-30
0.875000
Treasury Debt
4304800.00
4351488.94
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
5766740.00
5766740.00
0.0004
N
5766740.00
5766740.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M141107_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-07-01
5.000000
Government Agency Debt
4601209.00
189758.43
Fannie Mae
2017-02-01
5.000000
Government Agency Debt
11846846.00
212000.03
Fannie Mae
2017-09-01
5.500000
Government Agency Debt
22063422.00
265453.22
Fannie Mae
2017-09-01
5.500000
Government Agency Debt
5000000.00
204323.89
Fannie Mae
2017-10-01
5.000000
Government Agency Debt
5582528.00
191543.08
Fannie Mae
2017-11-01
5.000000
Government Agency Debt
4280138.00
194684.19
Fannie Mae
2017-11-01
5.500000
Government Agency Debt
4865168.00
192902.63
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
7000000.00
250977.25
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
6452281.00
219170.79
Fannie Mae
2017-12-01
5.500000
Government Agency Debt
4200000.00
230037.17
Fannie Mae
2017-12-01
5.500000
Government Agency Debt
4097625.00
218842.36
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
1277268.00
261358.63
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
2457312.00
189654.82
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
2940621.00
262572.27
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
3850517.00
244566.54
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
8715959.00
251491.81
Fannie Mae
2018-02-01
5.500000
Government Agency Debt
3588115.00
232555.16
Fannie Mae
2018-02-01
5.500000
Government Agency Debt
6868934.00
205780.93
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
3300000.00
261670.98
Fannie Mae
2018-04-01
4.500000
Government Agency Debt
5500000.00
234887.81
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
5000000.00
232841.57
Fannie Mae
2018-05-01
5.500000
Government Agency Debt
3923812.00
247900.90
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
4833182.00
239135.86
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
5000000.00
194633.27
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
5000000.00
203702.91
Fannie Mae
2018-07-01
5.500000
Government Agency Debt
3930002.00
249395.94
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
2851558.00
196126.99
Fannie Mae
2018-09-01
4.000000
Government Agency Debt
1214599.00
266103.52
Fannie Mae
2018-10-01
5.000000
Government Agency Debt
2200000.00
199772.95
Fannie Mae
2018-10-01
5.000000
Government Agency Debt
4500000.00
195382.31
Fannie Mae
2018-11-01
5.000000
Government Agency Debt
2281072.00
198169.43
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
2709825.00
216524.39
Fannie Mae
2018-12-01
5.500000
Government Agency Debt
1500000.00
214996.30
Fannie Mae
2019-01-01
5.000000
Government Agency Debt
2211059.00
208991.74
Fannie Mae
2019-01-01
5.000000
Government Agency Debt
3000000.00
198280.03
Fannie Mae
2019-03-01
5.000000
Government Agency Debt
1880409.00
216225.05
Fannie Mae
2019-08-01
5.000000
Government Agency Debt
1099102.00
248185.82
Fannie Mae
2019-08-01
5.500000
Government Agency Debt
1267865.00
217816.18
Fannie Mae
2019-10-01
5.500000
Government Agency Debt
4151635.00
232298.86
Fannie Mae
2020-02-01
5.500000
Government Agency Debt
3000000.00
231839.93
Fannie Mae
2020-03-01
6.000000
Government Agency Debt
1238320.00
230541.56
Fannie Mae
2020-06-01
5.500000
Government Agency Debt
2981797.00
234399.93
Fannie Mae
2020-06-01
5.500000
Government Agency Debt
1251316.00
216449.25
Fannie Mae
2020-08-01
5.500000
Government Agency Debt
1421817.00
237264.70
Fannie Mae
2020-09-01
5.000000
Government Agency Debt
788882.00
204673.18
Fannie Mae
2020-10-01
5.500000
Government Agency Debt
1760000.00
249569.27
Fannie Mae
2020-11-01
5.000000
Government Agency Debt
3057000.00
228423.76
Fannie Mae
2021-03-01
5.500000
Government Agency Debt
3177062.00
202913.27
Fannie Mae
2021-03-01
7.000000
Government Agency Debt
18259515.00
229668.50
Fannie Mae
2021-07-01
3.500000
Government Agency Debt
698338.00
211475.53
Fannie Mae
2021-08-01
6.000000
Government Agency Debt
2500000.00
262798.57
Fannie Mae
2022-01-01
5.500000
Government Agency Debt
1462100.00
199777.00
Fannie Mae
2022-02-01
3.000000
Government Agency Debt
1508310.00
258000.20
Fannie Mae
2022-03-01
6.000000
Government Agency Debt
8550000.00
196923.65
Fannie Mae
2022-07-01
5.500000
Government Agency Debt
2785296.00
223091.77
Fannie Mae
2022-08-01
5.000000
Government Agency Debt
2092089.00
207982.11
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
1710801.00
190865.72
Fannie Mae
2022-10-01
5.500000
Government Agency Debt
1899514.00
249066.60
Fannie Mae
2023-02-01
5.000000
Government Agency Debt
1665491.00
191389.31
Fannie Mae
2023-03-01
5.000000
Government Agency Debt
2500000.00
248036.10
Fannie Mae
2023-03-01
5.000000
Government Agency Debt
2070000.00
212636.64
Fannie Mae
2023-04-01
4.500000
Government Agency Debt
3554848.00
197291.69
Fannie Mae
2023-04-01
5.000000
Government Agency Debt
2318182.00
264257.06
Fannie Mae
2023-04-01
5.500000
Government Agency Debt
2000000.00
266172.70
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
1820316.00
247338.41
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
1948693.00
201660.75
Fannie Mae
2023-05-01
5.500000
Government Agency Debt
719987.00
211695.58
Fannie Mae
2023-06-01
4.500000
Government Agency Debt
4777000.00
237469.39
Fannie Mae
2023-06-01
4.500000
Government Agency Debt
2442789.00
216908.99
Fannie Mae
2023-06-01
5.500000
Government Agency Debt
1025817.00
190690.46
Fannie Mae
2023-07-01
5.500000
Government Agency Debt
1237000.00
189963.41
Fannie Mae
2023-07-01
6.000000
Government Agency Debt
1139929.00
198117.47
Fannie Mae
2023-08-01
4.500000
Government Agency Debt
1638570.00
252560.67
Fannie Mae
2023-08-28
2.660000
Government Agency Debt
18974000.00
18540538.97
Fannie Mae
2023-09-01
4.500000
Government Agency Debt
2454594.00
239728.27
Fannie Mae
2023-09-01
4.500000
Government Agency Debt
2050204.00
238904.64
Fannie Mae
2023-09-01
5.500000
Government Agency Debt
2100000.00
264974.72
Fannie Mae
2023-09-01
5.500000
Government Agency Debt
6112432.00
194253.28
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
2065254.00
212445.15
Fannie Mae
2023-10-01
5.500000
Government Agency Debt
1111896.00
201815.83
Fannie Mae
2023-10-01
6.000000
Government Agency Debt
1867457.00
244504.99
Fannie Mae
2023-11-01
5.000000
Government Agency Debt
3209618.00
232047.04
Fannie Mae
2023-11-01
5.500000
Government Agency Debt
1664570.00
233910.12
Fannie Mae
2023-11-01
5.500000
Government Agency Debt
2443702.00
203931.34
Fannie Mae
2023-11-01
6.000000
Government Agency Debt
1465000.00
261656.04
Fannie Mae
2023-12-01
5.500000
Government Agency Debt
3437656.00
229762.43
Fannie Mae
2023-12-01
6.000000
Government Agency Debt
539290.00
231859.55
Fannie Mae
2024-02-01
4.500000
Government Agency Debt
1320636.00
192536.63
Fannie Mae
2024-03-01
3.500000
Government Agency Debt
250000.00
239054.85
Fannie Mae
2024-04-01
4.500000
Government Agency Debt
3398506.00
259723.75
Fannie Mae
2024-04-01
4.500000
Government Agency Debt
4130380.00
238368.44
Fannie Mae
2024-05-01
4.500000
Government Agency Debt
2384486.00
226613.52
Fannie Mae
2024-06-01
4.500000
Government Agency Debt
2031082.00
256152.09
Fannie Mae
2024-06-01
5.000000
Government Agency Debt
1617126.00
214929.66
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
1680000.00
221692.83
Fannie Mae
2024-08-01
4.500000
Government Agency Debt
1031358.00
247650.97
Fannie Mae
2024-10-01
4.500000
Government Agency Debt
1235595.00
269689.99
Fannie Mae
2024-10-01
4.500000
Government Agency Debt
1126566.00
239470.97
Fannie Mae
2024-11-01
4.500000
Government Agency Debt
916511.00
213423.84
Fannie Mae
2024-12-01
4.500000
Government Agency Debt
699711.00
208533.02
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
1040000.00
231551.22
Fannie Mae
2025-01-01
4.500000
Government Agency Debt
743713.00
203300.14
Fannie Mae
2025-01-01
5.500000
Government Agency Debt
916095.00
214339.84
Fannie Mae
2025-02-01
4.000000
Government Agency Debt
1000000.00
196680.43
Fannie Mae
2025-02-01
5.000000
Government Agency Debt
2466158.00
246252.13
Fannie Mae
2025-03-01
4.500000
Government Agency Debt
1012776.00
231798.12
Fannie Mae
2025-03-01
4.500000
Government Agency Debt
1200000.00
222126.69
Fannie Mae
2025-03-01
5.000000
Government Agency Debt
478000.00
270081.01
Fannie Mae
2025-04-01
4.500000
Government Agency Debt
750000.00
259208.90
Fannie Mae
2025-04-01
5.000000
Government Agency Debt
3584154.00
250217.44
Fannie Mae
2025-05-01
5.500000
Government Agency Debt
1087762.00
243611.63
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
755898.00
226626.32
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
1025000.00
253332.68
Fannie Mae
2025-12-03
4.000000
Government Agency Debt
1067391.00
240152.44
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
615558.00
247485.20
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
881271.00
228636.93
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
744398.00
213907.61
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
775896.00
267273.53
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
585000.00
253258.74
Fannie Mae
2026-10-01
4.500000
Government Agency Debt
573000.00
264535.68
Fannie Mae
2027-04-01
5.500000
Government Agency Debt
2520000.00
220816.82
Fannie Mae
2027-07-01
5.000000
Government Agency Debt
715327.00
222111.33
Fannie Mae
2027-10-01
3.500000
Government Agency Debt
322594.00
263879.72
Fannie Mae
2028-01-01
5.500000
Government Agency Debt
398144.00
198105.75
Fannie Mae
2028-08-01
2.000000
Government Agency Debt
267432.00
238458.87
Fannie Mae
2028-11-01
4.000000
Government Agency Debt
257259.00
243985.18
Fannie Mae
2029-04-01
3.500000
Government Agency Debt
256676.00
250228.00
Fannie Mae
2029-06-01
3.000000
Government Agency Debt
265872.00
260409.86
Fannie Mae
2029-06-01
4.500000
Government Agency Debt
981740.00
207202.62
Fannie Mae
2029-10-01
3.000000
Government Agency Debt
200000.00
208327.60
Fannie Mae
2029-10-01
3.500000
Government Agency Debt
217253.00
230730.65
Fannie Mae
2029-11-01
4.500000
Government Agency Debt
879152.00
236703.90
Fannie Mae
2030-01-01
5.000000
Government Agency Debt
635928.00
236554.50
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
389000.00
200084.42
Fannie Mae
2031-07-01
4.500000
Government Agency Debt
302000.00
196959.49
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
1059113.00
200234.68
Fannie Mae
2033-07-01
8.000000
Government Agency Debt
617302.00
253353.58
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
840000.00
232333.38
Fannie Mae
2034-03-01
3.000000
Government Agency Debt
220000.00
220720.97
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
1024000.00
244025.87
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
2365473.00
241746.71
Fannie Mae
2035-11-01
7.000000
Government Agency Debt
1532413.00
217512.20
Fannie Mae
2035-11-01
7.000000
Government Agency Debt
4662458.00
198892.19
Fannie Mae
2035-12-01
7.000000
Government Agency Debt
4376244.00
200959.02
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
3726692.00
244632.63
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
1333915.00
207166.46
Fannie Mae
2036-08-01
5.000000
Government Agency Debt
1762000.00
260862.32
Fannie Mae
2037-03-01
5.000000
Government Agency Debt
1214699.00
197832.33
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
2460000.00
200772.57
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
1122069.00
220527.36
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
2186699.00
190130.18
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
4584643.00
263390.49
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
1875346.00
207781.50
Fannie Mae
2038-02-01
6.000000
Government Agency Debt
3034938.00
227054.05
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
3075701.00
242741.19
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
5853508.00
265186.90
Fannie Mae
2038-05-01
6.500000
Government Agency Debt
1920670.00
197352.57
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
1590172.00
252414.20
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
5635416.00
263881.43
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
1800000.00
214626.15
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
8045080.00
254524.92
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
2000000.00
236067.43
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
900000.00
240173.72
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
2951546.00
222111.37
Fannie Mae
2039-06-01
5.000000
Government Agency Debt
535000.00
253450.54
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
449961.00
232841.08
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
395588.00
231906.58
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
433577.00
231614.30
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
446301.00
224864.77
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
347272.00
259107.36
Fannie Mae
2040-12-01
3.500000
Government Agency Debt
392010.00
235294.19
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
394314.00
264495.73
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
296091.00
249232.81
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
369291.00
209805.16
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
210182.00
190744.96
Fannie Mae
2041-02-01
5.500000
Government Agency Debt
1567216.00
238406.69
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
659325.00
244708.28
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
547000.00
244958.60
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
388876.00
239442.40
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
477524.00
192212.81
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
496000.00
261736.14
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
242000.00
199284.79
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
424000.00
265943.77
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
296000.00
200492.28
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1158500.00
242232.30
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
388000.00
267899.38
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
323000.00
248443.52
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
263000.00
235078.26
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
200000.00
192015.53
Fannie Mae
2042-12-01
3.500000
Government Agency Debt
200000.00
190243.76
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
278000.00
259716.21
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
256000.00
228739.30
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
268191.00
256348.44
Fannie Mae
2043-05-01
3.000000
Government Agency Debt
249091.00
221893.35
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
262231.00
249351.16
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
259906.00
246377.01
Fannie Mae
2043-06-01
3.000000
Government Agency Debt
233818.00
228882.64
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
220303.00
215816.78
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
267245.00
252612.88
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
235607.00
225299.33
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
205024.00
199821.45
Fannie Mae
2043-08-01
3.000000
Government Agency Debt
203242.00
195338.65
Fannie Mae
2043-08-01
3.500000
Government Agency Debt
200000.00
198804.95
Fannie Mae
2043-09-01
3.000000
Government Agency Debt
202189.00
191891.49
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
277579.00
267830.01
Fannie Mae
2043-10-01
3.500000
Government Agency Debt
200000.00
203650.47
Fannie Mae
2044-01-01
3.000000
Government Agency Debt
251740.00
249124.11
Fannie Mae
2044-01-01
3.500000
Government Agency Debt
197000.00
198033.33
Fannie Mae
2044-08-01
3.500000
Government Agency Debt
189414.00
194788.79
Freddie Mac
2017-08-01
6.000000
Government Agency Debt
2924538.00
192404.91
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
8000000.00
199215.94
Freddie Mac
2018-05-01
5.000000
Government Agency Debt
3250000.00
224975.50
Freddie Mac
2018-05-01
5.000000
Government Agency Debt
3000000.00
194092.91
Freddie Mac
2018-09-01
4.500000
Government Agency Debt
4424844.00
225064.53
Freddie Mac
2018-11-01
5.500000
Government Agency Debt
3099250.00
217168.40
Freddie Mac
2018-12-01
5.500000
Government Agency Debt
2000000.00
204928.06
Freddie Mac
2019-01-01
5.500000
Government Agency Debt
1800000.00
199959.70
Freddie Mac
2019-02-01
6.000000
Government Agency Debt
4269458.00
224686.76
Freddie Mac
2019-03-01
5.000000
Government Agency Debt
1605000.00
197207.91
Freddie Mac
2019-09-01
5.000000
Government Agency Debt
2000000.00
190570.45
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
2810000.00
266211.59
Freddie Mac
2019-12-01
4.500000
Government Agency Debt
1750000.00
208865.49
Freddie Mac
2019-12-01
5.000000
Government Agency Debt
2128294.00
196649.01
Freddie Mac
2019-12-01
5.500000
Government Agency Debt
1430232.00
214134.76
Freddie Mac
2020-03-01
4.500000
Government Agency Debt
1569984.00
239032.64
Freddie Mac
2020-05-01
5.000000
Government Agency Debt
2273014.00
194912.38
Freddie Mac
2020-07-01
4.500000
Government Agency Debt
2793120.00
223426.91
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
2101943.00
225398.86
Freddie Mac
2020-12-01
5.500000
Government Agency Debt
1907197.00
246798.17
Freddie Mac
2021-01-01
5.500000
Government Agency Debt
2161371.00
214889.43
Freddie Mac
2021-04-01
5.500000
Government Agency Debt
2940000.00
240920.87
Freddie Mac
2021-05-01
5.000000
Government Agency Debt
2431999.00
245863.21
Freddie Mac
2021-07-01
5.500000
Government Agency Debt
3279572.00
262072.37
Freddie Mac
2021-09-01
5.500000
Government Agency Debt
3334772.00
210874.27
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
2230000.00
190608.62
Freddie Mac
2021-12-01
5.500000
Government Agency Debt
3847765.00
240068.68
Freddie Mac
2022-05-01
6.000000
Government Agency Debt
855211.00
204902.22
Freddie Mac
2023-03-01
5.000000
Government Agency Debt
3000000.00
232124.42
Freddie Mac
2023-03-01
6.000000
Government Agency Debt
2239164.00
242835.26
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
3232103.00
246139.52
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
2000000.00
205498.84
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
1148500.00
204983.85
Freddie Mac
2023-08-01
5.500000
Government Agency Debt
2645000.00
234182.93
Freddie Mac
2024-06-01
4.000000
Government Agency Debt
1176000.00
222285.42
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
1392086.00
235171.54
Freddie Mac
2024-11-01
5.000000
Government Agency Debt
1272359.00
192606.32
Freddie Mac
2024-12-01
4.000000
Government Agency Debt
1250000.00
216472.77
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
1020182.00
231717.95
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
1539520.00
245895.47
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
1102209.00
217958.33
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
1000000.00
223155.31
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
911432.00
214525.74
Freddie Mac
2025-08-01
5.000000
Government Agency Debt
1718071.00
172808.52
Freddie Mac
2025-09-01
4.000000
Government Agency Debt
1213113.00
265175.11
Freddie Mac
2025-09-01
4.000000
Government Agency Debt
1474556.00
249952.12
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
448967.00
203040.82
Freddie Mac
2025-11-01
5.000000
Government Agency Debt
2034340.00
214432.38
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
871342.00
221729.23
Freddie Mac
2025-12-01
5.500000
Government Agency Debt
2000000.00
203901.63
Freddie Mac
2026-03-01
5.500000
Government Agency Debt
3165562.00
248283.60
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
851208.00
217890.18
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
525000.00
242484.13
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
500000.00
264153.16
Freddie Mac
2026-06-01
5.000000
Government Agency Debt
380000.00
252120.00
Freddie Mac
2026-09-01
4.500000
Government Agency Debt
461477.00
233110.81
Freddie Mac
2028-12-01
7.000000
Government Agency Debt
17022115.00
193145.21
Freddie Mac
2029-01-01
7.000000
Government Agency Debt
3355776.00
210766.56
Freddie Mac
2029-04-01
5.000000
Government Agency Debt
1351495.00
205470.14
Freddie Mac
2029-04-01
6.500000
Government Agency Debt
14137087.00
259722.71
Freddie Mac
2029-09-01
3.000000
Government Agency Debt
252319.00
260013.22
Freddie Mac
2032-02-01
7.000000
Government Agency Debt
17143832.00
196080.93
Freddie Mac
2032-11-01
7.000000
Government Agency Debt
3211965.00
189748.57
Freddie Mac
2033-04-01
5.000000
Government Agency Debt
1168680.00
203582.54
Freddie Mac
2033-04-01
5.500000
Government Agency Debt
3809648.00
225755.82
Freddie Mac
2033-08-01
5.000000
Government Agency Debt
2500000.00
252391.52
Freddie Mac
2033-09-01
6.500000
Government Agency Debt
4384658.00
249676.05
Freddie Mac
2034-07-01
6.500000
Government Agency Debt
718564.00
191135.79
Freddie Mac
2034-10-01
5.000000
Government Agency Debt
2071079.00
235860.35
Freddie Mac
2034-11-01
5.500000
Government Agency Debt
1355322.00
212785.70
Freddie Mac
2035-04-01
6.500000
Government Agency Debt
4033173.00
235218.09
Freddie Mac
2035-07-01
6.500000
Government Agency Debt
2795857.00
245885.79
Freddie Mac
2035-08-01
6.500000
Government Agency Debt
3751824.00
263207.48
Freddie Mac
2035-09-01
5.000000
Government Agency Debt
1781000.00
202457.49
Freddie Mac
2035-09-01
6.500000
Government Agency Debt
2135053.00
204902.94
Freddie Mac
2035-09-01
6.500000
Government Agency Debt
4771729.00
202171.36
Freddie Mac
2035-10-01
5.000000
Government Agency Debt
1749200.00
213198.45
Freddie Mac
2035-12-01
5.000000
Government Agency Debt
1684500.00
200991.20
Freddie Mac
2035-12-01
6.500000
Government Agency Debt
1032462.00
228607.61
Freddie Mac
2036-10-01
6.500000
Government Agency Debt
1080972.00
227796.89
Freddie Mac
2037-01-01
5.000000
Government Agency Debt
1467733.00
212019.54
Freddie Mac
2037-02-01
5.500000
Government Agency Debt
2354665.00
268890.57
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
3041962.00
245475.66
Freddie Mac
2037-03-01
7.000000
Government Agency Debt
1899700.00
205919.09
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
2200000.00
251817.24
Freddie Mac
2037-10-01
6.500000
Government Agency Debt
2485044.00
212565.35
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
2933480.00
263341.15
Freddie Mac
2038-01-01
5.000000
Government Agency Debt
1734245.00
207773.63
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
19893038.00
212444.37
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
2003724.00
254274.57
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
1333547.00
197930.56
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
1272207.00
264457.69
Freddie Mac
2038-12-01
5.000000
Government Agency Debt
2331060.00
209953.17
Freddie Mac
2038-12-01
6.500000
Government Agency Debt
1200000.00
210920.87
Freddie Mac
2039-04-01
5.000000
Government Agency Debt
1815217.00
193358.61
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
735701.00
196117.98
Freddie Mac
2040-02-01
5.500000
Government Agency Debt
1759114.00
247896.54
Freddie Mac
2040-05-01
5.000000
Government Agency Debt
500000.00
199020.87
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
606356.00
222098.87
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
480000.00
258252.56
Freddie Mac
2041-02-01
4.000000
Government Agency Debt
380000.00
266480.31
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
584406.00
251151.03
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
200000.00
201060.86
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
200000.00
197921.18
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
200000.00
198251.42
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
450000.00
260059.11
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
227587.00
217448.33
Freddie Mac
2044-07-01
3.500000
Government Agency Debt
229510.00
235630.52
Freddie Mac
2044-09-01
3.500000
Government Agency Debt
200595.00
207372.84
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
87000000.00
87000000.00
0.0059
N
87000000.00
87000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.290000%
06737JM36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
Y
Barclays Bank Plc
N/A
N/A
N
56000000.00
55986466.67
0.0038
N
55993280.00
55993280.00
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
14000000.00
13987283.34
0.0009
N
13990480.00
13990480.00
Barclays US Funding Corp
Barclays US Funding Corp 0.300000%
06737JQT5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-27
2015-03-27
N
Y
Barclays Bank Plc
N/A
N/A
N
20000000.00
19976000.00
0.0014
N
19979000.00
19979000.00
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
2000000.00
1997516.66
0.0001
N
1997780.00
1997780.00
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
20000000.00
19993244.44
0.0014
N
19996200.00
19996200.00
BNP Paribas
BNP Paribas 0.290000%
05572NUN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
5000000.00
5000000.00
0.0003
N
5000100.00
5000100.00
BNP Paribas
BNP Paribas 0.240000%
05572NVH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
36000000.00
36000000.00
0.0024
N
36000360.00
36000360.00
BNP Paribas
BNP Paribas 0.230000%
05572NVK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
9000000.00
9000000.00
0.0006
N
9000180.00
9000180.00
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
42000000.00
42000000.00
0.0029
N
42002520.00
42002520.00
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
80000000.00
80000000.00
0.0054
N
80005600.00
80005600.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.230000%
923JDF006_0.2300_M141105_2M54
0001197610
Other Repurchase Agreement
N
ACTAVIS PLC SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1249856.19
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
209371.30
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
924286.94
ASHFORD HOSPITALITY TR INC COM SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1101290.37
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
3069.88
BEST BUY INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
47034.38
BOEING CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
786876.10
CENTRAL PAC FINL CORP COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
35325.36
CHENIERE ENERGY INC COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
907125.00
CONAGRA FOODS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2985.84
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
13458.06
EVERCORE PARTNERS INC CLASS A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1104764.94
EXXON MOBIL CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1241450.80
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
1250037.36
GENERAL ELECTRIC CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1239912.34
GRAHAM HLDGS CO COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1110722.80
HEALTHSOUTH CORP COM NEW
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1098979.45
HUMANA INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
403309.20
INGERSOLL-RAND PLC SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1244600.26
INTEGRYS ENERGY GROUP INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250020.20
KIMBERLY CLARK CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
838288.36
MARATHON PETE CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
898522.80
MARTIN MARIETTA MATLS INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
44429.00
MERCK & CO INC NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1250045.72
MIDSOUTH BANCORP INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
51130.50
MOSAIC CO NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
21476.80
OASIS PETE INC NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1145.43
ORACLE CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1245167.00
PFIZER INC COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
417700.32
REXNORD CORP NEW COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
27227.20
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
1250054.52
ROWAN COMPANIES PLC SHS CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
170404.48
SENIOR HSG PPTYS TR SH BEN I
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1089268.09
STEELCASE INC CL A
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1089937.96
TYCO INTERNATIONAL LTD SHS
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
297749.76
UNIT CORP COM
2014-10-31
999.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1089023.55
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
1245135.48
Unrated Security
N/A
N/A
2014-11-05
2014-11-05
N
Y
BNP Paribas
N/A
N/A
N
25000000.00
25000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
25000000.00
25000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M141103_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
75432184.00
61553798.89
Fannie Mae
2023-08-01
2.500000
Government Agency Debt
1868362.00
1612927.69
Fannie Mae
2028-02-01
3.000000
Government Agency Debt
78360000.00
56910595.85
Freddie Mac
2044-10-01
4.000000
Government Agency Debt
9110497.00
9702678.46
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
126000000.00
126000000.00
0.0086
N
126000000.00
126000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M141107_2M54
0001197610
Other Repurchase Agreement
N
BROWN & BROWN INC
2024-09-15
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41589.00
42065.19
PRUDENTIAL FINCL INC,NJ
2037-12-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12.00
15.79
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
15308528.00
15676570.52
XSTRATA FINANCE (CANADA) LIMITED
2022-10-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30942.00
31349.51
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
15000000.00
15000000.00
0.0010
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15001500.00
15001500.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
988VYS000_0.4100_M141107_2M54
0001197610
Other Repurchase Agreement
N
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.333000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
191.00
59.56
NOVA CHEMICALS
2025-05-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15934.00
16478.41
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.055699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18787838.00
4533147.26
ROCKWOOD SPECIALTIES GROUP, INC
2020-10-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4718.00
4928.21
THE HERTZ CORP
2019-04-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9026.00
9425.40
WAMU MTGE
2047-04-25
0.885199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109364.00
38425.71
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
4000000.00
4000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000480.00
4000480.00
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
61000000.00
61000000.00
0.0041
N
60999390.00
60999390.00
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
29000000.00
28991477.22
0.0020
N
28992170.00
28992170.00
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
54000000.00
53977320.00
0.0037
N
53977320.00
53977320.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.050000%
105993000
0000764116
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
110000000.00
110000000.00
0.0075
Security is a time deposit.
N
110000000.00
110000000.00
CAFCO, LLC
CAFCO, LLC 0.190000%
12476FL38
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
40000000.00
40000000.00
0.0027
N
39999600.00
39999600.00
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
22000000.00
21984722.26
0.0015
N
21987900.00
21987900.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-13
2015-02-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21984416.64
0.0015
N
21987460.00
21987460.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FPK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33974500.00
0.0023
N
33978920.00
33978920.00
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
93000000.00
92918625.00
0.0063
N
92927460.00
92927460.00
Caisse des Depots et Consignations
Caisse des Depots et Consignations 0.200000%
12800BMH2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
42000000.00
41989733.33
0.0028
N
41992020.00
41992020.00
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
40000000.00
40000000.00
0.0027
N
39999600.00
39999600.00
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
80000000.00
80000000.00
0.0054
N
79999200.00
79999200.00
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
80000000.00
80000000.00
0.0054
N
80000000.00
80000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
13738KLD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
4000000.00
3999711.11
0.0003
N
3999800.00
3999800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738KNG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-16
2015-01-16
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
39000000.00
38979958.33
0.0026
N
38983230.00
38983230.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
13738KP50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-05
2015-02-05
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
4000000.00
3997911.11
0.0003
N
3997680.00
3997680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
13738KQ26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
3000000.00
2997421.67
0.0002
N
2997660.00
2997660.00
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
12000000.00
11997900.00
0.0008
N
11998320.00
11998320.00
Charta, LLC
Charta, LLC 0.250000%
16115XN84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49977083.33
0.0034
N
49982500.00
49982500.00
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
11000000.00
10992284.72
0.0007
N
10993840.00
10993840.00
Charta, LLC
Charta, LLC 0.250000%
16115XPR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6994458.35
0.0005
N
6995450.00
6995450.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
21000000.00
21000000.00
0.0014
N
21003990.00
21003990.00
Chase Bank USA, NA
Chase Bank USA, NA 0.380000%
16144RUL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
40000000.00
40000000.00
0.0027
N
40014000.00
40014000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.250000%
16144RUR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
4000000.00
4000000.00
0.0003
N
4000640.00
4000640.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CN82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20990375.00
0.0014
N
20993070.00
20993070.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CNF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
39000000.00
38980229.17
0.0026
N
38985570.00
38985570.00
Citibank, NA
Citibank, NA 0.250000%
17304UA42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000240.00
3000240.00
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
2000000.00
2000000.00
0.0001
N
2000160.00
2000160.00
Citibank, NA
Citibank, NA 0.230000%
17304UTF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
45000000.00
45000000.00
0.0031
N
45000450.00
45000450.00
Citibank, NA
Citibank, NA 0.230000%
17304UTJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
8000000.00
8000000.00
0.0005
N
8000080.00
8000080.00
Citibank, NA
Citibank, NA 0.250000%
17304UXR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
13000000.00
13000000.00
0.0009
N
13003250.00
13003250.00
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
10000000.00
10000000.00
0.0007
N
10002600.00
10002600.00
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
29000000.00
29000000.00
0.0020
N
29008410.00
29008410.00
Citibank, NA
Citibank, NA 0.250000%
17304UZT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-27
2015-03-27
N
N
N
4000000.00
4000000.00
0.0003
N
4000800.00
4000800.00
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
89000000.00
89000000.00
0.0060
N
89017800.00
89017800.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
14000000.00
14000000.00
0.0010
Security is a time deposit.
N
14000000.00
14000000.00
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
50000000.00
49953722.22
0.0034
N
49964000.00
49964000.00
Collateralized Commercial Paper Co, LLC
Collateralized Commercial Paper Co, LLC 0.390000%
19422GUL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
29000000.00
28918630.83
0.0020
N
28917930.00
28917930.00
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
57000000.00
56858133.33
0.0039
N
56876880.00
56876880.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.222500%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
N
115000000.00
115000000.00
0.0078
N
115002300.00
115002300.00
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
32000000.00
32000000.00
0.0022
N
32000640.00
32000640.00
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
30000000.00
30000000.00
0.0020
N
30000360.00
30000360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.232000%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2015-03-04
N
N
N
20000000.00
20000000.00
0.0014
N
20000340.00
20000340.00
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
18000000.00
18000000.00
0.0012
N
18001638.00
18001638.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.242500%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2015-10-09
N
N
N
104000000.00
104000000.00
0.0071
N
104004680.00
104004680.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VL36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
4000000.00
0.0003
N
3999960.00
3999960.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VNF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43977694.44
0.0030
N
43983720.00
43983720.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VP40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32978687.50
0.0022
N
32983500.00
32983500.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VPK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14988749.98
0.0010
N
14990700.00
14990700.00
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
19000000.00
18983902.75
0.0013
N
18985750.00
18985750.00
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
14000000.00
13986194.44
0.0009
N
13986700.00
13986700.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MNB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
9000000.00
9000000.00
0.0006
N
9000090.00
9000090.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22533MNS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2014-11-24
N
N
N
24000000.00
24000000.00
0.0016
N
24002160.00
24002160.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22533MQV6
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
1000090.00
1000090.00
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
59000000.00
59000000.00
0.0040
N
59010620.00
59010620.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22533MRC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
8000000.00
8000000.00
0.0005
N
8000960.00
8000960.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.220000%
22533MSN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-02
2015-02-02
N
N
N
46000000.00
46000000.00
0.0031
N
45998620.00
45998620.00
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
7000000.00
7000000.00
0.0005
N
7000490.00
7000490.00
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
15000000.00
15000000.00
0.0010
N
15001050.00
15001050.00
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
18000000.00
18000000.00
0.0012
N
18001440.00
18001440.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T5E4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
30000000.00
30000000.00
0.0020
N
30002400.00
30002400.00
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
44000000.00
44000000.00
0.0030
N
44003520.00
44003520.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22549T6R4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-26
2015-03-26
N
N
N
32000000.00
32000000.00
0.0022
N
32002560.00
32002560.00
Credit Suisse AG
Credit Suisse AG 0.180000%
22549T7D4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
N
31000000.00
31000000.00
0.0021
N
30999690.00
30999690.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141113_2M54
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
8130000.00
1150298.54
First Tier Security
N/A
N/A
2014-11-13
2014-11-13
N
N
N
1000000.00
1000000.00
0.0001
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
1000000.00
1000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141218_2M54
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
243840000.00
34500466.80
First Tier Security
N/A
N/A
2014-12-18
2014-12-18
N
N
N
30000000.00
30000000.00
0.0020
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30000000.00
30000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150203_2M54
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
178815000.00
25300200.84
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
22000000.00
22000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
22000000.00
22000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150209_2M54
0001230485
Other Repurchase Agreement
N
AHM 2005-2 1A3
2045-09-25
0.532000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
47000000.00
1133154.01
ARMT 2005-10 5A1
2036-01-25
0.411999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42932615.00
5680961.40
IMSA 2007-2 1A1C
2037-05-25
0.532000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7610000.00
3622904.85
IMSA 2007-3 A1B
2037-09-25
0.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45241000.00
19907668.62
RFMSI SERIES 2007-SA1 TRUST
2037-02-25
4.689099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46363200.00
11439673.86
SAMI 2006-AR8 A1BG
2036-10-25
0.272000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62440000.00
21467185.14
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
55000000.00
55000000.00
0.0037
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
55000000.00
55000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150210_2M54
0001230485
Other Repurchase Agreement
N
BSABS 2007-AC4 A1
2037-02-25
0.452000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
84120000.00
22531783.64
MARM 2007-3 12A1
2047-05-25
0.351999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68490000.00
24618639.50
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
41000000.00
41000000.00
0.0028
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
41000000.00
41000000.00
Crown Point Capital Co, LLC
Crown Point Capital Co, LLC 0.230000%
2284K1L76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
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
20000000.00
19999488.89
0.0014
N
19999600.00
19999600.00
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
91000000.00
90962791.12
0.0062
N
90967240.00
90967240.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
97000000.00
97000000.00
0.0066
N
97014550.00
97014550.00
DNB Bank ASA
DNB Bank ASA 0.090000%
23290QNK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
65000000.00
65000000.00
0.0044
N
65000000.00
65000000.00
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
83000000.00
82913680.00
0.0056
N
82921150.00
82921150.00
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
147000000.00
147000000.00
0.0100
Security is a time deposit.
N
147000051.45
147000051.45
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
85000000.00
84998571.52
0.0058
N
84999660.00
84999660.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385Q33
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
7000000.00
6999790.00
0.0005
N
6999951.00
6999951.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385R73
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
8000000.00
7999600.00
0.0005
N
7999896.00
7999896.00
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
65000000.00
64996127.08
0.0044
N
64998960.00
64998960.00
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
41000000.00
40997335.00
0.0028
N
40999344.00
40999344.00
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
28600000.00
28597553.11
0.0019
N
28599485.20
28599485.20
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
18000000.00
17998680.00
0.0012
N
17999676.00
17999676.00
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
11000000.00
10999086.39
0.0007
N
10999791.00
10999791.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M141103_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-11-15
2.000000
Treasury Debt
1029194700.00
1038004382.90
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
1038000000.00
1038000000.00
0.0705
N
1038000000.00
1038000000.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JPC1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-12
2015-02-12
N
N
N
28000000.00
27982717.77
0.0019
N
27991880.00
27991880.00
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
32000000.00
31968320.00
0.0022
N
31975680.00
31975680.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959JRG0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-16
2015-04-16
N
N
N
32000000.00
31967928.89
0.0022
N
31975040.00
31975040.00
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
30000000.00
29999900.00
0.0020
N
29999700.00
29999700.00
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
1575000.00
1575000.00
0.0001
N
1575000.00
1575000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M141105_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
25201687.00
21598024.16
GNMA
2033-08-20
5.000000
Government Agency Debt
50214407.00
6867987.79
GNMA
2034-03-20
4.000000
Government Agency Debt
6119529.00
6376671.15
GNMA
2034-06-20
5.500000
Government Agency Debt
40158000.00
5818421.45
GNMA
2034-12-20
5.500000
Government Agency Debt
45018759.00
6741531.33
GNMA
2035-07-20
5.000000
Government Agency Debt
42575483.00
6468170.10
GNMA
2037-12-20
2.750000
Government Agency Debt
10699846.00
6200952.60
GNMA
2038-05-15
5.500000
Government Agency Debt
13864863.00
2668861.26
GNMA
2039-06-15
4.500000
Government Agency Debt
10102683.00
6876472.84
GNMA
2042-05-15
4.000000
Government Agency Debt
6515067.00
5837888.59
GNMA
2043-04-15
4.000000
Government Agency Debt
5833492.00
5755018.95
GNMA
2043-09-15
4.000000
Government Agency Debt
6607119.00
6641570.08
GNMA
2043-11-15
4.500000
Government Agency Debt
5524745.00
6039671.68
GNMA
2043-11-15
4.500000
Government Agency Debt
5348552.00
5841706.05
GNMA
2044-01-15
4.000000
Government Agency Debt
5949271.00
6390999.84
GNMA
2044-04-20
3.500000
Government Agency Debt
6062346.00
6334215.98
GNMA
2044-04-20
4.000000
Government Agency Debt
6602296.00
6938477.50
GNMA
2044-05-20
4.000000
Government Agency Debt
6131159.00
6511770.98
GNMA
2044-10-20
4.500000
Government Agency Debt
5127105.00
5671588.17
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
129000000.00
129000000.00
0.0088
N
128998710.00
128998710.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
992JYE002_0.1000_M141107_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-05-01
2.424999
Government Agency Debt
3500000.00
41630.38
Fannie Mae
2027-02-01
4.000000
Government Agency Debt
572979.00
557116.99
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
1082191.00
987196.58
Fannie Mae
2029-08-01
2.500000
Government Agency Debt
51851.00
51195.39
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
1142189.00
874944.31
Fannie Mae
2033-04-01
2.415000
Government Agency Debt
2000000.00
21559.35
Fannie Mae
2033-05-01
2.133000
Government Agency Debt
5000000.00
405478.17
Fannie Mae
2033-08-01
2.105000
Government Agency Debt
1000000.00
48895.64
Fannie Mae
2034-02-01
2.375000
Government Agency Debt
85000.00
5075.65
Fannie Mae
2034-05-01
2.089999
Government Agency Debt
4438650.00
299983.65
Fannie Mae
2034-06-01
1.925000
Government Agency Debt
1856427.00
398062.75
Fannie Mae
2034-07-01
2.310000
Government Agency Debt
3409889.00
172128.01
Fannie Mae
2034-10-01
1.999000
Government Agency Debt
2000000.00
137769.12
Fannie Mae
2034-12-01
2.124000
Government Agency Debt
1500000.00
206390.49
Fannie Mae
2035-01-01
2.438000
Government Agency Debt
1500000.00
168630.78
Fannie Mae
2035-03-01
2.365000
Government Agency Debt
178000.00
31019.46
Fannie Mae
2035-04-01
2.013999
Government Agency Debt
2591037.00
116331.92
Fannie Mae
2035-05-01
1.786000
Government Agency Debt
3600000.00
351642.32
Fannie Mae
2035-05-01
2.503000
Government Agency Debt
5250000.00
1128928.02
Fannie Mae
2035-06-01
1.877000
Government Agency Debt
2895000.00
326439.33
Fannie Mae
2035-07-01
2.282999
Government Agency Debt
3373373.00
958424.60
Fannie Mae
2035-08-01
2.004000
Government Agency Debt
2900000.00
332287.38
Fannie Mae
2035-08-01
2.208000
Government Agency Debt
9400000.00
1191923.69
Fannie Mae
2035-10-01
2.210000
Government Agency Debt
1000000.00
227499.07
Fannie Mae
2035-12-01
2.249000
Government Agency Debt
4000000.00
759086.40
Fannie Mae
2035-12-01
2.710000
Government Agency Debt
1180000.00
133560.78
Fannie Mae
2036-02-01
2.299999
Government Agency Debt
1075000.00
98889.66
Fannie Mae
2036-06-01
2.355000
Government Agency Debt
3900000.00
492772.58
Fannie Mae
2036-06-01
2.753000
Government Agency Debt
1070000.00
184162.29
Fannie Mae
2036-08-01
2.387000
Government Agency Debt
3570000.00
479910.62
Fannie Mae
2036-09-01
2.185999
Government Agency Debt
105000.00
64185.49
Fannie Mae
2036-09-01
2.196000
Government Agency Debt
620000.00
108071.69
Fannie Mae
2036-11-01
2.257000
Government Agency Debt
1100000.00
162490.26
Fannie Mae
2037-01-01
2.508999
Government Agency Debt
125000.00
13776.56
Fannie Mae
2037-02-01
2.412999
Government Agency Debt
255000.00
21055.25
Fannie Mae
2037-04-01
2.267999
Government Agency Debt
2626000.00
659670.11
Fannie Mae
2037-05-01
2.273000
Government Agency Debt
59900.00
2410.57
Fannie Mae
2037-05-01
2.298999
Government Agency Debt
7400000.00
916479.86
Fannie Mae
2037-06-01
2.210999
Government Agency Debt
650000.00
148495.46
Fannie Mae
2037-09-01
2.335000
Government Agency Debt
1650000.00
373300.11
Fannie Mae
2037-11-01
2.150999
Government Agency Debt
2156133.00
580476.92
Fannie Mae
2037-11-01
2.314000
Government Agency Debt
790000.00
109531.75
Fannie Mae
2037-11-01
2.404999
Government Agency Debt
3200000.00
451962.31
Fannie Mae
2037-12-01
2.484999
Government Agency Debt
1640000.00
205056.43
Fannie Mae
2038-01-01
2.238000
Government Agency Debt
238000.00
39347.80
Fannie Mae
2038-02-01
2.242999
Government Agency Debt
199000.00
22818.35
Fannie Mae
2038-04-01
2.194999
Government Agency Debt
1000000.00
329224.77
Fannie Mae
2038-04-01
2.317000
Government Agency Debt
115000.00
85737.13
Fannie Mae
2038-05-01
2.343000
Government Agency Debt
4555000.00
635182.03
Fannie Mae
2038-06-01
2.400999
Government Agency Debt
9443000.00
649791.39
Fannie Mae
2038-07-01
2.291999
Government Agency Debt
110000.00
64169.62
Fannie Mae
2038-10-01
1.866000
Government Agency Debt
1150000.00
247310.51
Fannie Mae
2038-10-01
2.363000
Government Agency Debt
1000000.00
182651.60
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
5208947.00
602259.72
Fannie Mae
2039-05-01
2.325000
Government Agency Debt
1700000.00
419288.93
Fannie Mae
2039-07-01
2.343000
Government Agency Debt
3000000.00
902433.26
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
2250000.00
932781.53
Fannie Mae
2039-09-01
2.335999
Government Agency Debt
461000.00
280082.50
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
1773868.00
919031.70
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
2762278.00
1025026.77
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
3000000.00
1020950.23
Fannie Mae
2040-04-01
2.146999
Government Agency Debt
2000000.00
1308673.50
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
108279.00
33617.07
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1200000.00
853161.33
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
15322.00
8730.14
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
1872341.00
939271.18
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
1800000.00
1159969.62
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
37053.00
34348.27
Fannie Mae
2044-10-01
4.000000
Government Agency Debt
699999.00
746523.27
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
44000000.00
1136427.53
Freddie Mac
2026-12-01
7.000000
Government Agency Debt
7861204.00
29844.49
Freddie Mac
2029-05-01
3.000000
Government Agency Debt
851674.00
866204.34
Freddie Mac
2030-09-01
7.500000
Government Agency Debt
11931409.00
35263.92
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
1232222.00
990345.74
Freddie Mac
2041-04-01
4.000000
Government Agency Debt
1382890.00
1081811.93
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
3155847.00
1064124.22
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
881180.00
785371.27
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
1452768.00
1233837.00
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
1391616.00
1121021.87
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1427890.00
1304830.12
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1155903.00
1189112.42
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1127050.00
1096610.36
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
1414518.00
1247235.43
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
627442.00
600776.79
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
1415092.00
1259394.57
Freddie Mac
2043-12-01
4.000000
Government Agency Debt
355125.00
369507.63
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
43000000.00
43000000.00
0.0029
N
43000000.00
43000000.00
Govco, LLC
Govco, LLC 0.200000%
38362WL33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
59000000.00
59000000.00
0.0040
N
58999410.00
58999410.00
Govco, LLC
Govco, LLC 0.180000%
38362WNF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
124000000.00
123954740.00
0.0084
N
123954120.00
123954120.00
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
4660000.00
4660000.00
0.0003
N
4660000.00
4660000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.310000%
4497W1M11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
Y
ING Bank NV
N/A
N/A
N
17000000.00
16995901.11
0.0012
N
16998130.00
16998130.00
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
88000000.00
87901660.00
0.0060
N
87902320.00
87902320.00
ING Bank NV
ING Bank NV 0.310000%
923ZBH008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
35000000.00
35000000.00
0.0024
N
35000350.00
35000350.00
ING Bank NV
ING Bank NV 0.320000%
924AEU000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
N
4000000.00
4000000.00
0.0003
N
4000320.00
4000320.00
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
72000000.00
72000000.00
0.0049
N
71989200.00
71989200.00
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
30000000.00
30000000.00
0.0020
N
29990400.00
29990400.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150129_2M54
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
594957.00
577066.03
144A JPMCC 2012-LC9 E
2047-12-17
4.427900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
288170.00
279504.43
144A WFRBS 2011-C5 E
2044-11-18
5.635200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
10805445.34
ALCOA INC
2018-07-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2535403.00
2928960.93
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2423403.00
2772325.57
BEST BUY CO., INC.
2018-08-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19316477.00
20137427.28
BHMS 2014-ATLS MTG TR
2033-07-05
4.846899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1393717.00
1407118.98
CHURCH & DWIGHT INC
2015-12-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3829879.00
3994278.68
COMM 2013 CCRE11 MTG TR
2050-08-12
5.171599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
7899398.13
CSMC R 2013 7
2043-08-01
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13068603.00
12689016.71
CWS TOWN CENTRE 2000 LP
2030-06-10
3.942499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
951706.00
951301.35
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3438650.00
4070203.92
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2472465.00
2480306.29
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15239982.00
15842226.92
FORD MOTOR CREDIT COMPANY
2017-09-08
1.683999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168574.00
168489.58
FREMF 2011-K11 MTGE TR MULTIFAMILY MTG P/T
2048-12-25
4.569300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9503951.00
10043543.02
GCMO 144A COMMERCIAL
2028-11-15
7.617000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19500000.00
19661057.00
GE COML MTG SECS TR 2007 C1
2049-12-10
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7632097.00
8033794.62
GE COML MTG SECS TR 2007 C1
2049-12-10
5.540000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2352124.00
2475922.56
GS MORTGAGE SEC TRUST 2010 C2
2043-12-10
4.548000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3360763.00
3197087.12
HILTON USA TR 2013 HLT
2030-11-07
2.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
124372.00
124633.91
HILTON USA TR 2013 HLT
2030-11-07
2.902000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
114295.00
114535.69
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1305848.00
1089566.93
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95639.00
79798.79
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
175659.00
172414.46
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
14639.00
14368.61
J P MORGAN MTG TR 2013-2
2043-05-25
3.737000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920361.00
2854442.90
JEFFERIES GROUP INC NEW
2023-01-20
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5918225.00
6367172.50
JMBB COML MTG SECS TR 20130C12
2045-07-17
4.087699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6399938.00
6432249.63
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
19889029.00
19963801.59
JP MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
5.691900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11645869.00
12157165.97
JP MORGAN MTG TR 2014 1
2044-01-25
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19000000.00
18103123.71
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
2138795.00
2302308.02
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
405833.00
393746.69
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
64606.00
62681.94
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
570892.00
918992.92
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
177638.00
285952.62
METRO EDISON CO
2025-04-15
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1881533.00
1904356.00
MORGAN STANLEY CAP I TR 2011 C1
2047-09-17
3.883999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19500000.00
20102807.84
PEOPLES UNITED FINANCIAL INC
2022-12-06
3.649999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6009.00
6166.98
ROYAL BK OF SCOTLAND GROUP PLC
2019-10-21
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22651.00
26509.32
SASC 2001-9 B2
2031-07-25
7.319200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2370924.00
425762.23
SOUTHERN CA GAS CO
2042-09-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9730000.00
9453684.22
STARWOOD HOTELS & RESORTS WORLDWIDE INC
2019-12-01
7.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
899408.00
1093501.75
TENNESSE GAS PIPELINE COMPANY
2016-02-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133821.00
147695.56
UNITED BUSINESS MEDIA LTD
2020-11-03
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
324314.00
361117.33
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
443431.00
438457.92
WALMART STORES INC
2018-04-11
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
144320.00
142701.45
WEATHERFORD INTERNATIONAL LTD.
2022-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9623062.00
9928786.68
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
8815719.00
7438605.58
WMB 7.500 01/15/31
2031-01-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7356855.00
8604087.15
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6229060.00
6262741.91
First Tier Security
N/A
N/A
2015-01-29
2015-01-29
N
N
N
233000000.00
233000000.00
0.0158
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
233000000.00
233000000.00
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
54000000.00
54000000.00
0.0037
N
54004860.00
54004860.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.417200%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-11-21
2014-12-22
N
N
N
129000000.00
129000000.00
0.0088
N
129009804.00
129009804.00
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
25000000.00
25000000.00
0.0017
N
25030375.00
25030375.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.380000%
48125PU92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
5000000.00
5000000.00
0.0003
N
5001750.00
5001750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
13000000.00
13000000.00
0.0009
N
13004420.00
13004420.00
Lexington Parker Capital Co, LLC
Lexington Parker Capital Co, LLC 0.260000%
52952MP20
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
SOCIETE GENERALE
N/A
N/A
Credit / Liquidity
United States Treasury Department
N/A
N/A
10000000.00
9993427.78
0.0007
N
9994400.00
9994400.00
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
50000000.00
49999750.00
0.0034
N
49999500.00
49999500.00
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
97000000.00
96999353.34
0.0066
N
96999030.00
96999030.00
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
41000000.00
40948340.00
0.0028
N
40947110.00
40947110.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
11000000.00
11000000.00
0.0007
N
11009570.00
11009570.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-18
2015-03-18
N
N
N
45000000.00
45000000.00
0.0031
N
45039600.00
45039600.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.120000%
06399U000_0.1200_M141103_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
3.762999
Government Agency Debt
44324271.00
47893564.18
Fannie Mae
2043-08-25
3.500000
Government Agency Debt
30802901.00
31416436.70
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
77000000.00
77000000.00
0.0052
N
77000000.00
77000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M141205_2M54
0000728612
Other Repurchase Agreement
N
ABENGOA SA
2017-11-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2400000.00
2725500.00
AFFINION GROUP INC
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.83
AHM 2004-3 MF1
2034-10-25
5.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
1303163.47
ALPHA NATURAL RESOURCES INC
2021-06-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1136999.00
569683.87
ALTERNATIVE LOAN TRUST 2006-46
2047-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
453011.00
241032.34
ALTERNATIVE LOAN TRUST 2007
2047-08-25
0.432000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1416136.00
751562.66
AMERENE ENERGY GENERATING COMPANY
2032-06-01
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1974000.00
1990038.75
BANC AMER RE REMIC TR 2010 UBER5
2051-02-22
5.648699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
549652.00
543063.81
BANC OF AMER 2007
2037-10-25
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
1508179.09
BEAR STERNS ASSET BACKED SECURITIES I TRUST 2006-
2036-05-25
0.652000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14253985.00
2753205.01
BOA COMMERICAL MORTGAGE TRST 2007-05
2051-02-10
5.904499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5195253.00
5272668.98
BRINKER INTERNATIONAL
2023-05-15
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
497525.00
499300.20
BSCMS 2007
2044-02-11
5.402999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2854529.00
1873432.14
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
165920.32
COMM 2014 KY0 MTG TR
2027-06-11
3.652699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4379797.00
4378957.29
CONCHO RESOURCES
2021-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1162000.00
1273100.11
CONSTELLIUM N V
2024-05-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
152000.00
154017.17
COUNTRYWIDE COMMERCIAL MORTGAGE TRUST 2
2043-11-12
6.033999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5639979.00
2511009.36
CRESTWOOD MIDSTREAM PARTNERS LP CRESTWOOD MIDST
2022-03-01
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1792000.00
1825867.56
CRYSTAL RIVER CORP,KY
2047-09-22
1.554300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1700.00
CSMC MORTGAGE BACKED
2037-04-25
5.586999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
792930.00
327920.82
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 2005-56 2A4
2035-11-25
2.045799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85169499.00
1304196.38
CWALT 2007
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6545481.00
2209053.49
CWALT INC
2035-05-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
1322013.84
CWALT INC
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1128100.00
1225003.78
CWALT INC
2036-01-25
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1512401.93
CWALT INC
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8436809.00
2574371.76
CWALT INC 2005-43
2035-11-20
0.516800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6240911.00
1344754.31
CWALT INC 2005-43
2035-11-25
0.522000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
52936000.00
1047292.16
CWHL 2005-3
2035-04-25
0.481999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
41208528.00
624453.78
CWMBS INC 2005 19
2036-02-25
5.481200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23999000.00
1621136.36
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
4142.00
3362.95
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4850647.00
1476791.95
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
5.00
0.63
DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST, 200
2037-03-25
0.301999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15687350.00
4333494.19
EXOPACK HLDGS S A
2019-11-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
543437.50
FDIC COML MTG TR
2018-01-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10234229.00
9227313.91
GENESIS ENERGY
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1840000.00
1972940.00
GENWORTH FINANCIAL
2066-11-15
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2967000.00
2620924.17
GSAA 2005-11 M1
2035-10-25
5.799999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3160823.00
347433.45
GSAMP TR
2035-07-25
5.686399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1546053.00
167255.59
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.286999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1319798.00
380865.84
HARBORVIEW MORTGAGE LOAN TRUST 2000-1
2035-09-19
0.517000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
1260199.36
HARBORVIEW MTG LOAN TRUST 2000-1
2046-05-19
0.356999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.28
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9412485.00
5582817.39
HARBORVIEW MTGE LOAN TRUST 2000-1
2036-01-19
0.531599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.01
HORIZON LINES LLC X
2016-10-15
13.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2882385.00
2466681.03
HVMLT
2036-03-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21364628.00
5358449.63
HVMLT
2036-12-19
0.346999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29492818.00
9626802.87
HVMLT
2046-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000000.00
251546.07
HVMLT 2005-9 B5
2035-06-20
1.153500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3854464.00
1915232.72
HVMLT 2005-9 B6
2035-06-20
1.303500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2077425.56
HVMLT 2006-14
2037-02-19
0.302999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4500510.00
1570637.22
JONES ENERGY HLDGS LLC JONESENERGY FIN CORP
2022-04-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
96562.50
JP MORGAN ALTERNATIVE LOAN TRUST 2005
2036-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3979721.00
1015707.69
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.785700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3175598.00
3337215.05
JPALT 2008-R4
2036-12-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1761824.00
762653.73
JPMCC 2006-LDP8 AJ
2045-05-15
5.480000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7954223.00
8429388.84
KEMET CORP
2018-05-01
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2540000.00
2794000.00
LMT 2007-5 12A4
2037-06-25
0.544000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25902000.00
1694036.06
LMT 2007-8 3A1
2037-09-25
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6222739.00
1593532.40
M D C HOLDINGS INC
2043-01-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
8826.67
MASHANTUCKET WESTERN PEQUOT TRIBE
2026-07-01
7.349999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17419149.00
2723121.05
MASTR ADJUSTABLE RATE MORTGAGE TRUST 2001 1
2035-04-25
0.633499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4363366.00
3195339.74
MEDIACOM LLC MEDIACOM CAPITAL CORP
2022-02-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
109030.56
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
2959.00
1199.74
MERRILL LYNCH MTG INVESTORS 2004
2030-07-25
1.082300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1750000.00
390969.38
ML CFC COMMERCIAL MTG TRUST 2007 5
2048-08-14
5.479000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6022515.00
2893166.19
MORGAN STANLEY CAPITAL I INC
2049-04-15
5.913800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3112371.00
639689.85
MSC 2007-IQ14 AJ
2049-04-15
5.722000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2037404.00
1377892.48
OAS FIN LTD
2021-07-02
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2896933.33
PACIFIC RUBIALES ENERGY CORPAL SUPPLY CO INC PROMI
2023-03-28
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
96469.79
PILGRIMS PRIDE CORP NEW
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
930000.00
997192.50
PLAYA RESORTS HOLDING
2020-08-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
700000.00
736322.22
PRESTAGE BRANDS INC
2021-12-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000.00
19706.11
QUAD GRAPHICS INC
2022-05-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825000.00
821837.50
RALI 2006-QS12 2A4
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4424901.00
1808008.05
RAOLI SER 2006 QS13 TRUST
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2887000.00
1344881.16
REGAL ENTERTAINMENT GROUP CLASS A
2023-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
490861.11
REGS/3(C)(7)CRYSTAL RIVER RESECURITIZATION
2047-09-22
1.004300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
850.00
SARM
2035-05-25
1.516000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24054684.00
4721182.07
SASC 2005-GEL3 M5
2035-06-25
2.402000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2654000.00
1171449.94
SILIGAN HOLDINGS
2020-04-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57000.00
58092.50
SITEL LLC AND SITEL FIN CORP
2017-08-01
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
134000.00
141705.00
SM ENERGY CO
2021-11-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2753000.00
2938751.03
SPRINGLEAF MTG LN
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1273145.00
1141696.60
SPRINGLEAF MTG TR 2013 3
2057-09-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4509909.00
4227340.65
TBW MORTGAGE BACKED TRUST SERIES 2007 2
2037-06-25
5.910199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7930000.00
2197815.62
TBW MORTGAGE BACKED TRUST SERIES 2007 2
2037-06-25
6.042600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
422021.03
TENEDORA NEMAK SA DE CV
2023-02-28
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
52356.25
THE WILLIAMS COMPANY INC
2024-06-24
4.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
189194.66
TRW AUTOMOTIVE INC
2023-12-01
4.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
309.00
310.54
UNIVISION COMM INC
2022-09-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
916650.00
1018512.73
VANDER INTER HLDG II CORP
2019-02-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
147350.00
WALTER ENERGY INC
2020-12-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
372000.00
106950.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR11
2046-09-25
1.034500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3366934.00
1142949.77
WAMU MTGE
2047-04-25
0.887800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3164387.00
1349059.77
WAMU MTGE
2047-06-25
2.033999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3151000.00
1110493.97
WAMU MTGE CTFS
2047-01-25
0.814500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6.00
1.70
WASHINGTON MUTUAL MORT PASS-THROUGH CERT
2035-11-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1122693.00
726044.84
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14855786.00
15067895.26
WMALT 2006
2046-10-25
0.999199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17032869.00
3277006.07
WOODSIDE HOMES CO LLC WOODSIDE HOMES FIN I
2021-12-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
128812.50
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
155000000.00
155000000.00
0.0105
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
155066650.00
155066650.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000%
992JYF009_0.0600_M141104_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
3.762999
Government Agency Debt
75305858.00
81370000.28
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
79000000.00
79000000.00
0.0054
N
79000000.00
79000000.00
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
11000000.00
10999697.50
0.0007
N
10999670.00
10999670.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ANB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-05
2014-11-05
N
N
N
36000000.00
36000000.00
0.0024
N
36000360.00
36000360.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
4000000.00
4000000.00
0.0003
N
4000240.00
4000240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682APH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-13
2015-01-13
N
N
N
32000000.00
32000000.00
0.0022
N
32001920.00
32001920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
67000000.00
67000000.00
0.0045
N
67004690.00
67004690.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.255000%
60682APP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
17000000.00
17000000.00
0.0012
N
17001190.00
17001190.00
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
24000000.00
24000000.00
0.0016
N
24001920.00
24001920.00
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
13000000.00
13000000.00
0.0009
N
13001040.00
13001040.00
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
9000000.00
9000000.00
0.0006
N
8999190.00
8999190.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-21
2015-04-21
N
N
N
14000000.00
14000000.00
0.0010
N
13998600.00
13998600.00
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
28000000.00
28000000.00
0.0019
N
28001680.00
28001680.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LK88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
82000000.00
82000000.00
0.0056
N
82003280.00
82003280.00
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
28000000.00
28000000.00
0.0019
N
27997760.00
27997760.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LV37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
32000000.00
32000000.00
0.0022
N
31997440.00
31997440.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LZU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
15000000.00
15000000.00
0.0010
N
15000900.00
15000900.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.140000%
60686N005_0.1400_M141103_2M54
0000812291
Government Agency Repurchase Agreement
Y
5.125 FHLB 19 ID
2019-08-15
5.125000
Government Agency Debt
12275000.00
14299999.93
Fannie Mae
2019-10-01
2.507000
Government Agency Debt
1030692.00
12362.84
Fannie Mae
2020-07-01
9.500000
Government Agency Debt
3000000.00
526778.40
Fannie Mae
2027-05-01
2.500000
Government Agency Debt
2365580.00
1959700.48
Fannie Mae
2039-04-25
4.000000
Government Agency Debt
967940.00
1002474.20
Farm Federal Credit Bank
2016-11-14
0.162800
Government Agency Debt
21000.00
21009.38
Farm Federal Credit Bank
2016-11-21
0.252199
Government Agency Debt
955000.00
956852.70
Farm Federal Credit Bank
2017-01-30
0.160000
Government Agency Debt
165000.00
165008.98
Farm Federal Credit Bank
2017-02-06
5.299999
Government Agency Debt
25000.00
27879.85
Farm Federal Credit Bank
2017-02-13
0.790000
Government Agency Debt
25000.00
24947.29
Farm Federal Credit Bank
2017-02-22
5.099999
Government Agency Debt
100000.00
111030.50
Farm Federal Credit Bank
2017-04-26
0.182000
Government Agency Debt
270000.00
270141.83
Farm Federal Credit Bank
2017-05-30
0.750000
Government Agency Debt
15000.00
14938.44
Farm Federal Credit Bank
2017-06-05
0.182000
Government Agency Debt
1000000.00
1000551.44
Farm Federal Credit Bank
2017-06-20
1.100000
Government Agency Debt
140000.00
140571.59
Farm Federal Credit Bank
2017-07-10
1.040000
Government Agency Debt
250000.00
250036.67
Farm Federal Credit Bank
2017-11-22
1.149999
Government Agency Debt
6000.00
6031.02
Farm Federal Credit Bank
2021-07-28
2.649999
Government Agency Debt
20000.00
20234.12
Farm Federal Credit Bank
2021-10-08
2.625000
Government Agency Debt
10998000.00
11085512.00
Farm Federal Credit Bank
2022-03-07
2.189999
Government Agency Debt
117000.00
113502.28
Freddie Mac
2018-02-05
1.000000
Government Agency Debt
10000.00
9929.89
Freddie Mac
2021-12-01
8.500000
Government Agency Debt
343406516.00
660916.19
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
32000000.00
32000000.00
0.0022
N
32000000.00
32000000.00
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
292000000.00
292000000.00
0.0198
Security is a time deposit.
N
292000000.00
292000000.00
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
20000000.00
19996811.11
0.0014
N
19997800.00
19997800.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1MG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-16
2014-12-16
N
N
N
46000000.00
45989011.11
0.0031
N
45991260.00
45991260.00
Nationwide Building Society
Nationwide Building Society 0.220000%
6385E1MV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
28000000.00
27990417.78
0.0019
N
27992160.00
27992160.00
Nationwide Building Society
Nationwide Building Society 0.210000%
6385E1N56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
43000000.00
42984197.50
0.0029
N
42986240.00
42986240.00
Natixis SA
Natixis SA 0.230000%
63873FDR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-11
2014-12-11
N
N
N
44000000.00
44000000.00
0.0030
N
44002200.00
44002200.00
Natixis SA
Natixis SA 0.220000%
63873FEW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-14
2015-01-14
N
N
N
17000000.00
17000000.00
0.0012
N
16999660.00
16999660.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.250000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
12765000.00
12765000.00
0.0009
N
12765000.00
12765000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.250000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4P0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
64000000.00
63998756.91
0.0043
N
64005120.00
64005120.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.220000%
65558E4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-23
2015-03-23
N
N
N
80000000.00
79998446.13
0.0054
N
80006400.00
80006400.00
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
145000000.00
145000000.00
0.0098
Security is a time deposit.
N
144998202.00
144998202.00
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
0.0113
N
166998330.00
166998330.00
NRW.BANK
NRW.BANK 0.050000%
62939ML70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
52000000.00
51999711.11
0.0035
N
51999391.60
51999391.60
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UMF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14260000.00
14256173.57
0.0010
N
14257575.80
14257575.80
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
50000000.00
50000000.00
0.0034
N
50000500.00
50000500.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.230000%
69033PH52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
N
37000000.00
36999199.30
0.0025
N
37004810.00
37004810.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.180000%
69033PP79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-05
2015-01-05
N
N
N
40000000.00
40000000.00
0.0027
N
40000800.00
40000800.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.250000%
69033RL79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
12500000.00
12499652.78
0.0008
N
12499750.00
12499750.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.110000%
71838MLH1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-17
2014-11-17
N
N
N
89000000.00
88996192.78
0.0060
N
88995550.00
88995550.00
PNC Bank NA
PNC Bank NA 0.300000%
69354BBQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
54000000.00
54000000.00
0.0037
N
54008640.00
54008640.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21684BRV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
126000000.00
126000000.00
0.0086
N
126012600.00
126012600.00
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
118000000.00
118000000.00
0.0080
N
118005900.00
118005900.00
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
145000000.00
145000000.00
0.0098
N
145002900.00
145002900.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.130000%
76582KL33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
21500000.00
21500000.00
0.0015
N
21499785.00
21499785.00
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
60000000.00
59992633.33
0.0041
N
59994600.00
59994600.00
Royal Bank of Canada
Royal Bank of Canada 0.321600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-11-06
N
N
N
75000000.00
75000000.00
0.0051
N
75091500.00
75091500.00
Royal Bank of Canada
Royal Bank of Canada 0.351200%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-11-04
N
N
N
100000000.00
100000000.00
0.0068
N
100001000.00
100001000.00
Royal Bank of Canada
Royal Bank of Canada 0.325100%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-01-02
2015-10-30
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
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
50000000.00
50000000.00
0.0034
N
50001000.00
50001000.00
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
39000000.00
39000000.00
0.0026
N
39001560.00
39001560.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MNP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
10000000.00
9994375.00
0.0007
N
9995700.00
9995700.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124MP38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
9000000.00
8994939.99
0.0006
N
8995410.00
8995410.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MP46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-04
2015-02-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
14000000.00
13990958.34
0.0009
N
13992720.00
13992720.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MPK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-19
2015-02-19
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
8000000.00
7994000.00
0.0005
N
7994960.00
7994960.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQ52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-05
2015-03-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6000000.00
5994916.67
0.0004
N
5995560.00
5995560.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-10
2015-03-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
35000000.00
34969131.94
0.0024
N
34972700.00
34972700.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
25000000.00
24977777.82
0.0017
N
24980250.00
24980250.00
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
20000000.00
19982083.34
0.0014
N
19984000.00
19984000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-13
2015-03-13
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19981944.45
0.0014
N
19983800.00
19983800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MQG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
32000000.00
31969262.22
0.0022
N
31973440.00
31973440.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124MQG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-16
2015-03-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
7000000.00
6993534.72
0.0005
N
6994190.00
6994190.00
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
57000000.00
56943775.83
0.0039
N
56949270.00
56949270.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050UR18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
17000000.00
16981706.11
0.0012
N
16981980.00
16981980.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051HZS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-12
2014-12-12
N
N
N
3000000.00
3000000.00
0.0002
N
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
70000000.00
70000000.00
0.0048
N
70009800.00
70009800.00
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
5000000.00
5000000.00
0.0003
Security is a time deposit.
N
5000000.00
5000000.00
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
12000000.00
12000000.00
0.0008
N
11999400.00
11999400.00
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
24000000.00
24000000.00
0.0016
N
23998080.00
23998080.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.220000%
8574P1CZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
145000000.00
145000000.00
0.0098
N
145020300.00
145020300.00
State Street Corp
State Street Corp 0.210000%
85747KM84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-08
2014-12-08
N
N
N
72000000.00
71985300.00
0.0049
N
71992080.00
71992080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562U3N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
23000000.00
23000000.00
0.0016
N
23000690.00
23000690.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U5H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
29000000.00
29000000.00
0.0020
N
29004930.00
29004930.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562U6C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
14000000.00
14000000.00
0.0010
N
14000840.00
14000840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U6W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
1000000.00
1000000.00
0.0001
N
1000170.00
1000170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562U7L0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
8000000.00
8000000.00
0.0005
N
8001360.00
8001360.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562URN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
80000000.00
80000000.00
0.0054
N
80028000.00
80028000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YAL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
35000000.00
35000000.00
0.0024
N
35006300.00
35006300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YAV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
12000000.00
12000000.00
0.0008
N
12002160.00
12002160.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562YBM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-12
2015-03-12
N
N
N
4000000.00
4000000.00
0.0003
N
4000720.00
4000720.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YJF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-27
2015-01-27
N
N
N
54000000.00
54000000.00
0.0037
N
54003780.00
54003780.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.200000%
86562YKD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
6000000.00
6000000.00
0.0004
N
6000000.00
6000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YLE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
32000000.00
32000000.00
0.0022
N
32000960.00
32000960.00
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
27000000.00
27000000.00
0.0018
N
27000810.00
27000810.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YRH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-09
2015-03-09
N
N
N
30000000.00
30000000.00
0.0020
N
30000000.00
30000000.00
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
28000000.00
28000000.00
0.0019
N
28000000.00
28000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YVH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-01
2015-04-01
N
N
N
4000000.00
4000000.00
0.0003
N
3999680.00
3999680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-14
2015-04-14
N
N
N
43000000.00
43000000.00
0.0029
N
42996130.00
42996130.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YXY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
N
19000000.00
19000000.00
0.0013
N
18998290.00
18998290.00
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
34000000.00
34000000.00
0.0023
N
34000680.00
34000680.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KRV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
32000000.00
32000000.00
0.0022
N
32000960.00
32000960.00
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
6000000.00
6000000.00
0.0004
N
5999760.00
5999760.00
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
55000000.00
55000000.00
0.0037
N
54997800.00
54997800.00
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
6000000.00
6000000.00
0.0004
N
5999700.00
5999700.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.200000%
86563KTC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-30
2015-01-30
N
N
N
55000000.00
55000000.00
0.0037
N
54997250.00
54997250.00
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
290000000.00
290000000.00
0.0197
Security is a time deposit.
N
290000000.00
290000000.00
Swedbank AB
Swedbank AB 0.250000%
87019SQR8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-25
2015-03-25
N
N
N
2000000.00
1998027.78
0.0001
N
1998380.00
1998380.00
Swedbank AB
Swedbank AB 0.235000%
87019SRH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-17
2015-04-17
N
N
N
35000000.00
34962302.08
0.0024
N
34963600.00
34963600.00
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
182000000.00
182000000.00
0.0124
Security is a time deposit.
N
182000091.00
182000091.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UNL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-20
2015-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14000000.00
13993326.69
0.0009
N
13993420.00
13993420.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UQL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-20
2015-03-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5041000.00
5036587.73
0.0003
N
5036715.15
5036715.15
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602URF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-04-15
2015-04-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5000000.00
4995019.44
0.0003
N
4994900.00
4994900.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.235000%
89112UAE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
N
55000000.00
55000000.00
0.0037
N
55012100.00
55012100.00
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
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
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
50000000.00
50000000.00
0.0034
N
50029500.00
50029500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112UJT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-23
2015-01-23
N
N
N
57000000.00
57000000.00
0.0039
N
57010830.00
57010830.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112UNB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
38000000.00
38000000.00
0.0026
N
38004560.00
38004560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.227200%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2015-07-21
N
N
N
92000000.00
92000000.00
0.0062
N
92002760.00
92002760.00
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
243000000.00
243000000.00
0.0165
N
243002430.00
243002430.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.202000%
89233ABT5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-19
2014-11-19
N
N
N
24000000.00
24000000.00
0.0016
N
24000000.00
24000000.00
UBS AG
UBS AG 0.250000%
90267RA41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-04-02
2015-04-02
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
UBS AG
UBS AG 0.250000%
90267RZB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
30000000.00
30000000.00
0.0020
N
30003600.00
30003600.00
UBS AG
UBS AG 0.250000%
90267RZE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-18
2015-02-18
N
N
N
66000000.00
66000000.00
0.0045
N
66007920.00
66007920.00
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
15000000.00
14987500.02
0.0010
N
14989650.00
14989650.00
United Overseas Bank Ltd
United Overseas Bank Ltd 0.250000%
91127QQ44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-04
2015-03-04
N
N
N
30000000.00
29974791.60
0.0020
N
29979000.00
29979000.00
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
103000000.00
102984327.33
0.0070
N
103001545.00
103001545.00
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
63000000.00
63000000.00
0.0043
N
63027783.00
63027783.00
Wells Fargo & Co
Wells Fargo & Co 0.210000%
9497F1MB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-11
2014-12-11
N
N
N
37000000.00
36991798.33
0.0025
N
36995190.00
36995190.00
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
100000000.00
100000000.00
0.0068
N
100003000.00
100003000.00
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
91000000.00
91000000.00
0.0062
N
91002730.00
91002730.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.223000%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2015-04-07
N
N
N
107000000.00
107000000.00
0.0073
N
107002140.00
107002140.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
N
34000000.00
34000000.00
0.0023
N
34000340.00
34000340.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
N
55000000.00
55000000.00
0.0037
N
55000550.00
55000550.00
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
135000000.00
135000000.00
0.0092
N
135000810.00
135000810.00
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
38000000.00
38000000.00
0.0026
N
38000760.00
38000760.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.210000%
94988E3W6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
11000000.00
11000000.00
0.0007
N
11001210.00
11001210.00
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
40000000.00
40000000.00
0.0027
N
40011600.00
40011600.00
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
50000000.00
50000000.00
0.0034
N
50001500.00
50001500.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-12
2015-05-11
N
N
N
20000000.00
20000000.00
0.0014
N
20000600.00
20000600.00
Westpac Banking Corp
Westpac Banking Corp 0.247000%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-19
2015-08-19
N
N
N
40000000.00
40000000.00
0.0027
N
40001600.00
40001600.00
Westpac Banking Corp
Westpac Banking Corp 0.242000%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-25
2015-08-25
N
N
N
8000000.00
8000000.00
0.0005
N
8000320.00
8000320.00
Westpac Banking Corp
Westpac Banking Corp 0.253000%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-24
2015-10-23
N
N
N
15000000.00
15000000.00
0.0010
N
15000750.00
15000750.00
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
95000000.00
95000000.00
0.0064
N
94999050.00
94999050.00
Westpac Banking Corp
Westpac Banking Corp 0.227000%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-19
2015-02-19
N
N
N
40000000.00
40000000.00
0.0027
N
40008800.00
40008800.00
Westpac Banking Corp
Westpac Banking Corp 0.232800%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-12
2015-06-12
N
N
N
46000000.00
46000000.00
0.0031
N
46001380.00
46001380.00
Westpac Banking Corp
Westpac Banking Corp 0.232000%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-28
2015-07-27
N
N
N
90000000.00
90000000.00
0.0061
N
90003600.00
90003600.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
697339.96
697339.96
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
153711.42
153711.42
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1182497.27
1182497.27
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
200928.26
200928.26