0001145549-14-010312.txt : 20150129
0001145549-14-010312.hdr.sgml : 20150129
20141205154703
ACCESSION NUMBER: 0001145549-14-010312
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20141130
FILED AS OF DATE: 20141205
DATE AS OF CHANGE: 20141205
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: 141269509
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
2014-11-30
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
47
85
14549594288.83
4713049.66
1137704.59
14553169633.90
0.0022
1.0001
2014-11-30
1.0001
2014-11-30
C000012373
1.00
14553169633.90
1.00
-180553405.45
2530127926.61
2710681332.06
0.0001
1.0001
2014-11-30
1.0001
2014-11-30
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
2014-12-05
2014-12-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.250000%
00279H3T1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
Y
Santander UK Plc
N/A
N/A
N
72000000.00
72000000.00
0.0049
N
72001440.00
72001440.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.305900%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-01-02
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0052
N
75000750.00
75000750.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.245500%
05253MEA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-10
2015-11-10
N
N
N
45000000.00
45000000.00
0.0031
N
45002250.00
45002250.00
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
2014-12-01
2014-12-01
N
N
N
50000000.00
50000000.00
0.0034
Security is a time deposit.
N
50000007.50
50000007.50
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.090000%
052992005_M141203
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
150000000.00
150000000.00
0.0103
Security is a time deposit.
N
149999895.00
149999895.00
Bank of America, NA
Bank of America, NA 0.355500%
06050TLW0
Other Note
N
First Tier Security
N/A
N/A
2014-12-05
2015-03-05
N
N
N
40000000.00
40000000.00
0.0027
N
40000520.00
40000520.00
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
17001020.00
17001020.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDN2
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
81000000.00
81000000.00
0.0056
N
81015390.00
81015390.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDR3
Other Note
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
11000000.00
11000000.00
0.0008
N
11002090.00
11002090.00
Bank of America, NA
Bank of America, NA 0.250000%
06053HDV4
Other Note
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
46000000.00
46000000.00
0.0032
N
46011960.00
46011960.00
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
0.0089
N
129024510.00
129024510.00
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
15003000.00
15003000.00
Bank of America, NA
Bank of America, NA 0.250000%
06053PBK2
Other Note
N
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
9000000.00
9000000.00
0.0006
N
8999100.00
8999100.00
Bank of Montreal
Bank of Montreal 0.200000%
06366BJ68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-12
2015-01-12
N
N
N
27000000.00
27000000.00
0.0019
N
27003240.00
27003240.00
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
1999995.55
0.0001
N
2000060.00
2000060.00
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
0.0021
N
30003600.00
30003600.00
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
0.0064
N
93003720.00
93003720.00
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
0.0069
N
100011000.00
100011000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366CJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
68000000.00
68000000.00
0.0047
N
67996600.00
67996600.00
Bank of Montreal
Bank of Montreal 0.090000%
06366CLJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Bank of Montreal
Bank of Montreal 0.090000%
06366CLV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2014-12-04
N
N
N
39000000.00
39000000.00
0.0027
N
39000000.00
39000000.00
Bank of New York Mellon
Bank of New York Mellon 0.070000%
05799E004
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
215000000.00
215000000.00
0.0148
Security is a time deposit.
N
214999441.00
214999441.00
Bank of New York Mellon, Corp., The
Bank of New York Mellon, Corp., The 0.070000%
06405XM10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
105000000.00
105000000.00
0.0072
N
104999386.80
104999386.80
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
4000680.00
4000680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.225300%
06417HTD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-05-26
N
N
N
119000000.00
119000000.00
0.0082
N
119002380.00
119002380.00
Bank of the West
Bank of the West 0.220000%
06426GFS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-10
2015-02-10
N
N
N
1000000.00
1000000.00
0.0001
N
1000180.00
1000180.00
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
29000580.00
29000580.00
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
13000260.00
13000260.00
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
37000740.00
37000740.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HJW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
87000000.00
87000000.00
0.0060
N
87020010.00
87020010.00
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
29006960.00
29006960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538HKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-03
2015-03-03
N
N
N
27000000.00
27000000.00
0.0019
N
27006480.00
27006480.00
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
1000260.00
1000260.00
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
1000260.00
1000260.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538HPX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2014-12-29
N
N
N
105000000.00
105000000.00
0.0072
N
105007350.00
105007350.00
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
3000750.00
3000750.00
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
40011600.00
40011600.00
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
5000600.00
5000600.00
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
7000770.00
7000770.00
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
37007400.00
37007400.00
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
16003360.00
16003360.00
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
5001050.00
5001050.00
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
66013200.00
66013200.00
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
0.0041
N
59025370.00
59025370.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
00799J004_0.0800_M141201_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
1396800.00
1411736.65
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
1383993.00
1383993.00
0.0001
N
1383993.00
1383993.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M141201_2M54
0000851376
Government Agency Repurchase Agreement
Y
0.125 FHLB 15 BQ
2015-09-02
0.125000
Government Agency Debt
11545000.00
11544060.37
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
848095.00
279595.03
Fannie Mae
2032-05-25
5.250000
Government Agency Debt
1700000.00
448.79
Fannie Mae
2033-06-25
4.000000
Government Agency Debt
1200000.00
63727.94
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
8667797.00
1702440.87
Fannie Mae
2039-01-25
4.000000
Government Agency Debt
22000000.00
3971719.76
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
58531000.00
8749949.19
Fannie Mae
2040-11-25
2.000000
Government Agency Debt
5000000.00
3629324.07
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
7272000.00
5589196.59
Fannie Mae
2041-08-25
3.500000
Government Agency Debt
10000000.00
4932059.47
Fannie Mae
2041-11-25
2.250000
Government Agency Debt
1850000.00
1839982.16
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
7830234.00
8100479.53
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
10000000.00
5191684.57
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
10216224.00
7896284.56
Fannie Mae
2042-09-25
1.750000
Government Agency Debt
1500000.00
1194020.59
Fannie Mae
2044-07-25
3.500000
Government Agency Debt
7670591.00
7898405.05
Fannie Mae
2044-10-25
3.500000
Government Agency Debt
10000000.00
10049910.00
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
2194804.00
263703.12
Freddie Mac
2038-04-15
5.000000
Government Agency Debt
5000000.00
3637591.63
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
14843000.00
4811943.19
Freddie Mac
2039-09-15
4.500000
Government Agency Debt
6000000.00
6482016.00
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
7204765.00
2596302.24
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
19500000.00
6319501.19
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
4948831.00
2992834.25
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
9384651.00
10067900.52
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
2226731.00
2435636.22
Freddie Mac
2041-05-15
3.500000
Government Agency Debt
1000000.00
697894.40
Freddie Mac
2041-09-15
3.000000
Government Agency Debt
13712072.00
10012789.36
Freddie Mac
2041-11-15
1.750000
Government Agency Debt
5000000.00
3656759.57
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
10000000.00
6873134.39
Freddie Mac
2042-02-15
3.500000
Government Agency Debt
2186.00
2282.28
Freddie Mac
2043-05-15
2.500000
Government Agency Debt
3500000.00
3251588.37
Freddie Mac
2044-06-15
3.500000
Government Agency Debt
2850600.00
2876631.68
GNMA
2037-06-20
4.500000
Government Agency Debt
4000000.00
1279376.61
GNMA
2038-06-20
3.000000
Government Agency Debt
1280000.00
428982.47
GNMA
2038-12-20
3.500000
Government Agency Debt
4000000.00
1690446.01
GNMA
2039-03-20
3.500000
Government Agency Debt
1050000.00
427779.14
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5461795.00
GNMA
2039-08-20
3.000000
Government Agency Debt
5000000.00
2733473.54
GNMA
2039-09-16
3.000000
Government Agency Debt
5453000.00
895068.75
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
155000000.00
155000000.00
0.0107
N
155000000.00
155000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M141205_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-25
2.500000
Government Agency Debt
42912533.00
36314080.77
Freddie Mac
2054-01-15
3.000000
Government Agency Debt
56695000.00
58983040.12
GNMA
2038-10-20
2.500000
Government Agency Debt
18141350.00
9702879.16
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
100000000.00
100000000.00
0.0069
N
100000000.00
100000000.00
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
55999097.77
0.0038
N
55999440.00
55999440.00
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
13990550.00
0.0010
N
13994120.00
13994120.00
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
19980666.67
0.0014
N
19985400.00
19985400.00
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
1997983.33
0.0001
N
1998440.00
1998440.00
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
19998222.22
0.0014
N
19999000.00
19999000.00
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
42000840.00
42000840.00
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
0.0055
N
80003200.00
80003200.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.240000%
988VYS000_0.2400_M141201_2M54
0001197610
Other Repurchase Agreement
N
AGL RES INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
247309.40
AIR PRODS & CHEMS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1025908.65
ALLEGION PUB LTD CO ORD SHS
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1713254.34
ALLISON TRANSMISSION HLDGS ICOM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1736.55
AMERICAN WTR WKS CO INC NEW COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
492883.56
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
77503.37
BERRY PLASTICS GROUP INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
16813.98
BROADRIDGE FINL SOLUTIONS INCOM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
647886.28
CAPITAL ONE FINL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2399.75
CENTERPOINT ENERGY INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1698.90
CONAGRA FOODS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
748512.15
COVIDIEN PLC SHS
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
19806.38
CROWN CASTLE INTL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1750037.10
DELTA AIR LINES INC DEL COM NEW
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1769.60
DOW CHEM CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1452385.60
DU PONT E I DE NEMOURS & CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1500.87
DUKE ENERGY CORP NEW COM NEW
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1750072.09
EQUITY RESIDENTIAL SH BEN I
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1750070.40
HEADWATERS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
64588.56
HUNTINGTON INGALLS INDS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
695928.96
JPMORGAN CHASE & CO COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1111885.18
KIRBY CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1686143.85
LENNOX INTL INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1739843.07
LEXMARK INTL NEW CL A
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1310789.46
MALLINCKRODT PUB LTD CO SHS
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
382780.28
MARATHON OIL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1667055.00
MAXIMUS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
387722.24
MCDONALDS CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1732922.20
MOHAWK INDS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1726269.60
MONSTER WORLDWIDE INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
72885.32
OWENS & MINOR INC NEW COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
506205.80
PACKAGING CORP AMER COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
996977.06
PFIZER INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
347946.80
PINNACLE WEST CAP CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
20956.32
PLUM CREEK TIMBER CO INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1596855.56
QUINTILES TRANSNATIO HLDGS ICOM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1149288.84
ROCKWELL COLLINS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1423981.15
SPIRIT RLTY CAP INC NEW COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1223542.77
STATE STR CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
69567.35
SUPERIOR ENERGY SVCS INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1586029.06
TIME WARNER CABLE INC COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749949.59
TOWERS WATSON & CO CL A
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
541798.40
WHIRLPOOL CORP COM
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1067285.10
WILEY JOHN & SONS INC CL A
2014-11-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
191008.92
Unrated Security
N/A
N/A
2014-12-01
2014-12-01
N
Y
BNP Paribas
N/A
N/A
N
35000000.00
35000000.00
0.0024
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
35000000.00
35000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M141201_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
9739922.00
9825739.00
Fannie Mae
2041-11-01
3.438000
Government Agency Debt
10648900.00
5889783.36
Fannie Mae
2042-02-01
2.883999
Government Agency Debt
11074504.00
5798021.04
Fannie Mae
2043-07-01
2.160000
Government Agency Debt
4912840.00
4562545.96
Fannie Mae
2044-11-01
3.500000
Government Agency Debt
9902211.00
10200000.19
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
9317178.00
10001094.65
Freddie Mac
2029-11-20
3.000000
Government Agency Debt
1563150.00
1615531.16
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
11546277.00
10222349.02
Freddie Mac
2043-03-20
2.500000
Government Agency Debt
2259604.00
2056277.51
Freddie Mac
2043-11-20
4.000000
Government Agency Debt
1335265.00
1372369.41
Freddie Mac
2044-06-20
4.500000
Government Agency Debt
1560772.00
1404230.38
Freddie Mac
2044-09-01
4.000000
Government Agency Debt
7620068.00
8015717.65
Freddie Mac
2044-10-20
4.000000
Government Agency Debt
4717907.00
5023706.40
Freddie Mac
2044-11-20
3.000000
Government Agency Debt
1860693.00
1891089.28
GNMA
2041-07-20
5.000000
Government Agency Debt
4941320.00
5293542.08
GNMA
2041-09-20
5.000000
Government Agency Debt
4723478.00
5216841.78
GNMA
2042-11-20
3.500000
Government Agency Debt
6826454.00
5590666.82
GNMA
2043-12-15
4.500000
Government Agency Debt
4809238.00
5077455.57
GNMA
2044-05-20
4.500000
Government Agency Debt
243810.00
254118.12
GNMA
2049-09-15
3.230000
Government Agency Debt
1418853.00
1457906.71
GNMA
2049-09-15
3.930000
Government Agency Debt
2104881.00
2231014.13
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
100000000.00
100000000.00
0.0069
N
100000000.00
100000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.260000%
988VYS000_0.2600_M141202_2M54
0001197610
Other Repurchase Agreement
N
CB 144A BELLSOUTH
2021-04-26
4.182000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15096.00
15306.44
DEUTSCHE ALT-A SEC MTGE LN TR
2047-02-25
0.355300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21797421.00
8503009.59
GSAMP TRUST 2004-HE2
2035-06-25
0.585300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5517047.00
4545907.56
GSR MTGE 2007
2037-05-25
2.708200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13415124.00
4126992.84
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.055200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
235341.00
57325.86
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
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
15000000.00
15000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.460000%
988VYS000_0.4600_M141205_2M54
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.155300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36507681.00
32840518.82
FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2
2024-04-25
3.755300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1244166.00
1145008.39
RALI SERIES 2003 QS4 TRUST
2035-04-25
3.055200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2112076.00
514472.93
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
30000000.00
30000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
30016800.00
30016800.00
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
28996665.00
0.0020
N
28997680.00
28997680.00
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
53987400.00
0.0037
N
53990280.00
53990280.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.080000%
105993000
0000764116
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
32000000.00
32000000.00
0.0022
Security is a time deposit.
N
31999628.80
31999628.80
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
21989000.03
0.0015
N
21992080.00
21992080.00
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
21988694.42
0.0015
N
21991860.00
21991860.00
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
33981111.11
0.0023
N
33986060.00
33986060.00
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
92936708.33
0.0064
N
92950710.00
92950710.00
CAFCO, LLC
CAFCO, LLC 0.250000%
12476FS49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
24000000.00
23974333.33
0.0016
N
23974320.00
23974320.00
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
41996266.67
0.0029
N
41997480.00
41997480.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.080000%
13606JLR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
180000000.00
180000000.00
0.0124
N
180000000.00
180000000.00
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
38987541.67
0.0027
N
38990640.00
38990640.00
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
3998533.34
0.0003
N
3998480.00
3998480.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738KPS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-26
2015-02-26
N
N
Y
Credit / Liquidity
Lloyds Bank Plc
N/A
N/A
44000000.00
43977670.00
0.0030
N
43977120.00
43977120.00
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
2998028.33
0.0002
N
2998320.00
2998320.00
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
11999860.00
0.0008
N
11999760.00
11999760.00
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
49986805.55
0.0034
N
49990500.00
49990500.00
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
10994423.61
0.0008
N
10995710.00
10995710.00
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
6995819.46
0.0005
N
6996710.00
6996710.00
Charta, LLC
Charta, LLC 0.250000%
16115XSB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15982111.10
0.0011
N
15983360.00
15983360.00
Charta, LLC
Charta, LLC 0.250000%
16115XSN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-22
2015-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15980888.89
0.0011
N
15981600.00
15981600.00
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
21000840.00
21000840.00
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
40007600.00
40007600.00
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
4000520.00
4000520.00
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
20994458.33
0.0014
N
20996220.00
20996220.00
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
38987812.50
0.0027
N
38991420.00
38991420.00
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
3000090.00
3000090.00
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
2000060.00
2000060.00
Citibank, NA
Citibank, NA 0.250000%
17304UG53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-04
2015-05-04
N
N
N
114000000.00
114000000.00
0.0078
N
113995440.00
113995440.00
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
13001820.00
13001820.00
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
10001500.00
10001500.00
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
29004930.00
29004930.00
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
4000520.00
4000520.00
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
0.0061
N
89011570.00
89011570.00
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
49964611.11
0.0034
N
49977000.00
49977000.00
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
28927427.50
0.0020
N
28933590.00
28933590.00
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
56875866.66
0.0039
N
56902530.00
56902530.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272AKD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2015-10-29
N
N
N
46000000.00
45996205.79
0.0032
N
46002300.00
46002300.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.255800%
20272AKN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-19
2015-11-19
N
N
N
112000000.00
111994447.20
0.0077
N
112005152.00
112005152.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235300%
923RZZ000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-26
2015-02-25
N
N
N
30000000.00
30000000.00
0.0021
N
30000240.00
30000240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235900%
923TBC003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-03-04
N
N
N
20000000.00
20000000.00
0.0014
N
20000240.00
20000240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.234000%
924DPV000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-19
2015-06-19
N
N
N
18000000.00
18000000.00
0.0012
N
18001422.00
18001422.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.245500%
924PFE002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-09
2015-10-09
N
N
N
104000000.00
104000000.00
0.0071
N
104004264.00
104004264.00
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
43986250.00
0.0030
N
43990320.00
43990320.00
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
32985104.17
0.0023
N
32989110.00
32989110.00
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
14991666.65
0.0010
N
14993850.00
14993850.00
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
18987597.20
0.0013
N
18990500.00
18990500.00
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
13988916.67
0.0010
N
13990620.00
13990620.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VSJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
31000000.00
30963833.33
0.0021
N
30962490.00
30962490.00
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
1000110.00
1000110.00
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
0.0041
N
59005900.00
59005900.00
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
8001120.00
8001120.00
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
0.0032
N
46002300.00
46002300.00
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
7000560.00
7000560.00
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
15001350.00
15001350.00
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
18001620.00
18001620.00
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
0.0021
N
30003000.00
30003000.00
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
44004400.00
44004400.00
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
32003200.00
32003200.00
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
31000000.00
31000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M141218_2M54
0001230485
Other Repurchase Agreement
N
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.590900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
12794758.08
COBALT COMMERCIAL MTGE TRUST 2007-C3
2046-05-15
5.958800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6855000.00
7160939.81
MSC 2007-IQ13 AJ
2044-03-15
5.437999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11600000.00
11767254.40
WFMBS 2006-AR1 2A5
2036-03-25
5.376999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4555000.00
2778298.66
First Tier Security
N/A
N/A
2014-12-18
2014-12-18
N
N
N
30000000.00
30000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30006900.00
30006900.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150203_2M54
0001230485
Other Repurchase Agreement
N
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25085000.00
25304806.78
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
INDX
2036-10-25
0.465200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5648500.00
1104122.76
MARM 2007-3 12A1
2047-05-25
0.355200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
170480000.00
62147451.67
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
55000000.00
55000000.00
0.0038
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
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17965000.00
15047162.63
CMSI 2007-3 3A1
2037-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
551137.40
CSMC 2006-5 1A1
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18506000.00
4400939.73
CSMC 2006-5 2A1
2036-06-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
99651000.00
27151569.15
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
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.650000%
988WZK004_0.6500_M150225_2M54
0001230485
Other Repurchase Agreement
N
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
825616.00
832850.44
WAMU 2005-AR4 A5
2035-04-25
2.374699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
319093.89
First Tier Security
N/A
N/A
2015-02-25
2015-02-25
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
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
90979070.00
0.0063
N
90983620.00
90983620.00
DNB Bank ASA
DNB Bank ASA 0.090000%
23290QQJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
62000000.00
62000000.00
0.0043
N
62000000.00
62000000.00
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
82929173.33
0.0057
N
82934430.00
82934430.00
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
2014-12-02
2014-12-02
N
N
N
143000000.00
143000000.00
0.0098
Security is a time deposit.
N
142999864.15
142999864.15
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
7999973.33
0.0005
N
7999992.00
7999992.00
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
64998907.64
0.0045
N
64999675.00
64999675.00
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
40999248.33
0.0028
N
40999795.00
40999795.00
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
28599110.22
0.0020
N
28599799.80
28599799.80
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
17999520.00
0.0012
N
17999874.00
17999874.00
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
10999642.50
0.0008
N
10999912.00
10999912.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385U46
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-24
2014-12-24
N
N
N
83000000.00
82995757.77
0.0057
N
82999170.00
82999170.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.070000%
98599G006_0.0700_M141201_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
386078400.00
430851167.17
United States Treasury Department
2040-02-15
4.625000
Treasury Debt
450109800.00
600154951.27
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
1031000000.00
1031000000.00
0.0708
N
1031000000.00
1031000000.00
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
27987508.89
0.0019
N
27994960.00
27994960.00
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
31973795.55
0.0022
N
31981440.00
31981440.00
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
31973404.44
0.0022
N
31980800.00
31980800.00
General Electric Co
General Electric Co 0.080000%
36960MM26
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
40000000.00
39999911.11
0.0027
N
39999600.00
39999600.00
General Electric Co
General Electric Co 0.080000%
36960MM34
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
44000000.00
43999804.44
0.0030
N
43999560.00
43999560.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
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_M141201_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-09-15
3.000000
Government Agency Debt
41909388.00
34663633.06
GNMA
2042-09-15
3.000000
Government Agency Debt
6106362.00
5116367.29
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
39000000.00
39000000.00
0.0027
N
39000000.00
39000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M141203_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-11-15
3.000000
Government Agency Debt
75397715.00
64260000.06
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
63000000.00
63000000.00
0.0043
N
63000000.00
63000000.00
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
123972100.00
0.0085
N
123972720.00
123972720.00
Illinois Regional Transportation Auth
General Obligation Working Cash Notes Series 2014A1 0.110000%
46640KMH4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
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
17000000.00
0.0012
N
16999830.00
16999830.00
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
87920140.00
0.0060
N
87928720.00
87928720.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.300000%
4497W1T14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
Y
ING Bank NV
N/A
N/A
N
72000000.00
71890800.00
0.0049
N
71887147.20
71887147.20
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
72000000.00
72000000.00
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
0.0021
N
29995800.00
29995800.00
ING Bank NV
ING Bank NV 0.300000%
924WBT008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-11
2015-05-11
N
N
N
2000000.00
2000000.00
0.0001
N
1999720.00
1999720.00
ING Bank NV
ING Bank NV 0.300000%
924WXT004
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-21
2015-05-21
N
N
N
6000000.00
6000000.00
0.0004
N
5999160.00
5999160.00
ING Bank NV
ING Bank NV 0.300000%
924XNV008
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
N
3000000.00
3000000.00
0.0002
N
2999580.00
2999580.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
46899T004_0.0900_M141201_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
27266882.00
24947343.31
GNMA
2038-01-16
2.750000
Government Agency Debt
38030516.00
21891359.74
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
53386300.00
55616579.13
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
100000000.00
100000000.00
0.0069
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.610000%
921ACP006_0.6100_M150226_2M54
0001168163
Other Repurchase Agreement
N
144A JPMCC 2012-LC9 E
2047-12-17
4.572499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
594957.00
585284.89
144A JPMCC 2012-LC9 E
2047-12-17
4.572499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
288170.00
283485.27
144A WFRBS 2011-C5 E
2044-11-18
5.822800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5431663.39
AUSTRALIA NEW ZEALAND
2021-01-12
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1925274.00
2206242.07
BANC OF AMERICA COMM MTG
2049-06-10
5.785000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
178403.00
185540.81
BANK OF NY COMPNY INC
2015-10-23
0.699999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4751470.00
4766582.31
BANK OF NY COMPNY INC
2015-10-23
0.699999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1612540.00
1617668.77
BANK OF TOKYO MITSUBISHI UFJ LTD
2017-09-08
1.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2638384.00
2636411.08
BEST BUY CO., INC.
2018-08-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3724000.00
3921856.12
CARGILL INC
2021-11-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1309330.00
1359927.24
CGWF COML MTG 2013 RKWH
2030-11-15
3.254999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15082413.00
15042812.87
CHURCH & DWIGHT INC
2015-12-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3829879.00
3991377.55
COMM2010 C1 MORTGAGE TRUST
2046-07-12
5.945000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5786538.00
6656691.54
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.241100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2572035.00
2658600.82
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.241100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2156539.00
2229120.66
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
12744445.01
CWS TOWN CENTRE 2000 LP
2030-06-10
3.906000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
951706.00
951207.31
DUQUESNE LIGHT HOLDINGS
2021-12-01
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3438650.00
4096664.34
EQTY 2014 INNS MTG TR
2031-05-10
3.605500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2459.00
2468.25
EQTY 2014 INNS MTG TR
2031-05-10
4.055500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1967549.00
1956054.69
EXPORK SA
2031-12-05
3.295999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2472465.00
2478158.54
EXPORKLORE SA
2031-12-05
5.521099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13329982.00
13974131.65
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
168486.72
GCB DUKE CAPITAL CORP
2019-10-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5010.00
6273.81
GCMO 144A COMMERCIAL
2028-11-15
7.946100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2897583.00
2922323.80
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
1836377.00
1930695.16
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1305848.00
1058634.65
IAMGOL INTERNATIONAL
2020-10-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95639.00
77533.34
J P MORGAN CHASE COML MTG SECSTR 2012-WLDN
2030-05-07
3.905400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5262455.58
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.155000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
175659.00
172349.48
J P MORGAN CHASE COML MTG SECSTR 2014 FL4
2030-12-16
4.155000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14639.00
14363.19
J P MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
3.391999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16218438.00
13699745.21
J P MORGAN MTG TR 2013-2
2043-05-25
3.716600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920361.00
2847639.75
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
6448451.93
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.894699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19889029.00
19950872.34
JP MORGAN CHASE COML MTG SECSTR 2011 C3
2046-02-16
5.360000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5948817.00
6621923.00
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
346764.00
396917.66
JP MORGAN CHASE COMMERCIAL MORTAGE
2043-06-17
6.522700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55203.00
63187.20
JP MORGAN CHASE COMMERCIAL SECURITIES
2043-11-18
5.689300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11645869.00
12243260.96
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
17585862.18
JPMBB COML MTG SECS TR
2047-02-15
4.079299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1249041.00
1341877.32
MASS MUTUAL LIFE INS CO
2039-06-01
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
559323.00
910664.77
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
289222.27
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2912247.00
4068303.89
ML-CFC 2007
2049-08-12
6.078100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
930718.00
955065.93
ML-CFC 2007
2049-08-12
6.078100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
253256.00
259881.27
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
13302000.00
13646023.71
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
6136.50
PHILLIP MORRIS INTL INC
2023-11-15
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3476951.00
3595619.34
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2445196.00
2550983.33
RIO TINTO FINANCE USA LTD
2021-09-20
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1376203.00
1435742.13
SASC 2001-9 B2
2031-07-25
7.316900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2370924.00
428095.42
SOUTHERN CA GAS CO
2042-09-15
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8730000.00
8511437.17
SPRINGLEAF MTG LN TR 2013 1
2058-06-25
3.790000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5948163.00
5995027.58
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
1097524.35
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4662274.00
5336964.62
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
149110.00
170688.12
UBS-BARCLAYS COML MTG TR 2012-C3
2049-08-12
5.123300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
74183.00
80193.50
UNITED BUSINESS MEDIA LTD
2020-11-03
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220578.00
240371.14
WEATHERFORD INTERNATIONAL LTD.
2022-04-15
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9623062.00
9662853.36
WF RBS COML MTG TR 2011-C2
2044-02-18
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6883988.00
6738354.17
WFRBS COML MTG TR 2013 C17
2046-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
390803.00
304869.68
WFRBS COML MTG TR 2013 C17
2046-12-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
352697.00
275142.77
WFRBS COML MTG TR 2013-C15
2046-08-15
4.632200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2892.00
2470.87
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
6790000.00
7858530.98
WR BERKLEY CORP
2044-08-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6229060.00
6369847.14
WYNDHAM WORLDWIDE CORP
2021-03-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4382841.00
4936278.77
First Tier Security
N/A
N/A
2015-02-26
2015-02-26
N
N
N
233000000.00
233000000.00
0.0160
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 0.295000%
46639XAT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-23
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 0.415000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-12-21
2014-12-21
N
N
N
129000000.00
129000000.00
0.0089
N
129007611.00
129007611.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.352100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2015-01-22
2015-12-22
N
N
N
25000000.00
25000000.00
0.0017
N
25007075.00
25007075.00
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
5000950.00
5000950.00
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
13003380.00
13003380.00
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
9995450.00
0.0007
N
9996400.00
9996400.00
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
40956950.00
0.0028
N
40960230.00
40960230.00
Lloyds Bank Plc
Lloyds Bank Plc 0.480000%
53944LB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
11000000.00
11000000.00
0.0008
N
11008580.00
11008580.00
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
45035550.00
45035550.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921ACQ004_0.5500_M150102_2M54
0000728612
Other Repurchase Agreement
N
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
1296419.81
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
243717.25
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
775679.21
AMERENE ENERGY GENERATING COMPANY
2032-06-01
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61000.00
62011.84
AMERICAN ACHIEVEMENT CORP
2016-04-15
10.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1250000.00
1239674.48
AMERICAN GENERAL MORTGAGE LOAN TRUST 201
2040-03-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3991601.00
4167163.44
BNK OF AMER STRU NOTES
2036-01-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16367168.00
4099790.42
BSCMS 2007
2044-02-11
5.402999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2854529.00
1890858.33
CCO HOLDINGS LLC
2024-01-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1462629.00
1502841.14
CE GENERATION LLC
2018-12-15
7.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
480000.00
166826.84
COMM 2014 TWC MTG TR
2032-02-13
2.403999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7352423.00
7337524.54
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
1142000.00
1171878.37
CRYSTAL RIVER CORP,KY
2047-09-22
1.554300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1800.00
CSMC 2007-3 1A3A
2037-04-25
5.745599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23543.00
9714.07
CWALT 2005-17 2A2
2035-07-25
0.435300
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
2.184499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85169499.00
1276131.89
CWALT INC
2026-05-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5140000.00
369493.21
CWALT INC
2035-05-25
0.448000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39000000.00
1295745.75
CWALT INC
2036-01-25
0.455000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
1534531.84
CWALT INC
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5577321.00
1701648.48
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
996527.18
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
3362.94
DEUTSCHE ALT A SEC MTG LN TR
2047-07-25
0.405299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4850647.00
1518704.00
DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2
2047-08-25
0.385299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5.00
0.61
DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST, 200
2037-03-25
0.305300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15687350.00
4458115.92
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
521703.13
FDIC COML MTG TR
2018-01-25
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9264000.00
8352552.10
FIRST KEY 2014
2044-11-25
4.068900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3444901.00
3444901.00
GCCFC
2037-04-10
5.411800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19314290.00
19517223.31
GENESIS ENERGY
2018-12-15
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1840000.00
1970007.50
GSAA 2005-11 M1
2035-10-25
0.632000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3160823.00
344013.44
GSAA HOME EQUITY
2036-11-25
5.772300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
653372.00
303089.41
GSMS
2045-08-10
5.989700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15691000.00
16125026.40
GSR MTG TR 2005-9F
2036-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
219917.11
HARBORVIEW MORTGAGE LOAN TRUST
2037-03-19
0.283999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1319798.00
384813.62
HARBORVIEW MORTGAGE LOAN TRUST 2000-1
2035-09-19
0.514000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000000.00
1215224.07
HARBORVIEW MTG LOAN TRUST 2000 1
2035-06-20
0.755000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5879641.00
3339906.91
HARBORVIEW MTG LOAN TRUST 2000-1
2046-05-19
0.353999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1.00
0.29
HARBORVIEW MTGE LOAN TRUST
2036-12-19
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9412485.00
5556373.91
HARBORVIEW MTGE LOAN TRUST 2000-1
2036-01-19
0.493999
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
2923539.05
HVMLT
2036-03-19
0.394000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21364628.00
5449423.49
HVMLT
2036-12-19
0.343999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29492818.00
9812934.52
HVMLT
2046-07-19
0.384000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29000000.00
252518.40
J P MORGAN CHASE COML MTG SEC STR 2013 C10
2047-12-17
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
279219.46
J P MORGAN CHASE COML MTG SECSTR 2013 LC 11
2046-04-15
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
271513.76
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
1021588.11
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1
2049-06-15
5.974599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2565000.00
2692894.73
JPALT 2008-R4
2036-12-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1761824.00
757867.33
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
8416060.21
JPMCC 2008-C2 AM
2051-02-12
6.878999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21835000.00
18743935.90
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
1693180.49
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
1736137.65
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
8721.67
MAGNETATION LLC MAG FIN CORP
2018-05-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2499999.00
1622429.91
MARINA DISTRICT FINANCE COMPANY INC
2018-08-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82823.00
89320.75
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
108824.31
MORGAN STANLEY CAPITAL I INC
2049-04-15
5.904499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3112371.00
295868.77
MSC 2007-IQ14 AJ
2049-04-15
5.904499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2037404.00
1392867.54
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
1000825.31
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
1799733.57
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
1332727.35
RBSSP RESECURITIZATION TRUST 2009 7
2036-04-26
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3897268.00
2519206.31
REGAL ENTERTAINMENT GROUP CLASS A
2023-06-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130000.00
126884.51
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
900.00
RESIDENTAL ASSET SECURITIZATION TRUST 2005 A8
2037-08-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
699382.00
296617.47
RFMSI
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
309484.64
SARM
2035-05-25
1.560000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24054684.00
4680847.07
SILIGAN HOLDINGS
2020-04-01
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57000.00
58448.75
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
143145.50
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
2146234.81
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
412121.41
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
191026.74
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
WALTER ENERGY INC
2020-12-15
9.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
72000.00
20160.00
WAMU
2046-08-25
2.162999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4622738.00
1576200.41
WAMU MORT PASS-THROUGH TRU 2003-S7
2036-01-25
2.373100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32554000.00
381758.68
WAMU MTGE
2047-06-25
1.917000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3151000.00
1102892.10
WAMU MTGE CTFS
2047-01-25
0.813100
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
723287.64
WMALT 2006
2046-10-25
0.964500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17032869.00
3314606.33
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
128820.31
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
155000000.00
155000000.00
0.0107
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
155000000.00
155000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
992JYF009_0.0800_M141201_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-25
3.000000
Government Agency Debt
56467000.00
54936926.09
Freddie Mac
2040-04-15
2.500000
Government Agency Debt
31966160.00
30686977.46
GNMA
2039-03-20
2.500000
Government Agency Debt
2039357.00
1926097.00
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
85000000.00
85000000.00
0.0058
N
85000000.00
85000000.00
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
0.0046
N
67004020.00
67004020.00
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
13001170.00
13001170.00
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
9000000.00
9000000.00
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
14000000.00
14000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682ARV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-06
2015-05-06
N
N
N
15000000.00
15000000.00
0.0010
N
14998650.00
14998650.00
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
82002460.00
82002460.00
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
27998880.00
27998880.00
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
31998720.00
31998720.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.200000%
60688LX50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
N
27000000.00
27000000.00
0.0019
N
26998920.00
26998920.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LY26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-07
2015-05-07
N
N
N
44000000.00
44000000.00
0.0030
N
43998240.00
43998240.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LZ66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
N
3000000.00
3000000.00
0.0002
N
2999760.00
2999760.00
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
15001050.00
15001050.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M141201_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
31864587.00
27212183.76
Farm Federal Credit Bank
2022-01-18
2.089999
Government Agency Debt
1878000.00
1843214.22
Farm Federal Credit Bank
2022-02-01
2.049999
Government Agency Debt
2575000.00
2513850.19
Farm Federal Credit Bank
2022-02-07
2.250000
Government Agency Debt
1348000.00
1334947.99
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
32000000.00
32000000.00
0.0022
N
32000000.00
32000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.080000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
290000000.00
290000000.00
0.0199
Security is a time deposit.
N
290000029.00
290000029.00
National Bank of Canada
National Bank of Canada 0.080000%
63499C000
0000926171
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
144000000.00
144000000.00
0.0099
Security is a time deposit.
N
143999848.80
143999848.80
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
20000000.00
0.0014
N
19999800.00
19999800.00
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
45996166.67
0.0032
N
45997240.00
45997240.00
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
27995208.89
0.0019
N
27996920.00
27996920.00
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
42991220.83
0.0030
N
42993550.00
42993550.00
Nationwide Building Society
Nationwide Building Society 0.200000%
6385E1P96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-09
2015-02-09
N
N
N
3000000.00
2998833.34
0.0002
N
2998920.00
2998920.00
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
44001320.00
44001320.00
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
17000680.00
17000680.00
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
2014-12-05
2014-12-05
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
2014-12-05
2014-12-05
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
63999005.53
0.0044
N
64003840.00
64003840.00
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
79998756.91
0.0055
N
80004800.00
80004800.00
NRW.BANK
NRW.BANK 0.090000%
62939MM20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
76000000.00
75999810.00
0.0052
N
75999240.00
75999240.00
NRW.BANK
NRW.BANK 0.090000%
62939MM46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-04
2014-12-04
N
N
N
70000000.00
69999475.00
0.0048
N
69999300.00
69999300.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UMF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-15
2014-12-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14260000.00
14258724.52
0.0010
N
14259287.00
14259287.00
Old Line Funding, LLC
Old Line Funding, LLC 0.215500%
67984RAE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
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
36999486.73
0.0025
N
37003330.00
37003330.00
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
40000400.00
40000400.00
Rabobank Nederland
Rabobank Nederland 0.230000%
21684BRV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-26
2015-01-26
N
N
N
126000000.00
126000000.00
0.0087
N
126016380.00
126016380.00
Rabobank Nederland
Rabobank Nederland 0.230500%
21684BUN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-08
2015-05-07
N
N
N
118000000.00
118000000.00
0.0081
N
118004720.00
118004720.00
Rabobank Nederland
Rabobank Nederland 0.223000%
21684BZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-18
2015-04-20
N
N
N
145000000.00
145000000.00
0.0100
N
145002900.00
145002900.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VDD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-06-11
2015-06-11
N
N
N
46000000.00
46000000.00
0.0032
N
46000000.00
46000000.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KPH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-02-17
2015-02-17
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
50000000.00
49971833.34
0.0034
N
49972500.00
49972500.00
Ridgefield Funding Co, LLC
Ridgefield Funding Co, LLC 0.260000%
76582KQ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-02
2015-03-02
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
3000000.00
2998028.34
0.0002
N
2997930.00
2997930.00
Royal Bank of Canada
Royal Bank of Canada 0.321600%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2015-01-07
2015-12-07
N
N
N
75000000.00
75000000.00
0.0052
N
75090150.00
75090150.00
Royal Bank of Canada
Royal Bank of Canada 0.351200%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2015-01-05
2015-12-04
N
N
N
100000000.00
100000000.00
0.0069
N
100002000.00
100002000.00
Royal Bank of Canada
Royal Bank of Canada 0.325100%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2015-01-02
2015-12-01
N
N
N
50000000.00
50000000.00
0.0034
N
50002000.00
50002000.00
Royal Bank of Canada
Royal Bank of Canada 0.235900%
78009NQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-03-04
N
N
N
50000000.00
50000000.00
0.0034
N
50000500.00
50000500.00
Royal Bank of Canada
Royal Bank of Canada 0.245900%
78009NRX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-04
2015-09-04
N
N
N
39000000.00
39000000.00
0.0027
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
9996319.44
0.0007
N
9997400.00
9997400.00
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
8996479.99
0.0006
N
8997030.00
8997030.00
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
13993680.56
0.0010
N
13995380.00
13995380.00
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
7995555.56
0.0005
N
7996560.00
7996560.00
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
5996083.33
0.0004
N
5996820.00
5996820.00
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
34975937.50
0.0024
N
34980400.00
34980400.00
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
24982638.92
0.0017
N
24985750.00
24985750.00
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
19985972.22
0.0014
N
19988600.00
19988600.00
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
19985833.33
0.0014
N
19988400.00
19988400.00
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
31975733.33
0.0022
N
31980480.00
31980480.00
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
6994895.83
0.0005
N
6995730.00
6995730.00
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
56955524.16
0.0039
N
56967510.00
56967510.00
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
16985143.89
0.0012
N
16987930.00
16987930.00
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
3000180.00
3000180.00
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
70005600.00
70005600.00
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
12000600.00
12000600.00
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
24000960.00
24000960.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.220000%
8574P1CZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
145000000.00
145000000.00
0.0100
N
145026100.00
145026100.00
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
71997060.00
0.0049
N
71998560.00
71998560.00
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
29004640.00
29004640.00
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
14000140.00
14000140.00
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
1000160.00
1000160.00
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
8001280.00
8001280.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.370000%
86562URN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-06
2015-02-06
N
N
N
80000000.00
80000000.00
0.0055
N
80023200.00
80023200.00
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
35005950.00
35005950.00
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
12002040.00
12002040.00
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
4000680.00
4000680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562YH31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
10000000.00
10000000.00
0.0007
N
9999100.00
9999100.00
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
54006480.00
54006480.00
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
32001920.00
32001920.00
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
0.0019
N
27001620.00
27001620.00
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
0.0021
N
30000900.00
30000900.00
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
28003080.00
28003080.00
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
4000000.00
4000000.00
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
0.0030
N
43000000.00
43000000.00
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
19000000.00
19000000.00
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
34000000.00
34000000.00
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
6000120.00
6000120.00
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
0.0038
N
55001650.00
55001650.00
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
6000180.00
6000180.00
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
0.0038
N
55001650.00
55001650.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.070000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-01
2014-12-01
N
N
N
290000000.00
290000000.00
0.0199
Security is a time deposit.
N
289999797.00
289999797.00
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
1998416.67
0.0001
N
1998980.00
1998980.00
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
34968699.30
0.0024
N
34973750.00
34973750.00
Swedbank AB
Swedbank AB 0.100000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
179000000.00
179000000.00
0.0123
Security is a time deposit.
N
179000268.50
179000268.50
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
13995722.23
0.0010
N
13995940.00
13995940.00
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
5037489.51
0.0003
N
5037572.12
5037572.12
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
4995875.00
0.0003
N
4995800.00
4995800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.235000%
89112UAE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-22
2015-01-22
N
N
N
55000000.00
55000000.00
0.0038
N
55007700.00
55007700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.224700%
89112UJB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-17
2015-06-17
N
N
N
50000000.00
50000000.00
0.0034
N
50025500.00
50025500.00
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
57006840.00
57006840.00
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
38002660.00
38002660.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.225000%
89112UPL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-22
2015-07-21
N
N
N
92000000.00
92000000.00
0.0063
N
92002760.00
92002760.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.090000%
89112US51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
101000000.00
101000000.00
0.0069
N
101000000.00
101000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.100000%
89112UT27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
155000000.00
155000000.00
0.0107
N
155000000.00
155000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSE5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-14
2015-05-14
N
N
N
42000000.00
41955993.34
0.0029
N
41961780.00
41961780.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233HSJ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-05-18
2015-05-18
N
N
N
119000000.00
118872273.32
0.0082
N
118886950.00
118886950.00
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
50001500.00
50001500.00
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
0.0021
N
30004800.00
30004800.00
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
66010560.00
66010560.00
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
14990416.68
0.0010
N
14993400.00
14993400.00
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
29980624.95
0.0021
N
29986500.00
29986500.00
United States Treasury Department
United States Treasury Department 0.065000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-12-01
2016-01-31
N
N
N
103000000.00
102985293.92
0.0071
N
102992275.00
102992275.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2014-12-01
2016-07-31
N
N
N
63000000.00
63000000.00
0.0043
N
63008001.00
63008001.00
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
36997841.67
0.0025
N
36998890.00
36998890.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-10
2015-01-09
N
N
N
100000000.00
100000000.00
0.0069
N
100002000.00
100002000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.222800%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-15
2015-01-14
N
N
N
91000000.00
91000000.00
0.0063
N
91001820.00
91001820.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.225500%
9497P66T0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-08
2015-04-07
N
N
N
107000000.00
107000000.00
0.0074
N
107002140.00
107002140.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.324100%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-12-15
2015-12-15
N
N
N
135000000.00
135000000.00
0.0093
N
134997840.00
134997840.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.226700%
94988E2C1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-02
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
0.0008
N
11000220.00
11000220.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.253000%
94988EB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-18
2015-11-18
N
N
N
23000000.00
23000000.00
0.0016
N
23001150.00
23001150.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.255000%
94988EB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-22
2015-11-23
N
N
N
23000000.00
23000000.00
0.0016
N
23001150.00
23001150.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.255300%
94988EBC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-11-25
N
N
N
35000000.00
35000000.00
0.0024
N
35001610.00
35001610.00
Westpac Banking Corp
Westpac Banking Corp 0.225800%
96121TVX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-03-27
N
N
N
40000000.00
40000000.00
0.0027
N
40009200.00
40009200.00
Westpac Banking Corp
Westpac Banking Corp 0.235500%
96121TWN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-05
2015-05-05
N
N
N
50000000.00
50000000.00
0.0034
N
50001000.00
50001000.00
Westpac Banking Corp
Westpac Banking Corp 0.234300%
96121TWT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-11
2015-05-11
N
N
N
20000000.00
20000000.00
0.0014
N
20000400.00
20000400.00
Westpac Banking Corp
Westpac Banking Corp 0.244000%
96121TXC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-19
2015-08-19
N
N
N
40000000.00
40000000.00
0.0027
N
40001600.00
40001600.00
Westpac Banking Corp
Westpac Banking Corp 0.245300%
96121TXF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-29
2015-08-25
N
N
N
8000000.00
8000000.00
0.0005
N
8000240.00
8000240.00
Westpac Banking Corp
Westpac Banking Corp 0.255000%
96121TXL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-12-23
2015-10-23
N
N
N
15000000.00
15000000.00
0.0010
N
15000600.00
15000600.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
9612C4KV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-01
2015-01-12
N
N
N
95000000.00
95000000.00
0.0065
N
95001900.00
95001900.00
Westpac Banking Corp
Westpac Banking Corp 0.224000%
9612C4KZ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-19
2015-02-19
N
N
N
40000000.00
40000000.00
0.0027
N
40006400.00
40006400.00
Westpac Banking Corp
Westpac Banking Corp 0.234300%
9612C4ME8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-12
2015-06-12
N
N
N
46000000.00
46000000.00
0.0032
N
46000920.00
46000920.00
Westpac Banking Corp
Westpac Banking Corp 0.240000%
9612C4MN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-29
2015-07-27
N
N
N
90000000.00
90000000.00
0.0062
N
90002700.00
90002700.00
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
701984.53
701984.53
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
154735.20
154735.20
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
1190373.20
1190373.20
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
202266.52
202266.52