0001145549-14-001657.txt : 20140401
0001145549-14-001657.hdr.sgml : 20140401
20140225120317
ACCESSION NUMBER: 0001145549-14-001657
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140131
FILED AS OF DATE: 20140225
DATE AS OF CHANGE: 20140225
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/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14639546
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/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2014-01-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
57
91
14975299215.34
5461220.69
76042606.18
14904717829.85
0.0023
1.0001
2014-01-31
1.0001
2014-01-31
C000012373
1.00
14904717829.85
1.00
-64032856.37
4002152709.70
4066185566.07
0.0001
1.0001
2014-01-31
1.0001
2014-01-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.250000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.240000%
00279HP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
Y
Santander UK Plc
N/A
N/A
N
73000000.00
73000000.00
0.0049
N
73004380.00
73004380.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.080000%
00279HR99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0050
N
74999250.00
74999250.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.306500%
00279HS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-07
N
Y
Santander UK Plc
N/A
N/A
N
75000000.00
75000000.00
0.0050
N
75004050.00
75004050.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.184700%
05253MCF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-03-07
N
N
N
115000000.00
115000000.00
0.0077
N
115003450.00
115003450.00
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
2014-02-06
2014-02-06
N
N
N
156000000.00
156000000.00
0.0105
Security is a time deposit.
N
156000171.60
156000171.60
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M140204
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
40000000.00
40000000.00
0.0027
Security is a time deposit.
N
40000048.00
40000048.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W2L6
Other Note
N
First Tier Security
N/A
N/A
2014-06-17
2014-06-17
N
N
N
94000000.00
94000000.00
0.0063
N
94003760.00
94003760.00
Bank of America, NA
Bank of America, NA 0.200000%
06052W2M4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
86000000.00
86000000.00
0.0058
N
86000000.00
86000000.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3N1
Other Note
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
47000000.00
47000000.00
0.0032
N
46997650.00
46997650.00
Bank of America, NA
Bank of America, NA 0.260000%
06052W3T8
Other Note
N
First Tier Security
N/A
N/A
2014-07-25
2014-07-25
N
N
N
53000000.00
53000000.00
0.0036
N
52997350.00
52997350.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WT94
Other Note
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
N
39000000.00
39000000.00
0.0026
N
39001170.00
39001170.00
Bank of America, NA
Bank of America, NA 0.050000%
06052WY72
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WY72
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
18000000.00
18000000.00
0.0012
N
18000000.00
18000000.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WY80
Other Note
N
First Tier Security
N/A
N/A
2014-06-13
2014-06-13
N
N
N
25000000.00
25000000.00
0.0017
N
25001750.00
25001750.00
Bank of Montreal
Bank of Montreal 0.170000%
06366A2M3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
54000000.00
53999220.41
0.0036
N
54006480.00
54006480.00
Bank of Montreal
Bank of Montreal 0.060000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
177000000.00
177000000.00
0.0119
Security is a time deposit.
N
176999097.30
176999097.30
Bank of Montreal
Bank of Montreal 0.050000%
06999G005_M140204
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
137000000.00
137000000.00
0.0092
Security is a time deposit.
N
136999671.20
136999671.20
Bank of Nova Scotia
Bank of Nova Scotia 0.229000%
06417F3U2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-09-16
N
N
N
128000000.00
128000000.00
0.0086
N
128035840.00
128035840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.238000%
06417FD56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-07-24
N
N
N
171000000.00
171000000.00
0.0115
N
171063270.00
171063270.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417HCV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
92000000.00
92000000.00
0.0062
N
92005520.00
92005520.00
Bank of the West
Bank of the West 0.240000%
06426GCP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
27000000.00
27000000.00
0.0018
N
27003780.00
27003780.00
Bank of the West
Bank of the West 0.250000%
06426GDB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
27000000.00
27000000.00
0.0018
N
27006480.00
27006480.00
Bank of the West
Bank of the West 0.240000%
06426GDC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
11000000.00
11000000.00
0.0007
N
11002530.00
11002530.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GDK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
3000000.00
3000000.00
0.0002
N
3000930.00
3000930.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
129000000.00
129000000.00
0.0087
N
129041280.00
129041280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538GEE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
5000000.00
5000000.00
0.0003
N
5001600.00
5001600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000%
06538GGE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
2000000.00
2000000.00
0.0001
N
2000580.00
2000580.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
8000000.00
8000000.00
0.0005
N
8000640.00
8000640.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GPX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
7000000.00
7000000.00
0.0005
N
7000560.00
7000560.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GQX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
8000000.00
8000000.00
0.0005
N
8000720.00
8000720.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GRD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
5000000.00
5000000.00
0.0003
N
5000450.00
5000450.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GWX6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
113000000.00
113000000.00
0.0076
N
113009040.00
113009040.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538GYN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
19000000.00
19000000.00
0.0013
N
19000760.00
19000760.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XTM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
23000000.00
23000000.00
0.0015
N
23003680.00
23003680.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
74000000.00
74000000.00
0.0050
N
74009620.00
74009620.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
6000000.00
6000000.00
0.0004
N
6002700.00
6002700.00
Barclays Bank Plc
Barclays Bank Plc 0.430000%
06741XVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
57000000.00
57000000.00
0.0038
N
57015390.00
57015390.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XVY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
12000000.00
12000000.00
0.0008
N
12002880.00
12002880.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-23
2014-07-23
N
N
N
24000000.00
24000000.00
0.0016
N
24005760.00
24005760.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XWE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-24
2014-07-24
N
N
N
87000000.00
87000000.00
0.0058
N
87020880.00
87020880.00
Barclays Capital, Inc
Barclays Capital, Inc 0.030000%
992JYM004_0.0300_M140204_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-01-25
5.000000
Government Agency Debt
1000000.00
603921.26
Fannie Mae
2035-11-01
2.375000
Government Agency Debt
1440000.00
205383.51
Fannie Mae
2036-11-01
2.414000
Government Agency Debt
4200000.00
322937.58
Fannie Mae
2036-11-25
0.538000
Government Agency Debt
15199375.00
893503.57
Fannie Mae
2038-07-25
1.464599
Government Agency Debt
5000000.00
2215155.66
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
78426152.00
12017570.36
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
3143815.00
2813492.30
Fannie Mae
2040-01-25
0.964999
Government Agency Debt
4814.00
1553.11
Fannie Mae
2040-09-01
4.461999
Government Agency Debt
200000.00
113004.90
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
722906.00
421316.25
Fannie Mae
2043-09-01
3.089000
Government Agency Debt
6624457.00
6845540.83
Fannie Mae
2044-01-01
3.190999
Government Agency Debt
571075.00
595127.63
Farm Federal Credit Bank
2040-09-01
8.000000
Government Agency Debt
740535.00
555351.07
Freddie Mac
2027-06-15
4.000000
Government Agency Debt
2000000.00
1606758.44
Freddie Mac
2027-08-15
1.500000
Government Agency Debt
1500000.00
1090306.26
Freddie Mac
2027-09-15
3.149999
Government Agency Debt
2000000.00
798901.36
Freddie Mac
2028-02-15
4.000000
Government Agency Debt
13500000.00
1802655.17
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
2000000.00
716291.27
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
6.00
0.88
Freddie Mac
2036-02-15
2.000000
Government Agency Debt
3830000.00
3659599.87
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
8100000.00
7868320.51
Freddie Mac
2036-05-01
0.517000
Government Agency Debt
11389425.00
1058035.92
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
33832539.00
10670431.26
Freddie Mac
2039-01-15
4.000000
Government Agency Debt
872511.00
918700.28
Freddie Mac
2039-03-15
2.750000
Government Agency Debt
1698456.00
633588.36
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
12162889.00
4850515.08
Freddie Mac
2039-10-15
4.500000
Government Agency Debt
1500000.00
962383.66
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
4875033.00
2104467.42
Freddie Mac
2039-12-15
3.500000
Government Agency Debt
12000000.00
10818837.66
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
4000000.00
1591218.43
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
1315451.00
947458.42
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
9384651.00
9523546.96
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
743225.00
796141.88
Freddie Mac
2041-04-15
2.000000
Government Agency Debt
1026328.00
580394.75
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
3600000.00
2058562.39
Freddie Mac
2041-07-15
3.500000
Government Agency Debt
1553578.00
1072340.07
Freddie Mac
2041-09-15
3.000000
Government Agency Debt
11325615.00
9320831.58
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
439643.00
326772.10
Freddie Mac
2043-11-15
0.716999
Government Agency Debt
546796.00
544790.01
GNMA
2036-01-20
4.500000
Government Agency Debt
3000000.00
1066646.26
GNMA
2037-06-20
4.500000
Government Agency Debt
75729.00
34440.18
GNMA
2038-05-20
4.500000
Government Agency Debt
3300000.00
1388833.69
GNMA
2038-10-20
2.500000
Government Agency Debt
24726892.00
16122178.68
GNMA
2038-11-20
3.500000
Government Agency Debt
12500000.00
6213418.60
GNMA
2039-05-20
4.500000
Government Agency Debt
15588948.00
2875446.13
GNMA
2039-08-20
3.500000
Government Agency Debt
10000000.00
6509511.47
GNMA
2039-10-20
3.000000
Government Agency Debt
10000000.00
6635207.30
GNMA
2040-12-20
3.500000
Government Agency Debt
10291408.00
7917771.56
GNMA
2041-04-16
3.500000
Government Agency Debt
16459834.00
12313610.67
GNMA
2049-01-15
3.899999
Government Agency Debt
193651.00
198437.08
GNMA
2061-06-20
0.00
Government Agency Debt
3679641.00
4116684.82
GNMA
2061-10-20
0.00
Government Agency Debt
9650083.00
10985459.73
GNMA
2062-06-20
0.00
Government Agency Debt
1920632.00
1957237.33
GNMA
2062-08-20
0.00
Government Agency Debt
12078871.00
11514150.08
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
185000000.00
185000000.00
0.0124
N
185000000.00
185000000.00
BNP Paribas
BNP Paribas 0.350000%
05572NPW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
68000000.00
68000000.00
0.0046
N
68006120.00
68006120.00
BNP Paribas
BNP Paribas 0.340000%
05572NQB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
3000000.00
3000000.00
0.0002
N
3000450.00
3000450.00
BNP Paribas
BNP Paribas 0.300000%
05572NQJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
105000000.00
105000000.00
0.0070
N
105012600.00
105012600.00
BNP Paribas
BNP Paribas 0.320000%
05572NRB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
27000000.00
27000000.00
0.0018
N
27004860.00
27004860.00
BNP Paribas
BNP Paribas 0.470000%
05572NRH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
64000000.00
64000000.00
0.0043
N
64047360.00
64047360.00
BNP Paribas
BNP Paribas 0.320000%
05572NRV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-13
2014-06-13
N
N
N
11000000.00
11000000.00
0.0007
N
11001980.00
11001980.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.300000%
923JCS009_0.3000_M140207_2M54
0001197610
Other Repurchase Agreement
N
AAR CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
22068.75
ACCO BRANDS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
61945.13
ADAMS RES & ENERGY INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
64310.54
ADVANCE AUTO PARTS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3425126.40
AECOM TECHNOLOGY CORP DELAWACOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
140833.62
AEROFLEX HLDG CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
75721.28
ALEXANDERS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
149382.32
ALLISON TRANSMISSION HLDGS ICOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
437036.60
AMCOL INTL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
170140.68
AMN HEALTHCARE SERVICES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
305671.60
AMPCO-PITTSBURGH CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
30718.92
APPLIED INDL TECHNOLOGIES INCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
556.82
ARMADA HOFFLER PPTYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
18.36
ASHFORD HOSPITALITY TR INC COM SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
132480.96
AVALONBAY CMNTYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2962624.32
BALLY TECHNOLOGIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
25618.56
BANCO LATINOAMERICANO DE COMSHS E
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
49768.38
BERKSHIRE HATHAWAY INC DEL CL B NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3169085.00
BLOUNT INTL INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
24748.80
BOOZ ALLEN HAMILTON HLDG CORCL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
46046.00
BOSTON SCIENTIFIC CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
393836.64
CARTER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
34672.64
CBS CORP NEW CL B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
103074.14
CELADON GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
441.37
CHEMTURA CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
100668.70
CHESAPEAKE LODGING TR SH BEN I
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
217393.56
CHEVRON CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3500952.80
CHUBB CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3500939.52
CIRCOR INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
21693.00
CITIGROUP INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2792126.40
CNA FINL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
116406.00
COCA COLA CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3347470.83
COEUR D ALENE MINES CORP IDACOM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
15705.76
COLGATE PALMOLIVE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
768870.96
COMPX INTERNATIONAL INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3005.60
CONCHO RES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
40992.93
COVIDIEN PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1820062.32
CRAWFORD & CO CL B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
63538.26
DEMAND MEDIA INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
51902.68
DEMANDWARE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
359417.30
DICE HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
55224.00
DOLLAR GEN CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
19888.00
DST SYS INC DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
87243.38
EASTMAN CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
950840.52
EL PASO ELEC CO COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
14241.36
ELLINGTON RESIDENTIAL MTG RECOM SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
4027.76
EMPLOYERS HOLDINGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
77150.76
ENNIS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
152751.00
ENTERCOM COMMUNICATIONS CORPCL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
64052.04
ENTRAVISION COMMUNICATIONS CCL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
96709.25
ENVESTNET INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
9740.60
EQUITY ONE COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
253047.28
ESCO TECHNOLOGIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
66535.62
EXCEL TR INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
83190.31
FEDERAL AGRIC MTG CORP CL C
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
110350.22
FIDELITY NATL INFORMATION SVCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2573794.08
FIVE STAR QUALITY CARE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
29377.34
FORTEGRA FINL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
29073.33
FORUM ENERGY TECHNOLOGIES INCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
20253.80
FRANKLIN COVEY CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
15672.00
FRANKLIN STREET PPTYS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
129114.36
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1071831.11
FURMANITE CORPORATION COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2003.80
GENCORP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3768.70
GIGAMON INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
216342.42
GLOBAL CASH ACCESS HLDGS INCCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
103912.45
GP STRATEGIES CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
28120.00
GRIFFON CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3628.53
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3397714.56
HEADWATERS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
162270.00
HEWLETT PACKARD CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
20475.00
HFF INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
352674.01
INVESCO MORTGAGE CAPITAL INCCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
37919.72
INVESTORS REAL ESTATE TR SH BEN I
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
131173.02
JMP GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
35514.80
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
675814.50
KCG HLDGS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
22.84
KEYCORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
931077.39
KOPPERS HOLDINGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
41099.85
LACLEDE GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5062.20
LEXINGTON REALTY TRUST COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
6121.80
MANNING & NAPIER INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
124830.00
MARATHON OIL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3535.28
MARCUS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
111679.61
MARINE PRODS CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
31239.00
MARRIOTT VACATIONS WRLDWDE CCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
57364.80
MATSON INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
283512.00
MAXLINEAR INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
34142.98
METHODE ELECTRS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2384.90
MFA FINANCIAL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
76299.30
MONMOUTH REAL ESTATE INVT COCL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
56623.42
MOVADO GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
198725.52
NATIONAL HEALTH INVS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
244599.50
NATIONAL HEALTHCARE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
37149.00
NELNET INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
315596.84
NORTHWEST NAT GAS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
158865.21
OCCIDENTAL PETE CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2326616.70
OCEANEERING INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
78922.20
OIL DRI CORP AMER COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2270.72
OLD REP INTL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
48856.00
OMNOVA SOLUTIONS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
147938.70
OPPENHEIMER HLDGS INC CL A NON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
11686.50
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
143129.80
ORBITZ WORLDWIDE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
315080.18
ORIENT-EXPRESS HOTELS LTD CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
13732.73
ORMAT TECHNOLOGIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
24067.20
PANHANDLE OIL AND GAS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
38249.55
PFIZER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3500936.26
PINNACLE WEST CAP CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
132796.80
PITNEY BOWES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
222465.10
POST PPTYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
65245.65
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2911220.64
PROVIDENT FINL SVCS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
16227.00
PZENA INVESTMENT MGMT INC CLASS A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
27219.24
RALPH LAUREN CORP CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
656654.50
REGIONAL MGMT CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
15965.20
RESOLUTE FST PRODS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
20212.50
ROADRUNNER TRNSN SVCS HLDG ICOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
319884.66
ROCKWOOD HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7382.88
ROLLINS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
280050.30
ROUNDYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
90660.06
ROYAL CARIBBEAN CRUISES LTD COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
13622.44
RUCKUS WIRELESS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
16121.40
SAGA COMMUNICATIONS INC CL A NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
49.23
SAUL CTRS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
75555.90
SCHAWK INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
7819.01
SCHLUMBERGER LTD COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3500890.20
SELECT INCOME REIT COM SH B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
218235.78
SIMON PPTY GROUP INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
425201.00
SPECTRUM BRANDS HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
194845.24
STANDEX INTL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8030.22
STONERIDGE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
254045.06
STRATEGIC HOTELS & RESORTS ICOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
143225.67
TE CONNECTIVITY LTD REG SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1039197.73
TELEDYNE TECHNOLOGIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
31319.08
THERMO FISHER SCIENTIFIC INCCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
18053.43
THOR INDS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
356176.62
TIFFANY & CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2906122.72
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3500875.40
TOWER INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
54408.00
TRUEBLUE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
147146.00
UNIFI INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
5449.68
UNIVERSAL HEALTH RLTY INCM TSH BEN I
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
55289.00
UNIVERSAL TECHNICAL INST INCCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
28950.94
URSTADT BIDDLE PPTYS INS CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
70630.25
VALERO ENERGY CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
432820.79
VANTAGESOUTH BANCSHARES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3839.64
VANTIV INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
88636.40
WALGREEN CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2302825.42
WATSCO INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
52228.00
WATTS WATER TECHNOLOGIES INCCL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
55421.54
WAUSAU PAPER CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2505.27
WELLCARE HEALTH PLANS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
8287.02
WELLS FARGO & CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3454440.75
WESTAR ENERGY INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
133401.84
WILLBROS GROUP INC DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
18739.89
WILLIAMS CLAYTON ENERGY INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
68913.70
WINTHROP RLTY TR SH BEN I
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
56996.76
Unrated Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP Paribas Prime Brokerage Inc
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
70000000.00
70000000.00
0.0047
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
70000000.00
70000000.00
BNP Paribas Prime Brokerage Inc
BNP Paribas Prime Brokerage Inc 0.390000%
923JCS009_0.3900_M140207_2M54
0001197610
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151129.60
ALLERGAN INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
606975.03
ASHLAND INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
626839.20
ASSURED GUARANTY LTD COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
685938.00
BANK OF AMERICA CORPORATION COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
92607.10
CHEVRON CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
672498.75
CITIGROUP INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2069365.20
COMMERCIAL METALS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
989133.66
DOLLAR GEN CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
24973.00
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1874338.77
DTE ENERGY CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1655828.08
FIDELITY NATL INFORMATION SVCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2079609.48
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1951439.28
HEWLETT PACKARD CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1058499.00
INGERSOLL-RAND PLC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2019475.33
MACYS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1144724.94
MERCK & CO INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
174496.11
NCR CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
664844.00
OCCIDENTAL PETE CORP DEL COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1668163.60
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
109956.00
PFIZER INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151205.18
PG&E CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2151205.28
PROCTER & GAMBLE CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2129837.09
PROSPERITY BANCSHARES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
500700.90
QUICKSILVER RESOURCES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
364297.92
RESOLUTE FST PRODS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2072724.50
SCHLUMBERGER LTD COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
673268.61
SILVER BAY RLTY TR CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
673570.41
SIMON PPTY GROUP INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1156913.80
TIFFANY & CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1820876.80
TIMKEN CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
339900.38
U S G CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
959261.76
UNION PAC CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1065310.35
VALERO ENERGY CORP NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
773154.99
WALGREEN CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2065368.20
WELLS FARGO & CO NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2129996.70
WHIRLPOOL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1827015.96
Unrated Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP Paribas Prime Brokerage Inc
N/A
N/A
Y
BNP Paribas
N/A
N/A
N
43000000.00
43000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
43003870.00
43003870.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140204_2M54
0001197610
Other Repurchase Agreement
N
ANADARKA PETROLEUM CORPORATION
2036-10-10
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42632439.00
15750000.37
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
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
15000150.00
15000150.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.280000%
921AES008_0.2800_M140207_2M54
0001197610
Other Repurchase Agreement
N
AMPHENOL CORP
2014-11-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78646.00
81939.52
DOMTAR CORP
2044-02-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15362168.00
16160386.25
MEDTRONIC CORP
2015-09-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27158.00
29511.09
MERRILL LYNCH & CO
2014-02-03
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
64439.00
66032.08
VERIZON COMMUNICATIONS
2043-09-15
6.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5531294.00
6762131.37
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
22000000.00
22000000.00
0.0015
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
22000000.00
22000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.410000%
921AES008_0.4100_M140207_2M54
0001197610
Other Repurchase Agreement
N
ALLY FINANCIAL INC.
2017-01-30
2.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
686116.00
691623.99
DEXIA CREDIT LOCAL NY
2017-01-11
0.676100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1316400.00
1317754.30
DISH DBS CORP
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5592.00
5362.11
FIRST HORIZON MOTRGAGE PASS THROUGH TRUST 2004 7
2019-09-24
14.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1908333.33
OASIS PETE INC NEW
2022-03-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7929.00
8619.90
PETROLEOS DE VENEZUELA S A
2035-05-17
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14217.00
9312.73
SLM CORP
2019-06-17
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1818123.00
1808994.51
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
5000000.00
5000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
5000000.00
5000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.040000%
987WVU007_0.0400_M140203_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
57390774.00
43182219.70
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
20994155.00
17343273.14
Fannie Mae
2028-02-01
2.500000
Government Agency Debt
46809577.00
43079119.45
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
41567710.00
41683992.14
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
57391066.00
43316994.55
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
57600000.00
43144401.29
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
225000000.00
225000000.00
0.0151
N
225000000.00
225000000.00
BPCE SA
BPCE SA 0.235000%
05571CB34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
33000000.00
33000000.00
0.0022
N
32999670.00
32999670.00
BPCE SA
BPCE SA 0.100000%
05571CB75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
20000000.00
19999777.78
0.0013
N
19999534.00
19999534.00
CAFCO, LLC
CAFCO, LLC 0.420000%
12476FB47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3655000.00
3654957.36
0.0002
N
3654963.45
3654963.45
CAFCO, LLC
CAFCO, LLC 0.385000%
12476FC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39987166.67
0.0027
N
39994000.00
39994000.00
Charta, LLC
Charta, LLC 0.340000%
16115XE68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7993048.89
0.0005
N
7996800.00
7996800.00
Charta, LLC
Charta, LLC 0.250000%
16115XH40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12983569.44
0.0009
N
12987841.10
12987841.10
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
49000000.00
49000000.00
0.0033
N
49002450.00
49002450.00
Chase Bank USA, NA
Chase Bank USA, NA 0.330000%
16144RTT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
1000000.00
1000000.00
0.0001
N
1000050.00
1000050.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
61000000.00
61000000.00
0.0041
N
61005490.00
61005490.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
120000000.00
120000000.00
0.0081
N
120010800.00
120010800.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RTX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000200.00
2000200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.320000%
16144RUA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
5000000.00
5000000.00
0.0003
N
5000650.00
5000650.00
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
21005250.00
21005250.00
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
Ciesco, LLC
Ciesco, LLC 0.410000%
17178CBJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
39000000.00
38993337.50
0.0026
N
38998440.00
38998440.00
Ciesco, LLC
Ciesco, LLC 0.385000%
17178CC50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69977541.66
0.0047
N
69994400.00
69994400.00
Citibank, NA
Citibank, NA 0.400000%
17304UHX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
25000000.00
25000000.00
0.0017
N
25003250.00
25003250.00
Citibank, NA
Citibank, NA 0.400000%
17304UHZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
47000000.00
47000000.00
0.0032
N
47006110.00
47006110.00
Citibank, NA
Citibank, NA 0.340000%
17304UKK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
6000000.00
6000000.00
0.0004
N
6002220.00
6002220.00
Citibank, NA
Citibank, NA 0.350000%
17304UKZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
48000000.00
48000000.00
0.0032
N
48021600.00
48021600.00
Citibank, NA
Citibank, NA 0.218700%
17304UNS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-06-17
N
N
N
108000000.00
108000000.00
0.0072
N
108002160.00
108002160.00
Citibank, NA
Citibank, NA 0.260000%
17304UPK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
30000000.00
30000000.00
0.0020
N
30006000.00
30006000.00
Citibank, NA
Citibank, NA 0.260000%
17304UPP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
103000000.00
103000000.00
0.0069
N
103020600.00
103020600.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
45000000.00
45000000.00
0.0030
Security is a time deposit.
N
44999527.50
44999527.50
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GEK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
24000000.00
23979000.00
0.0016
N
23983920.00
23983920.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GFQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-24
2014-06-24
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
49000000.00
48942425.00
0.0033
N
48950020.00
48950020.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
10000000.00
9984750.00
0.0007
N
9984800.00
9984800.00
Collateralized Commercial Paper Company, LLC
Collateralized Commercial Paper Company, LLC 0.300000%
19422GH64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
Y
Guaranty
JP Morgan Securities LLC
N/A
N/A
40000000.00
39938666.67
0.0027
N
39938800.00
39938800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.535400%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2014-04-28
2014-08-27
N
N
N
150000000.00
150000000.00
0.0101
N
150093600.00
150093600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.198000%
20272AEL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
50000000.00
50000000.00
0.0034
N
50003500.00
50003500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.228500%
20272AFW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-28
2014-11-24
N
N
N
115000000.00
115000000.00
0.0077
N
115033350.00
115033350.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.237700%
20272AFY7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2014-11-26
N
N
N
32000000.00
32000000.00
0.0021
N
32008960.00
32008960.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EC55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
23000000.00
22995975.00
0.0015
N
22998390.00
22998390.00
CRC Funding, LLC
CRC Funding, LLC 0.420000%
12622VB45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64999241.67
0.0044
N
64999350.00
64999350.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622VCH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7996453.33
0.0005
N
7998320.00
7998320.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VFG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
64000000.00
63940888.90
0.0043
N
63944320.00
63944320.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22532UZ31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
77000000.00
77000000.00
0.0052
N
77004620.00
77004620.00
Credit Agricole SA
Credit Agricole SA 0.210000%
923FCZ001
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
7000000.00
7000000.00
0.0005
N
7000070.00
7000070.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TEG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
48000000.00
48000000.00
0.0032
N
48004800.00
48004800.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
21000000.00
21000000.00
0.0014
N
21002100.00
21002100.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
42000000.00
42000000.00
0.0028
N
42006300.00
42006300.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549THU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
24000000.00
24000000.00
0.0016
N
24002400.00
24002400.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
15000000.00
15000000.00
0.0010
N
15000750.00
15000750.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TLY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
72000000.00
72000000.00
0.0048
N
72004320.00
72004320.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22549TML9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
1000000.00
1000000.00
0.0001
N
1000060.00
1000060.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
10000000.00
10000000.00
0.0007
N
10000400.00
10000400.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22549TRG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-25
2014-06-25
N
N
N
45000000.00
45000000.00
0.0030
N
45001800.00
45001800.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140501_2M54
0001230485
Other Repurchase Agreement
N
144A FREMF 2013-K25 C
2045-11-25
3.616899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4842010.00
4167644.47
144A HILT 2013-HLT DFX
2030-11-05
4.406500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7630000.00
7749036.84
144A JPMCC 2012-LC9 E
2047-12-15
4.426599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10198000.00
9247708.41
144A WFRBS 2011-C5 E
2044-11-15
5.636000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
8236021.04
144A WFRBS 2013-C18 D
2046-12-15
4.675799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20000000.00
17669070.96
AHM 2004-1 4A
2044-04-25
2.335000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
62160000.00
5462970.49
COMM 2004-LB4A A5
2037-10-15
4.839999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000.00
7113.55
CSFB 2003-AR20 CB1
2033-08-25
2.556800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6311000.00
809997.79
CSFB 2005-C6 B
2040-12-15
5.230000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
155756.74
CWMBS INC. 2005-HYB2
2043-07-25
3.509300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3306000.00
3242543.43
Freddie Mac
2042-07-15
0.660000
Government Agency Debt
75000.00
67295.54
FREMF 2013-K35 MTG TR
2023-08-25
3.947200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10215000.00
8849738.41
GS MTG SECS TR 2013 GCJ12
2046-06-10
4.620000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
6649635.14
GS MTG SECS TR 2013-GC13
2046-07-10
4.072499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
914625.00
782119.42
HVMLT
2037-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1575000.00
438761.36
MLCC 2007-3 1A2
2037-09-25
2.341600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3638000.00
372667.29
MLCFC 2007-9 AMA
2049-09-12
5.852999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14449608.00
12839440.97
MSC 2007-HQ11 AJ
2044-02-12
5.508000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
750000.00
803520.80
SASC 2003-40A 3A1
2034-01-25
2.383900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19570000.00
2348705.12
United States Treasury Department
2015-01-15
1.625000
Treasury Debt
265000.00
333419.70
United States Treasury Department
2017-01-15
2.375000
Treasury Debt
235000.00
300395.78
WACHOVIA BANK COMM
2047-04-15
5.591000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10965.98
WBCMT 2006-C28 AM
2048-10-15
5.602999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
217443.63
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
79000000.00
79000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
79000000.00
79000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.670000%
988WZK004_0.6700_M140507_2M54
0001230485
Other Repurchase Agreement
N
144A DMSI 2007-RS4 AX
2047-10-28
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
121778.42
ARMT 2005-5 3A3
2035-09-25
5.120000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
335000.00
284743.38
BCAP 2007-AA1 1A2
2047-02-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
24194.84
BEAR STEARNS ALT A 11 5A1
2035-04-25
5.439099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29958000.00
10375569.81
CWALT 2005-56 1A1
2035-11-25
0.888000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173000.00
62545.40
CWALT 2005-J10 1A17
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18730000.00
12379852.60
FHAMS 2005-AA8 3A1
2035-10-25
2.240200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2220000.00
461693.52
HVMLT
2037-04-19
0.356999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1265000.00
471678.25
HVMLT 2007-3 2A1B
2047-05-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
11405.65
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.837999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1569000.00
172119.13
IMSA 2007-1 A2
2037-03-25
0.318000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1565000.00
869629.74
INDA 2007-AR1 1A2
2037-03-25
2.991499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24695000.00
7657367.26
LXS
2046-02-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5025000.00
1089724.70
MARM 2007-3 12A1
2047-05-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
220000.00
74216.52
RALI SERIES 2005 QS9 TRUST
2045-10-25
0.558000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
293000.00
67726.36
RFMSI 2007-SA1 2A1
2037-02-25
3.426899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2920000.00
616261.49
WAMU 2006-AR11 1A
2046-09-25
1.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
463480.77
WMALT 2007-OA5 A1A
2047-05-25
0.979999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
968000.00
446232.65
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
31000000.00
31000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
31000000.00
31000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140402_2M54
0001230485
Other Repurchase Agreement
N
144A BAYRT 2005-E A1
2040-12-28
0.661200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365000.00
123651.12
144A BSCMS 2006-T24 C
2041-10-12
5.687000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
16599.19
144A SCAS 2007-CB1A A
2035-08-26
0.394600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
330000.00
81474.04
AHMA 2007-1 A1
2047-02-25
0.839099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
104993000.00
34355261.13
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
55832.68
CSFB 2004-AR7 CB1
2034-11-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
360000.00
150224.15
CSMC TR 2013-6
2043-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
463466.07
CWALT INC
2035-07-25
0.798000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
85165.59
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
50000.00
53983.24
HVMLT 2007-3 2A1B
2047-05-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
84535.99
MARM 2007-3 12A1
2047-05-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28235000.00
9525016.13
PPSI 2004-WHQ1 M6
2034-09-25
2.258000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4815000.00
660124.64
RALI 2006-QO2 A2
2046-02-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
455000.00
71483.87
REPUBLIC OF SRI LANKA
2015-01-22
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45000.00
46575.00
United States Treasury Department
2015-01-15
1.625000
Treasury Debt
60000.00
75491.25
WMALT
2046-06-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
134799.77
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
40000000.00
40000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40037600.00
40037600.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140404_2M54
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 F
2046-07-10
5.833000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
34000.00
6196.19
144A EMCM 2001-A M1
2040-05-25
0.857999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
755000.00
130309.45
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16175000.00
3628777.94
144A SLFMT 2013-1A B1
2058-06-25
5.580000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
1524489.16
AHMA 2007-1 A1
2047-02-25
0.839099
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28235000.00
9238909.24
BCM 2000-A A2
2030-06-15
7.575000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
460000.00
137375.63
BVMBS 2004-1 2M
2034-11-20
2.837499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2880000.00
513224.82
CD 2007-CD4 AJ
2049-12-11
5.397999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2910000.00
2111594.88
CSFB 2004-AR7 CB1
2034-11-25
0.808000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
120000.00
50074.72
CSFB 2005-8 3A3
2035-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
1549.21
CSMC 2006-C4 AJ
2039-09-15
5.538000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10310.00
9484.61
CSMC 2007-C4 A1AJ
2039-09-15
5.759599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15576.00
13183.12
CSMC TR 2013-6
2043-08-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
185000.00
176786.03
CWALT INC
2035-07-25
0.798000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
119231.83
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
66000.00
14464.08
CWL
2036-09-25
0.438000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
163304.81
CWL 2006-17 2A3
2047-03-25
0.398000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30000.00
15140.95
CWL 2007-7 2A3
2047-10-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
190000.00
137348.03
GMACC 2006-C1 AJ
2045-11-10
5.349000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3015000.00
2847656.81
GSAMP 2005-HE3 M4
2035-06-25
1.358000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
33235.98
HVMLT
2037-04-19
0.356999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7110000.00
2651092.76
HVMLT 2007-3 2A1B
2047-05-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
165000.00
22140.38
IMM 2004-7 M2
2034-11-25
1.103000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8665000.00
459386.44
IMM 2005-1 2A2
2035-04-25
0.778000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
185844.25
IMPERIAL CMB TRUST SER 1998-2
2035-05-25
0.837999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10874000.00
1192876.60
INDX04-AR4 1A
2034-08-25
2.514800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
12598.46
JPMCC 2006-LDP8 C
2045-05-15
5.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
400847.60
JPMCC 2006-LDP8 D
2045-05-15
5.618000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1690000.00
1610577.87
JPMCC 2007-CB20 AJ
2051-02-12
6.071200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15874.90
JPMCC 2008-C2 AM
2051-02-12
6.640100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3879485.43
LXS
2046-02-25
0.417999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
116000.00
25155.83
MARM 2007-2 A4
2047-03-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
237000.00
60579.62
MSC 2007-IQ13 AJ
2044-03-15
5.437999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4890000.00
4726765.23
MSC 2007-IQ14 AJFX
2049-04-15
5.740599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6215286.25
MSM
2036-06-25
2.184400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
833000.00
231610.47
RALI 2006-QO2 A2
2046-02-25
0.427999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
19638.42
RFMS2 2005-HS1 AII
2035-10-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
80000.00
5694.23
SASC 2001-15A B2
2031-10-25
2.194799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4983000.00
158005.78
TMST 2002-3 B1
2042-09-25
2.241699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5442000.00
694614.41
United States Treasury Department
2015-01-15
1.625000
Treasury Debt
280000.00
352292.51
WAMMS 2002-AR3 B2
2032-12-25
2.190900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
630000.00
35677.99
WAMU 2006-AR11 1A
2046-09-25
1.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
92696.15
WAMU 2007-OA5 1A
2047-06-25
0.890000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4025000.00
1976309.65
WBCMT 2007-C33 AJ
2051-02-15
5.921500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
10220.80
WMALT
2046-06-25
1.129999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
270000.00
40439.93
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28000.00
7170.85
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
40000000.00
40000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
40000000.00
40000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.680000%
988WZK004_0.6800_M140411_2M54
0001230485
Other Repurchase Agreement
N
144A ACCDO 11A A
2047-03-15
0.542799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35000.00
2796.10
144A ACCDO 12A A1
2047-10-08
0.669300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
105000.00
8843.27
144A GRAND 2005-1A A1B
2046-04-05
0.398500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
341000.00
76501.59
144A ORPT 2006-1A A
2051-11-03
0.328699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
465000.00
125361.35
144A SDART 2012-AA E
2019-12-16
3.399999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000.00
5013.07
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
839917.96
CSFB 2005-9 2A1
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
1859056.80
CWHL 2005-6 2A1
2035-04-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
68646000.00
15043958.56
CWL 2007-7 2A3
2047-10-25
0.388000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
290000.00
209636.46
FFML 2006-FF9 2A4
2036-06-25
0.407999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
29027.77
Freddie Mac
2037-05-04
0.00
Government Agency Debt
165000.00
44464.20
GSR 2005-AR1 B1
2035-01-25
2.888799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
720000.00
339835.07
HVMLT
2037-07-19
0.387000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1180000.00
328722.79
JPMCC 2006-CB17 AJ
2043-12-12
5.488999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
6737461.69
JPMMT 2007-A2 4A1
2037-04-25
5.204299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43905000.00
3718683.31
MARM 2007-3 12A1
2047-05-25
0.357999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21199000.00
7151436.76
RALI 2001-QS16 M1
2031-11-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40000.00
13423.94
RBSGC 2005-A 2A3
2035-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9802670.48
RFMS2 2005-HS1 AII
2035-10-25
0.367999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3055000.00
217448.30
SAMI 2007-AR4 A3
2047-09-25
0.378000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000.00
18310.38
SARM 2005-11 3A
2035-05-25
2.457199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8206000.00
2219755.32
WAMU 2006-AR11 1A
2046-09-25
1.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2485000.00
853147.93
WFCM 2012-LC5 B
2045-10-15
4.142000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
100198.97
WFCM 2013-LC12 B
2046-07-15
4.304100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
145000.00
145040.57
WFCM 2013-LC12 C
2046-07-15
4.304100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
9646.43
WMALT 2005-4 5A7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18760000.00
4804470.64
WMALT 2006-6 4A
2034-11-25
6.934199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26390000.00
5091756.12
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
52000000.00
52000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
52000000.00
52000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.240000%
2284K1D91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
BNP Paribas
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
8000000.00
7996533.34
0.0005
N
7997200.00
7997200.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155B5Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-29
2014-04-29
N
N
N
144000000.00
144000000.00
0.0097
N
144010080.00
144010080.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25155B6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0003
N
4000640.00
4000640.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155JAM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
97000000.00
97000000.00
0.0065
N
97015520.00
97015520.00
Deutsche Bank AG
Deutsche Bank AG 0.320000%
25155JCK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-27
2014-02-27
N
N
N
47000000.00
47000000.00
0.0032
N
47007050.00
47007050.00
Deutsche Bank AG
Deutsche Bank AG 0.270000%
25155JFG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-17
2014-07-17
N
N
N
136000000.00
136000000.00
0.0091
N
135987760.00
135987760.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.030000%
21599B009_0.0300_M140203_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-01-01
4.000000
Government Agency Debt
13797949.00
14618412.83
Freddie Mac
2043-08-20
3.500000
Government Agency Debt
16368570.00
16388250.34
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
32294500.00
32256007.81
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
61590619.00
61590619.00
0.0041
N
61590619.00
61590619.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
988VHX008_0.2500_M140306_2M54
0001074042
Other Repurchase Agreement
N
AMERICAN INTL GROUP INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749975.84
AMERICAN WTR WKS CO INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749987.50
ASSURED GUARANTY LTD COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749982.50
CALPINE CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749983.36
COEUR D ALENE MINES CORP IDACOM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749998.84
CONCHO RES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749932.45
FLEETCOR TECHNOLOGIES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749916.36
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749999.05
GNC HLDGS INC COM CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749984.10
HCA HOLDINGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749956.28
ING U S INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749971.26
LEAR CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749945.68
MARATHON PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
612.50
RAYTHEON CO COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749939.01
RED HAT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749985.12
SCORPIO TANKERS INC SHS
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749990.06
SPECTRUM BRANDS HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749977.28
SUNCOKE ENERGY INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749984.40
UNITED PARCEL SERVICE INC CL B
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749978.56
WABCO HLDGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749964.92
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749984.80
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749990.23
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
75000000.00
75000000.00
0.0050
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
988VHX008_0.2500_M140307_2M54
0001074042
Other Repurchase Agreement
N
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749944.25
AMERICAN EXPRESS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749953.04
CBRE GROUP INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749991.68
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749994.82
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749991.53
FOREST LABS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749994.30
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749934.23
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749974.08
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749974.56
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749996.20
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749960.50
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749984.00
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749983.65
MARATHON PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2160725.00
MEAD JOHNSON NUTRITION CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749994.39
METLIFE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749977.18
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749934.00
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749985.80
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749950.60
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1589772.40
XEROX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749994.30
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
3749990.23
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
75000000.00
75000000.00
0.0050
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
988VHX008_0.2500_M140310_2M54
0001074042
Other Repurchase Agreement
N
3M CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499907.20
AMERICAN EXPRESS CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499970.64
CBRE GROUP INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499984.64
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499983.00
DOW CHEM CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499995.85
FOREST LABS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499968.30
FREEPORT-MCMORAN COPPER & GOCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499924.25
GOLDMAN SACHS GROUP INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499841.76
HALLIBURTON CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499986.72
ISHARES INC MSCI MEX
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499957.42
JOHNSON & JOHNSON
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499947.00
JPMORGAN CHASE & CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499968.00
LAUDER ESTEE COS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499956.45
MARATHON PETE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499975.00
MEAD JOHNSON NUTRITION CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499951.63
METLIFE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499990.32
NORTHROP GRUMMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499998.75
ORACLE CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499963.20
TIME WARNER CABLE INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499895.00
WELLPOINT INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
877.60
XEROX CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499990.40
ZOETIS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
499982.34
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
10000000.00
10000000.00
0.0007
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
10000000.00
10000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
991JCA005_0.0400_M140207_2M54
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2014-04-03
0.00
Treasury Debt
8942300.00
8942121.15
United States Treasury Department
2014-04-17
0.00
Treasury Debt
20123900.00
20122612.07
United States Treasury Department
2014-07-24
0.00
Treasury Debt
2900.00
2899.22
United States Treasury Department
2014-09-18
0.00
Treasury Debt
22474600.00
22465610.16
United States Treasury Department
2014-09-30
2.375000
Treasury Debt
10500.00
10740.93
United States Treasury Department
2015-01-31
2.250000
Treasury Debt
21447000.00
21896057.29
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
72000000.00
72000000.00
0.0048
N
72000000.00
72000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140206_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
9871000.00
8262642.29
Fannie Mae
2031-09-25
3.000000
Government Agency Debt
7524000.00
6915383.64
Fannie Mae
2032-02-25
3.000000
Government Agency Debt
11203887.00
7450789.48
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
1003569.00
1128841.51
Fannie Mae
2042-09-01
2.349000
Government Agency Debt
174178.00
133788.70
Fannie Mae
2044-01-25
3.750000
Government Agency Debt
1802889.00
1725370.18
Fannie Mae
2044-01-25
4.000000
Government Agency Debt
8903000.00
8709389.43
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
33000000.00
33000000.00
0.0022
N
33000000.00
33000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140409_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
202638756.00
15226338.44
Fannie Mae
2034-01-01
3.500000
Government Agency Debt
15000000.00
15560410.00
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
20000000.00
15492113.53
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
15261811.00
15431349.87
Fannie Mae
2042-02-01
3.408999
Government Agency Debt
9220066.00
9728885.64
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
16751621.00
15594628.13
Fannie Mae
2043-12-01
5.000000
Government Agency Debt
13703208.00
14979632.28
Freddie Mac
2033-08-01
4.000000
Government Agency Debt
14250227.00
14943863.26
Freddie Mac
2036-01-01
5.000000
Government Agency Debt
50198000.00
15338832.12
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
24824713.00
7339281.11
Freddie Mac
2040-02-01
4.500000
Government Agency Debt
12497384.00
6649206.48
Freddie Mac
2043-10-20
4.500000
Government Agency Debt
1220815.00
1264677.00
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
14014788.00
15140936.56
GNMA
2055-01-15
2.029999
Government Agency Debt
448734.00
454658.04
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
116400.00
116261.26
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
N
157000000.00
157000000.00
0.0105
Y
157000000.00
157000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M140428_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
2.500000
Government Agency Debt
11826765.00
11308395.12
Fannie Mae
2027-08-01
3.500000
Government Agency Debt
26422583.00
24378850.45
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
25417093.00
22455514.06
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
6055275.00
5845988.66
Freddie Mac
2044-01-01
4.000000
Government Agency Debt
23307072.00
24411252.30
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
85000000.00
85000000.00
0.0057
Y
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M140210_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-02-01
5.000000
Government Agency Debt
56263464.00
12555804.44
Fannie Mae
2033-10-01
4.000000
Government Agency Debt
23178992.00
24314612.65
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
2285086.00
2018829.64
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
36344021.00
34371904.04
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
75058275.00
81353468.40
Fannie Mae
2043-12-01
5.000000
Government Agency Debt
3092846.00
3420305.17
GNMA
2039-03-15
5.000000
Government Agency Debt
44451032.00
13537103.81
GNMA
2040-08-15
4.000000
Government Agency Debt
21720960.00
19524773.29
GNMA
2041-07-15
4.000000
Government Agency Debt
1416952.00
972765.16
First Tier Security
N/A
N/A
2014-02-10
2014-02-10
N
N
N
185000000.00
185000000.00
0.0124
Y
185000000.00
185000000.00
DNB Bank ASA
DNB Bank ASA 0.040000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
165000000.00
165000000.00
0.0111
Security is a time deposit.
N
165000000.00
165000000.00
DNB Bank ASA
DNB Bank ASA 0.050000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
131000000.00
131000000.00
0.0088
Security is a time deposit.
N
130999973.80
130999973.80
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385SU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
30000000.00
29999766.67
0.0020
N
29999970.00
29999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385SU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
2000000.00
1999985.55
0.0001
N
1999998.00
1999998.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
10000000.00
9999755.55
0.0007
N
9999960.00
9999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
N
27000000.00
26999298.75
0.0018
N
26999865.00
26999865.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385TY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
20100000.00
20099196.00
0.0013
N
20099819.10
20099819.10
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
28000000.00
27998705.00
0.0019
N
27999720.00
27999720.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
5100000.00
5099732.25
0.0003
N
5099938.80
5099938.80
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313385UN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
4000000.00
3999770.00
0.0003
N
3999948.00
3999948.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313385UT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
N
53000000.00
52996245.83
0.0036
N
52999258.00
52999258.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385UV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
103000000.00
102990901.66
0.0069
N
102998455.00
102998455.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.030000%
98599G006_0.0300_M140203_2M54
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-05-15
3.875000
Treasury Debt
671541400.00
750001881.85
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
750000000.00
750000000.00
0.0503
N
750000000.00
750000000.00
Freddie Mac
Freddie Mac 0.070000%
313397SR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
31000000.00
30999939.72
0.0021
N
31000000.00
31000000.00
Freddie Mac
Freddie Mac 0.050000%
313397UR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-24
2014-03-24
N
N
N
7000000.00
6999523.61
0.0005
N
6999902.00
6999902.00
Freddie Mac
Freddie Mac 0.240400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-10
2015-02-10
N
N
N
125000000.00
125000000.00
0.0084
N
125087375.00
125087375.00
General Electric Capital Corp
General Electric Capital Corp 0.050000%
36959JB77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
105000000.00
104999416.73
0.0070
N
104999181.00
104999181.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JF40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
15000000.00
14989916.67
0.0010
N
14993100.00
14993100.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959JGF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-15
2014-07-15
N
N
N
23000000.00
22978265.00
0.0015
N
22982060.00
22982060.00
GFRE Holdings, LLC
Taxable Notes Series 2009A 0.160000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1725000.00
1725000.00
0.0001
N
1725000.00
1725000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
38399H002_0.0400_M140203_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-20
5.000000
Government Agency Debt
48125480.00
25500000.51
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
921ABB008_0.5600_M140320_2M54
0000769993
Other Repurchase Agreement
N
CHENIERE ENERGY INC COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2231319.45
CHIMERA INVT CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1619015.40
COCA COLA CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2582925.73
COCA COLA ENTERPRISES INC NECOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2014249.75
COMMUNITY HEALTH SYS INC NEWCOM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2628897.27
CONSTELLATION BRANDS INC CL A
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2677863.67
CVS CAREMARK CORPORATION COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2665612.95
DELTA AIR LINES INC DEL COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2514165.28
GRACE W R & CO DEL NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2605144.96
HEALTH NET INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699967.08
HERTZ GLOBAL HOLDINGS INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2185080.92
HUNTSMAN CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2667554.26
LEUCADIA NATL CORP COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2593484.80
MERCK & CO INC NEW COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699954.07
NEXTERA ENERGY INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699965.68
PEPSICO INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2642316.12
PHILIP MORRIS INTL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2556109.71
PHILLIPS 66 COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2572687.44
PRUDENTIAL FINL INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2570274.44
TENET HEALTHCARE CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1270146.60
VISTEON CORP COM NEW
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2624877.90
WAL MART STORES INC COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2678442.00
WALGREEN CO COM
2014-01-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
2699980.78
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
54000000.00
54000000.00
0.0036
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
54031860.00
54031860.00
Goldman Sachs & Co
Goldman Sachs & Co 0.030000%
992JYE002_0.0300_M140204_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
918356.00
576826.76
Fannie Mae
2040-12-01
3.452999
Government Agency Debt
2203682.00
1059699.45
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1906000.00
649883.14
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1375000.00
1009820.94
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
824436.00
756502.64
Fannie Mae
2043-07-01
2.503000
Government Agency Debt
40411.00
39428.24
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
23456.00
6400.90
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
1346000.00
998554.52
GNMA
2043-03-20
4.500000
Government Agency Debt
3544.00
2883.88
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
5000000.00
5000000.00
0.0003
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140205_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-10-15
3.000000
Government Agency Debt
83407723.00
75990000.01
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
74500000.00
74500000.00
0.0050
N
74500000.00
74500000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140206_2M54
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-09-20
6.000000
Government Agency Debt
58009972.00
7732102.33
Freddie Mac
2039-06-20
4.500000
Government Agency Debt
17193486.00
7963362.25
GNMA
2027-05-20
3.500000
Government Agency Debt
9393570.00
7507917.06
GNMA
2033-01-20
6.000000
Government Agency Debt
130334455.00
7649980.61
GNMA
2033-08-20
5.000000
Government Agency Debt
50214407.00
7914627.95
GNMA
2034-12-20
5.500000
Government Agency Debt
45018759.00
7754727.47
GNMA
2035-07-20
5.000000
Government Agency Debt
42575483.00
7949000.57
GNMA
2039-06-15
4.500000
Government Agency Debt
10102683.00
7744674.24
GNMA
2039-07-20
6.000000
Government Agency Debt
23198447.00
8141012.38
GNMA
2040-05-15
4.500000
Government Agency Debt
11067467.00
7747879.09
GNMA
2040-06-15
4.500000
Government Agency Debt
13353230.00
8194946.53
GNMA
2040-12-20
4.500000
Government Agency Debt
11946861.00
7681403.23
GNMA
2042-07-15
4.000000
Government Agency Debt
7687871.00
5074792.42
GNMA
2043-04-15
4.000000
Government Agency Debt
7881238.00
8157384.24
GNMA
2043-08-15
4.000000
Government Agency Debt
7552487.00
7971772.72
GNMA
2043-09-15
4.000000
Government Agency Debt
7747570.00
8234416.93
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
121000000.00
121000000.00
0.0081
N
121000000.00
121000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.040000%
992JYE002_0.0400_M140207_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-11-15
3.000000
Government Agency Debt
50186821.00
46543082.89
GNMA
2042-11-15
3.000000
Government Agency Debt
46155208.00
42196917.19
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
87000000.00
87000000.00
0.0058
N
87000000.00
87000000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W1E28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999413.33
0.0001
N
999490.00
999490.00
ING Bank NV
ING Bank NV 0.380000%
461995003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
21000000.00
21000000.00
0.0014
N
21005040.00
21005040.00
ING Bank NV
ING Bank NV 0.370000%
922QVH007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
60000000.00
60000000.00
0.0040
N
60001800.00
60001800.00
ING Bank NV
ING Bank NV 0.390000%
922UST006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
11000000.00
11000000.00
0.0007
N
11003300.00
11003300.00
ING Bank NV
ING Bank NV 0.390000%
922USU003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
39000000.00
39000000.00
0.0026
N
39011700.00
39011700.00
ING Bank NV
ING Bank NV 0.380000%
922WKJ002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
56000000.00
56000000.00
0.0038
N
56015120.00
56015120.00
ING Bank NV
ING Bank NV 0.320000%
922XTP007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
2000000.00
2000000.00
0.0001
N
2000520.00
2000520.00
ING Bank NV
ING Bank NV 0.360000%
923DCC007
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
4000000.00
4000000.00
0.0003
N
4001280.00
4001280.00
ING Bank NV
ING Bank NV 0.320000%
923FNN006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
24000000.00
24000000.00
0.0016
N
24006240.00
24006240.00
ING Bank NV
ING Bank NV 0.240000%
923GSH002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
51000000.00
51000000.00
0.0034
N
51004080.00
51004080.00
ING Bank NV
ING Bank NV 0.460000%
923NEM001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
56000000.00
56000000.00
0.0038
N
56029120.00
56029120.00
ING Bank NV
ING Bank NV 0.460000%
923PAG003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
24000000.00
24000000.00
0.0016
N
24012480.00
24012480.00
ING Bank NV
ING Bank NV 0.340000%
923VTK001
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
29000000.00
29000000.00
0.0019
N
29007830.00
29007830.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.340000%
4662J3CA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
3000000.00
2999008.33
0.0002
N
2999340.00
2999340.00
JP Morgan Securities LLC
JP Morgan Securities LLC 0.400000%
46590EHS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
80000000.00
79818666.67
0.0054
N
79844800.00
79844800.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.650000%
921ACP006_0.6500_M140609_2M54
0001168163
Other Repurchase Agreement
N
144A REG
2048-10-15
5.631999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19206691.00
18109664.56
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-4
2046-07-10
5.695000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5827560.00
6126415.24
BEAR STEARNS COMMERCIAL MTGE SEC TRUST
2040-12-11
5.486900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14989126.00
14342469.20
CD
2048-10-15
5.687999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
133467.00
125834.69
CFI HOLDING MATURITY DATE 11 15 2010 12 12 31 2
2044-11-18
6.117799
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11915720.00
13094054.11
COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9516343.00
10143788.83
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
2049-12-10
6.007699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2226565.00
2486673.44
EXPORKLORE SA
2031-12-05
5.052999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29291443.00
30315189.94
HOST HOTELS RESORTS
2022-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85315.00
92806.79
J P MORGAN CHASE COML MTG SECSTR 2012-FL2
2029-08-15
7.966000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3072572.00
3112323.23
JMBB COML MTG SECS TR 20130C12
2045-07-17
4.087399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4987534.00
4735641.66
JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016
2030-04-15
3.899999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
86079.00
86230.18
JP MORGAN CHASE COMM
2042-10-15
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209753.00
216642.97
JP MORGAN CHASE COMML MTGE SEC
2043-06-17
6.312100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
422914.00
461721.59
JPMCC 2007
2049-02-12
5.709299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14139734.00
11034977.19
ML CFC COML MTGE TR 2007-8
2049-08-12
5.894300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9332603.00
9572477.83
WACHOVIA BANK COMM
2047-04-17
5.591000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
238834.00
261941.88
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
108000000.00
108000000.00
0.0072
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
108190080.00
108190080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.417000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2014-02-21
2014-12-22
N
N
N
129000000.00
129000000.00
0.0087
N
129033798.00
129033798.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.317100%
48125LLP5
Other Note
N
First Tier Security
N/A
N/A
2014-04-22
2015-02-20
N
N
N
25000000.00
25000000.00
0.0017
N
25034725.00
25034725.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.300000%
48125PBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-06
2014-02-06
N
N
N
26000000.00
26000000.00
0.0017
N
26000520.00
26000520.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
25000000.00
25000000.00
0.0017
N
25006500.00
25006500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PC92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
15000000.00
15000000.00
0.0010
N
15028650.00
15028650.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
23000000.00
23000000.00
0.0015
N
23002990.00
23002990.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
23000000.00
23000000.00
0.0015
N
23002990.00
23002990.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
18000000.00
18000000.00
0.0012
N
18003240.00
18003240.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PCY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
15000000.00
15000000.00
0.0010
N
15027000.00
15027000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PE74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
80000000.00
80000000.00
0.0054
N
80020000.00
80020000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PF24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
2000000.00
2000000.00
0.0001
N
2000280.00
2000280.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.320000%
48125PJ20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
35000000.00
35005951.93
0.0023
N
35008400.00
35008400.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.370000%
48125PP98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-29
2014-07-29
N
N
N
46000000.00
46000000.00
0.0031
N
46023000.00
46023000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000900.00
3000900.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.350000%
48125PQ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
130000000.00
130000000.00
0.0087
N
130040300.00
130040300.00
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
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
4000000.00
4000000.00
0.0003
N
4001280.00
4001280.00
Lloyds Bank Plc
Lloyds Bank Plc 0.280000%
53944LWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
63000000.00
63000000.00
0.0042
N
63013860.00
63013860.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LWV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
6000000.00
6000000.00
0.0004
N
6001080.00
6001080.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
1000000.00
1000000.00
0.0001
N
1000200.00
1000200.00
Lloyds Bank Plc
Lloyds Bank Plc 0.270000%
53944LXL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
N
74000000.00
74000000.00
0.0050
N
74014800.00
74014800.00
Lloyds Bank Plc
Lloyds Bank Plc 0.370000%
53944LYR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
46000000.00
46000000.00
0.0031
N
45996780.00
45996780.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.215000%
56274MBD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
29000000.00
28998268.06
0.0019
N
28998550.00
28998550.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274MBE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
14000000.00
13999101.67
0.0009
N
13999300.00
13999300.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.190000%
56274MC75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
7500000.00
7498733.33
0.0005
N
7498875.00
7498875.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000%
921ACQ004_0.5700_M140307_2M54
0000728612
Other Repurchase Agreement
N
AMAC CDO FUNDING I
2050-11-23
1.664500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
1234.78
AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-2
2036-05-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4921077.00
1658379.48
BANC OF AMER FDG CORP
2035-11-25
0.704600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3046838.00
592268.76
BANC OF AMERICA LARGE LOAN TRUST 2007 B
2029-08-15
4.059999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
921849.00
838527.17
BANC OF AMERICAN LARGE LOAN TRUST 2007 B
2029-08-15
2.660000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
3356472.78
BAYVIEW CMCL ASSET
2035-04-25
0.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
102196.00
BAYVIEW COMMERCIAL ASET TRUST 2006
2036-10-25
0.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
4050226.30
BAYVIEW COMMERICAL ASSET TRU 2003-1
2036-04-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20960995.00
6037306.98
BCAP LLC 2012 RR12 TR
2037-06-26
14.882199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6407101.00
6155417.97
BEAR STEARNS ALT A TRUST 2002 1
2035-09-25
2.556700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2463453.00
550446.07
BEAR STEARNS ARM TRUST 2007 4
2037-05-25
5.502100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
3199091.78
BEAR STEARNS ATL A TRUST
2035-05-25
2.857899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12345000.00
1524765.73
BOA COMMERICAL MORTGAGE TRST 2007-05
2051-02-10
5.979700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
531144.00
504282.01
BOA MORT SEC INC
2034-04-25
5.460200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
731000.00
184816.46
CITIGRP MTGE LOAN TRUST
2035-08-25
5.549999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
409930.00
353910.20
COMM 2013-CCRE9 MTG TR
2045-07-12
3.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
410000.00
266498.70
CSMC 2007-C1
2040-02-17
5.416000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2627463.00
2590702.46
CSMC SER 2009 RR1
2040-02-17
5.383000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1886004.00
1980316.35
CSMC SERIES 2009-4R
2036-04-26
4.436499
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3195360.00
2600649.75
CWALT 2005-59 1A1
2035-11-20
0.496800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10548480.00
3066956.25
CWALT INC
2035-05-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
1414198.97
CWALT INC. 2005-79CB
2036-04-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10857570.00
2368647.15
CWALT INC.2005-79CB
2036-02-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3012520.00
1134924.77
CWMBS INC
2035-03-25
0.524599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
141509.10
CWMBS INC 2004-21
2035-04-25
0.434599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19140000.00
2491462.11
DEUTSCHE MORTGAGE SECURITIES INC
2034-06-25
2.465199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3956953.00
820963.57
GREENPOINT MTA
2045-06-25
0.404600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37500000.00
3531477.33
GREENPOINT MTG SEC 2004-1
2034-10-25
0.739600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19491107.00
2796496.99
GREENWICH CAP CMBS 2004-FL2
2019-11-07
1.168299
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
5903362.63
GS MTG SECS CORP
2036-03-25
0.234600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28507173.00
505499.38
GS MTGE 2006
2039-11-14
5.740000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17125000.00
1944515.21
GS MTGE SEC CORP 11
2049-12-20
5.481900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25000000.00
1884672.26
GSAMP
2035-07-25
0.464600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16343000.00
2607503.63
GSMSC 2008 IR
2037-08-27
2.694500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9514586.00
3951675.88
GSR MORTGAGE LOAN TRUST 2006 IF
2036-03-25
2.588699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
2833830.37
HARBOR VIEW 2000
2035-07-19
2.772400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25300700.00
2622085.48
HARBORVIEW MORTAGE LOAN TRUST
2046-07-19
0.337000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1393850.00
454136.22
HVMLT
2036-03-19
0.397000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24378056.00
6582974.50
IMP CMB TR
2035-08-25
0.664599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20312490.00
3150213.83
IMPAC SECURED ASSETS TRUST 2007-3
2037-09-25
0.274600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15509000.00
2805650.90
INDY MAC BANK
2034-11-25
2.554800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8745470.00
1336824.54
INDYMAC INDB MTGE LOAN TRUST 2006-1
2036-07-25
0.234600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
22554984.00
1786656.09
INDYMAC INDX MTGE LOAN TRUST 2006
2036-06-25
2.711399
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18059000.00
3601183.51
JP MORGAN CHASE
2042-07-15
4.940999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3087000.00
3051672.37
JP MORGAN CHASE COMM SEC
2049-01-15
0.419999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6645470.00
3990064.24
JP MORGAN MORTGAGE TRUST 2006 A5
2036-08-25
2.705200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8800000.00
1719016.05
JPMCC 2006-LDP7 AJ
2045-04-15
6.056199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1906857.00
1934566.76
LB UBS CMCL
2040-09-15
5.245000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
7073808.78
LBUBS 2006-C7 AJ
2038-11-15
5.407000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4628689.00
3761759.21
MANA 2007-OAR3 A1
2047-05-25
0.354600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11080123.00
5047983.50
MASTR ALTERNATIVE LN 2004-12
2034-12-25
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
40560000.00
1870313.27
MORGAN STANLEY CAPITAL
2049-06-11
5.908100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375867.00
410616.00
MORGAN STANLEY SER 2007 XLF
2020-10-15
0.409999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1760000.00
1691967.59
RALI SERIES
2035-03-25
3.078900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
2890294.24
RALI SERIES 2006
2046-06-25
0.424599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11526000.00
2365615.80
RAMP SERIES 2004-RS8 TRUST
2032-05-25
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7350000.00
1000593.50
RBSSP RESECURITIZATION TRUST 2009-5
2036-12-26
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5359417.00
4080638.19
RFMSI SERIES
2035-08-25
2.851900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3186825.00
602692.96
SASC 2002-21A B1IIBURNGS
2032-11-25
2.402899
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7925000.00
809781.49
SASC 2006-11 A1
2035-10-28
2.624699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
781199.82
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21932486.00
16252812.87
STRUCTURED ASSET SECS 2003-40A
2034-01-25
2.357699
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18000000.00
1759665.64
WACHOVIA BANK COMM MTG
2020-06-15
0.560000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1298374.00
1224530.13
WACHOVIA BANK COMM MTG TRUST
2020-06-15
0.640000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3291527.00
2997466.73
WACHOVIA CMBS 2005-C22
2044-12-16
5.381100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5587961.00
4158178.28
WAMLT SERIES 2006
2046-08-25
1.099200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
576140.00
205032.84
WAMU MTGE
2046-11-25
0.979999
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9066553.00
2485499.25
WAMU MTGE CTFS
2047-01-25
0.839199
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2.00
0.58
WAMU PASS-THROUGH CTFS
2046-07-25
2.463000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6525535.00
2313929.24
WASHINGTON MUTUAL MSC MTGE P/T CERT
2035-06-25
0.564599
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24000000.00
3899105.79
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9902500.00
9559902.11
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
4880563.00
4376362.88
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
164000000.00
164000000.00
0.0110
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
164000000.00
164000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.230000%
59157UE55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
37250000.00
37228343.26
0.0025
N
37233237.50
37233237.50
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
33000000.00
33000000.00
0.0022
N
33001980.00
33001980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AHZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
38000000.00
38000000.00
0.0025
N
38002280.00
38002280.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
9000000.00
9000000.00
0.0006
N
9000540.00
9000540.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60682AJV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
55000000.00
55000000.00
0.0037
N
54997800.00
54997800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.220000%
60682AKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-07-14
N
N
N
17000000.00
17000000.00
0.0011
N
17000340.00
17000340.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.217000%
60682AKH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-07-23
N
N
N
69000000.00
69000000.00
0.0046
N
69001380.00
69001380.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
42000000.00
42000000.00
0.0028
N
42002520.00
42002520.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LHH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
108000000.00
108000000.00
0.0072
N
108009720.00
108009720.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.260000%
60688LKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
1000000.00
1000000.00
0.0001
N
1000040.00
1000040.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LLP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-12
2014-06-12
N
N
N
36000000.00
36000000.00
0.0024
N
36000000.00
36000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LMP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
58000000.00
58000000.00
0.0039
N
57998840.00
57998840.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.210000%
60688LMU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
N
13000000.00
13000000.00
0.0009
N
12999740.00
12999740.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.220000%
60688LNB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
24000000.00
24000000.00
0.0016
N
24000000.00
24000000.00
Mizuho Bank Ltd
Mizuho Bank Ltd 0.250000%
60688LNC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
50000000.00
50000000.00
0.0034
N
49997500.00
49997500.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.050000%
60686N005_0.0500_M140203_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-01-01
3.500000
Government Agency Debt
13115211.00
13605204.03
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
245852.00
249165.90
Freddie Mac
2033-09-01
3.500000
Government Agency Debt
1801641.00
1825301.16
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
15207654.00
14749630.34
United States Treasury Department
2014-02-06
0.00
Treasury Debt
466200.00
466199.07
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
30000000.00
30000000.00
0.0020
N
30000000.00
30000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TUJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-02-28
N
N
N
57000000.00
57000000.00
0.0038
N
57006270.00
57006270.00
National Australia Bank Ltd
National Australia Bank Ltd 0.050000%
63252Q006
0000833029
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
160000000.00
160000000.00
0.0107
Security is a time deposit.
N
160000000.00
160000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.177000%
922JZG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
N
77000000.00
77000000.00
0.0052
N
77000000.00
77000000.00
Nationwide Building Society
Nationwide Building Society 0.205000%
6385E1BR1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-25
2014-02-25
N
N
N
22000000.00
21997243.89
0.0015
N
21998020.00
21998020.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
35000000.00
34992173.61
0.0023
N
34994750.00
34994750.00
Nationwide Building Society
Nationwide Building Society 0.230000%
6385E1CB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
8000000.00
7998160.00
0.0005
N
7998800.00
7998800.00
Natixis SA
Natixis SA 0.250000%
63873EG21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
N
35000000.00
35000000.00
0.0023
N
35001750.00
35001750.00
Natixis SA
Natixis SA 0.120000%
939UPJ002
0001503859
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
73000000.00
73000000.00
0.0049
Security is a time deposit.
N
72999978.10
72999978.10
Natixis US Finance Co, LLC
Natixis US Finance Co, LLC 0.115000%
6323A1B70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
Y
Natixis SA
N/A
N/A
N
40000000.00
39999488.89
0.0027
N
39999224.00
39999224.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.260000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
12765000.00
12765000.00
0.0009
N
12765000.00
12765000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.260000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0013
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409SBM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-21
2014-02-21
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
35915000.00
35911408.50
0.0024
N
35912485.95
35912485.95
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.050000%
65558EYP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
70000000.00
70000000.00
0.0047
N
70000000.00
70000000.00
NRW.BANK
NRW.BANK 0.070000%
62939MB55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
64000000.00
63999751.10
0.0043
N
63999360.00
63999360.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.240000%
69033PUB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
76000000.00
76000000.00
0.0051
N
75996960.00
75996960.00
Oversea-Chinese Banking Corp Ltd
Oversea-Chinese Banking Corp Ltd 0.180000%
69033PUC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
77000000.00
77000000.00
0.0052
N
76998460.00
76998460.00
PNC Bank NA
PNC Bank NA 0.250000%
69354BAM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
33000000.00
33000000.00
0.0022
N
33003300.00
33003300.00
Rabobank Nederland
Rabobank Nederland 0.248300%
21684BFY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-04
2014-03-04
N
N
N
86000000.00
86000000.00
0.0058
N
86005160.00
86005160.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
10000000.00
10000000.00
0.0007
N
9999600.00
9999600.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21684BQN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
45000000.00
45000000.00
0.0030
N
44998200.00
44998200.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
6000000.00
6000000.00
0.0004
N
6002640.00
6002640.00
Rabobank Nederland
Rabobank Nederland 0.310000%
21685VAV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
130000000.00
130000000.00
0.0087
N
130057200.00
130057200.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21685VAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
77000000.00
77000000.00
0.0052
N
77031570.00
77031570.00
Rabobank Nederland
Rabobank Nederland 0.270000%
21685VBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-20
2014-06-20
N
N
N
42000000.00
42000000.00
0.0028
N
42014700.00
42014700.00
Rabobank Nederland
Rabobank Nederland 0.250000%
21685VBW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-07-02
2014-07-02
N
N
N
20000000.00
20000000.00
0.0013
N
19999200.00
19999200.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.330000%
76582KBJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-18
2014-02-18
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
27000000.00
26996287.50
0.0018
N
26998110.00
26998110.00
Royal Bank of Canada
Royal Bank of Canada 0.289900%
78008FBG8
Other Note
N
First Tier Security
N/A
N/A
2014-04-07
2015-02-06
N
N
N
75000000.00
75000000.00
0.0050
N
75004275.00
75004275.00
Royal Bank of Canada
Royal Bank of Canada 0.332900%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2014-04-04
2015-02-04
N
N
N
100000000.00
100000000.00
0.0067
N
100050000.00
100050000.00
Royal Bank of Canada
Royal Bank of Canada 0.296600%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-04-01
2015-01-30
N
N
N
50000000.00
50000000.00
0.0034
N
50004500.00
50004500.00
Royal Bank of Canada
Royal Bank of Canada 0.278000%
78009NNL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-24
2014-06-24
N
N
N
65000000.00
65000000.00
0.0044
N
65030550.00
65030550.00
Royal Bank of Canada
Royal Bank of Canada 0.258700%
78009NPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-10-17
N
N
N
18000000.00
18000000.00
0.0012
N
18004500.00
18004500.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UCA4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
4000000.00
3998911.11
0.0003
N
3999600.00
3999600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UD13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
1000000.00
999556.67
0.0001
N
999780.00
999780.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.285000%
83050UDM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
15000000.00
14990856.25
0.0010
N
14994600.00
14994600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.275000%
83050UF29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
3000000.00
2997272.92
0.0002
N
2997840.00
2997840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HPV2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
17000000.00
17000000.00
0.0011
N
17002890.00
17002890.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HQT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
38000000.00
38000000.00
0.0025
N
38006840.00
38006840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.060000%
923CYV003
0000917311
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-04
2014-02-04
N
N
N
142000000.00
142000000.00
0.0095
Security is a time deposit.
N
142000056.80
142000056.80
Societe Generale
Societe Generale 0.240000%
83368NSU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
3000000.00
3000000.00
0.0002
N
3000090.00
3000090.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.270000%
83365SE25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
Y
Societe Generale
N/A
N/A
N
144000000.00
143904960.00
0.0097
N
143926560.00
143926560.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562C3V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
40000000.00
40000000.00
0.0027
N
40002800.00
40002800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562C4W9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
43000000.00
43000000.00
0.0029
N
43000430.00
43000430.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562C7C0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
16000000.00
16000000.00
0.0011
N
16000480.00
16000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CF49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
17000000.00
17000000.00
0.0011
N
17003740.00
17003740.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CJ60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
13000000.00
13000000.00
0.0009
N
13002730.00
13002730.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CM58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
38000000.00
38000000.00
0.0025
N
38007980.00
38007980.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CMU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-02-19
N
N
N
1000000.00
1000000.00
0.0001
N
1000070.00
1000070.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562CN32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-10
2014-06-10
N
N
N
10000000.00
10000000.00
0.0007
N
10002200.00
10002200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAG7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-05-12
N
N
N
88000000.00
88000000.00
0.0059
N
88002640.00
88002640.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562UAK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-13
2014-05-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000030.00
1000030.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UDQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
25000000.00
25000000.00
0.0017
N
25000500.00
25000500.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.210000%
86562UFW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
20000000.00
20000000.00
0.0013
N
20000600.00
20000600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UGJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
13000000.00
13000000.00
0.0009
N
12999740.00
12999740.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.220000%
86562UHE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-08
2014-04-08
N
N
N
36000000.00
36000000.00
0.0024
N
35999280.00
35999280.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562UMH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-14
2014-10-14
N
N
N
31000000.00
31000000.00
0.0021
N
30995660.00
30995660.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-12
2014-02-12
N
N
N
75000000.00
75000000.00
0.0050
N
75000750.00
75000750.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.220000%
86563KFV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-13
2014-02-13
N
N
N
11000000.00
11000000.00
0.0007
N
11000110.00
11000110.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KHU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
14000000.00
14000000.00
0.0009
N
13999580.00
13999580.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.210000%
86563KJH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
43000000.00
43000000.00
0.0029
N
42996560.00
42996560.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.040000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-03
2014-02-03
N
N
N
295000000.00
295000000.00
0.0198
Security is a time deposit.
N
295000000.00
295000000.00
Swedbank AB
Swedbank AB 0.055000%
870999000
0001367624
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
80000000.00
80000000.00
0.0054
Security is a time deposit.
N
80000000.00
80000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112THA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
57000000.00
57000000.00
0.0038
N
57005700.00
57005700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.208500%
89112THB3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-28
2014-09-02
N
N
N
98000000.00
98000000.00
0.0066
N
98032340.00
98032340.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112TL77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
144000000.00
144000000.00
0.0097
N
143998560.00
143998560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112TUR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
8000000.00
8000000.00
0.0005
N
8000800.00
8000800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.207000%
89112W6E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-06-18
N
N
N
25000000.00
25000000.00
0.0017
N
25008250.00
25008250.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.197000%
89233AAC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-14
2014-02-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
141000000.00
141000000.00
0.0095
N
141002820.00
141002820.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HBL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-20
2014-02-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
20000000.00
19997638.89
0.0013
N
19999200.00
19999200.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233HFP4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-23
2014-06-23
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
1000000.00
999027.78
0.0001
N
999270.00
999270.00
UBS AG
UBS AG 0.240000%
90267RTT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
28000000.00
28000000.00
0.0019
N
28003080.00
28003080.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
28000000.00
28000000.00
0.0019
N
28004760.00
28004760.00
Union Bank, NA
Union Bank, NA 0.210000%
905269HP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
6000000.00
6000000.00
0.0004
N
6001140.00
6001140.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.231000%
9497P62Z0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2015-01-09
N
N
N
100000000.00
100000000.00
0.0067
N
100014000.00
100014000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.230400%
9497P63A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-14
2015-01-14
N
N
N
91000000.00
91000000.00
0.0061
N
91012740.00
91012740.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.207000%
9497P6F45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-21
2014-05-20
N
N
N
25000000.00
25000000.00
0.0017
N
25005750.00
25005750.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.182500%
9497P6G51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-10
2014-04-07
N
N
N
20000000.00
20000000.00
0.0013
N
20002000.00
20002000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.210000%
9497P6Q68
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-25
2014-03-25
N
N
N
115000000.00
115000000.00
0.0077
N
115020700.00
115020700.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-18
2014-11-18
N
N
N
34000000.00
34000000.00
0.0023
N
34009520.00
34009520.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.227000%
9497P6U63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-02-19
2014-11-18
N
N
N
55000000.00
55000000.00
0.0037
N
55015400.00
55015400.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.292900%
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-02-13
N
N
N
135000000.00
135000000.00
0.0091
N
135007695.00
135007695.00
Westpac Banking Corp
Westpac Banking Corp 0.257000%
9612C4JB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-19
2014-06-19
N
N
N
50000000.00
50000000.00
0.0034
N
50021000.00
50021000.00
Westpac Banking Corp
Westpac Banking Corp 0.220000%
9612C4KV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-02-03
2015-01-12
N
N
N
95000000.00
95000000.00
0.0064
N
95027550.00
95027550.00
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
673391.35
673391.35
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
148432.53
148432.53
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
1141887.00
1141887.00
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
194027.81
194027.81