0001145549-13-001088.txt : 20130401
0001145549-13-001088.hdr.sgml : 20130401
20130206115820
ACCESSION NUMBER: 0001145549-13-001088
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130131
FILED AS OF DATE: 20130206
DATE AS OF CHANGE: 20130206
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 13576817
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
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2013-01-31
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2013-01-31
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2013-01-31
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2013-01-31
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2013-01-31
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2013-01-31
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2013-01-31
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XEROX CORP COM
2013-01-31
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2013-01-31
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2013-01-31
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2013-01-31
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N/A
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2013-02-07
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N/A
N/A
2013-02-08
2013-02-08
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N
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2013-02-04
2013-04-04
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N
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2013-02-20
2013-02-20
N
N
N
150000000.00
149981791.67
0.0056
N
149986500.00
149986500.00
Atlantic Asset Securitization LLC
Atlantic Asset Securitization LLC 0.230045%
04821TPN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
125000000.00
124983229.16
0.0047
N
124987500.00
124987500.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.210090%
04915TQJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
N
30000000.00
29992125.00
0.0011
N
29995200.00
29995200.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.471681%
04915TTH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
350000000.00
349378555.55
0.0130
N
349622000.00
349622000.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.401216%
04915TUR1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-25
2013-07-25
N
N
N
250000000.00
249516666.68
0.0093
N
249630000.00
249630000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.303001%
05252TBB5
Other Note
N
First Tier Security
N/A
N/A
2013-04-17
2014-02-18
N
N
N
260000000.00
260000000.00
0.0097
N
259968800.00
259968800.00
Bank of China Ltd.
Bank of China Ltd. 0.419999%
06119PAE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
75000000.00
75000000.00
0.0028
N
75010500.00
75010500.00
Bank of China Ltd.
Bank of China Ltd. 0.620000%
06119PAH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
75000000.00
75000000.00
0.0028
N
75066000.00
75066000.00
Bank of China Ltd.
Bank of China Ltd. 0.630000%
06119PAM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
75000000.00
75000000.00
0.0028
N
75037500.00
75037500.00
Bank of China Ltd./Hong Kong
Bank of China Ltd./Hong Kong 0.625264%
06119QQJ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
N
140000000.00
139890750.00
0.0052
N
139962200.00
139962200.00
Bank of Nova Scotia (The)
Bank of Nova Scotia (The) 0.361501%
06417FAR1
Other Note
N
First Tier Security
N/A
N/A
2013-02-25
2014-02-21
N
N
N
350000000.00
350000000.00
0.0131
N
349965000.00
349965000.00
Bank of Nova Scotia (The)
Joint Account III 0.170000%
62529910779157THE
0001041839
Government Agency Repurchase Agreement
N
FANNIE MAE
2026-05-01
4.000000
Government Agency Debt
29512318.05
23910713.52
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
23535539.34
24975893.46
FANNIE MAE
2043-01-01
3.000000
Government Agency Debt
22048409.71
22795985.19
FREDDIE MAC
2041-07-01
4.500000
Government Agency Debt
27909299.16
23661631.77
FREDDIE MAC
2042-09-01
3.500000
Government Agency Debt
1454263.39
1522702.55
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
94045115.81
94045115.81
0.0035
N
94045115.81
94045115.81
Bank of Tokyo-Mitsubishi UFJ Ltd.
Bank of Tokyo-Mitsubishi UFJ Ltd. 0.239999%
087753263
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
N
100000000.00
99970011.99
0.0037
N
99976000.00
99976000.00
Bank of Tokyo-Mitsubishi UFJ Ltd.
Bank of Tokyo-Mitsubishi UFJ Ltd. 0.239999%
087893553
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
75000000.00
74975509.63
0.0028
N
74980500.00
74980500.00
Bank of Tokyo-Mitsubishi UFJ Ltd.
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.239999%
088545842
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
90000000.00
89964014.40
0.0034
N
89964900.00
89964900.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.310000%
05572WYN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
420000000.00
420000000.00
0.0157
N
420058800.00
420058800.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.230000%
598627827791571BN
0001197610
Government Agency Repurchase Agreement
N
FANNIE MAE
2026-06-01
4.000000
Government Agency Debt
5386758.00
4551945.00
FANNIE MAE
2027-07-01
3.500000
Government Agency Debt
10557135.00
10310122.00
FANNIE MAE
2038-01-01
6.000000
Government Agency Debt
80893265.00
17184948.00
FANNIE MAE
2040-12-01
4.500000
Government Agency Debt
23096090.00
17709968.00
FANNIE MAE
2041-06-01
4.500000
Government Agency Debt
17939683.00
17459269.00
FANNIE MAE
2042-07-01
4.000000
Government Agency Debt
16582038.00
17478998.00
FREDDIE MAC
2035-12-01
5.000000
Government Agency Debt
86824086.00
17304751.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
BNP Paribas Securities Corp.
N/A
N/A
N
N
100000000.00
100000000.00
0.0037
N
100000000.00
100000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.560000%
625297077791572BN
0001197610
Other Repurchase Agreement
N
ALLY FINANCIAL INC
2014-12-01
6.750000
Other Note
150000.00
163688.00
ALLY FINANCIAL INC
2015-06-26
4.625000
Other Note
1183783.00
1250000.00
ARCELORMITTAL
2018-06-01
6.125000
Other Note
1000000.00
1082798.00
AVIS BUDGET CAR/FINANCE
2017-11-15
4.875000
Other Note
400000.00
408500.00
BBVA INTL PREF UNIPERSON
2017-04-18
5.918999
Other Note
17823.00
15630.00
BERRY PLASTICS CORP
2021-01-15
9.750000
Other Note
1000000.00
1179333.00
CHS/COMMUNITY HEALTH SYS
2020-07-15
7.125000
Other Note
736000.00
802731.00
CLEAR CHANNEL WORLDWIDE
2020-03-15
7.625000
Other Note
23000.00
24208.00
CONSTELLATION BRANDS INC
2017-05-15
7.250000
Other Note
349819.00
410270.00
CONSTELLATION BRANDS INC
2022-05-01
6.000000
Other Note
39000.00
44460.00
CONTINENTAL RESOURCES
2022-09-15
5.000000
Other Note
500000.00
533750.00
CROWN AMER/CAP CORP IV
2023-01-15
4.500000
Other Note
500000.00
497625.00
CSC HOLDINGS LLC
2021-11-15
6.750000
Other Note
2000.00
2284.00
DAVITA HEALTHCARE PARTNE
2018-11-01
6.375000
Other Note
500000.00
544219.00
DAVITA HEALTHCARE PARTNE
2020-11-01
6.625000
Other Note
90000.00
99998.00
DISH DBS CORP
2019-09-01
7.875000
Other Note
1029601.00
1250000.00
FIRST DATA CORPORATION
2015-09-24
9.875000
Other Note
250000.00
264235.00
FIRST DATA CORPORATION
2015-09-24
10.550000
Other Note
500000.00
532730.00
FORD MOTOR CREDIT CO LLC
2015-05-15
2.750000
Other Note
39000.00
39861.00
FOREST OIL CORPORATION
2020-09-15
7.500000
Other Note
500000.00
549167.00
FRONTIER COMMUNICATIONS
2017-04-15
8.250000
Other Note
188613.00
223373.00
FRONTIER COMMUNICATIONS
2020-04-15
8.500000
Other Note
325000.00
385134.00
FRONTIER COMMUNICATIONS
2022-04-15
8.750000
Other Note
109356.00
129944.00
FRONTIER COMMUNICATIONS
2023-01-15
7.125000
Other Note
50000.00
53625.00
GOODYEAR TIRE & RUBBER
2020-08-15
8.250000
Other Note
1000000.00
1140542.00
HCA INC
2020-02-15
6.500000
Other Note
450000.00
523687.00
HCA INC
2023-12-15
7.500000
Other Note
105000.00
111256.00
HEALTH MANAGEMENT ASSOC
2020-01-15
7.375000
Other Note
59456.00
65596.00
HOLOGIC INC
2020-08-01
6.250000
Other Note
20000.00
21475.00
HOST HOTELS & RESORTS LP
2023-03-01
4.750000
Other Note
128000.00
138265.00
INTL LEASE FINANCE CORP
2013-11-15
6.625000
Other Note
654993.00
689535.00
LAFARGE SA
2015-07-09
6.200000
Other Note
5000.00
5406.00
LEVEL 3 FINANCING INC
2018-02-01
10.000000
Other Note
312000.00
362700.00
LODESTONE RE LTD
2013-05-17
8.310841
Other Note
840000.00
863629.00
MARKWEST ENERGY PART/FIN
2023-07-15
4.500000
Other Note
500000.00
501313.00
METROPCS WIRELESS INC
2020-11-15
6.625000
Other Note
335000.00
360623.00
MGM RESORTS INTL
2015-07-15
6.625000
Other Note
15000.00
16319.00
MGM RESORTS INTL
2020-10-01
6.750000
Other Note
402093.00
435668.00
MGM RESORTS INTL
2021-12-15
6.625000
Other Note
425000.00
441469.00
NRG ENERGY INC
2023-03-15
6.625000
Other Note
498620.00
550163.00
PLAINS EXPLORATION & PRO
2022-02-01
6.750000
Other Note
205000.00
234020.00
PVH CORP
2022-12-15
4.500000
Other Note
1000000.00
1000000.00
REGIONS BANK
2018-05-15
7.500000
Other Note
100000.00
123433.00
REYNOLDS GRP ISS/REYNOLD
2019-08-15
7.875000
Other Note
1000.00
1146.00
REYNOLDS GRP ISS/REYNOLD
2019-08-15
9.875000
Other Note
83000.00
91611.00
ROCKWOOD SPECIALTIES GRO
2020-10-15
4.625000
Other Note
1000000.00
1043688.00
ROYAL BK SCOTLND GRP PLC
2013-11-12
5.000000
Other Note
700000.00
718181.00
ROYAL BK SCOTLND GRP PLC
2031-09-30
7.647999
Other Note
37109.00
40011.00
SALLY HOLDINGS/SALLY CAP
2022-06-01
5.750000
Other Note
1000000.00
1074319.00
SBA TELECOMMUNICATIONS
2020-07-15
5.750000
Other Note
1000000.00
1062875.00
SEARS ROEBUCK ACCEPTANCE
2032-06-01
7.000000
Other Note
999999.00
613436.00
SESI LLC
2021-12-15
7.125000
Other Note
1000000.00
1126604.00
SPRINT NEXTEL CORP
2018-11-15
9.000000
Other Note
800000.00
1008400.00
SPRINT NEXTEL CORP
2022-11-15
6.000000
Other Note
1000000.00
1025333.00
STANCORP FINANCIAL GROUP
2067-06-01
6.900000
Other Note
800701.00
841737.00
TENET HEALTHCARE CORP
2018-11-01
6.250000
Other Note
7000.00
7827.00
VANGUARD HLT HDG LLC/INC
2019-02-01
7.750000
Other Note
317000.00
348304.00
VIRGIN MEDIA FINANCE PLC
2022-02-15
4.875000
Other Note
38000.00
38764.00
VIRGIN MEDIA FINANCE PLC
2022-02-15
5.250000
Other Note
179000.00
190717.00
WINDSTREAM CORP
2017-11-01
7.875000
Other Note
103000.00
120220.00
WMG ACQUISITION CORP
2021-01-15
6.000000
Other Note
135000.00
146138.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
25000000.00
25000000.00
0.0009
N
25000000.00
25000000.00
BNP Paribas Securities Corp.
Joint Account I 0.130000%
62529904779157BNP
0001197610
Government Agency Repurchase Agreement
N
TREASURY BILL
2013-07-05
0.00
Treasury Debt
2740478.63
2739409.85
US TREASURY N/B
2013-02-28
2.750000
Treasury Debt
2887567.52
2926994.15
US TREASURY N/B
2014-11-30
0.250000
Treasury Debt
3304589.74
3305336.00
US TREASURY N/B
2015-03-15
0.375000
Treasury Debt
1719892.31
1725171.62
US TREASURY N/B
2015-05-31
2.125000
Treasury Debt
755170.94
789349.60
US TREASURY N/B
2015-06-15
0.375000
Treasury Debt
3398017.09
3402849.76
US TREASURY N/B
2019-05-15
3.125000
Treasury Debt
2491914.53
2802447.20
US TREASURY N/B
2019-05-31
1.125000
Treasury Debt
3245076.92
3231519.68
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
20512820.51
20512820.51
0.0008
N
20512820.51
20512820.51
BNYMellon Investments
BNYMellon Investments 0.160000%
62529436779157BNY
0001497973
Government Agency Repurchase Agreement
N
US TREASURY N/B
2041-08-15
3.750000
Treasury Debt
183800000.00
209394604.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
202000000.00
202000000.00
0.0075
N
202000000.00
202000000.00
California Deutsche Bank Spears/Lifers Trust
California Deutsche Bank Spears/Lifers Trust, Series-DBE 0.169998%
25155DZH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
DEUTSCHE BANK AKTIENGESELLSCHAFT
N/A
N/A
N
N
30000000.00
30000000.00
0.0011
N
30000000.00
30000000.00
City of Durham, NC
City of Durham, NC 0.289999%
2667772T7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Bank of America, N.A.
N/A
N/A
N
N
3810000.00
3810000.00
0.0001
N
3810000.00
3810000.00
City of Portland, ME
City of Portland, ME 0.239998%
7365594Y8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
40000000.00
40000000.00
0.0015
N
40000000.00
40000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.361501%
20272ADR4
Other Note
N
First Tier Security
N/A
N/A
2013-02-25
2013-11-18
N
N
N
72000000.00
72000000.00
0.0027
N
71994960.00
71994960.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360500%
20272ADV5
Other Note
N
First Tier Security
N/A
N/A
2013-03-03
2013-11-27
N
N
N
50000000.00
49999669.59
0.0019
N
49996500.00
49996500.00
Connecticut Housing Finance Authority
Connecticut Housing Finance Authority Series D 0.120001%
207748JW5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
FEDERAL HOME LOAN BANK OF BOSTON
N/A
N/A
N
N
17934000.00
17934000.00
0.0007
N
17934000.00
17934000.00
Connecticut Housing Finance Authority
Connecticut Housing Finance Authority 0.230000%
20774WE49
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Bank of America, N.A.
N/A
N/A
N
N
19680000.00
19680000.00
0.0007
N
19680000.00
19680000.00
Connecticut Housing Finance Authority
Connecticut Housing Finance Authority 0.169999%
20774WK59
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Barclays Bank PLC
N/A
N/A
N
N
72485000.00
72485000.00
0.0027
N
72485000.00
72485000.00
Connecticut Housing Finance Authority
Connecticut Housing Finance Authority, Series E 0.129998%
20774WSX0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Bank of America, N.A.
N/A
N/A
N
N
63545000.00
63545000.00
0.0024
N
63545000.00
63545000.00
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY 0.421498%
74977M7H2
Other Note
N
First Tier Security
N/A
N/A
2013-02-28
2013-05-29
N
N
N
350000000.00
350000000.00
0.0131
N
350217000.00
350217000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.190000%
62226706779157CRE
0001330437
Government Agency Repurchase Agreement
N
FANNIE MAE
2037-07-01
5.000000
Government Agency Debt
65757993.00
68134211.00
FANNIE MAE
2040-03-01
5.500000
Government Agency Debt
100811428.00
67812340.00
FANNIE MAE
2040-04-01
5.000000
Government Agency Debt
76698203.00
46904647.00
FANNIE MAE
2042-10-01
4.000000
Government Agency Debt
63100000.00
67782052.00
FREDDIE MAC
2040-08-01
4.500000
Government Agency Debt
110091508.00
68191386.00
FREDDIE MAC
2041-08-01
4.000000
Government Agency Debt
20590642.00
15925363.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Credit Agricole Corporate and Investment Bank
N/A
N/A
N
N
325000000.00
325000000.00
0.0121
N
325000000.00
325000000.00
Credit Agricole Corporate and Investment Bank
Joint Account III 0.160000%
62529910779157CRE
0001330437
Government Agency Repurchase Agreement
N
FANNIE MAE
2026-06-01
3.500000
Government Agency Debt
23080840.61
23084065.99
FANNIE MAE
2026-09-01
3.500000
Government Agency Debt
22489520.00
20815682.97
FANNIE MAE
2026-10-01
3.500000
Government Agency Debt
22171166.07
20350231.99
FANNIE MAE
2026-11-01
3.500000
Government Agency Debt
22919197.31
23150337.78
FANNIE MAE
2027-02-01
3.000000
Government Agency Debt
23273738.35
21624011.59
FANNIE MAE
2027-02-01
3.500000
Government Agency Debt
22754026.96
23094828.01
FANNIE MAE
2028-01-01
2.500000
Government Agency Debt
22419157.98
23273537.24
FANNIE MAE
2031-01-01
4.500000
Government Agency Debt
37735518.44
20947109.21
FANNIE MAE
2038-01-01
5.000000
Government Agency Debt
24228484.01
21577190.14
FANNIE MAE
2039-01-01
5.500000
Government Agency Debt
60638098.34
22920619.56
FANNIE MAE
2039-04-01
5.500000
Government Agency Debt
52379429.55
20861982.83
FANNIE MAE
2039-10-01
5.000000
Government Agency Debt
30745518.63
21211455.92
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
34181782.48
23165623.00
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
34269772.17
20141217.80
FANNIE MAE
2041-01-01
5.000000
Government Agency Debt
58286484.30
21558242.22
FANNIE MAE
2041-12-01
4.000000
Government Agency Debt
21164839.21
20995187.97
FANNIE MAE
2042-01-01
3.500000
Government Agency Debt
34981308.48
21586225.35
FANNIE MAE
2042-01-01
4.000000
Government Agency Debt
22483821.59
21704011.43
FANNIE MAE
2042-01-01
4.000000
Government Agency Debt
22494301.11
21165305.82
FANNIE MAE
2042-02-01
4.000000
Government Agency Debt
13925324.32
13401855.82
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
20492811.98
20475239.65
FANNIE MAE
2042-03-01
4.000000
Government Agency Debt
19776113.68
20542804.55
FANNIE MAE
2042-05-01
3.500000
Government Agency Debt
19559677.53
20291920.04
FANNIE MAE
2042-06-01
3.500000
Government Agency Debt
20570675.55
21572688.28
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
5045632.96
5244624.82
FANNIE MAE
2042-10-01
3.000000
Government Agency Debt
18898782.71
19425448.02
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
20461888.50
21159428.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
11447267.71
11857419.80
FANNIE MAE
2042-11-01
4.000000
Government Agency Debt
19247478.13
21292995.93
FANNIE MAE
2043-01-01
3.000000
Government Agency Debt
20926440.26
21626128.69
FANNIE MAE
2043-01-01
3.000000
Government Agency Debt
19966501.51
20646314.95
FANNIE MAE
2043-01-01
3.000000
Government Agency Debt
19819145.11
20499376.69
FANNIE MAE
2043-01-01
3.000000
Government Agency Debt
19502499.19
20171815.38
FANNIE MAE
2043-02-01
3.000000
Government Agency Debt
20476346.49
20963540.34
FANNIE MAE
2043-02-01
3.000000
Government Agency Debt
19610329.87
20298299.55
FANNIE MAE
2043-02-01
3.000000
Government Agency Debt
17727956.47
18349853.31
FREDDIE MAC
2027-07-01
3.500000
Government Agency Debt
787422.03
811476.60
FREDDIE MAC
2042-08-01
3.500000
Government Agency Debt
22287451.05
21441349.21
FREDDIE MAC
2042-08-01
3.500000
Government Agency Debt
20597467.92
21220721.90
FREDDIE MAC
2042-08-01
3.500000
Government Agency Debt
21575573.65
21218959.28
FREDDIE MAC
2042-08-01
3.500000
Government Agency Debt
20463403.35
20823956.77
FREDDIE MAC
2042-09-01
3.500000
Government Agency Debt
19662317.65
20884504.10
FREDDIE MAC
2042-11-01
3.500000
Government Agency Debt
21446151.30
22922588.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-05-20
3.000000
Government Agency Debt
8157599.94
8180917.71
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-01-20
6.000000
Government Agency Debt
6175960.48
6972764.23
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
850023162.13
850023162.13
0.0317
N
850023162.13
850023162.13
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.283701%
22550DC23
Other Note
N
First Tier Security
N/A
N/A
2013-02-25
2013-05-01
Y
CREDIT SUISSE AG
N/A
N/A
N
N
550000000.00
550000000.00
0.0205
N
549978000.00
549978000.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.703699%
570391827791571CS
0000029646
Other Repurchase Agreement
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
2020-05-08
3.290000
Other Note
14005000.00
14323160.00
BANC OF AMERICA COMMERCIAL MORTGAGE INC.
2042-11-10
5.196385
Other Note
11000000.00
11801987.00
BANC OF AMERICA COMMERCIAL MORTGAGE INC.
2045-05-10
5.767108
Other Note
3160000.00
975827.00
BAYVIEW COMMERCIAL ASSET TRUST
2036-01-25
0.503700
Other Note
16000000.00
4798325.00
BAYVIEW COMMERCIAL ASSET TRUST
2036-10-25
0.453699
Other Note
6249147.00
2093046.00
BAYVIEW COMMERCIAL ASSET TRUST
2037-01-25
0.483700
Other Note
15000000.00
5139333.00
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST
2034-05-25
3.062495
Other Note
25278500.00
4658714.00
BEAR STEARNS ALT-A TRUST
2034-07-25
1.028699
Other Note
15000000.00
1243713.00
BUSINESS LOAN EXPRESS
2038-09-25
0.493700
Other Note
16567000.00
2021681.00
CBA COMMERCIAL SMALL BALANCE COMMERCIAL MORTGAGE
2036-12-25
0.583700
Other Note
8174960.00
1268633.00
COMM MORTGAGE TRUST
2017-11-15
0.885700
Other Note
11377000.00
2619451.00
COMM MORTGAGE TRUST
2017-11-15
1.255700
Other Note
22625000.00
4907285.00
COMM MORTGAGE TRUST
2020-12-15
0.855700
Other Note
3000000.00
2289084.00
COMMERCIAL MORTGAGE LOAN TRUST
2049-12-10
6.006396
Other Note
3000000.00
3285381.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2035-07-25
0.643700
Other Note
2960000.00
2277896.00
CP DNB 03/04/13
2013-03-04
0.00
Other Commercial Paper
1690000.00
1689780.00
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST
2021-10-15
1.725700
Other Note
4000000.00
3580832.00
CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST
2038-02-15
5.014000
Other Note
30000000.00
32283397.00
GSR MORTGAGE LOAN TRUST
2034-06-25
2.559600
Other Note
75000000.00
14224571.00
HOME EQUITY MORTGAGE TRUST
2036-02-25
0.553699
Other Note
5842000.00
1698234.00
IMPAC SECURED ASSETS CORP.
2035-02-25
0.743700
Other Note
10500000.00
5685320.00
JP MORGAN MORTGAGE TRUST
2035-07-25
2.583724
Other Note
7425000.00
7151567.00
LB-UBS COMMERCIAL MORTGAGE TRUST
2040-07-15
6.213573
Other Note
8050000.00
7911041.00
MORGAN STANLEY REREMIC TRUST
2047-01-26
0.449259
Other Note
7622903.00
1269154.00
RESIDENTIAL ACCREDIT LOANS, INC.
2035-01-25
0.503700
Other Note
64495700.00
8224597.00
TIAA SEASONED COMMERCIAL MORTGAGE TRUST
2039-08-15
5.552963
Other Note
18302000.00
20008715.00
UBS COMMERCIAL MORTGAGE TRUST
2024-07-15
0.780699
Other Note
49409000.00
44647232.00
UBS COMMERCIAL MORTGAGE TRUST
2024-07-15
0.780699
Other Note
16790000.00
14500272.00
UBS COMMERCIAL MORTGAGE TRUST
2024-07-15
0.780699
Other Note
7700000.00
6803916.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2042-07-25
2.250000
Other Note
292685000.00
4380734.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2045-07-25
0.523700
Other Note
10000000.00
1316320.00
First Tier Security
N/A
N/A
2013-02-04
2013-03-06
N
N
N
200000000.00
200000000.00
0.0075
Y
200000000.00
200000000.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.250000%
604705577791572CS
0000029646
Government Agency Repurchase Agreement
N
FREDDIE MAC
2025-09-01
5.500000
Government Agency Debt
127093892.00
41819659.00
FREDDIE MAC
2035-09-01
5.000000
Government Agency Debt
119314215.00
28548174.00
FREDDIE MAC
2038-09-01
6.000000
Government Agency Debt
113634690.00
35115586.00
FREDDIE MAC
2041-08-01
4.000000
Government Agency Debt
97960000.00
69809950.00
FREDDIE MAC
2043-01-01
3.500000
Government Agency Debt
45867730.00
49106863.00
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
220000000.00
220000000.00
0.0082
N
220004400.00
220004400.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.260000%
608934257791573CS
0000029646
Government Agency Repurchase Agreement
N
FREDDIE MAC
2023-12-01
5.500000
Government Agency Debt
52538755.00
18152284.00
FREDDIE MAC
2025-07-01
4.000000
Government Agency Debt
48123611.00
25324345.00
FREDDIE MAC
2026-02-01
3.500000
Government Agency Debt
48637766.00
40925464.00
FREDDIE MAC
2026-11-01
3.000000
Government Agency Debt
50000000.00
39904252.00
FREDDIE MAC
2027-03-01
3.000000
Government Agency Debt
38661247.00
35472444.00
FREDDIE MAC
2027-08-01
2.500000
Government Agency Debt
51300000.00
51256097.00
FREDDIE MAC
2036-12-01
5.000000
Government Agency Debt
55000000.00
17844756.00
FREDDIE MAC
2038-02-01
5.000000
Government Agency Debt
48000000.00
8166945.00
FREDDIE MAC
2040-04-01
5.000000
Government Agency Debt
50000000.00
29893649.00
FREDDIE MAC
2042-01-01
4.000000
Government Agency Debt
44941531.00
44490008.00
FREDDIE MAC
2042-07-01
3.500000
Government Agency Debt
46718503.00
47246922.00
FREDDIE MAC
2043-01-01
3.500000
Government Agency Debt
46490000.00
49324072.00
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
400000000.00
400000000.00
0.0149
Y
400024000.00
400024000.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.239999%
614518287791574Cs
0000029646
Government Agency Repurchase Agreement
N
FREDDIE MAC
2024-08-01
5.500000
Government Agency Debt
35045000.00
12335468.00
FREDDIE MAC
2025-11-01
4.500000
Government Agency Debt
83080523.00
55983652.00
FREDDIE MAC
2026-08-01
4.000000
Government Agency Debt
83844063.00
66878525.00
FREDDIE MAC
2027-08-01
2.500000
Government Agency Debt
87794000.00
86844914.00
FREDDIE MAC
2034-11-01
4.500000
Government Agency Debt
85877197.00
24381562.00
FREDDIE MAC
2043-01-01
3.500000
Government Agency Debt
7999043.00
8576036.00
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
250000000.00
250000000.00
0.0093
N
250022500.00
250022500.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.220000%
616521357791575CS
0000029646
Government Agency Repurchase Agreement
N
FREDDIE MAC
2032-06-01
3.500000
Government Agency Debt
33932429.00
32204686.00
FREDDIE MAC
2042-07-01
3.500000
Government Agency Debt
82000000.00
86406428.00
FREDDIE MAC
2043-01-01
3.000000
Government Agency Debt
78767428.00
81761528.00
FREDDIE MAC
2043-01-01
3.500000
Government Agency Debt
74740000.00
80131198.00
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
275000000.00
275000000.00
0.0103
N
275016500.00
275016500.00
Deutsche Bank AG/New York NY
Deutsche Bank AG/New York NY 0.708001%
25153DBL6
Other Note
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
Y
DEUTSCHE BANK AKTIENGESELLSCHAFT
N/A
N/A
N
N
398000000.00
398000000.00
0.0149
N
398111440.00
398111440.00
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 0.239999%
610962607791572DE
0001074042
Government Agency Repurchase Agreement
N
FANNIE MAE
2025-10-01
3.500000
Government Agency Debt
1083239.00
807185.00
FANNIE MAE
2026-07-01
3.500000
Government Agency Debt
3347285.00
2828406.00
FANNIE MAE
2027-08-01
3.000000
Government Agency Debt
52485105.00
52525843.00
FANNIE MAE
2033-01-01
3.000000
Government Agency Debt
40103992.00
41577689.00
FANNIE MAE
2037-11-01
6.000000
Government Agency Debt
19375634.00
3554972.00
FANNIE MAE
2038-10-01
5.500000
Government Agency Debt
66812217.00
30987723.00
FANNIE MAE
2040-08-01
5.000000
Government Agency Debt
482652.00
345764.00
FANNIE MAE
2040-11-01
4.500000
Government Agency Debt
87999.00
56452.00
FANNIE MAE
2040-12-01
4.000000
Government Agency Debt
1870993.00
920085.00
FANNIE MAE
2042-10-01
3.000000
Government Agency Debt
44439429.00
45671390.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
4138942.00
4301949.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
54059.00
56298.00
FANNIE MAE
2043-01-01
3.500000
Government Agency Debt
1114.00
1198.00
FANNIE MAE
2043-02-01
3.500000
Government Agency Debt
130698.00
140154.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-06-15
5.000000
Government Agency Debt
102601342.00
34584890.00
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
N
212000000.00
212000000.00
0.0079
Y
212012720.00
212012720.00
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 0.250000%
613444157791573DE
0001074042
Government Agency Repurchase Agreement
N
FANNIE MAE
2024-07-01
4.500000
Government Agency Debt
900000.00
240228.00
FANNIE MAE
2026-07-01
3.500000
Government Agency Debt
2253732.00
1904370.00
FANNIE MAE
2027-06-01
3.000000
Government Agency Debt
71114.00
65650.00
FANNIE MAE
2032-04-01
3.500000
Government Agency Debt
5186209.00
5401876.00
FANNIE MAE
2036-08-01
6.000000
Government Agency Debt
24715651.00
4522763.00
FANNIE MAE
2036-10-01
6.500000
Government Agency Debt
9469124.00
1442441.00
FANNIE MAE
2037-08-01
7.000000
Government Agency Debt
14995910.00
3594481.00
FANNIE MAE
2037-11-01
7.000000
Government Agency Debt
34752006.00
4290014.00
FANNIE MAE
2038-01-01
5.500000
Government Agency Debt
70422978.00
12516349.00
FANNIE MAE
2038-10-01
7.000000
Government Agency Debt
13918959.00
4728018.00
FANNIE MAE
2038-10-01
7.000000
Government Agency Debt
25458853.00
3124049.00
FANNIE MAE
2038-11-01
7.000000
Government Agency Debt
11711683.00
2879596.00
FANNIE MAE
2038-11-01
7.000000
Government Agency Debt
6052547.00
1108749.00
FANNIE MAE
2039-02-01
7.000000
Government Agency Debt
4860644.00
1109558.00
FANNIE MAE
2040-02-01
4.500000
Government Agency Debt
8015185.00
4512392.00
FANNIE MAE
2040-04-01
4.500000
Government Agency Debt
6637281.00
4590361.00
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
8695000.00
4700567.00
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
1882496.00
1074855.00
FANNIE MAE
2040-08-01
5.000000
Government Agency Debt
1063832.00
762112.00
FANNIE MAE
2040-10-01
4.500000
Government Agency Debt
1478071.00
1002402.00
FANNIE MAE
2040-11-01
4.500000
Government Agency Debt
24044.00
15425.00
FANNIE MAE
2040-12-01
4.000000
Government Agency Debt
236584.00
116343.00
FANNIE MAE
2041-02-01
4.500000
Government Agency Debt
5165072.00
4594506.00
FANNIE MAE
2041-06-01
4.500000
Government Agency Debt
8526030.00
5146049.00
FANNIE MAE
2041-10-01
4.000000
Government Agency Debt
123875.00
104573.00
FANNIE MAE
2041-10-01
5.000000
Government Agency Debt
10322572.00
8997961.00
FANNIE MAE
2042-04-01
4.000000
Government Agency Debt
5656967.00
5398480.00
FANNIE MAE
2042-04-01
4.000000
Government Agency Debt
4436261.00
4702893.00
FANNIE MAE
2042-05-01
4.000000
Government Agency Debt
4367561.00
4675206.00
FANNIE MAE
2042-06-01
4.000000
Government Agency Debt
959240.00
1011069.00
FANNIE MAE
2042-08-01
3.500000
Government Agency Debt
5160846.00
5416953.00
FANNIE MAE
2042-09-01
4.500000
Government Agency Debt
3106411.00
3463611.00
FANNIE MAE
2042-10-01
3.000000
Government Agency Debt
204223.00
210162.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
6592788.00
6865895.00
FANNIE MAE
2043-02-01
3.500000
Government Agency Debt
75796.00
81280.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2018-04-15
5.000000
Government Agency Debt
1062683.00
118313.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2024-08-15
4.000000
Government Agency Debt
90047.00
44866.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2025-04-15
3.500000
Government Agency Debt
9275670.00
6545864.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2026-12-20
3.500000
Government Agency Debt
10698174.00
9448854.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-03-20
3.500000
Government Agency Debt
6766321.00
6417277.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-06-20
3.000000
Government Agency Debt
14948026.00
15028952.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2037-11-15
7.000000
Government Agency Debt
42570066.00
5869889.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-11-15
7.000000
Government Agency Debt
25615570.00
5992603.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-07-15
5.000000
Government Agency Debt
13963799.00
6819339.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-08-15
5.000000
Government Agency Debt
7183656.00
5577886.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-09-15
5.000000
Government Agency Debt
38390752.00
19735351.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-03-15
5.000000
Government Agency Debt
28921970.00
16883721.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-03-15
5.000000
Government Agency Debt
10515177.00
5992632.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-05-15
5.000000
Government Agency Debt
9158138.00
5965779.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-08-15
5.000000
Government Agency Debt
6491100.00
5547686.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-10-20
4.000000
Government Agency Debt
20000000.00
16721174.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-11-20
3.500000
Government Agency Debt
35041677.00
19356958.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-12-20
6.000000
Government Agency Debt
13085718.00
6498267.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-01-15
2.500000
Government Agency Debt
7196326.00
7238780.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-01-20
4.000000
Government Agency Debt
2794599.00
3074577.00
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
275000000.00
275000000.00
0.0103
Y
275027500.00
275027500.00
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 0.280000%
625295097791574DE
0001074042
Other Repurchase Agreement
N
AFFYMETRIX INC
2019-07-01
4.000000
Other Note
6887000.00
6195430.00
AKORN INC
2016-06-01
3.500000
Other Note
1603000.00
2558121.00
ALEXANDRIA REAL ESTATE E
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
17810.00
ALEXCO RESOURCE CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
31507.00
ALLIANCE ONE INTL INC
2014-07-15
5.500000
Other Note
3482000.00
3460044.00
AMBASSADORS GROUP INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
68241.00
AMERICAN EQUITY INVESTME
2015-09-15
3.500000
Other Note
1484000.00
1837522.00
ANIXTER INTL INC
2013-02-15
1.000000
Other Note
1025000.00
1233445.00
ANNALY CAPITAL MGMT
2015-02-15
4.000000
Other Note
988000.00
1203211.00
ANNALY CAPITAL MGMT
2015-05-15
5.000000
Other Note
474000.00
490559.00
ARC DOCUMENT SOLUTIONS INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
89424.00
ARCHER DANIELS
2014-02-15
0.875000
Other Note
118000.00
118845.00
ARES CAPITAL CORP
2016-02-01
5.750000
Other Note
2753000.00
3043799.00
AVIAT NETWORKS INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
120967.00
BGC PARTNERS INC CL A
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
1548246.00
BIOMARIN PHARMACEUTICAL
2013-03-29
2.500000
Other Note
4796000.00
15864459.00
BIOMARIN PHARMACEUTICAL
2017-04-23
1.875000
Other Note
2077000.00
5626290.00
BIOMED REALTY LP
2030-01-15
3.750000
Other Note
6339000.00
7637206.00
BOSTON PROPERTIES LP
2014-02-15
3.625000
Other Note
305000.00
325159.00
BPZ RESOURCES INC
2015-03-01
6.500000
Other Note
185000.00
165729.00
CACI INTERNATIONAL INC
2014-05-01
2.125000
Other Note
324000.00
364601.00
CADENCE DESIGN SYS INC
2015-06-01
2.625000
Other Note
3404000.00
6425067.00
CALLAWAY GOLF CO
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
4138200.00
CAREER EDUCATION CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
352188.00
CBIZ INC
2015-10-01
4.875000
Other Note
13000000.00
13755690.00
CEMEX SAB DE CV
2016-03-15
3.250000
Other Note
20256000.00
24682499.00
CENVEO CORP
2017-05-15
7.000000
Other Note
1684000.00
1532066.00
CERAGON NETWORKS LTD ORD
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
77818.00
CERES INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
55937.00
CHART INDUSTRIES INC
2018-08-01
2.000000
Other Note
2385000.00
2935053.00
CIENA CORP
2013-05-01
0.250000
Other Note
13500000.00
13339687.00
CIENA CORP
2015-03-15
4.000000
Other Note
5109000.00
5662004.00
CNO FINANCIAL GROUP INC
2016-12-30
7.000000
Other Note
1500000.00
2875917.00
CNO FINANCIAL GROUP INC
2016-12-30
7.000000
Other Note
1000000.00
1917278.00
COBALT INTL ENERGY INC
2019-12-01
2.625000
Other Note
136100.00
139758.00
COINSTAR INC
2014-09-01
4.000000
Other Note
141000.00
196314.00
CONCUR TECHNOLOGIES INC
2015-04-15
2.500000
Other Note
2530000.00
3753536.00
CONVERGYS CORP
2029-09-15
5.750000
Other Note
1480000.00
2493581.00
DHT HOLDINGS INC SHS NEW
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
750569.00
DIGITAL REALTY TRUST INC
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
11819255.00
DRYSHIPS INCSHS
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
15012510.00
DST SYSTEMS INC
2023-08-15
0.00
Other Note
1231000.00
1696478.00
EAST WEST BANCORP INC
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
1550000.00
ELECTRONIC ARTS INC
2016-07-15
0.750000
Other Note
10000000.00
9403333.00
ENZON PHARMACEUTICALS
2013-06-01
4.000000
Other Note
6587000.00
6659764.00
EQUINIX INC
2014-10-15
3.000000
Other Note
154000.00
311382.00
EQUINIX INC
2016-06-15
4.750000
Other Note
730000.00
1921593.00
ETFS PALLADIUM TR SH BEN I
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5908915.00
EXCEL MARITIME CARRIERS
2027-10-15
1.875000
Other Note
900000.00
130969.00
EXTERRAN HOLDINGS INC
2014-06-15
4.250000
Other Note
1213000.00
1440208.00
FINISAR CORP
2029-10-15
5.000000
Other Note
4002000.00
6809812.00
FLOW INTL CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
729974.00
FUELCELL ENERGY INC
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
1250000.00
GILEAD SCIENCES INC
2016-05-01
1.625000
Other Note
904000.00
1638782.00
GOOGLE INC CL A
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
23515727.00
GRIFFON CORPORATION
2017-01-15
4.000000
Other Note
10000000.00
10905278.00
GROUP 1 AUTOMOTIVE INC
2036-06-15
2.250000
Other Note
135000.00
164836.00
HAWAIIAN HOLDINGS INC
2016-03-15
5.000000
Other Note
8625000.00
9256944.00
HEALTH CARE REIT INC
2029-12-01
3.000000
Other Note
12863000.00
15990381.00
HEARTWARE INTERNATIONAL
2017-12-15
3.500000
Other Note
500000.00
603801.00
HERTZ GLOBAL HOLDINGS IN
2014-06-01
5.250000
Other Note
11683000.00
26367129.00
HOLOGIC INC
2037-12-15
2.000000
Other Note
3892000.00
3897081.00
HOST HOTELS & RESORTS LP
2024-04-15
3.250000
Other Note
65000.00
77038.00
HOST HOTELS & RESORTS LP
2029-10-15
2.500000
Other Note
839000.00
1140923.00
HUTCHINSON TECHNOLOGY
2026-01-15
3.250000
Other Note
1189000.00
1208214.00
ILLUMINA INC
2016-03-15
0.250000
Other Note
2567000.00
2465153.00
INTERMUNE INC
2017-12-15
2.500000
Other Note
9900000.00
10705112.00
INTEROIL CORP
2015-11-15
2.750000
Other Note
7000000.00
6248799.00
INTL GAME TECHNOLOGY
2014-05-01
3.250000
Other Note
9543000.00
10079841.00
INVACARE CORP
2027-02-01
4.125000
Other Note
6116000.00
6268931.00
ISHARES INC MSCI BRA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
14142500.00
JAGUAR MINING INC
2014-11-01
4.500000
Other Note
3300000.00
1685079.00
KAMAN CORP
2017-11-15
3.250000
Other Note
6300000.00
7973350.00
LAB CORP OF AMER HLDGS
2021-09-11
0.00
Other Note
814000.00
977818.00
LDK SOLAR CO LTD
2013-04-15
4.750000
Other Note
5760000.00
4965789.00
LEXINGTON REALTY TRUST
2030-01-15
6.000000
Other Note
1065000.00
1742784.00
MASTEC INC
2014-06-15
4.000000
Other Note
560000.00
1021715.00
MEDTRONIC INC
2013-04-15
1.625000
Other Note
711000.00
717068.00
MICROCHIP TECHNOLOGY INC
2037-12-15
2.125000
Other Note
616000.00
807093.00
NUANCE COMMUNICATIONS
2027-08-15
2.750000
Other Note
2094000.00
2904505.00
POWERSHARES INDIA ETF TR INDIA PO
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
15672000.00
PRICELINE.COM INC
2015-03-15
1.250000
Other Note
969000.00
2238731.00
PROLOGIS LP
2038-05-15
2.625000
Other Note
1483000.00
1500487.00
QUANTUM CORP
2015-11-15
3.500000
Other Note
7300000.00
6742564.00
RF MICRO DEVICES INC
2014-04-15
1.000000
Other Note
25000.00
25058.00
ROYAL GOLD INC
2019-06-15
2.875000
Other Note
5896000.00
6492520.00
RTI BIOLOGICS INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
380626.00
RTI INTERNATIONAL METALS
2015-12-01
3.000000
Other Note
32000.00
35060.00
SALESFORCE.COM INC
2015-01-15
0.750000
Other Note
1883000.00
3856070.00
SANDISK CORP
2013-05-15
1.000000
Other Note
971000.00
971836.00
SANDRIDGE ENERGY INC
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
227588.00
SPDR S&P 500 ETF TR TR UNIT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
30014000.00
TERADYNE INC
2014-03-15
4.500000
Other Note
3800000.00
11386244.00
UNIVERSAL CORP
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
21600000.00
VIRGIN MEDIA INC
2016-11-15
6.500000
Other Note
22526000.00
49598923.00
VONAGE HLDGS CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
628331.00
WESTERN REFINING INC
2014-06-15
5.750000
Other Note
571000.00
1915977.00
WRIGHT MEDICAL GROUP INC
2017-08-15
2.000000
Other Note
12317000.00
13269747.00
XM SATELLITE RADIO INC
2014-12-01
7.000000
Other Note
4247000.00
7824234.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
496000000.00
496000000.00
0.0185
N
496000000.00
496000000.00
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 0.510000%
625295287791575DE
0001074042
Other Repurchase Agreement
N
ANNALY CAPITAL MGMT
2015-05-15
5.000000
Other Note
551000.00
570249.00
ARES CAPITAL CORP
2016-02-01
5.750000
Other Note
8775000.00
9701903.00
ATLAS ENERGY LP COM UNIT
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
10001567.00
BIOMARIN PHARMACEUTICAL
2013-03-29
2.500000
Other Note
2880000.00
9526614.00
BLACKSTONE GROUP L PCOM UNIT
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
9377366.00
CEMEX SAB DE CV
2016-03-15
3.250000
Other Note
8027000.00
9781122.00
CONCUR TECHNOLOGIES INC
2015-04-15
2.500000
Other Note
4834000.00
7171776.00
DRYSHIPS INCSHS
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
9566513.00
ETFS PALLADIUM TR SH BEN I
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
9837646.00
INTEROIL CORP
2015-11-15
2.750000
Other Note
1000.00
893.00
JAGUAR MINING INC
2014-11-01
4.500000
Other Note
1385000.00
707223.00
KKR & CO L P DELCOM UNIT
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
9797852.00
NEXEN INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
9648769.00
SILVER WHEATON CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
9962079.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
97000000.00
97000000.00
0.0036
N
97000000.00
97000000.00
Deutsche Bank Securities, Inc.
Joint Account I 0.149999%
62529904779157DEU
0001074042
Government Agency Repurchase Agreement
N
US TREASURY N/B
2015-07-15
0.250000
Treasury Debt
3127786.32
3120562.70
US TREASURY N/B
2017-11-30
0.625000
Treasury Debt
3714955.56
3679438.94
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
6666666.68
6666666.68
0.0002
N
6666666.68
6666666.68
Deutsche Bank Securities, Inc.
Joint Account III 0.170000%
62529910779157DEU
0001074042
Government Agency Repurchase Agreement
N
FANNIE MAE
2038-11-01
4.500000
Government Agency Debt
66165807.64
18242072.54
FANNIE MAE
2039-06-01
4.500000
Government Agency Debt
28526741.87
11672124.88
FANNIE MAE
2041-09-01
4.500000
Government Agency Debt
86542625.82
62322102.37
US TREASURY N/B
2015-01-31
0.250000
Treasury Debt
289.37
289.38
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
90427995.97
90427995.97
0.0034
N
90427995.97
90427995.97
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 0.170000%
625365127791571DE
0001074042
Government Agency Repurchase Agreement
N
US TREASURY N/B
2020-01-31
1.375000
Treasury Debt
134505200.00
134232020.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
131600000.00
131600000.00
0.0049
Y
131600000.00
131600000.00
DNB Bank ASA
DNB Bank ASA 0.170000%
62512086
0001498632
Other Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
800000000.00
800000000.00
0.0299
N
800000000.00
800000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.147999%
313374PX2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-08
2013-07-08
N
N
N
15000000.00
14996732.01
0.0006
N
15000240.00
15000240.00
Federal Home Loan Bank
Federal Home Loan Bank 0.146001%
313374T26
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-15
2013-07-15
N
N
N
30000000.00
29993172.76
0.0011
N
30000300.00
30000300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.349999%
313376HU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
36200000.00
36212266.53
0.0014
N
36227222.40
36227222.40
Federal Home Loan Bank
Federal Home Loan Bank 0.419999%
313376LB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
65400000.00
65441576.10
0.0024
N
65489009.40
65489009.40
Federal Home Loan Bank
Federal Home Loan Bank 0.349999%
313376NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
45270000.00
45286918.79
0.0017
N
45331567.20
45331567.20
Federal Home Loan Bank
Federal Home Loan Bank 0.220000%
313376UV5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
197900000.00
197855334.87
0.0074
N
197973223.00
197973223.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313378HR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
29770000.00
29767536.26
0.0011
N
29769612.99
29769612.99
Federal Home Loan Bank
Federal Home Loan Bank 0.239999%
313379AC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
74000000.00
73996997.38
0.0028
N
74023236.00
74023236.00
Federal Home Loan Bank
Federal Home Loan Bank 0.209999%
313379FQ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
58600000.00
58592765.32
0.0022
N
58612306.00
58612306.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313379FX2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-23
2013-05-23
N
N
N
35600000.00
35597480.83
0.0013
N
35609968.00
35609968.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313379GW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
60300000.00
60290386.69
0.0023
N
60311457.00
60311457.00
Federal Home Loan Bank
Federal Home Loan Bank 0.280000%
313379H51
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
10000000.00
10000000.00
0.0004
N
10000900.00
10000900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.289999%
313379HH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
48200000.00
48200000.00
0.0018
N
48205302.00
48205302.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313379JR1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
2990000.00
2989740.14
0.0001
N
2990837.20
2990837.20
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313379JV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
60350000.00
60344661.54
0.0023
N
60370639.70
60370639.70
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313379K99
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
24100000.00
24098064.23
0.0009
N
24107591.50
24107591.50
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313379L98
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
60300000.00
60294964.36
0.0023
N
60319899.00
60319899.00
Federal Home Loan Bank
Federal Home Loan Bank 0.299999%
313379LD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-13
2013-06-13
N
N
N
2400000.00
2400000.00
0.0001
N
2400312.00
2400312.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313379NP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
90000000.00
89993287.05
0.0034
N
90026550.00
90026550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.239999%
313379P45
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
81000000.00
80996310.62
0.0030
N
81028350.00
81028350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.239999%
313379QT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
37000000.00
36998020.05
0.0014
N
37015170.00
37015170.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313379W39
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
52900000.00
52870563.24
0.0020
N
52896773.10
52896773.10
Federal Home Loan Bank
Federal Home Loan Bank 0.239999%
313379WP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
47500000.00
47493540.00
0.0018
N
47519237.50
47519237.50
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313379Y29
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
9700000.00
9699462.68
0.0004
N
9704471.70
9704471.70
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313379ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-05
2013-07-05
N
N
N
63860000.00
63856373.79
0.0024
N
63890014.20
63890014.20
Federal Home Loan Bank
Federal Home Loan Bank 0.186001%
313380DP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-15
2014-08-15
N
N
N
116000000.00
115963715.84
0.0043
N
115998724.00
115998724.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313380TY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
8350000.00
8344709.07
0.0003
N
8347019.05
8347019.05
Federal Home Loan Bank
Federal Home Loan Bank 0.209999%
313380V95
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
69200000.00
69194077.28
0.0026
N
69213840.00
69213840.00
Federal Home Loan Bank
Federal Home Loan Bank 0.209999%
313380YQ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-24
2013-10-24
N
N
N
97000000.00
96998028.81
0.0036
N
97021340.00
97021340.00
Federal Home Loan Bank
Federal Home Loan Bank 3.625000%
3133XSAE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
14400000.00
14746814.35
0.0006
N
14751633.60
14751633.60
Federal Home Loan Bank
Federal Home Loan Bank 1.625000%
3133XX7F8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
39250000.00
39320267.50
0.0015
N
39329285.00
39329285.00
Federal Home Loan Bank
Federal Home Loan Bank 1.875000%
3133XXYX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
23500000.00
23645533.72
0.0009
N
23659377.00
23659377.00
Federal Home Loan Bank
Federal Home Loan Bank 1.625000%
3133XYHD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
15460000.00
15536458.63
0.0006
N
15544751.72
15544751.72
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 4.000000%
3128X1KG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
4880000.00
4945233.04
0.0002
N
4948495.68
4948495.68
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.500000%
3134G23H3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
5900000.00
5911256.40
0.0002
N
5913304.50
5913304.50
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.158698%
3134G2GJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-03
2013-05-03
N
N
N
468000000.00
467952756.83
0.0175
N
468028548.00
468028548.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.157701%
3134G2GS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-06
2013-05-06
N
N
N
196750000.00
196729597.59
0.0073
N
196811976.25
196811976.25
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.158698%
3134G2KM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-03
2013-06-03
N
N
N
211000000.00
210971490.65
0.0079
N
211013715.00
211013715.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.155700%
3134G2MJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-17
2013-06-17
N
N
N
200000000.00
199958582.33
0.0075
N
200085400.00
200085400.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.375000%
3134G2U42
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
14300000.00
14314738.29
0.0005
N
14319648.20
14319648.20
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.875000%
3137EACL1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-28
2013-10-28
N
N
N
1500000.00
1507150.77
0.0001
N
1507722.00
1507722.00
Federal National Mortgage Association
Federal National Mortgage Association 4.375000%
31359MRG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
17600000.00
17683764.57
0.0007
N
17691027.20
17691027.20
Federal National Mortgage Association
Federal National Mortgage Association 4.625000%
31359MTG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
23100000.00
23811628.80
0.0009
N
23825340.00
23825340.00
Federal National Mortgage Association
Federal National Mortgage Association 0.500000%
3135G0BR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
61290000.00
61362438.76
0.0023
N
61402038.12
61402038.12
Federal National Mortgage Association
Federal National Mortgage Association 1.000000%
31398A2S0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
2800000.00
2813923.54
0.0001
N
2814417.20
2814417.20
Federal National Mortgage Association
Federal National Mortgage Association 1.125000%
31398A4H2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
5100000.00
5131344.36
0.0002
N
5133027.60
5133027.60
Gemini Securitization Corp. LLC
Gemini Securitization Corp. LLC 0.290210%
3686M0P44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
95000000.00
94997704.17
0.0035
N
94998100.00
94998100.00
Gemini Securitization Corp. LLC
Gemini Securitization Corp. LLC 0.300237%
3686M0P51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
200000000.00
199993333.33
0.0075
N
199994000.00
199994000.00
Gemini Securitization Corp. LLC
Gemini Securitization Corp. LLC 0.280198%
3686M0PK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
45000000.00
44993700.00
0.0017
N
44995500.00
44995500.00
Gemini Securitization Corp. LLC
Gemini Securitization Corp. LLC 0.290212%
3686M0PS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
60000000.00
59987916.66
0.0022
N
59991600.00
59991600.00
Gemini Securitization Corp. LLC
Gemini Securitization Corp. LLC 0.250156%
3686M0S17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
19500000.00
19487947.92
0.0007
N
19488300.00
19488300.00
Georgia JPMorgan Chase Putters/Drivers Trust
Georgia JPMorgan Chase Putters/Drivers Trust, Series SGT05 0.220000%
46636YP95
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
Societe Generale
N/A
N/A
N
N
32000000.00
32000000.00
0.0012
N
32000000.00
32000000.00
Georgia Private Colleges & Universities Authority
Georgia Private Colleges & Universities Authority Series B 0.179999%
74265LHW1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Emory University
N/A
N/A
N
N
9975000.00
9975000.00
0.0004
N
9975000.00
9975000.00
Hannover Funding Co. LLC
Hannover Funding Co. LLC 0.250034%
41068KPB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
25000000.00
24998263.89
0.0009
N
24998500.00
24998500.00
Hannover Funding Co. LLC
Hannover Funding Co. LLC 0.250034%
41068KPC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
N
50000000.00
49996180.56
0.0019
N
49997000.00
49997000.00
Hannover Funding Co. LLC
Hannover Funding Co. LLC 0.400400%
41068KPD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
50000000.00
49993333.33
0.0019
N
49996500.00
49996500.00
Hannover Funding Co. LLC
Hannover Funding Co. LLC 0.250036%
41068KPF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
50000000.00
49995138.89
0.0019
N
49996000.00
49996000.00
Hawaii Puttable Floating Option Tax-Exempt Receipts
Hawaii Puttable Floating Option Tax-Exempt Receipts Series MT 0.330000%
74703UGP7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Bank of America, N.A.
N/A
N/A
N
N
21780000.00
21780000.00
0.0008
N
21780000.00
21780000.00
HSBC USA Inc.
HSBC USA, Inc. 0.180009%
40427RPC9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
N
45000000.00
44997525.00
0.0017
N
44997750.00
44997750.00
ING Financial Markets LLC
ING Financial Markets LLC 0.240001%
597821767791571IN
0000877559
Government Agency Repurchase Agreement
N
FANNIE MAE
2025-05-01
4.000000
Government Agency Debt
970000.00
529871.00
FANNIE MAE
2027-08-01
3.000000
Government Agency Debt
55000.00
55071.00
FANNIE MAE
2036-05-01
6.000000
Government Agency Debt
60000.00
12091.00
FANNIE MAE
2040-01-01
3.597000
Government Agency Debt
19942210.00
6127930.00
FANNIE MAE
2040-01-01
5.500000
Government Agency Debt
65000.00
44939.00
FANNIE MAE
2040-02-25
4.500000
Government Agency Debt
1170000.00
364569.00
FANNIE MAE
2040-03-01
5.000000
Government Agency Debt
2255000.00
669107.00
FANNIE MAE
2040-03-01
5.500000
Government Agency Debt
570000.00
452750.00
FANNIE MAE
2040-04-01
5.000000
Government Agency Debt
115000.00
90930.00
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
1795000.00
1214177.00
FANNIE MAE
2040-09-01
5.000000
Government Agency Debt
40000.00
31127.00
FANNIE MAE
2040-10-01
4.500000
Government Agency Debt
185000.00
127938.00
FANNIE MAE
2040-12-01
4.500000
Government Agency Debt
25000.00
20754.00
FANNIE MAE
2041-01-01
4.500000
Government Agency Debt
1650000.00
1352540.00
FANNIE MAE
2041-06-01
4.500000
Government Agency Debt
29410000.00
24219830.00
FANNIE MAE
2041-07-01
3.150999
Government Agency Debt
640000.00
407262.00
FANNIE MAE
2041-09-25
4.000000
Government Agency Debt
170000.00
151654.00
FANNIE MAE
2041-10-01
4.000000
Government Agency Debt
2430000.00
1419072.00
FANNIE MAE
2041-12-01
4.500000
Government Agency Debt
35000.00
36192.00
FANNIE MAE
2042-01-01
2.532000
Government Agency Debt
4620000.00
3770266.00
FANNIE MAE
2042-01-01
2.786000
Government Agency Debt
465000.00
398712.00
FANNIE MAE
2042-01-01
4.500000
Government Agency Debt
15000.00
15834.00
FANNIE MAE
2042-02-01
4.000000
Government Agency Debt
5330000.00
5773327.00
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
3995000.00
4046281.00
FANNIE MAE
2042-05-01
2.306000
Government Agency Debt
1590000.00
1465472.00
FANNIE MAE
2042-05-01
4.000000
Government Agency Debt
2125000.00
2172061.00
FANNIE MAE
2042-06-01
2.532000
Government Agency Debt
150000.00
138370.00
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
360000.00
376325.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
420000.00
442315.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
85000.00
88046.00
FANNIEMAE STRIP
2023-04-01
7.500000
Government Agency Debt
5000000.00
4514.00
FANNIEMAE STRIP
2023-05-01
7.500000
Government Agency Debt
11000000.00
10704.00
FANNIEMAE STRIP
2024-04-01
7.500000
Government Agency Debt
8527701.00
14157.00
FANNIEMAE STRIP
2029-04-01
6.500000
Government Agency Debt
5000000.00
13622.00
FREDDIE MAC
2026-09-01
3.500000
Government Agency Debt
4010000.00
3608182.00
FREDDIE MAC
2026-10-01
3.000000
Government Agency Debt
815000.00
751696.00
FREDDIE MAC
2032-05-15
3.500000
Government Agency Debt
10000000.00
575430.00
FREDDIE MAC
2033-01-15
0.955699
Government Agency Debt
50000000.00
4136327.00
FREDDIE MAC
2034-07-15
0.605700
Government Agency Debt
69809100.00
16441710.00
FREDDIE MAC
2035-04-15
0.555699
Government Agency Debt
26078278.00
1147210.00
FREDDIE MAC
2036-01-15
20.382899
Government Agency Debt
1648352.00
279721.00
FREDDIE MAC
2036-04-15
7.500000
Government Agency Debt
12000000.00
2104723.00
FREDDIE MAC
2040-01-01
5.500000
Government Agency Debt
200000.00
141587.00
FREDDIE MAC
2041-08-15
4.000000
Government Agency Debt
16890000.00
12309245.00
FREDDIE MAC
2041-09-15
4.000000
Government Agency Debt
3870000.00
3416717.00
FREDDIE MAC
2041-10-01
4.000000
Government Agency Debt
1905000.00
1479735.00
FREDDIE MAC
2042-06-01
2.710000
Government Agency Debt
345000.00
324269.00
FREDDIEMAC STRIP
2028-02-01
6.500000
Government Agency Debt
5000000.00
9509.00
FREDDIEMAC STRIP
2028-07-01
7.000000
Government Agency Debt
5000000.00
7476.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
ING Financial Markets LLC
N/A
N/A
N
N
100000000.00
100000000.00
0.0037
N
100000000.00
100000000.00
ING Financial Markets LLC
ING Financial Markets LLC 0.270000%
604722217791572IN
0000877559
Government Agency Repurchase Agreement
N
FANNIE MAE
2023-11-25
0.00
Government Agency Debt
14512000.00
201937.00
FANNIE MAE
2025-01-25
6.000000
Government Agency Debt
4166666.00
5286.00
FANNIE MAE
2033-10-25
6.000000
Government Agency Debt
29616499.00
584148.00
FANNIE MAE
2037-03-25
0.533699
Government Agency Debt
248500.00
28717.00
FANNIE MAE
2039-12-25
4.000000
Government Agency Debt
356300.00
120912.00
FANNIE MAE
2040-02-25
4.500000
Government Agency Debt
1921800.00
598828.00
FANNIE MAE
2040-03-01
5.000000
Government Agency Debt
970000.00
287820.00
FANNIE MAE
2040-03-01
5.500000
Government Agency Debt
1105000.00
877699.00
FANNIE MAE
2040-04-01
5.000000
Government Agency Debt
140000.00
110697.00
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
30000.00
20293.00
FANNIE MAE
2040-09-01
5.000000
Government Agency Debt
65000.00
50582.00
FANNIE MAE
2040-10-01
4.500000
Government Agency Debt
5000.00
3458.00
FANNIE MAE
2040-12-01
4.500000
Government Agency Debt
20000.00
16603.00
FANNIE MAE
2041-01-01
4.500000
Government Agency Debt
10000.00
8197.00
FANNIE MAE
2041-07-01
3.150999
Government Agency Debt
3275000.00
2084036.00
FANNIE MAE
2041-09-25
4.000000
Government Agency Debt
32781356.00
29243618.00
FANNIE MAE
2041-10-01
4.000000
Government Agency Debt
1425000.00
832172.00
FANNIE MAE
2042-01-01
4.500000
Government Agency Debt
55000.00
58058.00
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
65000.00
65834.00
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
735000.00
768331.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
335000.00
352799.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
5000.00
5179.00
FANNIE MAE
2045-05-25
6.000000
Government Agency Debt
8512200.00
232450.00
FREDDIE MAC
2026-06-01
4.000000
Government Agency Debt
7020000.00
5279713.00
FREDDIE MAC
2026-09-01
3.500000
Government Agency Debt
35000.00
31493.00
FREDDIE MAC
2026-11-01
4.000000
Government Agency Debt
226532.00
159090.00
FREDDIE MAC
2039-06-01
4.500000
Government Agency Debt
50000.00
33188.00
FREDDIE MAC
2039-12-15
2.500000
Government Agency Debt
500000.00
485675.00
FREDDIE MAC
2040-01-01
5.500000
Government Agency Debt
100000.00
70794.00
FREDDIE MAC
2040-12-15
2.000000
Government Agency Debt
25202300.00
24472659.00
FREDDIE MAC
2041-03-15
2.000000
Government Agency Debt
45500.00
44580.00
FREDDIE MAC
2041-03-15
2.250000
Government Agency Debt
142900.00
141438.00
FREDDIE MAC
2041-08-15
4.000000
Government Agency Debt
33530500.00
24436657.00
FREDDIE MAC
2041-10-01
4.000000
Government Agency Debt
3480000.00
2703138.00
FREDDIE MAC
2042-01-01
3.500000
Government Agency Debt
10000.00
8983.00
FREDDIE MAC
2042-06-01
2.710000
Government Agency Debt
9665000.00
9084223.00
NEXTERA ENERGY CAPITAL
2067-06-15
6.650000
Other Note
53800.00
58339.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
ING Financial Markets LLC
N/A
N/A
N
N
100000000.00
100000000.00
0.0037
N
100000000.00
100000000.00
ING Financial Markets LLC
ING Financial Markets LLC 0.280000%
610267887791573IN
0000877559
Government Agency Repurchase Agreement
N
FANNIE MAE
2040-03-01
5.000000
Government Agency Debt
300000.00
89017.00
FANNIE MAE
2040-03-01
5.500000
Government Agency Debt
7775000.00
6175663.00
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
70000.00
47350.00
FANNIE MAE
2040-09-01
5.000000
Government Agency Debt
160000.00
124508.00
FANNIE MAE
2040-10-01
4.500000
Government Agency Debt
850000.00
587824.00
FANNIE MAE
2040-12-01
4.500000
Government Agency Debt
80000.00
66412.00
FANNIE MAE
2041-06-01
4.500000
Government Agency Debt
420000.00
345880.00
FANNIE MAE
2041-09-25
4.000000
Government Agency Debt
180000.00
160575.00
FANNIE MAE
2041-10-01
4.000000
Government Agency Debt
1395000.00
814652.00
FANNIE MAE
2041-12-01
4.500000
Government Agency Debt
30000.00
31021.00
FANNIE MAE
2042-01-01
4.500000
Government Agency Debt
115000.00
121395.00
FANNIE MAE
2042-05-01
4.000000
Government Agency Debt
45000.00
45997.00
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
85000.00
88046.00
FANNIE MAE
2043-01-01
3.500000
Government Agency Debt
15000.00
16048.00
FREDDIE MAC
2026-09-01
3.500000
Government Agency Debt
115000.00
103477.00
FREDDIE MAC
2032-03-15
1.205700
Government Agency Debt
23722500.00
378630.00
FREDDIE MAC
2035-05-15
6.000000
Government Agency Debt
2782600.00
626850.00
FREDDIE MAC
2035-07-01
2.819000
Government Agency Debt
5395000.00
1331245.00
FREDDIE MAC
2039-12-15
2.500000
Government Agency Debt
6100000.00
5925232.00
FREDDIE MAC
2041-08-15
4.000000
Government Agency Debt
234102900.00
170611598.00
FREDDIE MAC
2041-09-15
4.000000
Government Agency Debt
79975000.00
70607730.00
FREDDIE MAC
2041-10-01
4.000000
Government Agency Debt
2000000.00
1553527.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
250000000.00
250000000.00
0.0093
N
250000000.00
250000000.00
ING Financial Markets LLC
ING Financial Markets LLC 0.280000%
625293607791574IN
0000877559
Other Repurchase Agreement
N
ABBVIE INC
2015-11-06
1.200000
Other Note
3000000.00
3022990.00
AMERICAN HONDA FINANCE
2017-02-28
2.125000
Other Note
3475000.00
3607927.00
ANHEUSER-BUSCH INBEV FIN
2043-01-17
4.000000
Other Note
2000000.00
1975329.00
BANK OF AMERICA CORP
2014-05-15
7.375000
Other Note
15000000.00
16392065.00
BANK OF AMERICA CORP
2016-08-01
6.500000
Other Note
3000000.00
3567600.00
BB&T CORPORATION
2017-03-22
2.149999
Other Note
1850000.00
1916220.00
BHP BILLITON FIN USA LTD
2014-04-01
5.500000
Other Note
1500000.00
1614346.00
BHP BILLITON FIN USA LTD
2017-03-29
5.400000
Other Note
1500000.00
1771605.00
BLACK & DECKER
2016-11-15
5.750000
Other Note
300000.00
347952.00
CATERPILLAR FIN SERV CRP
2013-04-05
2.000000
Other Note
100000.00
100927.00
CATHOLIC HEALTH INITIATI
2042-11-01
4.349999
Other Note
5000000.00
4936575.00
CITIGROUP INC
2014-08-12
6.375000
Other Note
1000000.00
1107290.00
CITIGROUP INC
2016-01-15
1.250000
Other Note
2000000.00
1990749.00
CITIGROUP INC
2020-08-09
5.375000
Other Note
1500000.00
1788647.00
COMMONWEALTH BANK AUST
2014-10-15
3.750000
Other Note
10000000.00
10599775.00
CONOCOPHILLIPS COMPANY
2022-12-15
2.399999
Other Note
1000000.00
964383.00
DIAGEO FINANCE BV
2015-10-28
5.299999
Other Note
8000000.00
9050036.00
DUKE ENERGY CAROLINAS
2042-09-30
4.000000
Other Note
965000.00
963942.00
GENERAL ELEC CAP CORP
2015-07-02
1.625000
Other Note
998000.00
1017006.00
GENERAL ELEC CAP CORP
2032-08-17
4.000000
Other Note
1056000.00
1063386.00
GENERAL ELEC CAP CORP
2032-09-17
4.000000
Other Note
1330000.00
1340517.00
GOLDMAN SACHS GROUP INC
2015-01-12
0.805000
Other Note
275000.00
273037.00
GOLDMAN SACHS GROUP INC
2017-01-15
5.625000
Other Note
1350000.00
1504202.00
GOLDMAN SACHS GROUP INC
2037-10-01
6.750000
Other Note
16350000.00
18707792.00
JPMORGAN CHASE & CO
2014-06-01
4.650000
Other Note
21470000.00
22774948.00
MERRILL LYNCH & CO
2015-01-15
5.000000
Other Note
350000.00
373675.00
MORGAN STANLEY
2042-07-24
6.375000
Other Note
3000000.00
3552127.00
MORGAN STANLEY CAPITAL I TRUST
2044-07-12
5.730999
Other Note
29795000.00
33996437.00
RIO TINTO FIN USA LTD
2015-11-02
1.875000
Other Note
2000000.00
2060407.00
SOUTH CAROLINA ELEC&GAS
2018-11-01
6.500000
Other Note
7783000.00
9949052.00
SOUTHERN CALIF GAS CO
2042-09-15
3.750000
Other Note
1300000.00
1274478.00
ST JUDE MEDICAL INC
2014-07-15
3.750000
Other Note
1000000.00
1045872.00
SUMITOMO MITSUI BANKING
2016-01-18
0.900000
Other Note
5000000.00
4979000.00
TOTAL CAPITAL INTL SA
2017-06-28
1.550000
Other Note
1000000.00
1009378.00
TOYOTA MOTOR CREDIT CORP
2016-09-15
2.000000
Other Note
4750000.00
4958098.00
TOYOTA MOTOR CREDIT CORP
2023-01-10
2.625000
Other Note
3990000.00
3943111.00
UNITED PARCEL SERVICE
2022-10-01
2.450000
Other Note
1610000.00
1589699.00
UNITEDHEALTH GROUP INC
2022-03-15
2.875000
Other Note
1500000.00
1524855.00
VERIZON GLOBAL FUNDING
2030-12-01
7.750000
Other Note
999000.00
1439231.00
WAL-MART STORES INC
2041-04-15
5.625000
Other Note
600000.00
759293.00
WALT DISNEY COMPANY/THE
2021-08-16
2.750000
Other Note
6000000.00
6160197.00
XTO ENERGY INC
2036-04-01
6.099999
Other Note
17000000.00
23488795.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
195000000.00
195000000.00
0.0073
N
195000000.00
195000000.00
JPMorgan Chase Bank NA
JPMorgan Chase Bank NA 0.404701%
48125LBG6
Other Note
N
First Tier Security
N/A
N/A
2013-02-21
2013-06-21
N
N
N
280000000.00
280000000.00
0.0104
N
280005600.00
280005600.00
JPMorgan Chase Bank NA
JPMorgan Chase Bank NA 0.372999%
48125LER9
Other Note
N
First Tier Security
N/A
N/A
2013-04-18
2013-06-18
N
N
N
195000000.00
195000000.00
0.0073
N
195072150.00
195072150.00
JPMorgan Chase Putters/Drivers Trust
JPMorgan Chase Putters/Drivers Trust, Series T0005 0.190000%
46636YHW3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
33000000.00
33000000.00
0.0012
N
33000000.00
33000000.00
JPMorgan Chase Putters/Drivers Trust
JPMorgan Chase Putters/Drivers Trust, Series T0007 0.190000%
46636YJA9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
29110000.00
29110000.00
0.0011
N
29110000.00
29110000.00
JPMorgan Chase Putters/Drivers Trust
JPMorgan Chase Putters/Drivers Trust Series T0014 0.190000%
46636YLF5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
19375000.00
19375000.00
0.0007
N
19375000.00
19375000.00
JPMorgan Securities LLC
JPMorgan Securities LLC 0.579999%
623157257791571JP
000782124
Other Repurchase Agreement
N
BAYVIEW COMMERCIAL ASSET TRUST
2037-01-25
3.684330
Other Note
48500000.00
601107.00
BEAR STEARNS ASSET BACKED SECURITIES TRUST
2036-03-25
0.155470
Other Note
244820737.00
809219.00
CHASE MORTGAGE FINANCE CORPORATION
2036-09-25
0.00
Other Note
157438000.00
272917.00
CHASE MORTGAGE FINANCE CORPORATION
2036-09-25
0.00
Other Note
60114000.00
200723.00
CHASE MORTGAGE FINANCE CORPORATION
2037-03-25
0.250000
Other Note
58967000.00
236295.00
CHASE MORTGAGE FINANCE CORPORATION
2037-03-25
0.250000
Other Note
39907000.00
72422.00
CHASE MORTGAGE FINANCE CORPORATION
2037-05-25
6.000000
Other Note
2604166.00
207819.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2037-02-25
0.482860
Other Note
534433424.00
4002129.00
CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST
2034-11-25
1.998189
Other Note
25000000.00
560428.00
CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST
2036-01-25
6.000000
Other Note
10175308.00
568475.00
DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST
2035-02-25
4.417559
Other Note
341360182.00
15221661.00
DSLA MORTGAGE LOAN TRUST
2045-03-19
2.432420
Other Note
291667000.00
3722818.00
DSLA MORTGAGE LOAN TRUST
2045-03-19
2.714820
Other Note
368571047.00
3768775.00
DSLA MORTGAGE LOAN TRUST
2045-07-19
2.702500
Other Note
699831000.00
11429518.00
GREENPOINT MORTGAGE FUNDING TRUST
2036-03-25
1.200000
Other Note
122331000.00
1501784.00
GREENPOINT MORTGAGE FUNDING TRUST
2036-04-25
1.000000
Other Note
171461000.00
3780223.00
JP MORGAN COMMERCIAL MORTGAGE FINANCE CORP.
2029-09-15
1.181408
Other Note
1.00
0.00
JP MORGAN MORTGAGE TRUST
2036-10-25
0.500000
Other Note
15680000.00
27475.00
JP MORGAN MORTGAGE TRUST
2037-01-25
0.250000
Other Note
33587000.00
27794.00
JP MORGAN MORTGAGE TRUST
2037-01-25
0.500000
Other Note
25992000.00
181361.00
JP MORGAN MORTGAGE TRUST
2037-01-25
0.500000
Other Note
25000000.00
41377.00
JP MORGAN MORTGAGE TRUST
2037-01-25
6.000000
Other Note
2169341.00
69046.00
JP MORGAN MORTGAGE TRUST
2037-04-25
0.250000
Other Note
127310000.00
70320.00
MORGAN STANLEY MORTGAGE LOAN TRUST
2035-11-25
5.500000
Other Note
6295351.00
428325.00
MORGAN STANLEY MORTGAGE LOAN TRUST
2035-11-25
5.500000
Other Note
6583000.00
409452.00
NOVASTAR MORTGAGE-BACKED NOTES
2046-09-25
0.699999
Other Note
265305853.00
939193.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-02-25
6.000000
Other Note
13959000.00
1327434.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-04-25
0.607393
Other Note
64231702.00
646852.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-05-25
0.661895
Other Note
59596150.00
503105.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-06-25
0.726435
Other Note
64223085.00
655013.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2036-07-25
6.500000
Other Note
16040000.00
1140858.00
STRUCTURED ASSET MORTGAGE INVESTMENTS INC
2046-05-25
2.000000
Other Note
226263000.00
5195359.00
STRUCTURED ASSET SECURITIES CORPORATION
2036-03-25
0.343700
Other Note
11085000.00
457771.00
STRUCTURED ASSET SECURITIES CORPORATION
2036-06-25
5.500000
Other Note
13225000.00
5216800.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2044-07-25
0.00
Other Note
293919000.00
2103949.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2045-11-25
2.000000
Other Note
724960000.00
12335210.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2045-12-25
2.000000
Other Note
328147007.00
5168963.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2046-07-25
0.00
Other Note
271445000.00
1898497.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS
2037-04-25
7.000000
Other Note
6668913.00
449588.00
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
75000000.00
75000000.00
0.0028
Y
75000000.00
75000000.00
JPMorgan Securities LLC
JPMorgan Securities LLC 0.599999%
623644747791572JP
000782124
Other Repurchase Agreement
N
AMERICAN HOME MORTGAGE INVESTMENT TRUST
2044-02-25
1.653699
Other Note
13808000.00
389021.00
AMERICAN HOME MORTGAGE INVESTMENT TRUST
2045-06-25
0.773700
Other Note
109910000.00
1550896.00
AMORTIZING RESIDENTIAL COLLATERAL TRUST
2033-01-25
1.703700
Other Note
3343000.00
198570.00
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST
2045-05-10
5.482999
Other Note
1370280.00
23951.00
BANC OF AMERICA LARGE LOAN
2029-08-15
5.755700
Other Note
412000.00
176157.00
BEAR STEARNS ALT-A TRUST
2035-10-25
0.703699
Other Note
2000000.00
536.00
CHASE MORTGAGE FINANCE CORPORATION
2037-07-25
0.00
Other Note
2268244.00
526206.00
CHASEFLEX TRUST
2037-02-25
0.00
Other Note
4062775.00
856366.00
CHASEFLEX TRUST
2037-07-25
0.00
Other Note
688.00
306.00
CHASEFLEX TRUST
2037-07-25
29.569400
Other Note
6849276.00
3134212.00
CHASEFLEX TRUST
2037-07-25
54.500000
Other Note
28850825.00
31863272.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-12-25
0.603700
Other Note
10393000.00
1889169.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2037-04-25
6.000000
Other Note
36704245.00
9868516.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2037-10-25
1.203700
Other Note
30328781.00
7878271.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2047-01-25
0.803699
Other Note
3000000.00
913403.00
COUNTRYWIDE HOME LOANS
2037-02-25
0.573699
Other Note
12541600.00
3898669.00
DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST
2047-02-25
0.463700
Other Note
36000000.00
4186841.00
DSLA MORTGAGE LOAN TRUST
2045-10-19
0.574699
Other Note
34975000.00
1864645.00
FIELDSTONE MORTGAGE INVESTMENT CORP.
2036-05-25
0.783699
Other Note
9500000.00
1984.00
FINANCE AMERICA MORTGAGE LOAN TRUST
2034-06-25
3.128699
Other Note
7000000.00
15748.00
GREENPOINT MORTGAGE FUNDING TRUST
2037-02-25
0.433699
Other Note
18000000.00
3801231.00
HOMEBANC MORTGAGE TRUST
2037-04-25
2.846874
Other Note
3109900.00
46095.00
HOMEBANC MORTGAGE TRUST
2037-04-25
5.593589
Other Note
4842000.00
85263.00
HSI ASSET LOAN OBLIGATION
2037-06-25
6.000000
Other Note
106500000.00
42675912.00
J.P. MORGAN ALTERNATIVE LOAN TRUST
2036-03-25
0.00
Other Note
370792.00
93304.00
JP MORGAN MORTGAGE TRUST
2037-06-25
0.00
Other Note
449007.00
33832.00
JP MORGAN MORTGAGE TRUST
2037-08-25
6.000000
Other Note
1000.00
901.00
JP MORGAN RESIDENTIAL MORTGAGE ACCEPTANCE CORP.
2044-09-28
5.171865
Other Note
6734305.00
2638935.00
LB-UBS COMMERCIAL MORTGAGE TRUST
2040-02-15
5.972935
Other Note
28101000.00
561703.00
LB-UBS COMMERCIAL MORTGAGE TRUST
2040-02-15
5.972935
Other Note
15544000.00
41794.00
LEHMAN MORTGAGE TRUST
2037-05-25
0.00
Other Note
1025284.00
284003.00
LEHMAN XS TRUST
2046-04-25
0.533699
Other Note
15000000.00
4013045.00
LUMINENT MORTGAGE TRUST
2036-12-25
0.423700
Other Note
4400000.00
252678.00
LUMINENT MORTGAGE TRUST
2046-10-25
0.443699
Other Note
63850000.00
4333025.00
ML-CFC COMMERCIAL MORTGAGE TRUST
2048-08-12
5.557999
Other Note
15000000.00
2606085.00
PRIME MORTGAGE TRUST
2036-06-25
6.000000
Other Note
1919000.00
1632721.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-12-25
6.346300
Other Note
567531572.00
54417609.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-12-25
6.996299
Other Note
3506000.00
380434.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2036-08-25
0.803699
Other Note
19394000.00
2543259.00
RESIX FINANCE LIMITED CREDIT-LINKED NOTES
2037-06-10
3.307700
Other Note
7500000.00
2845.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2034-10-25
1.253700
Other Note
3476000.00
15119.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2034-11-25
0.903699
Other Note
29174000.00
531548.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2035-01-25
2.153700
Other Note
3799000.00
18296.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2035-03-25
1.358700
Other Note
3000000.00
188988.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2036-02-25
2.918207
Other Note
50000.00
5231.00
STRUCTURED ASSET MORTGAGE INVESTMENTS INC
2047-09-25
1.303700
Other Note
13855000.00
15322.00
TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES
2036-07-25
6.000000
Other Note
108922000.00
32324744.00
TERWIN MORTGAGE TRUST
2038-04-25
0.403700
Other Note
5380000.00
2156182.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2046-09-25
1.000000
Other Note
319045456.00
4843489.00
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
2036-03-25
5.415034
Other Note
500000.00
141162.00
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
2036-04-25
2.721591
Other Note
800000.00
79760.00
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
200000000.00
200000000.00
0.0075
Y
200234000.00
200234000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.320504%
4820P2S97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
N
25000000.00
24978444.45
0.0009
N
24986750.00
24986750.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.320518%
4820P2TB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
75000000.00
74913333.34
0.0028
N
74938500.00
74938500.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.320518%
4820P2TC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
100000000.00
99883555.55
0.0037
N
99917000.00
99917000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.320512%
4820P2TR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
25000000.00
24968000.00
0.0009
N
24975500.00
24975500.00
Kells Funding, LLC
Kells Funding, LLC 0.330363%
48802WQY7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
150000000.00
149965625.00
0.0056
N
149982000.00
149982000.00
Kells Funding, LLC
Kells Funding, LLC 0.300450%
48802WRT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
111000000.00
110861250.00
0.0041
N
110869020.00
110869020.00
Kells Funding, LLC
Kells Funding, LLC 0.320598%
48802WRV2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-13
2013-08-13
N
N
N
60000000.00
59897066.67
0.0022
N
59893800.00
59893800.00
Landesbank Hessen-Thueringen Girozentrale
Landesbank Hessen-Thueringen Girozentrale 0.310000%
XLA170X48
0001377054
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
300000000.00
300002747.89
0.0112
N
300006000.00
300006000.00
LMA Americas LLC
LMA Americas LLC 0.270062%
50202TP76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
75000000.00
74996625.00
0.0028
N
74997000.00
74997000.00
LMA Americas LLC
LMA Americas LLC 0.360223%
50202TPD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
98000000.00
97988240.00
0.0037
N
97993140.00
97993140.00
Merrill Lynch Government Securities, Inc.
Merrill Lynch Government Securities, Inc. 0.340000%
624698267791571Me
0000728612
Other Repurchase Agreement
N
ALEXANDRIA REAL ESTATE E
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
1187790.00
ALLIANCE DATA SYSTEMS CO
2013-08-01
1.750000
Other Note
2430000.00
4747613.00
ALLIANCE DATA SYSTEMS CO
2014-05-15
4.750000
Other Note
738000.00
2402211.00
ANGLOGOLD ASHANTI HLDGS
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
8257584.00
ANIXTER INTL INC
2013-02-15
1.000000
Other Note
5133000.00
6176853.00
ARCELORMITTAL
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
8689176.00
AVIS BUDGET GROUP INC
2014-10-01
3.500000
Other Note
1583000.00
2324709.00
BIOMARIN PHARMACEUTICAL
2017-04-23
1.875000
Other Note
171000.00
463214.00
CACI INTERNATIONAL INC
2014-05-01
2.125000
Other Note
4287000.00
4824215.00
CASH AMERICA INTERNATION
2029-05-15
5.250000
Other Note
4742000.00
9210545.00
CEMEX SAB DE CV
2016-03-15
3.250000
Other Note
6686000.00
8147077.00
CIENA CORP
2015-03-15
4.000000
Other Note
5108000.00
5660896.00
CITIGROUP INC COM NEW
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
10818192.00
CMS ENERGY CORP
2029-06-15
5.500000
Other Note
8768000.00
16348180.00
COBALT INTL ENERGY INC
2019-12-01
2.625000
Other Note
2900000.00
2977938.00
COINSTAR INC
2014-09-01
4.000000
Other Note
1000.00
1392.00
CUBIST PHARMACEUTICALS
2017-11-01
2.500000
Other Note
3251000.00
5152835.00
DIGITAL REALTY TRUST LP
2029-04-15
5.500000
Other Note
252000.00
443821.00
EQUINIX INC
2014-10-15
3.000000
Other Note
405000.00
818895.00
EXTERRAN HOLDINGS INC
2014-06-15
4.250000
Other Note
100000.00
118731.00
GENERAL MOTORS CO
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
4222290.00
GILEAD SCIENCES INC
2016-05-01
1.625000
Other Note
3311000.00
6002222.00
GREENBRIER COS INC
2018-04-01
3.500000
Other Note
3411000.00
3333559.00
GT ADV TECHNOLOGIES INC
2017-10-01
3.000000
Other Note
2105000.00
1593232.00
HORNBECK OFFSHORE SERV
2019-09-01
1.500000
Other Note
403000.00
420885.00
KB HOME
2019-02-01
1.375000
Other Note
1720000.00
1752250.00
LINEAR TECHNOLOGY CORP
2027-05-01
3.000000
Other Note
5000.00
5347.00
MASTEC INC
2014-06-15
4.000000
Other Note
3112000.00
5677816.00
NOVELLUS SYSTEMS INC
2041-05-15
2.625000
Other Note
5000000.00
7046458.00
REGENERON PHARMACEUTICAL
2016-10-01
1.875000
Other Note
3249370.00
6978022.00
RYMAN HOSPITALITY PROP
2014-10-01
3.750000
Other Note
2500000.00
4573450.00
SBA COMMUNICATIONS CORP
2013-05-01
1.875000
Other Note
11545000.00
19485853.00
SBA COMMUNICATIONS CORP
2014-10-01
4.000000
Other Note
6000.00
14064.00
STILLWATER MINING COMPAN
2032-10-15
1.750000
Other Note
4488826.00
5572441.00
STONE ENERGY CORP
2017-03-01
1.750000
Other Note
1785000.00
1665265.00
SUNSTONE HOTEL INVESTORS
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
214185.00
SUNTECH POWER HLDGS CO
2013-03-15
3.000000
Other Note
550000.00
275733.00
TAKE-TWO INTERACTIVE SOF
2016-12-01
1.750000
Other Note
1999.00
2046.00
TEVA PHARM FIN CO LLC
2026-02-01
0.250000
Other Note
21000.00
21459.00
THERAVANCE INC
2023-01-15
2.125000
Other Note
5702998.00
5900860.00
TRW AUTOMOTIVE INC
2015-12-01
3.500000
Other Note
4756000.00
9703255.00
UNIVERSAL CORP
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
2400000.00
VECTOR GROUP LTD
2014-11-15
3.750000
Other Note
1183000.00
1444739.00
VIRGIN MEDIA INC
2016-11-15
6.500000
Other Note
5439000.00
11975874.00
VIROPHARMA INC
2017-03-15
2.000000
Other Note
2000000.00
3123871.00
WALTER INVESTMENT MGMT
2019-11-01
4.500000
Other Note
1212000.00
1332449.00
YAHOO INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
10595715.00
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
195000000.00
195000000.00
0.0073
N
195001950.00
195001950.00
Merrill Lynch Government Securities, Inc.
Merrill Lynch Government Securities, Inc. 0.340000%
625001307791572Me
0000728612
Other Repurchase Agreement
N
ALLSTATE CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
3757098.00
ALPS ETF TR JEFF TRJ
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1091636.00
AMGEN INC
2013-02-01
0.375000
Other Note
45070000.00
49999531.00
ANGLOGOLD ASHANTI HLDGS
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
269232.00
ARCELORMITTAL
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
3259320.00
ATLAS ENERGY LP COM UNIT
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2983311.00
BARCLAYS BANK PLC ETN DJUB
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
583297.00
BARCLAYS BANK PLC ETN DJUB
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
458372.00
BARCLAYS BK PLC ETN CBOE
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
788858.00
BARCLAYS BK PLC IPATH S&
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2020847.00
BARCLAYS BK PLC IPMS IND
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2083217.00
BARCLAYS BK PLC IPSPGS T
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2713414.00
BIOMARIN PHARMACEUTICAL
2017-04-23
1.875000
Other Note
2000000.00
5417708.00
CBS CORP NEWCL B
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2725543.00
CEMEX SAB DE CV
2016-03-15
3.250000
Other Note
3750000.00
4569479.00
CLAYMORE EXCHANGE TRD FD TR GUG BLT2
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1240644.00
CLAYMORE EXCHANGE TRD FD TR GUG BLT2
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1047540.00
CLAYMORE EXCHANGE TRD FD TR GUG BULL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1147648.00
CLAYMORE EXCHANGE TRD FD TR GUGG BUL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6539771.00
CLAYMORE EXCHANGE TRD FD TR GUGG BUL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3290555.00
CLAYMORE EXCHANGE TRD FD TR GUGG BUL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3224407.00
CLAYMORE EXCHANGE TRD FD TR GUGG CRP
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1387861.00
CLAYMORE EXCHANGE TRD FD TR WLSHRE50
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
140985.00
CUBIST PHARMACEUTICALS
2017-11-01
2.500000
Other Note
250000.00
396250.00
CURRENCYSHARES CDN DLR TR CDN DOLL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3053068.00
CURRENCYSHARES SWEDISH KRONASWEDISH
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1031906.00
CURRENCYSHS BRIT POUND STER BRIT POU
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6954351.00
CURRENCYSHS JAPANESE YEN TR JAPANESE
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6762445.00
DIGITAL REALTY TRUST LP
2029-04-15
5.500000
Other Note
4041000.00
7116987.00
DIREXION SHS ETF TR 20YR TRE
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5239127.00
DIREXION SHS ETF TR DLY EMRG
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6750965.00
EGA EMERGING GLOBAL SHS TRLOW VOL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1826916.00
EL PASO ENERGY CAP TRST
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
17250.00
ENDO HEALTH SOLUTIONS IN
2015-04-15
1.750000
Other Note
9962000.00
12204972.00
EQUINIX INC
2014-10-15
3.000000
Other Note
1500000.00
3032945.00
EQUINIX INC
2016-06-15
4.750000
Other Note
1500000.00
3948479.00
ETFS ASIAN GOLD TRPHYS ASA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
290902.00
ETFS GOLD TRSHS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2801513.00
EXCHANGE TRADED CONCEPTS TR YORK HII
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1106861.00
FIRST TR BICK INDEX FDCOM SHS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
973624.00
FIRST TR EXCH TRADED FD IINASDQ CL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
135419.00
FIRST TR EXCH TRD ALPHA FD IDEV MRK
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
888498.00
FIRST TR LRGE CP CORE ALPHA COM SHS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1928214.00
FIRST TR MORNINGSTAR DIV LEASHS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3251360.00
FREEPORT-MCMORAN COPPER & GOCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
6801104.00
GENERAL MOTORS CO
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
2561985.00
GILEAD SCIENCES INC
2016-05-01
1.625000
Other Note
500000.00
906406.00
HARTFORD FINL SVCS GRP
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
1126500.00
ISHARES INC EMKTS AS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1134310.00
ISHARES INC EMRG MRK
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2144729.00
ISHARES INC MSCI AUS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2301797.00
ISHARES INC MSCI FRA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2783548.00
ISHARES INC MSCI GLB
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
659016.00
ISHARES INC MSCI GLB
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
452034.00
ISHARES INC MSCI PAC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1268436.00
ISHARES TR2013 S&P
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
799865.00
ISHARES TR2017 S&P
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
931562.00
ISHARES TRAAA A RA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1549500.00
ISHARES TRAGENCY B
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1630133.00
ISHARES TRBARCLYS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6611826.00
ISHARES TRBARCLYS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6195519.00
ISHARES TRBARCLYS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5779138.00
ISHARES TRBARCLYS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2896019.00
ISHARES TRCORE L/T
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2935334.00
ISHARES TRCORE S&P
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2913628.00
ISHARES TRDJ OIL E
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
94819.00
ISHARES TRDJ US FI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5862250.00
ISHARES TREAFE MIN
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3298805.00
ISHARES TRFLTG RAT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1911364.00
ISHARES TRFTSE CHI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
571419.00
ISHARES TRINDONE I
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1995611.00
ISHARES TRLRGE GRW
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1946493.00
ISHARES TRMSCI ACW
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3971459.00
ISHARES TRMSCI BRA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1815695.00
ISHARES TRMSCI GRW
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3047247.00
ISHARES TRNYSE 100
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
379984.00
ISHARES TRPHLX SOX
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2519057.00
ISHARES TRRUSSELL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3578913.00
ISHARES TRS&P AMTF
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1483694.00
ISHARES TRS&P CITI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3673509.00
ISHARES TRS&P GBL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2893592.00
ISHARES TRS&P GBL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2835723.00
ISHARES TRS&P GBL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1970864.00
ISHARES TRS&P SH N
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1897940.00
ISHARES TRS&PCITI1
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2735092.00
ISHARES TRUS TREAS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2813245.00
LINN ENERGY LLC UNIT LTD
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2407376.00
MARKET VECTORS ETF TR BNK & BR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1859588.00
MARKET VECTORS ETF TR BRAZL SM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1889625.00
MARKET VECTORS ETF TR GAMING E
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2289541.00
MARKET VECTORS ETF TR MKTVEC I
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
4755673.00
MARKET VECTORS ETF TR MKTVEC M
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1017095.00
MARKET VECTORS ETF TR MV ENVIR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
131750.00
MARKET VECTORS ETF TR RVE HARD
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3717539.00
MARKET VECTORS ETF TR UNCVTL O
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
641108.00
MEDICINES COMPANY
2017-06-01
1.375000
Other Note
98000.00
122357.00
METLIFE INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
4461768.00
PHH CORP
2014-09-01
4.000000
Other Note
2500000.00
2785417.00
PIMCO ETF TR1-3YR US
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1454526.00
PIMCO ETF TR15+ YR U
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1900852.00
PIMCO ETF TR3-7YR US
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
382484.00
PIMCO ETF TR7-15 YR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1499579.00
PIMCO ETF TRBROAD US
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1756265.00
PIMCO ETF TRCDA BD I
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1851022.00
PIMCO ETF TRINV GRD
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3232687.00
POWERSHARES ACTIVE MNG ETF TUS REAL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
497011.00
POWERSHARES DB G10 CURCY HARCOM UT B
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1985918.00
POWERSHARES ETF TR II BUILD AM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2116938.00
POWERSHARES ETF TR II S&P SMCP
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1068827.00
POWERSHARES ETF TR II S&P500 L
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
4285530.00
POWERSHARES ETF TRUST DIV ACHV
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2485517.00
POWERSHARES ETF TRUST DYNAMIC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1449436.00
POWERSHARES ETF TRUST DYNAMIC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
194875.00
POWERSHARES ETF TRUST FND PUR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
350659.00
POWERSHARES ETF TRUST FND PUR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
308686.00
POWERSHARES ETF TRUST FND PUR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
161405.00
POWERSHARES ETF TRUST FND PUR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
93126.00
POWERSHARES GLOBAL ETF FD S&P 500
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6097266.00
POWERSHARES GLOBAL ETF TRUSTEMER MRK
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2041642.00
POWERSHARES GLOBAL ETF TRUSTEX US SM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
709317.00
POWERSHARES GLOBAL ETF TRUSTGBL CLEA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
712377.00
POWERSHARES GLOBAL ETF TRUSTGBL WTR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2521915.00
POWERSHS DB MULTI SECT COMM DB BASE
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2491973.00
POWERSHS DB MULTI SECT COMM DB PREC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6600571.00
POWERSHS DB MULTI SECT COMM DB SILVE
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1426539.00
PROSHARES TR II ULTRASHR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2860597.00
PROSHARES TRFTSE CHI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
526997.00
PROSHARES TRPSHS CON
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
252354.00
PROSHARES TRPSHS SH
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1882063.00
PROSHARES TRPSHS UL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
195086.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3093416.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1492910.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1180822.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1168783.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1069291.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
728709.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
224474.00
PROSHARES TRPSHS ULT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
215458.00
PROSHARES TRREAL EST
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1380611.00
PROSHARES TRSHT KBW
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
150881.00
PROSHARES TRULT R/ES
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
685042.00
PROSHARES TRULTR 7-1
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1846437.00
PROSHARES TRULTR MSC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
552977.00
PROSHARES TRULTRA HI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
511400.00
PROSHARES TRULTRA MD
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3594500.00
QUALCOMM INCCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
4902038.00
REVENUESHARES ETF TRADR FD
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
563499.00
ROBBINS & MYERS INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
4603344.00
RYDEX ETF TRUST GUG MSCI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
670615.00
RYDEX ETF TRUST GUG MSCI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
670491.00
RYDEX ETF TRUST GUG RUSS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3027776.00
RYDEX ETF TRUST GUG RUSS
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
207543.00
RYDEX ETF TRUST GUG S&P
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2012648.00
RYDEX ETF TRUST GUG S&P5
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1881993.00
SBA COMMUNICATIONS CORP
2014-10-01
4.000000
Other Note
1190000.00
2789316.00
SBA COMMUNICATIONS CORP
2014-10-01
4.000000
Other Note
4000.00
9376.00
SCHWAB STRATEGIC TR INTRM TR
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3429223.00
SILVER WHEATON CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
4139644.00
SPDR INDEX SHS FDSEMERG MK
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
4926522.00
SPDR INDEX SHS FDSGLB NAT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
113423.00
SPDR INDEX SHS FDSLATIN AM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1877427.00
SPDR INDEX SHS FDSMSCI ACW
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2171259.00
SPDR INDEX SHS FDSS&P BRIC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3568765.00
SPDR INDEX SHS FDSS&P CHIN
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
859665.00
SPDR INDEX SHS FDSS&P INTL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5289123.00
SPDR INDEX SHS FDSS&P WRLD
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5865434.00
SPDR SERIES TRUST BARC SHT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
123317.00
SPDR SERIES TRUST BRC MTG
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1086714.00
SPDR SERIES TRUST BRCLY EM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2483516.00
SPDR SERIES TRUST BRCLYS 1
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2853523.00
SPDR SERIES TRUST BRCLYS I
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2174536.00
SPDR SERIES TRUST BRCLYS L
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3371260.00
SPDR SERIES TRUST DB INT G
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
6056894.00
SPDR SERIES TRUST DJ LRG C
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
299696.00
SPDR SERIES TRUST DJ MID C
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1023785.00
SPDR SERIES TRUST DJ REIT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1497005.00
SPDR SERIES TRUST GLB DOW
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1023326.00
SPDR SERIES TRUST INTR TRM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2597813.00
SPDR SERIES TRUST LNG TRM
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2666853.00
SPDR SERIES TRUST MORGAN T
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1589735.00
SPDR SERIES TRUST S&P 400
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
768235.00
SPDR SERIES TRUST S&P 600
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2664877.00
SPDR SERIES TRUST S&P DIVI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
5407032.00
SPDR SERIES TRUST SHRT INT
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3463092.00
TEUCRIUM COMMODITY TR CORN FD
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2544353.00
TRAVELCENTERS OF AMERICA LLCCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2699733.00
VANGUARD BD INDEX FD INCINTERMED
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3765413.00
VANGUARD INDEX FDSLARGE CA
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3190067.00
VANGUARD INDEX FDSMID CAP
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
4423359.00
VANGUARD SCOTTSDALE FDS SHTRM GV
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1747673.00
VANGUARD SCOTTSDALE FDS VNG RUS1
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1216562.00
VANGUARD SCOTTSDALE FDS VNG RUS2
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3430521.00
VANGUARD SCOTTSDALE FDS VNG RUS2
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1467653.00
VANGUARD WORLD FD EXTENDED
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3603410.00
VIRGIN MEDIA INC
2016-11-15
6.500000
Other Note
5000.00
11009.00
WESTERN REFINING INC
2014-06-15
5.750000
Other Note
1907000.00
6398895.00
WESTERN UN CO COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
1167375.00
WILLIAMS PARTNERS L P COM UNIT
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2678868.00
WISDOMTREE TR ASIA LC
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
4263343.00
WISDOMTREE TRUSTBRAZILN
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2672405.00
WISDOMTREE TRUSTCHINESE
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2880997.00
WISDOMTREE TRUSTDRYFS CU
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2121078.00
WISDOMTREE TRUSTINDIA ER
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
2846855.00
WISDOMTREE TRUSTINTL DIV
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
4032077.00
WISDOMTREE TRUSTJP SMALL
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3348945.00
WISDOMTREE TRUSTLARGECAP
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
3611914.00
WISDOMTREE TRUSTTOTAL DI
2013-01-31
0.00
Other Instrument
Exchange Traded Fund
0.00
1287188.00
ZYNGA INC CL A
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
6304355.00
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
500000000.00
500000000.00
0.0187
N
500010000.00
500010000.00
Merrill Lynch Government Securities, Inc.
Joint Account I 0.130000%
62529904779157MER
0000728612
Government Agency Repurchase Agreement
N
TINT 02/15/22
2022-02-15
0.00
Treasury Debt
38339.54
32096.72
TSY INFL IX N/B
2013-04-15
0.625000
Treasury Debt
254227.35
278390.89
TSY INFL IX N/B
2014-07-15
2.000000
Treasury Debt
423523.08
549260.09
TSY INFL IX N/B
2015-04-15
0.500000
Treasury Debt
555292.31
621157.07
TSY INFL IX N/B
2019-01-15
2.125000
Treasury Debt
880.34
1146.79
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
1452991.45
1452991.45
0.0001
N
1452991.45
1452991.45
Merrill Lynch Government Securities, Inc.
Joint Account III 0.160000%
62529910779157MER
0000728612
Government Agency Repurchase Agreement
N
FANNIE MAE
2026-03-01
3.500000
Government Agency Debt
32645414.80
27831427.63
FANNIE MAE
2026-06-01
4.000000
Government Agency Debt
35082885.16
27829364.79
FANNIE MAE
2026-07-01
4.000000
Government Agency Debt
27976345.37
27433770.88
FANNIE MAE
2026-10-01
3.500000
Government Agency Debt
3097556.02
3113449.28
FANNIE MAE
2027-01-01
3.500000
Government Agency Debt
27708787.73
27592146.11
FANNIE MAE
2027-04-01
3.000000
Government Agency Debt
28727821.54
27621277.31
FANNIE MAE
2032-08-01
3.000000
Government Agency Debt
27317466.01
27500096.92
FANNIE MAE
2032-09-01
3.000000
Government Agency Debt
27228143.40
27523415.04
FANNIE MAE
2036-09-01
5.500000
Government Agency Debt
22175132.97
3959216.18
FANNIE MAE
2038-05-01
5.000000
Government Agency Debt
123590112.37
27779105.99
FANNIE MAE
2041-07-01
5.500000
Government Agency Debt
33984327.16
27625757.11
FANNIE MAE
2042-11-01
3.500000
Government Agency Debt
26186472.93
27738468.01
FREDDIE MAC
2040-05-01
5.500000
Government Agency Debt
36171198.39
27542897.58
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
302029506.55
302029506.55
0.0113
N
302029506.55
302029506.55
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp. 0.299999%
60682ACD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
300000000.00
300000000.00
0.0112
N
300021000.00
300021000.00
Mizuho Corp. Bank, Ltd.
Mizuho Corp. Bank, Ltd 0.270000%
088559401
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
70000000.00
69953306.17
0.0026
N
69939100.00
69939100.00
Mizuho Corp. Bank, Ltd.
Mizuho Corp. Bank, Ltd. 0.280000%
60687G5K0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
200000000.00
200000000.00
0.0075
N
200006000.00
200006000.00
Mizuho Corp. Bank, Ltd.
Mizuho Corp. Bank, Ltd. 0.260000%
60687G6G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
195000000.00
195000000.00
0.0073
N
195000000.00
195000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.160000%
62529617779157Mor
0001359291
Government Agency Repurchase Agreement
N
FANNIE MAE
2027-12-01
2.500000
Government Agency Debt
74902283.00
77250000.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
75000000.00
75000000.00
0.0028
N
75000000.00
75000000.00
National Bank of Kuwait
National Bank of Kuwait 0.190000%
62528653
Other Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
250000000.00
250000000.00
0.0093
N
250000000.00
250000000.00
New Jersey Puttable Floating Option Tax-Exempt Receipts
New Jersey Puttable Floating Option Tax-Exempt Receipts, Series MT-823 0.169998%
74703UFV5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Bank of America N.A.
N/A
N/A
N
N
24500000.00
24500000.00
0.0009
N
24500000.00
24500000.00
Newport Funding Corp.
Newport Funding Corp. 0.310243%
65184TPK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
65000000.00
64989925.00
0.0024
N
64993500.00
64993500.00
Newport Funding Corp.
Newport Funding Corp. 0.310243%
65184TPS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
50046000.00
50035226.21
0.0019
N
50038993.56
50038993.56
Nieuw Amsterdam Receivables Corp.
Nieuw Amsterdam Receivables Corp. 0.250168%
65409RPD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
140000000.00
139988333.33
0.0052
N
139991600.00
139991600.00
Nuveen, OT Municipal Market Opportunity Fund, Inc.
Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1 0.239998%
67062W608
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
DEUTSCHE BANK AKTIENGESELLSCHAFT
N/A
N/A
N
N
25000000.00
25000000.00
0.0009
N
25000000.00
25000000.00
Overseas Private Investment Corp.
Overseas Private Investment Corp. 0.169998%
690353VV6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
Y
UNITED STATES OF AMERICA
N/A
N/A
N
86000000.00
86000000.00
0.0032
N
86000000.00
86000000.00
Overseas Private Investment Corp.
Overseas Private Investment Corp. 0.160001%
690353WC7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
Y
UNITED STATES OF AMERICA
N/A
N/A
N
25000000.00
25000000.00
0.0009
N
25000000.00
25000000.00
Overseas Private Investment Corp.
Overseas Private Investment Corp. 0.160001%
690353WD5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
Y
UNITED STATES OF AMERICA
N/A
N/A
N
18500000.00
18500000.00
0.0007
N
18500000.00
18500000.00
Port of Corpus Christi, TX Authority of Nueces County
Port of Corpus Christi, TX Authority of Nueces County, Series A 0.110000%
733908AL1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
KOCH INDUSTRIES, INC.
N/A
N/A
Y
KOCH INDUSTRIES, INC.
N/A
N/A
N
33100000.00
33100000.00
0.0012
N
33100000.00
33100000.00
Providence Health & Services - Washington
Providence Health & Services - Washington 0.200001%
743755AG5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
U.S. BANK NATIONAL ASSOCIATION
N/A
N/A
N
N
47000000.00
47000000.00
0.0018
N
47000000.00
47000000.00
RBS Securities, Inc.
RBS Securities, Inc. 0.359999%
625293477791571RB
0000808379
Other Repurchase Agreement
N
DOMINICAN REPUBLIC
2018-01-23
9.039999
Other Note
491.00
606.00
FANNIE MAE
2043-02-25
3.000000
Government Agency Debt
40687000.00
40009927.00
FREDDIE MAC
2043-02-01
3.500000
Government Agency Debt
23555000.00
24766032.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2062-12-20
1.649999
Government Agency Debt
35963211.00
36010970.00
REPUBLIC OF VENEZUELA
2019-10-13
7.750000
Other Note
50000.00
49777.00
REPUBLIC OF VENEZUELA
2020-12-09
6.000000
Other Note
1280000.00
1120000.00
REPUBLIC OF VENEZUELA
2027-09-15
9.250000
Other Note
5000000.00
5305938.00
REPUBLIC OF VENEZUELA
2031-08-05
11.949999
Other Note
150000.00
182864.00
REPUBLIC OF VENEZUELA
2038-03-31
7.000000
Other Note
670000.00
560846.00
ROYAL BK SCOTLND GRP PLC
2031-09-30
7.647999
Other Note
50000.00
52625.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
100000000.00
100000000.00
0.0037
N
100000000.00
100000000.00
RBS Securities, Inc.
RBS Securities, Inc. 0.460000%
625296797791572RB
0000808379
Other Repurchase Agreement
N
GNSR 46AX42
2026-01-15
7.000000
Government Agency Debt
30072.00
30727.00
GNSR 46AX59
2025-12-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AX67
2025-10-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AX75
2025-08-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AX83
2025-07-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AX91
2025-05-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AXQ3
2026-01-15
7.000000
Government Agency Debt
32513.00
33221.00
GNSR 46AXR1
2025-10-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AXS9
2025-09-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AXT7
2025-07-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AXU4
2025-06-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AXV2
2025-04-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AXW0
2025-02-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AY58
2026-03-15
7.000000
Government Agency Debt
48337.00
49391.00
GNSR 46AY66
2025-12-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AY74
2025-11-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AY82
2025-09-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AY90
2025-07-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYA7
2025-03-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYB5
2025-02-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYE9
2026-02-15
7.000000
Government Agency Debt
38166.00
38997.00
GNSR 46AYF6
2025-12-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AYG4
2025-10-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYH2
2025-09-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AYN9
2026-02-15
7.000000
Government Agency Debt
39429.00
40287.00
GNSR 46AYP4
2025-12-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AYQ2
2025-10-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYR0
2025-08-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYS8
2025-06-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYT6
2025-04-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYU3
2025-03-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AYV1
2025-01-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AZA6
2025-05-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AZB4
2025-04-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AZC2
2025-02-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AZD0
2024-12-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AZE8
2024-10-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AZK4
2026-03-15
7.000000
Government Agency Debt
49265.00
50338.00
GNSR 46AZL2
2025-12-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AZM0
2025-11-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AZN8
2025-09-15
7.000000
Government Agency Debt
25000.00
25545.00
GNSR 46AZP3
2025-07-15
7.000000
Government Agency Debt
25000.00
25544.00
GNSR 46AZQ1
2025-06-15
7.000000
Government Agency Debt
25000.00
25544.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2026-12-20
3.500000
Government Agency Debt
39511107.00
34897071.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-03-20
3.000000
Government Agency Debt
505000.00
485953.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-04-20
4.500000
Government Agency Debt
46924169.00
44297135.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-06-20
3.500000
Government Agency Debt
40000000.00
41141248.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-11-20
3.000000
Government Agency Debt
13870000.00
14444746.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2060-06-20
5.150000
Government Agency Debt
25204698.00
29007345.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2061-04-20
4.804999
Government Agency Debt
45394485.00
51300476.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2061-06-20
4.836999
Government Agency Debt
24767329.00
27826862.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2062-04-20
4.504999
Government Agency Debt
4558455.00
5314556.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
245000000.00
245000000.00
0.0091
N
245000000.00
245000000.00
Regency Markets No. 1 LLC
Regency Markets No. 1 LLC 0.190029%
7588R0PL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
N
130000000.00
129986963.88
0.0049
N
129985700.00
129985700.00
Royal Park Investments Funding Corp.
Royal Park Investments Funding Corp. 1.005025%
78064RVV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
75000000.00
74843750.00
0.0028
N
74968500.00
74968500.00
Royal Park Investments Funding Corp.
Royal Park Investments Funding Corp. 0.350306%
78064RWC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
60000000.00
59956833.33
0.0022
N
59974800.00
59974800.00
Royal Park Investments Funding Corp.
Royal Park Investments Funding Corp. 0.350306%
78064RWE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
N
50000000.00
49960138.89
0.0019
N
49976500.00
49976500.00
Royal Park Investments Funding Corp.
Royal Park Investments Funding Corp. 0.350309%
78064RWG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
71000000.00
70939945.83
0.0026
N
70963790.00
70963790.00
Royal Park Investments Funding Corp.
Royal Park Investments Funding Corp. 0.450540%
78064TQF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
40000000.00
39966500.00
0.0015
N
39985200.00
39985200.00
San Francisco, CA City & County Airports Commission
San Francisco, CA City & County Airports Commission Series A-2 0.099999%
79765A3L8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
30000000.00
30000000.00
0.0011
N
30000000.00
30000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.170000%
62512084
0000917311
Other Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
750000000.00
750000000.00
0.0280
N
750000000.00
750000000.00
Societe Generale
Societe Generale 0.230000%
83369TME4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
343000000.00
343000000.00
0.0128
N
343000000.00
343000000.00
Societe Generale
Societe Generale 0.550000%
625001787791571So
0000865845
Other Repurchase Agreement
N
ALLSTATE CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2889742.00
APPLE INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
8473740.00
BOEING CO COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
418450.00
COSTCO WHSL CORP NEWCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
12870693.00
EBAY INCCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
10224697.00
EXXON MOBIL CORPCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
530329.00
FIDELITY NATL INFORMATION SVCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
11029677.00
GOOGLE INC CL A
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
13142272.00
HUDSON CITY BANCORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
11573876.00
INTERNATIONAL BUSINESS MACHSCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
910345.00
INVESCO LTD SHS
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
87074.00
JPMORGAN CHASE & CO COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
26016.00
MERCK & CO INC NEW COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
12897707.00
MICROSOFT CORP COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
15437896.00
MONDELEZ INTL INC CL A
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
6363175.00
MORGAN STANLEYCOM NEW
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
14410069.00
PROCTER & GAMBLE CO COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
1747862.00
PRUDENTIAL FINL INC COM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
12831522.00
STARBUCKS CORPCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
2091544.00
UNUM GROUPCOM
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
9793053.00
US BANCORP DELCOM NEW
2013-01-31
0.00
Other Instrument
COMMON SHARES
0.00
14250366.00
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
150000000.00
150000000.00
0.0056
N
150000000.00
150000000.00
Societe Generale
Societe Generale 0.170000%
625294747791572SO
0000865845
Government Agency Repurchase Agreement
N
FANNIE MAE
2025-11-01
4.000000
Government Agency Debt
30624651.00
23744160.00
FANNIE MAE
2026-01-01
4.000000
Government Agency Debt
28367288.00
23021116.00
FANNIE MAE
2026-08-01
3.500000
Government Agency Debt
26211577.00
23329093.00
FANNIE MAE
2027-07-01
3.000000
Government Agency Debt
23321538.00
23345094.00
FANNIE MAE
2027-11-01
2.500000
Government Agency Debt
22832945.00
23312642.00
FANNIE MAE
2027-11-01
2.500000
Government Agency Debt
22328248.00
22946171.00
FANNIE MAE
2028-01-01
3.000000
Government Agency Debt
22204846.00
23687797.00
FANNIE MAE
2032-01-01
4.000000
Government Agency Debt
25001435.00
23036131.00
FANNIE MAE
2032-05-01
3.500000
Government Agency Debt
25239692.00
23744011.00
FANNIE MAE
2032-12-01
3.000000
Government Agency Debt
2131295.00
2204499.00
FANNIE MAE
2037-11-01
6.000000
Government Agency Debt
90658753.00
23655524.00
FANNIE MAE
2039-09-01
5.000000
Government Agency Debt
50000000.00
23757121.00
FANNIE MAE
2039-12-01
5.000000
Government Agency Debt
37030895.00
23210801.00
FANNIE MAE
2040-08-01
3.291999
Government Agency Debt
46621142.00
23612446.00
FANNIE MAE
2040-12-01
2.757000
Government Agency Debt
50250022.00
23621768.00
FANNIE MAE
2041-01-01
4.000000
Government Agency Debt
24124831.00
23543921.00
FANNIE MAE
2041-03-01
4.500000
Government Agency Debt
23336531.00
23522501.00
FANNIE MAE
2041-03-01
4.500000
Government Agency Debt
22779495.00
22896837.00
FANNIE MAE
2041-08-01
5.000000
Government Agency Debt
22991538.00
23827373.00
FANNIE MAE
2042-01-01
4.000000
Government Agency Debt
22675147.00
23412079.00
FANNIE MAE
2042-04-01
2.505999
Government Agency Debt
26873896.00
23741583.00
FANNIE MAE
2042-04-01
4.000000
Government Agency Debt
22490006.00
23614636.00
FANNIE MAE
2042-04-01
4.000000
Government Agency Debt
22259918.00
23500645.00
FANNIE MAE
2042-05-01
3.500000
Government Agency Debt
21856584.00
22893420.00
FANNIE MAE
2042-11-01
3.000000
Government Agency Debt
22365516.00
23089449.00
FANNIE MAE
2042-11-01
3.500000
Government Agency Debt
22325281.00
23696622.00
FANNIE MAE
2043-01-01
3.500000
Government Agency Debt
22315399.00
23588217.00
FANNIE MAE
2043-01-01
4.000000
Government Agency Debt
21023948.00
23270561.00
FANNIE MAE
2043-02-01
3.000000
Government Agency Debt
22547890.00
23373256.00
FREDDIE MAC
2023-01-01
2.000000
Government Agency Debt
22537706.00
22879528.00
FREDDIE MAC
2023-02-01
2.000000
Government Agency Debt
22933556.00
23281473.00
FREDDIE MAC
2026-08-01
4.000000
Government Agency Debt
23097856.00
23594805.00
FREDDIE MAC
2026-10-01
3.000000
Government Agency Debt
25000000.00
23058132.00
FREDDIE MAC
2026-11-01
3.500000
Government Agency Debt
22400000.00
23116668.00
FREDDIE MAC
2040-09-01
4.500000
Government Agency Debt
26315067.00
23739039.00
FREDDIE MAC
2040-09-01
5.000000
Government Agency Debt
25216131.00
23470014.00
FREDDIE MAC
2041-07-01
3.101000
Government Agency Debt
30591438.00
23115626.00
FREDDIE MAC
2041-11-01
4.000000
Government Agency Debt
26669914.00
22909341.00
FREDDIE MAC
2042-02-01
4.000000
Government Agency Debt
23741889.00
23175501.00
FREDDIE MAC
2042-05-01
2.391000
Government Agency Debt
25527213.00
23453561.00
FREDDIE MAC
2042-07-01
3.500000
Government Agency Debt
21934534.00
23000661.00
FREDDIE MAC
2043-01-01
3.500000
Government Agency Debt
21789756.00
22968269.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-12-20
2.000000
Government Agency Debt
22580000.00
23650265.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-01-20
2.000000
Government Agency Debt
22275272.00
23337773.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2052-06-15
5.179999
Government Agency Debt
20726182.00
23049870.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
1000000000.00
1000000000.00
0.0373
N
1000000000.00
1000000000.00
Standard Chartered Bank
Standard Chartered Bank 0.299999%
85325BTY0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
172000000.00
172000000.00
0.0064
N
172008600.00
172008600.00
Standard Chartered Bank
Standard Chartered Bank 0.299999%
85325BTZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
172000000.00
172000000.00
0.0064
N
172008600.00
172008600.00
Standard Chartered Bank
Standard Chartered Bank 0.170000%
62512081
0000861350
Other Note
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
700000000.00
700000000.00
0.0261
N
700000000.00
700000000.00
State of Texas
State of Texas 0.179999%
882720H32
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Landesbank Hessen-Thueringen Gir
N/A
N/A
N
N
25460000.00
25460000.00
0.0010
N
25460000.00
25460000.00
State of Texas
State of Texas 0.150000%
882720L94
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Landesbank Hessen-Thueringen Gir
N/A
N/A
N
N
23000000.00
23000000.00
0.0009
N
23000000.00
23000000.00
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp. 0.260000%
86562DU81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
300000000.00
300000000.00
0.0112
N
300006000.00
300006000.00
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp. 0.250000%
86562DX70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
150000000.00
150000000.00
0.0056
N
150000000.00
150000000.00
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd. 0.390000%
084351474
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
100000000.00
100000138.71
0.0037
N
100006000.00
100006000.00
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd. 0.390000%
084479900
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
100000000.00
100000194.19
0.0037
N
100008000.00
100008000.00
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd. 0.295001%
087558193
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-11
2013-04-11
N
N
N
100000000.00
99943499.73
0.0037
N
99942000.00
99942000.00
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd 0.380000%
86562WR83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
50000000.00
50007750.20
0.0019
N
50014500.00
50014500.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.384998%
86959JCN6
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-02-04
N
N
N
195000000.00
195000000.00
0.0073
N
194857650.00
194857650.00
The Norinchukin Bank
The Norinchukin Bank 0.289999%
65602NJF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
450000000.00
450000000.00
0.0168
N
450031500.00
450031500.00
The Norinchukin Bank
The Norinchukin Bank 0.489999%
65602Q7M3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
85000000.00
85008893.42
0.0032
N
85018700.00
85018700.00
U.S. Treasury Note
U.S. Treasury Note 3.125000%
912828JM3
Treasury Debt
N
First Tier Security
N/A
N/A
2013-09-30
2013-09-30
N
N
N
37500000.00
38221600.60
0.0014
N
38235375.00
38235375.00
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828NN6
Treasury Debt
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
N
63000000.00
63210981.33
0.0024
N
63253449.00
63253449.00
U.S. Treasury Note
U.S. Treasury Note 0.500000%
912828PB0
Treasury Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
347750000.00
348460357.37
0.0130
N
348619375.00
348619375.00
U.S. Treasury Note
U.S. Treasury Note 0.125000%
912828RK8
Treasury Debt
N
First Tier Security
N/A
N/A
2013-09-30
2013-09-30
N
N
N
42500000.00
42477135.09
0.0016
N
42496600.00
42496600.00
UBS Securities LLC
UBS Securities LLC 0.500000%
613074037791571UB
0000230611
Other Repurchase Agreement
N
AIRTRAN HOLDINGS INC
2016-11-01
5.250000
Other Note
2190000.00
2981148.00
ALLEGHENY TECHNOLOGIES
2014-06-01
4.250000
Other Note
2975000.00
3239666.00
ARES CAPITAL CORP
2016-06-01
5.125000
Other Note
9000.00
9583.00
BIOMED REALTY LP
2030-01-15
3.750000
Other Note
132000.00
159033.00
BOSTON PROPERTIES LP
2036-05-15
3.750000
Other Note
806000.00
875354.00
CADENCE DESIGN SYS INC
2013-12-15
1.500000
Other Note
15000000.00
15010000.00
CADENCE DESIGN SYS INC
2015-06-01
2.625000
Other Note
1845000.00
3482447.00
CNO FINANCIAL GROUP INC
2016-12-30
7.000000
Other Note
805000.00
1543409.00
CUBIST PHARMACEUTICALS
2017-11-01
2.500000
Other Note
218000.00
345530.00
EQUINIX INC
2014-10-15
3.000000
Other Note
1522000.00
3077428.00
EXTERRAN HOLDINGS INC
2014-06-15
4.250000
Other Note
18972000.00
22525656.00
GENCORP INC
2039-12-31
4.062500
Other Note
1180000.00
1605246.00
GILEAD SCIENCES INC
2016-05-01
1.625000
Other Note
14986000.00
27166808.00
GROUP 1 AUTOMOTIVE INC
2036-06-15
2.250000
Other Note
300000.00
366302.00
HAWAIIAN HOLDINGS INC
2016-03-15
5.000000
Other Note
1432000.00
1536921.00
HEALTH MANAGEMENT ASSOC
2028-05-01
3.750000
Other Note
2000000.00
2303750.00
INSULET CORPORATION
2016-06-15
3.750000
Other Note
712000.00
806640.00
INTEROIL CORP
2015-11-15
2.750000
Other Note
300000.00
267806.00
INTL GAME TECHNOLOGY
2014-05-01
3.250000
Other Note
2668000.00
2818088.00
JAGUAR MINING INC
2016-03-31
5.500000
Other Note
1546000.00
719456.00
JEFFERIES GROUP INC
2029-11-01
3.875000
Other Note
2744000.00
2786031.00
KAMAN CORP
2017-11-15
3.250000
Other Note
89000.00
112639.00
KINROSS GOLD CORP
2028-03-15
1.750000
Other Note
1848000.00
1861382.00
LENNAR CORP
2021-11-15
3.250000
Other Note
14094000.00
26892918.00
LIBERTY INTERACTIVE LLC
2023-03-30
3.125000
Other Note
13471000.00
20307533.00
LINEAR TECHNOLOGY CORP
2027-05-01
3.000000
Other Note
550000.00
588159.00
LIONS GATE ENTERTAINMENT
2025-03-15
3.625000
Other Note
70000.00
159640.00
MEDICINES COMPANY
2017-06-01
1.375000
Other Note
1290000.00
1610619.00
MICROCHIP TECHNOLOGY INC
2037-12-15
2.125000
Other Note
19800000.00
25942263.00
MOLSON COORS BREWING CO
2013-07-30
2.500000
Other Note
995000.00
1009925.00
NEWPARK RESOURCES INC
2017-10-01
4.000000
Other Note
17250000.00
19377500.00
NORTHGATE MINERALS CORP
2016-10-01
3.500000
Other Note
1281000.00
1346391.00
OMNICARE INC
2042-04-01
3.750000
Other Note
9080000.00
9823470.00
PDC ENERGY INC
2016-05-15
3.250000
Other Note
184000.00
211598.00
PDL BIO PHARMA INC
2015-02-15
2.875000
Other Note
5000000.00
6188185.00
PDL BIO PHARMA INC
2015-05-01
3.750000
Other Note
196000.00
226503.00
RYMAN HOSPITALITY PROP
2014-10-01
3.750000
Other Note
4350000.00
7957803.00
SMITHFIELD FOODS INC
2013-06-30
4.000000
Other Note
100000.00
108594.00
SUNTECH POWER HLDGS CO
2013-03-15
3.000000
Other Note
791000.00
396555.00
TIVO INC
2016-03-15
4.000000
Other Note
796000.00
1087623.00
TOWER GROUP INC
2014-09-15
5.000000
Other Note
1773000.00
1865229.00
UNITED CONTINENTAL HLDGS
2029-10-15
6.000000
Other Note
9092000.00
25902350.00
US STEEL CORP
2014-05-15
4.000000
Other Note
22168000.00
23435886.00
VECTOR GROUP LTD
2014-11-15
3.750000
Other Note
747000.00
912274.00
VERISIGN INC
2037-08-15
3.250000
Other Note
2894000.00
4049766.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
250000000.00
250000000.00
0.0093
N
250000000.00
250000000.00
UBS Securities LLC
UBS Securities LLC 0.600001%
615229177791572UB
0000230611
Other Repurchase Agreement
N
ALCOA INC
2014-03-15
5.250000
Other Note
220000.00
318552.00
ALLEGHENY TECHNOLOGIES
2014-06-01
4.250000
Other Note
200000.00
217793.00
ALPHA APPALACHIA HOLDING
2015-08-01
3.250000
Other Note
300000.00
292689.00
ARCHER DANIELS
2014-02-15
0.875000
Other Note
1052000.00
1059537.00
ARES CAPITAL CORP
2016-06-01
5.125000
Other Note
4191000.00
4462542.00
ARES CAPITAL CORP
2017-03-15
4.875000
Other Note
1000000.00
1075297.00
BIOMED REALTY LP
2030-01-15
3.750000
Other Note
50000.00
60240.00
CADENCE DESIGN SYS INC
2013-12-15
1.500000
Other Note
357000.00
357238.00
CADENCE DESIGN SYS INC
2015-06-01
2.625000
Other Note
13555000.00
25585130.00
CHARLES RIVER LABORATORI
2013-06-15
2.250000
Other Note
502000.00
505642.00
CHART INDUSTRIES INC
2018-08-01
2.000000
Other Note
2615000.00
3218097.00
CHEMED CORP
2014-05-15
1.875000
Other Note
11198000.00
12040183.00
CNO FINANCIAL GROUP INC
2016-12-30
7.000000
Other Note
516000.00
989315.00
CONCUR TECHNOLOGIES INC
2015-04-15
2.500000
Other Note
366000.00
543002.00
COVANTA HOLDING CORP
2014-06-01
3.250000
Other Note
682000.00
853214.00
CUBIST PHARMACEUTICALS
2017-11-01
2.500000
Other Note
641000.00
1015985.00
DDR CORP
2040-11-15
1.750000
Other Note
3000000.00
3462973.00
DFC GLOBAL CORP
2017-04-15
3.250000
Other Note
100000.00
112207.00
DFC GLOBAL CORP
2027-06-30
2.875000
Other Note
2721000.00
2736253.00
EASTMAN KODAK CO
2017-04-01
7.000000
Other Note
3000000.00
416250.00
EMC CORP
2013-12-01
1.750000
Other Note
102000.00
157527.00
EQUINIX INC
2016-06-15
4.750000
Other Note
2500000.00
6580799.00
GENCORP INC
2039-12-31
4.062500
Other Note
1673000.00
2275912.00
GILEAD SCIENCES INC
2013-05-01
0.625000
Other Note
445000.00
931858.00
GILEAD SCIENCES INC
2014-05-01
1.000000
Other Note
8045000.00
14259762.00
GILEAD SCIENCES INC
2016-05-01
1.625000
Other Note
5998000.00
10873249.00
HEALTH CARE REIT INC
2029-12-01
3.000000
Other Note
9484000.00
11789845.00
INTEL CORP
2035-12-15
2.950000
Other Note
585000.00
620111.00
INTEL CORP
2039-08-01
3.250000
Other Note
4280000.00
5221600.00
INTEROIL CORP
2015-11-15
2.750000
Other Note
600000.00
535611.00
JAGUAR MINING INC
2016-03-31
5.500000
Other Note
4719000.00
2196063.00
JAKKS PACIFIC INC
2014-11-01
4.500000
Other Note
1411000.00
1550336.00
JETBLUE AIRWAYS CORP
2038-10-15
5.500000
Other Note
390000.00
527453.00
KAMAN CORP
2017-11-15
3.250000
Other Note
176000.00
222748.00
KNIGHT CAPITAL GROUP INC
2015-03-15
3.500000
Other Note
225000.00
225725.00
LENNAR CORP
2021-11-15
3.250000
Other Note
180000.00
343460.00
LEUCADIA NATL CORP
2014-04-15
3.750000
Other Note
794000.00
971992.00
LIONS GATE ENTERTAINMENT
2025-03-15
3.625000
Other Note
6649000.00
15163539.00
MANNKIND CORP
2015-08-15
5.750000
Other Note
180000.00
120648.00
METLIFE CAPITAL TRUST IV
2037-12-15
7.875000
Other Note
3150000.00
3937500.00
METLIFE INC
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
14697807.00
MICROCHIP TECHNOLOGY INC
2037-12-15
2.125000
Other Note
103000.00
134952.00
MICROSOFT CORP
2013-06-15
0.00
Other Note
6099499.00
6103342.00
MYLAN INC
2015-09-15
3.750000
Other Note
940000.00
2058409.00
NATIONAL FINANCIAL PARTN
2017-06-15
4.000000
Other Note
100000.00
152511.00
NETAPP INC
2013-06-01
1.750000
Other Note
12000.00
14150.00
NEWMONT MINING CORP
2014-07-15
1.250000
Other Note
4544000.00
5123067.00
NEWMONT MINING CORP
2017-07-15
1.625000
Other Note
848000.00
1047892.00
NEWPARK RESOURCES INC
2017-10-01
4.000000
Other Note
2129000.00
2391577.00
NORTEL NETWORKS CORP
2014-04-15
2.125000
Other Note
2500000.00
2487500.00
NORTHSTAR REALTY FIN
2031-03-15
7.500000
Other Note
525000.00
693438.00
NUVASIVE INC
2017-07-01
2.750000
Other Note
4969000.00
4654322.00
OMNICARE CAP TRUST II
2013-01-31
0.00
Other Instrument
CONVERTIBLE PREFERRED SHARES
0.00
16402536.00
OMNICARE INC
2042-04-01
3.750000
Other Note
12052000.00
13038818.00
PDL BIO PHARMA INC
2015-02-15
2.875000
Other Note
2000000.00
2475274.00
PDL BIO PHARMA INC
2015-05-01
3.750000
Other Note
464000.00
536210.00
PHH CORP
2014-09-01
4.000000
Other Note
583000.00
649559.00
PMI GROUP INC
2020-04-15
4.500000
Other Note
10000000.00
3175000.00
PSS WORLD MEDICAL INC
2014-08-01
3.125000
Other Note
2935000.00
4186058.00
RADIOSHACK CORP
2013-08-01
2.500000
Other Note
4250000.00
4048125.00
RAIT FINANCIAL TRUST
2031-04-01
7.000000
Other Note
1834000.00
2115213.00
RYMAN HOSPITALITY PROP
2014-10-01
3.750000
Other Note
250000.00
457345.00
SANDISK CORP
2013-05-15
1.000000
Other Note
401000.00
401345.00
SILVER STANDARD RESOURCE
2028-03-01
4.500000
Other Note
100000.00
99063.00
SL GREEN OPERATING PARTN
2017-10-15
3.000000
Other Note
3540000.00
4111120.00
SMITHFIELD FOODS INC
2013-06-30
4.000000
Other Note
150000.00
162892.00
SYNNEX CORP
2018-05-15
4.000000
Other Note
3002000.00
3693434.00
TIBCO SOFTWARE INC
2032-05-01
2.250000
Other Note
918000.00
898497.00
TIVO INC
2016-03-15
4.000000
Other Note
200000.00
273272.00
TOWER GROUP INC
2014-09-15
5.000000
Other Note
15000000.00
15780283.00
TRICO MARINE SERVICES IN
2013-02-01
8.125000
Other Note
5600000.00
56000.00
UNITED CONTINENTAL HLDGS
2029-10-15
6.000000
Other Note
3400000.00
9686317.00
USEC INC
2014-10-01
3.000000
Other Note
3532000.00
1434875.00
VECTOR GROUP LTD
2014-11-15
3.750000
Other Note
1665000.00
2033381.00
VERISIGN INC
2037-08-15
3.250000
Other Note
223000.00
312059.00
VISHAY INTERTECHNOLOGY
2041-05-15
2.250000
Other Note
7500000.00
6016875.00
VISHAY INTERTECHNOLOGY
2042-06-01
2.250000
Other Note
1500000.00
1575000.00
WESTERN REFINING INC
2014-06-15
5.750000
Other Note
334000.00
1120729.00
XILINX INC
2037-03-15
3.125000
Other Note
2175000.00
2874927.00
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
250000000.00
250000000.00
0.0093
N
250000000.00
250000000.00
UBS Securities LLC
UBS Securities LLC 0.100000%
625295177791573UB
0000230611
Government Agency Repurchase Agreement
N
US TREASURY N/B
2014-12-31
2.625000
Treasury Debt
24349600.00
25500068.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
25000000.00
25000000.00
0.0009
N
25000000.00
25000000.00
UBS Securities LLC
Joint Account III 0.149999%
62529910779157UBS
0000230611
Government Agency Repurchase Agreement
N
FANNIE MAE
2027-08-01
2.500000
Government Agency Debt
10169220.63
10141580.41
FREDDIE MAC
2042-12-01
3.000000
Government Agency Debt
15464661.29
15937853.63
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
25319838.88
25319838.88
0.0009
N
25319838.88
25319838.88
University of North Carolina at Chapel Hill
University of North Carolina at Chapel Hill, Series A 0.099999%
91471FAY1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
Y
Bank of America, N.A.
N/A
N/A
N
N
300000.00
300000.00
0.0000
N
300000.00
300000.00
Versailles Commercial Paper LLC
Versailles Commercial Paper LLC 0.270081%
92512LPK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
145000000.00
144980425.00
0.0054
N
144985500.00
144985500.00
Wells Fargo Bank NA
Wells Fargo Bank NA 0.358999%
94985HL77
Other Note
N
First Tier Security
N/A
N/A
2013-03-20
2014-02-20
N
N
N
150000000.00
150000000.00
0.0056
N
149995500.00
149995500.00
Wells Fargo Securities LLC
Joint Account I 0.140000%
62529904779157WEL
0000740906
Government Agency Repurchase Agreement
N
TREASURY BILL
2013-02-28
0.00
Treasury Debt
511435.90
511415.44
TREASURY BILL
2013-04-25
0.00
Treasury Debt
469555.56
469488.87
TREASURY BILL
2013-05-09
0.00
Treasury Debt
106517.95
106497.50
TSY INFL IX N/B
2022-07-15
0.125000
Treasury Debt
359282.05
387250.14
US TREASURY N/B
2014-04-15
1.250000
Treasury Debt
427350.43
434277.26
US TREASURY N/B
2014-07-31
0.125000
Treasury Debt
423350.43
422689.16
US TREASURY N/B
2014-12-31
0.125000
Treasury Debt
538837.61
537380.07
US TREASURY N/B
2015-05-15
0.250000
Treasury Debt
449504.27
449041.18
US TREASURY N/B
2017-05-31
0.625000
Treasury Debt
425726.50
424317.16
US TREASURY N/B
2020-02-15
3.625000
Treasury Debt
161881.44
189023.68
US TREASURY N/B
2021-05-15
3.125000
Treasury Debt
381965.81
427595.49
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
4273504.27
4273504.27
0.0002
N
4273504.27
4273504.27
Wells Fargo Securities LLC
Joint Account III 0.160000%
62529910779157WEL
0000740906
Government Agency Repurchase Agreement
N
FANNIE MAE
2020-02-01
4.000000
Government Agency Debt
20011215.62
7833058.21
FANNIE MAE
2022-03-01
3.000000
Government Agency Debt
8131285.40
7102207.21
FANNIE MAE
2022-05-01
3.000000
Government Agency Debt
4849565.53
4570984.00
FANNIE MAE
2022-11-01
3.000000
Government Agency Debt
4755807.25
4850148.97
FANNIE MAE
2023-01-01
2.000000
Government Agency Debt
6125303.80
6195397.80
FANNIE MAE
2023-01-01
2.000000
Government Agency Debt
5236156.06
5295930.05
FANNIE MAE
2023-01-01
3.000000
Government Agency Debt
7466790.10
7789820.97
FANNIE MAE
2024-02-01
4.000000
Government Agency Debt
18085599.19
5008130.66
FANNIE MAE
2024-04-01
4.000000
Government Agency Debt
5134706.70
5235257.91
FANNIE MAE
2027-11-01
3.000000
Government Agency Debt
8372371.86
8712548.96
FANNIE MAE
2027-11-01
3.000000
Government Agency Debt
4744467.94
4927125.26
FANNIE MAE
2027-12-01
3.000000
Government Agency Debt
8097486.67
8485701.65
FANNIE MAE
2027-12-01
3.000000
Government Agency Debt
6627442.14
7001697.58
FANNIE MAE
2028-01-01
3.000000
Government Agency Debt
5916490.73
6245302.84
FANNIE MAE
2028-01-01
3.500000
Government Agency Debt
4237459.15
4506376.45
FANNIE MAE
2032-12-01
3.000000
Government Agency Debt
6063046.66
6287685.72
FANNIE MAE
2032-12-01
3.500000
Government Agency Debt
6537970.88
6857013.14
FANNIE MAE
2032-12-01
3.500000
Government Agency Debt
5934990.49
6316753.61
FANNIE MAE
2032-12-01
3.500000
Government Agency Debt
4856161.35
5118354.06
FANNIE MAE
2033-01-01
3.000000
Government Agency Debt
8261387.77
8564967.94
FANNIE MAE
2033-01-01
3.500000
Government Agency Debt
6655091.77
7102208.65
FANNIE MAE
2036-01-01
5.000000
Government Agency Debt
53764671.79
7121906.40
FANNIE MAE
2039-09-01
4.000000
Government Agency Debt
6854442.09
6025600.42
FANNIE MAE
2040-08-01
5.000000
Government Agency Debt
8776840.37
6794792.89
FANNIE MAE
2041-04-01
4.500000
Government Agency Debt
6711895.38
6050940.16
FANNIE MAE
2041-07-01
5.000000
Government Agency Debt
8004152.68
8403573.50
FANNIE MAE
2041-09-01
4.500000
Government Agency Debt
4559713.42
4724860.26
FANNIE MAE
2042-07-01
3.500000
Government Agency Debt
6226389.28
6159590.12
FANNIE MAE
2042-08-01
4.000000
Government Agency Debt
9031387.58
9620309.31
FANNIE MAE
2042-09-01
4.000000
Government Agency Debt
4555017.67
4997773.76
FANNIE MAE
2042-10-01
4.000000
Government Agency Debt
5013264.80
5371900.78
FANNIE MAE
2042-10-01
4.500000
Government Agency Debt
8665527.13
9598371.12
FANNIE MAE
2042-11-01
3.000000
Government Agency Debt
8874593.40
9168302.08
FANNIE MAE
2042-11-01
3.000000
Government Agency Debt
7643042.22
7927467.57
FANNIE MAE
2042-11-01
3.500000
Government Agency Debt
6432039.54
6794515.10
FANNIE MAE
2042-11-01
4.000000
Government Agency Debt
5737680.22
6336981.27
FANNIE MAE
2042-12-01
3.500000
Government Agency Debt
8358905.32
8809459.56
FANNIE MAE
2043-01-01
3.000000
Government Agency Debt
7567382.93
7844387.03
FANNIE MAE
2043-01-01
3.500000
Government Agency Debt
7811564.56
8266882.54
FREDDIE MAC
2027-11-01
3.000000
Government Agency Debt
6487058.11
6656189.20
FREDDIE MAC
2027-11-01
3.000000
Government Agency Debt
5981147.47
6265597.41
FREDDIE MAC
2027-12-01
3.000000
Government Agency Debt
6293712.92
6614121.38
FREDDIE MAC
2028-01-01
2.500000
Government Agency Debt
7286076.62
7573827.91
FREDDIE MAC
2028-01-01
2.500000
Government Agency Debt
6341623.84
6579690.37
FREDDIE MAC
2028-01-01
2.500000
Government Agency Debt
4758200.34
4935711.22
FREDDIE MAC
2028-01-01
3.000000
Government Agency Debt
7687784.19
8119360.84
FREDDIE MAC
2028-01-01
3.000000
Government Agency Debt
7715663.50
8084841.58
FREDDIE MAC
2032-12-01
3.000000
Government Agency Debt
6691894.15
6939875.57
FREDDIE MAC
2042-04-01
3.500000
Government Agency Debt
9368340.38
9004480.55
FREDDIE MAC
2042-04-01
3.500000
Government Agency Debt
7098663.15
6469121.17
FREDDIE MAC
2042-04-01
3.500000
Government Agency Debt
4933028.04
4906395.91
FREDDIE MAC
2042-07-01
4.000000
Government Agency Debt
9473717.57
9086809.09
FREDDIE MAC
2042-11-01
3.000000
Government Agency Debt
7379876.50
7603576.19
FREDDIE MAC
2042-11-01
3.000000
Government Agency Debt
4756614.95
4895927.24
FREDDIE MAC
2042-12-01
3.500000
Government Agency Debt
8110159.61
8607496.59
FREDDIE MAC
2042-12-01
3.500000
Government Agency Debt
6220399.33
6603597.00
FREDDIE MAC
2042-12-01
3.500000
Government Agency Debt
5764703.00
5931834.91
FREDDIE MAC
2042-12-01
3.500000
Government Agency Debt
3472407.92
3720514.49
FREDDIE MAC
2043-01-01
3.000000
Government Agency Debt
6596441.26
6808015.64
FREDDIE MAC
2043-01-01
3.000000
Government Agency Debt
5387124.52
5566645.07
FREDDIE MAC
2043-01-01
3.500000
Government Agency Debt
5963459.75
6300905.93
FREDDIE MAC
2043-02-01
2.500000
Government Agency Debt
7588717.42
7620235.92
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2028-01-15
3.000000
Government Agency Debt
5103285.87
5439383.22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-10-15
3.500000
Government Agency Debt
4222782.32
4535156.43
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-11-15
3.500000
Government Agency Debt
4937241.26
5301921.81
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-01-15
3.000000
Government Agency Debt
6075952.54
6374457.89
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-01-20
2.500000
Government Agency Debt
6468882.08
6506034.96
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
434054380.66
434054380.66
0.0162
N
434054380.66
434054380.66
Wells Fargo Securities LLC
Wells Fargo Securities LLC 0.200000%
62538144779157Wel
0000740906
Government Agency Repurchase Agreement
N
FANNIE DISCOUNT NOTE
2013-05-01
0.00
Government Agency Debt
7000000.00
6998950.00
FANNIE DISCOUNT NOTE
2013-05-29
0.00
Government Agency Debt
2250000.00
2249550.00
FANNIE DISCOUNT NOTE
2013-05-31
0.00
Government Agency Debt
5000000.00
4999000.00
FANNIE DISCOUNT NOTE
2013-07-31
0.00
Government Agency Debt
3000000.00
2998800.00
FANNIE MAE
2013-03-15
4.375000
Government Agency Debt
9000000.00
9195280.00
FANNIE MAE
2013-12-18
0.750000
Government Agency Debt
2973000.00
2991361.00
FANNIE MAE
2014-03-13
2.750000
Government Agency Debt
2629000.00
2729012.00
FANNIE MAE
2014-06-27
1.125000
Government Agency Debt
4465000.00
4525601.00
FANNIE MAE
2014-09-08
1.500000
Government Agency Debt
3546000.00
3627623.00
FANNIE MAE
2014-12-19
0.750000
Government Agency Debt
2909000.00
2935661.00
FANNIE MAE
2015-03-16
0.375000
Government Agency Debt
8000000.00
8019810.00
FANNIE MAE
2015-04-15
5.000000
Government Agency Debt
1650000.00
1842385.00
FANNIE MAE
2015-07-28
2.375000
Government Agency Debt
1773000.00
1861043.00
FANNIE MAE
2015-09-28
0.500000
Government Agency Debt
5805000.00
5828965.00
FANNIE MAE
2015-10-15
4.375000
Government Agency Debt
3964000.00
4430047.00
FANNIE MAE
2015-12-21
0.375000
Government Agency Debt
4775000.00
4765339.00
FANNIE MAE
2016-03-15
2.250000
Government Agency Debt
19139000.00
20327723.00
FANNIE MAE
2016-05-24
0.500000
Government Agency Debt
65000.00
65083.00
FANNIE MAE
2016-09-28
1.250000
Government Agency Debt
6000000.00
6163505.00
FANNIE MAE
2016-12-15
4.875000
Government Agency Debt
3985000.00
4633727.00
FANNIE MAE
2017-08-28
0.875000
Government Agency Debt
14929000.00
14935998.00
FANNIE MAE
2017-12-20
0.875000
Government Agency Debt
4750000.00
4733074.00
FANNIE MAE
2018-01-30
1.020000
Government Agency Debt
14565000.00
14513707.00
FANNIE MAE
2018-02-08
0.875000
Government Agency Debt
2300000.00
2283218.00
FANNIE MAE
2022-06-25
0.718750
Government Agency Debt
10000000.00
14635.00
FANNIEMAE STRIPS
2019-01-15
0.00
Government Agency Debt
6287000.00
5662009.00
FANNIEMAE STRIPS
2028-02-06
0.00
Government Agency Debt
3660000.00
2142491.00
FANNIEMAE STRIPS
2028-08-06
0.00
Government Agency Debt
3299000.00
1822730.00
FANNIEMAE STRIPS
2029-02-06
0.00
Government Agency Debt
3663000.00
2066884.00
FANNIEMAE STRIPS
2030-01-15
0.00
Government Agency Debt
3572000.00
1892660.00
FED HOME LN DISCOUNT NT
2013-03-20
0.00
Government Agency Debt
4000000.00
3999880.00
FED HOME LN DISCOUNT NT
2013-04-19
0.00
Government Agency Debt
20646000.00
20644142.00
FED HOME LN DISCOUNT NT
2013-04-24
0.00
Government Agency Debt
22139000.00
22137007.00
FED HOME LN DISCOUNT NT
2013-07-24
0.00
Government Agency Debt
14000000.00
13994540.00
Federal Farm Credit Bank
2014-08-01
0.299999
Government Agency Debt
9300000.00
9311160.00
Federal Farm Credit Bank
2014-08-21
0.299999
Government Agency Debt
4600000.00
4607881.00
Federal Farm Credit Bank
2014-10-16
0.250000
Government Agency Debt
15460000.00
15460451.00
Federal Farm Credit Bank
2014-11-14
0.250000
Government Agency Debt
20422000.00
20406644.00
Federal Farm Credit Bank
2014-11-26
0.250000
Government Agency Debt
2000000.00
1999023.00
Federal Farm Credit Bank
2014-12-24
0.250000
Government Agency Debt
2002000.00
2000252.00
Federal Farm Credit Bank
2015-02-27
0.299999
Government Agency Debt
4300000.00
4298509.00
Federal Farm Credit Bank
2015-03-16
0.330000
Government Agency Debt
2130000.00
2130813.00
Federal Farm Credit Bank
2015-12-16
4.875000
Government Agency Debt
1700000.00
1921091.00
Federal Farm Credit Bank
2015-12-28
0.440000
Government Agency Debt
20900000.00
20889411.00
Federal Farm Credit Bank
2021-08-16
2.020000
Government Agency Debt
2840000.00
2851554.00
Federal Farm Credit Bank
2023-01-17
2.220000
Government Agency Debt
11050000.00
10953570.00
Federal Home Loan Bank
2013-10-18
3.625000
Government Agency Debt
1825000.00
1888495.00
Federal Home Loan Bank
2013-12-13
3.125000
Government Agency Debt
2835000.00
2919077.00
Federal Home Loan Bank
2014-01-23
0.299999
Government Agency Debt
4150000.00
4154344.00
Federal Home Loan Bank
2014-03-14
2.375000
Government Agency Debt
3355000.00
3466816.00
Federal Home Loan Bank
2014-09-12
5.250000
Government Agency Debt
2360000.00
2593618.00
Federal Home Loan Bank
2014-12-12
0.875000
Government Agency Debt
15255000.00
15435024.00
Federal Home Loan Bank
2015-03-13
2.750000
Government Agency Debt
6570000.00
6969815.00
Federal Home Loan Bank
2015-09-11
1.750000
Government Agency Debt
11580000.00
12064456.00
Federal Home Loan Bank
2015-12-11
1.375000
Government Agency Debt
13595000.00
13875869.00
Federal Home Loan Bank
2016-06-10
2.125000
Government Agency Debt
8800000.00
9287348.00
Federal Home Loan Bank
2016-12-16
4.750000
Government Agency Debt
5565000.00
6499127.00
Federal Home Loan Bank
2017-05-17
4.875000
Government Agency Debt
1800000.00
2121226.00
Federal Home Loan Bank
2017-11-17
5.000000
Government Agency Debt
5040000.00
6047384.00
Federal Home Loan Bank
2019-05-16
1.790000
Government Agency Debt
5950000.00
5988789.00
Federal Home Loan Bank
2027-12-20
2.899999
Government Agency Debt
6300000.00
6187437.00
FICO STRIP
2019-06-06
0.00
Government Agency Debt
6000.00
5330.00
FICO STRIP CPN
2013-08-08
0.00
Government Agency Debt
41000.00
40864.00
FICO STRIP CPN
2013-09-26
0.00
Government Agency Debt
21000.00
20910.00
FICO STRIP CPN
2013-12-06
0.00
Government Agency Debt
1000.00
994.00
FICO STRIP CPN
2014-03-26
0.00
Government Agency Debt
44000.00
43675.00
FICO STRIP CPN
2014-05-02
0.00
Government Agency Debt
73000.00
72408.00
FICO STRIP CPN
2014-09-26
0.00
Government Agency Debt
45000.00
44480.00
FICO STRIP CPN
2014-12-27
0.00
Government Agency Debt
3000.00
2958.00
FICO STRIP CPN
2015-04-06
0.00
Government Agency Debt
22000.00
21633.00
FICO STRIP CPN
2015-05-02
0.00
Government Agency Debt
20000.00
19652.00
FICO STRIP CPN
2015-10-06
0.00
Government Agency Debt
30000.00
29345.00
FICO STRIP CPN
2015-11-11
0.00
Government Agency Debt
15000.00
14657.00
FICO STRIP CPN
2016-04-06
0.00
Government Agency Debt
138000.00
134078.00
FICO STRIP CPN
2016-05-11
0.00
Government Agency Debt
31000.00
30060.00
FICO STRIP CPN
2016-11-02
0.00
Government Agency Debt
245000.00
235337.00
FICO STRIP CPN
2017-02-08
0.00
Government Agency Debt
110000.00
105017.00
FICO STRIP CPN
2017-04-06
0.00
Government Agency Debt
162000.00
154049.00
FICO STRIP CPN
2017-05-30
0.00
Government Agency Debt
187000.00
177117.00
FICO STRIP CPN
2017-08-08
0.00
Government Agency Debt
100000.00
94187.00
FICO STRIP CPN
2017-10-06
0.00
Government Agency Debt
38000.00
35620.00
FICO STRIP CPN
2018-04-06
0.00
Government Agency Debt
330000.00
304673.00
FICO STRIP CPN
2018-05-11
0.00
Government Agency Debt
83000.00
76422.00
FICO STRIP CPN
2018-06-06
0.00
Government Agency Debt
13000.00
11944.00
FICO STRIP CPN
2018-12-06
0.00
Government Agency Debt
7000.00
6333.00
FICO STRIP CPN
2018-12-27
0.00
Government Agency Debt
9000.00
8129.00
FICO STRIP CPN
2019-09-26
0.00
Government Agency Debt
792000.00
682015.00
FICO STRIP CPN19
2017-06-06
0.00
Government Agency Debt
55000.00
52068.00
FICO STRIP CPN-A
2014-02-08
0.00
Government Agency Debt
9000.00
8944.00
FICO STRIP CPN-A
2014-08-08
0.00
Government Agency Debt
47000.00
46517.00
FICO STRIP CPN-A
2015-02-08
0.00
Government Agency Debt
65000.00
64018.00
FICO STRIP CPN-A
2015-08-08
0.00
Government Agency Debt
26000.00
25475.00
FICO STRIP CPN-A
2016-08-08
0.00
Government Agency Debt
56000.00
54069.00
FICO STRIP CPN-A
2018-09-07
0.00
Government Agency Debt
25000.00
22791.00
FICO STRIP CPN-C
2013-11-30
0.00
Government Agency Debt
16000.00
15910.00
FICO STRIP CPN-C
2014-11-11
0.00
Government Agency Debt
25000.00
24679.00
FICO STRIP CPN-C
2014-11-30
0.00
Government Agency Debt
69000.00
68077.00
FICO STRIP CPN-C
2015-05-30
0.00
Government Agency Debt
7000.00
6872.00
FICO STRIP CPN-C
2016-11-11
0.00
Government Agency Debt
70000.00
67201.00
FICO STRIP CPN-C
2016-11-30
0.00
Government Agency Debt
28000.00
26848.00
FICO STRIP CPN-C
2017-05-11
0.00
Government Agency Debt
104000.00
98651.00
FICO STRIP CPN-C
2017-11-11
0.00
Government Agency Debt
13000.00
12149.00
FICO STRIP CPN-C
2017-11-30
0.00
Government Agency Debt
5000.00
4634.00
FICO STRIP CPN-D
2013-02-03
0.00
Government Agency Debt
10000.00
10000.00
FICO STRIP CPN-D
2013-08-03
0.00
Government Agency Debt
20000.00
19936.00
FICO STRIP CPN-D
2014-08-03
0.00
Government Agency Debt
163000.00
161344.00
FICO STRIP CPN-D
2015-02-03
0.00
Government Agency Debt
46000.00
45310.00
FICO STRIP CPN-D
2015-03-26
0.00
Government Agency Debt
23000.00
22623.00
FICO STRIP CPN-D
2015-08-03
0.00
Government Agency Debt
1000.00
980.00
FICO STRIP CPN-D
2016-02-03
0.00
Government Agency Debt
38000.00
37029.00
FICO STRIP CPN-D
2016-08-03
0.00
Government Agency Debt
22000.00
21244.00
FICO STRIP CPN-D
2016-09-26
0.00
Government Agency Debt
115000.00
110715.00
FICO STRIP CPN-D
2017-02-03
0.00
Government Agency Debt
183000.00
174772.00
FICO STRIP CPN-D
2017-03-26
0.00
Government Agency Debt
64000.00
60903.00
FICO STRIP CPN-D
2017-08-03
0.00
Government Agency Debt
25000.00
23557.00
FICO STRIP CPN-D
2017-09-26
0.00
Government Agency Debt
32000.00
30020.00
FICO STRIP CPN-D
2018-02-03
0.00
Government Agency Debt
96000.00
89058.00
FICO STRIP CPN-D
2018-03-26
0.00
Government Agency Debt
38000.00
35112.00
FICO STRIP CPN-D
2018-08-03
0.00
Government Agency Debt
166000.00
149292.00
FICO STRIP CPN-D
2018-09-26
0.00
Government Agency Debt
508000.00
462407.00
FICO STRIP CPN-D
2019-03-26
0.00
Government Agency Debt
526000.00
470491.00
FICO STRIP CPN-E
2013-11-02
0.00
Government Agency Debt
84000.00
83580.00
FICO STRIP CPN-E
2017-11-02
0.00
Government Agency Debt
140000.00
130938.00
FICO STRIP CPN-E
2018-05-02
0.00
Government Agency Debt
142000.00
130839.00
FICO STRIP CPN-E
2018-11-02
0.00
Government Agency Debt
407000.00
369401.00
FICO STRIP CPN-G
2017-12-27
0.00
Government Agency Debt
27000.00
25131.00
FICO STRIP CPN-G
2018-12-27
0.00
Government Agency Debt
56000.00
50548.00
FICO STRIP PRIN
2017-10-06
0.00
Government Agency Debt
50000.00
46908.00
FICO STRIP PRIN
2017-11-30
0.00
Government Agency Debt
26000.00
24512.00
FICO STRIP PRIN
2018-04-06
0.00
Government Agency Debt
91000.00
84951.00
FICO STRIP PRIN
2018-08-03
0.00
Government Agency Debt
2713000.00
2501413.00
FICO STRIP PRIN
2018-11-02
0.00
Government Agency Debt
100000.00
91827.00
FICO STRIP PRIN
2019-09-26
0.00
Government Agency Debt
720000.00
639209.00
FICO STRIP PRN
2018-02-08
0.00
Government Agency Debt
33000.00
30631.00
FREDDIE MAC
2014-04-23
2.500000
Government Agency Debt
3965000.00
4099784.00
FREDDIE MAC
2014-08-28
0.375000
Government Agency Debt
2000000.00
2006208.00
FREDDIE MAC
2014-11-25
0.750000
Government Agency Debt
2805000.00
2832643.00
FREDDIE MAC
2014-12-29
0.625000
Government Agency Debt
18314000.00
18433692.00
FREDDIE MAC
2015-11-24
0.450000
Government Agency Debt
17426000.00
17450963.00
FREDDIE MAC
2016-05-27
2.500000
Government Agency Debt
4111000.00
4391717.00
FREDDIE MAC
2017-09-29
1.000000
Government Agency Debt
757000.00
762813.00
FREDDIE MAC
2018-01-12
0.750000
Government Agency Debt
13000000.00
12849276.00
FREDDIE MAC
2019-01-15
0.00
Government Agency Debt
4339000.00
3899025.00
FREDDIE MAC
2019-03-27
3.750000
Government Agency Debt
2466000.00
2850029.00
FREDDIE MAC
2019-09-03
0.00
Government Agency Debt
3115000.00
2749361.00
FREDDIE MAC
2019-10-02
1.250000
Government Agency Debt
11000000.00
10893981.00
FREDDIE MAC
2022-01-13
2.375000
Government Agency Debt
5350000.00
5489889.00
FREDDIE MAC
2028-11-15
0.00
Government Agency Debt
3510000.00
1997506.00
FREDDIE MAC
2030-03-15
0.00
Government Agency Debt
5872000.00
3064597.00
FREDDIE MAC DISCOUNT NT
2013-10-15
0.00
Government Agency Debt
6950000.00
6945066.00
IBRD 8? 16 STRIP
2016-10-15
0.00
Other Note
66000.00
62597.00
IBRD GEN STRIP
2015-03-01
0.00
Other Note
12000.00
11723.00
INTER-AMERICAN DEVEL BK
2018-08-24
1.750000
Other Note
3471000.00
3612797.00
INTL BK RECON & DEVELOP
2013-02-15
0.00
Other Note
15000.00
14997.00
INTL BK RECON & DEVELOP
2013-08-15
0.00
Other Note
25000.00
24912.00
INTL BK RECON & DEVELOP
2014-02-15
0.00
Other Note
175000.00
173693.00
INTL BK RECON & DEVELOP
2014-02-15
0.00
Other Note
31000.00
30768.00
INTL BK RECON & DEVELOP
2014-08-15
0.00
Other Note
93000.00
91913.00
INTL BK RECON & DEVELOP
2015-02-15
0.00
Other Note
35000.00
34422.00
INTL BK RECON & DEVELOP
2016-02-15
0.00
Other Note
22000.00
21357.00
INTL BK RECON & DEVELOP
2018-05-01
0.00
Other Note
29000.00
26401.00
RESOLUTION FUNDING STRIP
2013-07-15
0.00
Government Agency Debt
62000.00
61900.00
RESOLUTION FUNDING STRIP
2014-01-15
0.00
Government Agency Debt
36000.00
35858.00
RESOLUTION FUNDING STRIP
2014-04-15
0.00
Government Agency Debt
1000.00
995.00
RESOLUTION FUNDING STRIP
2015-04-15
0.00
Government Agency Debt
10000.00
9879.00
RESOLUTION FUNDING STRIP
2016-04-15
0.00
Government Agency Debt
10000.00
9779.00
RESOLUTION FUNDING STRIP
2017-04-15
0.00
Government Agency Debt
1000.00
959.00
RESOLUTION FUNDING STRIP
2018-04-15
0.00
Government Agency Debt
10000.00
9354.00
RESOLUTION FUNDING STRIP
2020-01-15
0.00
Government Agency Debt
2000.00
1772.00
RESOLUTION FUNDING STRIP
2020-10-15
0.00
Government Agency Debt
12000.00
10322.00
RESOLUTION FUNDING STRIP
2021-04-15
0.00
Government Agency Debt
2000.00
1679.00
RESOLUTION FUNDING STRIP
2027-07-15
0.00
Government Agency Debt
2000.00
1282.00
RESOLUTION FUNDING STRIP
2028-01-15
0.00
Government Agency Debt
24000.00
14886.00
RESOLUTION FUNDING STRIP
2029-10-15
0.00
Government Agency Debt
9000.00
5147.00
RFCSP STRIP PRINCIPAL
2019-10-15
0.00
Other Note
1381000.00
1235415.00
RFCSP STRIP PRINCIPAL
2020-07-15
0.00
Other Note
16900000.00
14702662.00
RFCSP STRIP PRINCIPAL
2020-10-15
0.00
Other Note
232000.00
199747.00
RFCSP STRIP PRINCIPAL
2021-01-15
0.00
Other Note
29000.00
24705.00
SALLIE MAE
2022-10-03
0.00
Government Agency Debt
25000.00
18950.00
TENN VAL AUTH CPN STRIP
2013-12-15
0.00
Government Agency Debt
18000.00
17859.00
TENN VAL AUTH CPN STRIP
2014-05-01
0.00
Government Agency Debt
30000.00
29652.00
TENN VAL AUTH CPN STRIP
2014-11-01
0.00
Government Agency Debt
35000.00
34429.00
TENN VAL AUTH CPN STRIP
2014-12-15
0.00
Government Agency Debt
21000.00
20710.00
TENN VAL AUTH CPN STRIP
2015-01-15
0.00
Government Agency Debt
26000.00
25527.00
TENN VAL AUTH CPN STRIP
2015-05-01
0.00
Government Agency Debt
78000.00
76342.00
TENN VAL AUTH CPN STRIP
2015-06-15
0.00
Government Agency Debt
39000.00
38118.00
TENN VAL AUTH CPN STRIP
2015-11-01
0.00
Government Agency Debt
30000.00
29196.00
TENN VAL AUTH CPN STRIP
2015-12-15
0.00
Government Agency Debt
44000.00
42758.00
TENN VAL AUTH CPN STRIP
2016-06-15
0.00
Government Agency Debt
6000.00
5782.00
TENN VAL AUTH CPN STRIP
2016-11-01
0.00
Government Agency Debt
71000.00
68134.00
TENN VAL AUTH CPN STRIP
2016-12-15
0.00
Government Agency Debt
12000.00
11442.00
TENN VAL AUTH CPN STRIP
2017-01-15
0.00
Government Agency Debt
58000.00
55195.00
TENN VAL AUTH CPN STRIP
2017-05-01
0.00
Government Agency Debt
35000.00
33108.00
TENN VAL AUTH CPN STRIP
2017-06-15
0.00
Government Agency Debt
60000.00
56849.00
TENN VAL AUTH CPN STRIP
2017-12-15
0.00
Government Agency Debt
17000.00
15849.00
TENN VAL AUTH CPN STRIP
2018-05-01
0.00
Government Agency Debt
2543000.00
2341798.00
TENN VAL AUTH CPN STRIP
2018-11-01
0.00
Government Agency Debt
122000.00
111384.00
TENN VAL AUTH CPN STRIP
2018-12-15
0.00
Government Agency Debt
1196000.00
1098813.00
TENN VAL AUTH CPN STRIP
2018-12-15
0.00
Government Agency Debt
504000.00
463045.00
TENN VAL AUTH CPN STRIP
2019-01-15
0.00
Government Agency Debt
348000.00
314735.00
TENN VAL AUTH CPN STRIP
2019-05-01
0.00
Government Agency Debt
460000.00
406934.00
TENN VAL AUTH CPN STRIP
2019-06-15
0.00
Government Agency Debt
1166000.00
1027363.00
TENN VAL AUTH CPN STRIP
2019-07-15
0.00
Government Agency Debt
609000.00
541322.00
TENN VAL AUTH CPN STRIP
2019-11-01
0.00
Government Agency Debt
203000.00
176604.00
TENN VAL AUTH CPN STRIP
2019-12-15
0.00
Government Agency Debt
5754000.00
5121750.00
TENN VAL AUTH CPN STRIP
2019-12-15
0.00
Government Agency Debt
1116000.00
969603.00
TENN VAL AUTH CPN STRIP
2020-01-15
0.00
Government Agency Debt
24000.00
20725.00
TENN VAL AUTH CPN STRIP
2020-06-15
0.00
Government Agency Debt
1095000.00
932031.00
TENN VAL AUTH CPN STRIP
2020-07-15
0.00
Government Agency Debt
2288000.00
1942146.00
TENN VAL AUTH CPN STRIP
2020-11-01
0.00
Government Agency Debt
108000.00
90758.00
TENN VAL AUTH CPN STRIP
2020-12-15
0.00
Government Agency Debt
1588000.00
1344544.00
TENN VAL AUTH CPN STRIP
2020-12-15
0.00
Government Agency Debt
1211000.00
1012650.00
TENN VAL AUTH CPN STRIP
2021-05-01
0.00
Government Agency Debt
2000.00
1644.00
TENN VAL AUTH CPN STRIP
2021-06-15
0.00
Government Agency Debt
2541000.00
2077852.00
TENN VAL AUTH CPN STRIP
2021-06-15
0.00
Government Agency Debt
372000.00
304196.00
TENN VAL AUTH CPN STRIP
2021-07-15
0.00
Government Agency Debt
1104000.00
902630.00
TENN VAL AUTH CPN STRIP
2021-11-01
0.00
Government Agency Debt
186000.00
149550.00
TENN VAL AUTH CPN STRIP
2021-12-15
0.00
Government Agency Debt
2561000.00
2047724.00
TENN VAL AUTH CPN STRIP
2022-01-15
0.00
Government Agency Debt
864000.00
688202.00
TENN VAL AUTH CPN STRIP
2022-05-01
0.00
Government Agency Debt
75000.00
58879.00
TENN VAL AUTH CPN STRIP
2022-06-15
0.00
Government Agency Debt
4637000.00
3617231.00
TENN VAL AUTH CPN STRIP
2022-06-15
0.00
Government Agency Debt
372000.00
290190.00
TENN VAL AUTH CPN STRIP
2022-07-15
0.00
Government Agency Debt
800000.00
624856.00
TENN VAL AUTH CPN STRIP
2022-12-15
0.00
Government Agency Debt
3596000.00
2802111.00
TENN VAL AUTH CPN STRIP
2022-12-15
0.00
Government Agency Debt
332000.00
252234.00
TENN VAL AUTH CPN STRIP
2023-01-15
0.00
Government Agency Debt
947000.00
716226.00
TENN VAL AUTH CPN STRIP
2023-05-01
0.00
Government Agency Debt
6000.00
4474.00
TENN VAL AUTH CPN STRIP
2023-06-15
0.00
Government Agency Debt
3464000.00
2593947.00
TENN VAL AUTH CPN STRIP
2023-06-15
0.00
Government Agency Debt
229000.00
169737.00
TENN VAL AUTH CPN STRIP
2023-07-15
0.00
Government Agency Debt
733000.00
541101.00
TENN VAL AUTH CPN STRIP
2023-11-01
0.00
Government Agency Debt
6000.00
4367.00
TENN VAL AUTH CPN STRIP
2023-12-15
0.00
Government Agency Debt
4905000.00
3549405.00
TENN VAL AUTH CPN STRIP
2024-01-15
0.00
Government Agency Debt
2080000.00
1498910.00
TENN VAL AUTH CPN STRIP
2024-05-01
0.00
Government Agency Debt
519000.00
368599.00
TENN VAL AUTH CPN STRIP
2024-06-15
0.00
Government Agency Debt
4912000.00
3467577.00
TENN VAL AUTH CPN STRIP
2024-06-15
0.00
Government Agency Debt
279000.00
196957.00
TENN VAL AUTH CPN STRIP
2024-07-15
0.00
Government Agency Debt
984000.00
715663.00
TENN VAL AUTH CPN STRIP
2025-01-15
0.00
Government Agency Debt
1018000.00
697615.00
TENN VAL AUTH CPN STRIP
2025-06-15
0.00
Government Agency Debt
805000.00
540284.00
TENN VAL AUTH CPN STRIP
2025-07-15
0.00
Government Agency Debt
1162000.00
776704.00
TENN VAL AUTH CPN STRIP
2025-11-01
0.00
Government Agency Debt
13000.00
8560.00
TENN VAL AUTH CPN STRIP
2026-01-15
0.00
Government Agency Debt
1224000.00
797534.00
TENN VAL AUTH CPN STRIP
2026-06-15
0.00
Government Agency Debt
3026000.00
1929559.00
TENN VAL AUTH CPN STRIP
2026-06-15
0.00
Government Agency Debt
1571000.00
1001764.00
TENN VAL AUTH CPN STRIP
2026-11-01
0.00
Government Agency Debt
69000.00
43145.00
TENN VAL AUTH CPN STRIP
2027-01-15
0.00
Government Agency Debt
7000.00
4330.00
TENN VAL AUTH CPN STRIP
2027-06-15
0.00
Government Agency Debt
2541000.00
1539084.00
TENN VAL AUTH CPN STRIP
2027-06-15
0.00
Government Agency Debt
1306000.00
791044.00
TENN VAL AUTH CPN STRIP
2027-07-15
0.00
Government Agency Debt
852000.00
513978.00
TENN VAL AUTH CPN STRIP
2027-12-15
0.00
Government Agency Debt
27000.00
15951.00
TENN VAL AUTH CPN STRIP
2028-01-15
0.00
Government Agency Debt
762000.00
448384.00
TENN VAL AUTH CPN STRIP
2028-05-01
0.00
Government Agency Debt
1336000.00
775775.00
TENN VAL AUTH CPN STRIP
2028-06-15
0.00
Government Agency Debt
4380000.00
2529187.00
TENN VAL AUTH CPN STRIP
2028-06-15
0.00
Government Agency Debt
1581000.00
912933.00
TENN VAL AUTH CPN STRIP
2028-07-15
0.00
Government Agency Debt
827000.00
475723.00
TENN VAL AUTH CPN STRIP
2028-11-01
0.00
Government Agency Debt
114000.00
64724.00
TENN VAL AUTH CPN STRIP
2029-01-15
0.00
Government Agency Debt
361000.00
203059.00
TENN VAL AUTH CPN STRIP
2029-05-01
0.00
Government Agency Debt
599000.00
332553.00
TENN VAL AUTH CPN STRIP
2029-06-15
0.00
Government Agency Debt
4273000.00
2360192.00
TENN VAL AUTH CPN STRIP
2029-06-15
0.00
Government Agency Debt
1566000.00
864980.00
TENN VAL AUTH CPN STRIP
2029-07-15
0.00
Government Agency Debt
753000.00
414511.00
TENN VAL AUTH CPN STRIP
2029-11-01
0.00
Government Agency Debt
489000.00
265869.00
TENN VAL AUTH CPN STRIP
2029-12-15
0.00
Government Agency Debt
5619000.00
3039654.00
TENN VAL AUTH CPN STRIP
2029-12-15
0.00
Government Agency Debt
1581000.00
855258.00
TENN VAL AUTH CPN STRIP
2030-01-15
0.00
Government Agency Debt
128000.00
65646.00
TENN VAL AUTH CPN STRIP
2030-05-01
0.00
Government Agency Debt
560000.00
297438.00
TENN VAL AUTH CPN STRIP
2030-06-15
0.00
Government Agency Debt
5273000.00
2781982.00
TENN VAL AUTH CPN STRIP
2030-06-15
0.00
Government Agency Debt
21000.00
11079.00
TENN VAL AUTH CPN STRIP
2030-07-15
0.00
Government Agency Debt
731000.00
390522.00
TENN VAL AUTH CPN STRIP
2030-12-15
0.00
Government Agency Debt
6213000.00
3190003.00
TENN VAL AUTH CPN STRIP
2030-12-15
0.00
Government Agency Debt
1131000.00
580701.00
TENN VAL AUTH CPN STRIP
2031-01-15
0.00
Government Agency Debt
111000.00
57555.00
TENN VAL AUTH CPN STRIP
2031-06-15
0.00
Government Agency Debt
3303000.00
1656752.00
TENN VAL AUTH CPN STRIP
2031-06-15
0.00
Government Agency Debt
1581000.00
793014.00
TENN VAL AUTH CPN STRIP
2031-07-15
0.00
Government Agency Debt
20000.00
9994.00
TENN VAL AUTH CPN STRIP
2031-12-15
0.00
Government Agency Debt
3495000.00
1714332.00
TENN VAL AUTH CPN STRIP
2031-12-15
0.00
Government Agency Debt
362000.00
177565.00
TENN VAL AUTH CPN STRIP
2032-06-15
0.00
Government Agency Debt
2220000.00
1063891.00
TENN VAL AUTH CPN STRIP
2032-12-15
0.00
Government Agency Debt
2790000.00
1307255.00
TENN VAL AUTH CPN STRIP
2033-01-15
0.00
Government Agency Debt
123000.00
57407.00
TENN VAL AUTH CPN STRIP
2033-06-15
0.00
Government Agency Debt
337000.00
154093.00
TENN VAL AUTH CPN STRIP
2033-07-15
0.00
Government Agency Debt
23000.00
10474.00
TENN VAL AUTH CPN STRIP
2033-12-15
0.00
Government Agency Debt
12000.00
5346.00
TENN VAL AUTH CPN STRIP
2037-01-15
0.00
Government Agency Debt
170000.00
65919.00
TENN VAL AUTH CPN STRIP
2038-01-15
0.00
Government Agency Debt
15000.00
5565.00
TENN VALLEY AUTH
2017-12-15
0.00
Government Agency Debt
432000.00
399864.00
TENN VALLEY AUTH
2038-01-15
0.00
Government Agency Debt
3888000.00
1474680.00
TENN VALLEY AUTHORITY
2036-04-01
5.879999
Government Agency Debt
7915000.00
10903783.00
TREASURY BILL
2013-06-20
0.00
Treasury Debt
10097400.00
10093846.00
TVA PRIN STRIP
2025-11-01
0.00
Government Agency Debt
10000.00
6531.00
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
631600000.00
631600000.00
0.0236
N
631600000.00
631600000.00
Westpac Banking Corp.
Westpac Banking Corp. 0.390499%
91621CCH2
Other Note
N
First Tier Security
N/A
N/A
2013-03-01
2014-01-31
N
N
N
246000000.00
246000000.00
0.0092
N
245992620.00
245992620.00