0001145549-13-002492.txt : 20130429
0001145549-13-002492.hdr.sgml : 20130427
20130307141419
ACCESSION NUMBER: 0001145549-13-002492
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130228
FILED AS OF DATE: 20130307
DATE AS OF CHANGE: 20130307
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 13672860
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-02-28
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
51
71
14044929681.12
5594620.56
50761011.11
13999763290.57
0.0030
1.0001
2013-02-28
1.0001
2013-02-28
C000012373
1.00
13999763290.57
1.00
-64291241.51
2744594297.08
2808885538.59
0.0001
1.0001
2013-02-28
1.0001
2013-02-28
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.350000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0013
N
17550000.00
17550000.00
Abbey National North America LLC
Abbey National North America LLC 0.360000%
0027A0SG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
Y
Santander UK Plc
N/A
N/A
N
69000000.00
68947560.00
0.0049
N
68954460.00
68954460.00
ANZ New Zealand (Int'l) Ltd
ANZ New Zealand (Int'l) Ltd 0.200000%
0018A2RS7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
Y
ANZ National Bank Ltd
N/A
N/A
N
31000000.00
30990355.56
0.0022
N
30991630.00
30991630.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.500000%
04915TQ47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
29000000.00
28998791.67
0.0021
N
28999710.00
28999710.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.410000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
15000000.00
14994704.17
0.0011
N
14998500.00
14998500.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
9000000.00
8996977.50
0.0006
N
8999100.00
8999100.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
225000000.00
225000000.00
0.0161
Security is a time deposit.
N
225000000.00
225000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005_M130305
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
162000000.00
162000000.00
0.0116
Security is a time deposit.
N
162000000.00
162000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUQ4
Other Note
N
First Tier Security
N/A
N/A
2013-04-18
2013-04-18
N
N
N
23000000.00
23000000.00
0.0016
N
23001150.00
23001150.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUS0
Other Note
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
158000000.00
158000000.00
0.0113
N
158009480.00
158009480.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WUY7
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
15000000.00
15000000.00
0.0011
N
15001050.00
15001050.00
Bank of Montreal
Bank of Montreal 0.300000%
06366VT63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
64000000.00
64000000.00
0.0046
N
64000000.00
64000000.00
Bank of Montreal
Bank of Montreal 0.130000%
06366XE57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
96000000.00
96000000.00
0.0069
N
96000000.00
96000000.00
Bank of Montreal
Bank of Montreal 0.140000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
180000000.00
180000000.00
0.0129
Security is a time deposit.
N
180000000.00
180000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.430000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-26
N
N
N
176000000.00
176000000.00
0.0126
N
176154880.00
176154880.00
Bank of Nova Scotia
Bank of Nova Scotia 0.281700%
06417FAK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-21
2013-05-21
N
N
N
38000000.00
37999576.07
0.0027
N
38008740.00
38008740.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FKG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
77000000.00
77000000.00
0.0055
N
77003850.00
77003850.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
33000000.00
33000000.00
0.0024
Security is a time deposit.
N
33000000.00
33000000.00
Bank of the West
Bank of the West 0.325000%
06426GAJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
43000000.00
43000000.00
0.0031
N
43005160.00
43005160.00
Bank of the West
Bank of the West 0.210000%
06426GAP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
25000000.00
25000000.00
0.0018
N
25000500.00
25000500.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
7000000.00
7000000.00
0.0005
N
7002030.00
7002030.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000%
06538FGT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
32000000.00
32000000.00
0.0023
N
32009280.00
32009280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FHS6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
73000000.00
73000000.00
0.0052
N
73018250.00
73018250.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000%
06538FHZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
7000000.00
7000000.00
0.0005
N
7000490.00
7000490.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000%
06538FJK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
33000000.00
33000000.00
0.0024
N
33008910.00
33008910.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
66000000.00
66000000.00
0.0047
N
66029040.00
66029040.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-16
2013-10-16
N
N
N
14000000.00
14000000.00
0.0010
N
14006300.00
14006300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
62000000.00
62000000.00
0.0044
N
62027900.00
62027900.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538FLW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-18
2013-10-18
N
N
N
1000000.00
1000000.00
0.0001
N
1000450.00
1000450.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
48000000.00
48000000.00
0.0034
N
48008640.00
48008640.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
1000000.00
1000000.00
0.0001
N
1000180.00
1000180.00
Barclays Bank Plc
Barclays Bank Plc 0.670000%
06741XFT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
14000000.00
14000000.00
0.0010
N
14002800.00
14002800.00
Barclays Bank Plc
Barclays Bank Plc 0.440000%
06741XGY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
6000000.00
6000000.00
0.0004
N
6002340.00
6002340.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
N
48000000.00
48000000.00
0.0034
N
48021600.00
48021600.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XHY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
46000000.00
46000000.00
0.0033
N
46027600.00
46027600.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06741XJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
20000000.00
20000000.00
0.0014
N
20013000.00
20013000.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XMG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
61000000.00
61000000.00
0.0044
N
61009150.00
61009150.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
13000000.00
13000000.00
0.0009
N
13008840.00
13008840.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XNC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
9000000.00
9000000.00
0.0006
N
9006120.00
9006120.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130307_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-10-01
6.240000
Government Agency Debt
1583314.00
370941.81
Fannie Mae
2040-07-01
3.835000
Government Agency Debt
27892063.00
12557148.95
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
2838.00
1140.81
Fannie Mae
2041-09-01
2.982000
Government Agency Debt
15025218.00
7865899.28
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
3924.00
3950.79
Fannie Mae
2042-07-01
2.919000
Government Agency Debt
1000.00
918.44
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
20000000.00
20000000.00
0.0014
N
19998800.00
19998800.00
Barclays US Funding Corp
Barclays US Funding Corp 0.400000%
06737HRV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
Y
Barclays Bank Plc
N/A
N/A
N
1000000.00
999344.44
0.0001
N
999670.00
999670.00
BNP Paribas
BNP Paribas 0.600000%
05572NKU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
77000000.00
77000000.00
0.0055
N
77064680.00
77064680.00
BNP Paribas
BNP Paribas 0.600000%
05572NKW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
63000000.00
63000000.00
0.0045
N
63053550.00
63053550.00
BNP Paribas
BNP Paribas 0.585000%
05572NKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
8000000.00
8000000.00
0.0006
N
8006880.00
8006880.00
BNP Paribas
BNP Paribas 0.340000%
05572NKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
121000000.00
121000000.00
0.0086
N
121007260.00
121007260.00
BNP Paribas
BNP Paribas 0.280000%
05572NLK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
10000000.00
10000000.00
0.0007
N
10000800.00
10000800.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.285000%
921AES008_0.2850_M130301_2M54
0001197610
Other Repurchase Agreement
N
BRISTOL MYERS SUIBB CO
2017-08-01
0.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
104351.00
103276.18
GCBREGS KOREA HYDRO
2022-09-19
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4252.00
4218.11
HEWLETT PACKARD CO
2013-05-24
0.710750
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1560.00
1560.09
KFW KREDITANSTALT FUR WIEDERAUFBAU
2020-01-27
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
130.00
151.03
MORGAN STANLEY GROUP INC
2018-04-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1012784.00
1232003.21
WOORI BANK GBL NT PGM
2015-02-02
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3520705.00
3908792.31
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
5000000.00
5000000.00
0.0004
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
5000000.00
5000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130307_2M54
0001197610
Other Repurchase Agreement
N
AKBANK T A S
2018-03-09
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2136594.00
2495571.47
ANADARKO PET 14.75% 12
2040-03-15
6.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2482444.44
AXA
2049-12-29
6.379000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2527000.00
2547500.01
BANCO DO BRAZIL SA
2015-01-22
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2605000.00
BNP Paribas
2017-09-14
2.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
998122.00
1031358.91
CAMPBELL SOUP CO
2042-08-02
3.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1523981.00
1381839.29
CITIGROUP INC
2013-04-11
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2478329.00
2544997.43
CITIGROUP INC
2016-01-07
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5961941.00
6637001.64
DOMINION RESOURCES INC
2066-06-30
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1622594.00
1820766.81
GCBREGS KOREA HYDRO
2022-09-19
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8506.00
8438.21
GENERAL ELEC CAPT CORP
2014-11-14
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
70565.00
75019.30
HEWLETT PACKARD CO
2013-05-24
0.710750
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
258997.00
259012.27
KRAFT FOODS INC
2040-02-09
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
262148.11
MARSH & MCLENNAN CO,INC
2019-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2313657.00
3192554.24
MCDONALDS CORP
2015-05-29
0.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
419000.00
422269.95
MEAD CORP
2047-03-01
7.550000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
328577.00
377252.67
MERRILL LYNCH AND CO
2013-04-25
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
164675.00
169413.11
MORGAN STANLEY GROUP INC
2017-08-28
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2647777.00
3070679.94
MORGAN STANLEY GROUP INC
2018-04-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1843.00
2241.92
PRUDENTIAL FINCL INC
2015-09-17
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3022728.00
3373131.87
PRUDENTIAL FINCL INC
2015-09-17
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576903.00
1759702.42
SAB MILLER PLC SPONSORED ADR BE
2018-07-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
718364.00
889409.26
SLM CORP FR 5.5%
2023-01-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
495411.67
WHIRLPOOL CORP
2043-03-01
5.150000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2004220.00
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
38000000.00
38000000.00
0.0027
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
38000000.00
38000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.190000%
987WVU007_0.1900_M130301_2M54
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-01-20
3.000000
Government Agency Debt
1168317.00
1199787.11
GNMA
2024-06-15
4.500000
Government Agency Debt
2660000.00
1194463.99
GNMA
2026-01-15
3.500000
Government Agency Debt
1646800.00
1192192.45
GNMA
2026-08-15
4.000000
Government Agency Debt
1167111.00
1165529.22
GNMA
2027-04-20
3.500000
Government Agency Debt
1248378.00
1182851.02
GNMA
2027-08-20
3.500000
Government Agency Debt
1148323.00
1203689.44
GNMA
2027-09-15
3.000000
Government Agency Debt
1166821.00
1214396.45
GNMA
2027-11-20
3.500000
Government Agency Debt
1103441.00
1172650.26
GNMA
2033-05-15
5.750000
Government Agency Debt
9000208.00
1195154.13
GNMA
2033-07-15
4.500000
Government Agency Debt
4000000.00
1180183.11
GNMA
2033-07-15
5.000000
Government Agency Debt
3690947.00
1174938.49
GNMA
2034-05-20
4.500000
Government Agency Debt
3887000.00
1165880.64
GNMA
2034-10-15
5.000000
Government Agency Debt
3248000.00
1197503.65
GNMA
2034-10-20
6.000000
Government Agency Debt
6300000.00
1198595.27
GNMA
2035-11-15
5.000000
Government Agency Debt
1104670.00
1178185.10
GNMA
2036-03-20
4.890000
Government Agency Debt
2276829.00
1197298.44
GNMA
2036-04-20
5.000000
Government Agency Debt
4765539.00
1209038.27
GNMA
2036-08-20
6.500000
Government Agency Debt
7250000.00
1163515.25
GNMA
2037-08-20
5.500000
Government Agency Debt
5264500.00
1212464.16
GNMA
2037-10-20
6.500000
Government Agency Debt
7488087.00
1177368.88
GNMA
2038-06-20
5.500000
Government Agency Debt
1414827.00
1215167.44
GNMA
2038-08-15
5.500000
Government Agency Debt
3786200.00
1163191.11
GNMA
2039-04-15
4.500000
Government Agency Debt
1282731.00
1171687.55
GNMA
2039-05-15
4.500000
Government Agency Debt
1247645.00
1162982.66
GNMA
2039-05-15
5.000000
Government Agency Debt
1929557.00
1212934.05
GNMA
2039-05-15
6.000000
Government Agency Debt
2436972.00
1197074.93
GNMA
2039-11-15
5.000000
Government Agency Debt
1590190.00
1216160.98
GNMA
2040-01-15
4.500000
Government Agency Debt
2017040.00
1190512.95
GNMA
2040-03-15
4.500000
Government Agency Debt
1116752.00
1170261.77
GNMA
2040-03-20
5.000000
Government Agency Debt
1608527.00
1161916.77
GNMA
2040-04-15
4.500000
Government Agency Debt
1608369.00
1198153.96
GNMA
2040-07-15
4.500000
Government Agency Debt
1285176.00
1177494.58
GNMA
2040-08-15
4.290000
Government Agency Debt
1193281.00
1087893.63
GNMA
2040-08-15
4.500000
Government Agency Debt
1412651.00
1171725.85
GNMA
2040-10-15
4.700000
Government Agency Debt
1377361.00
1210452.16
GNMA
2040-10-15
5.000000
Government Agency Debt
1477138.00
1199815.73
GNMA
2040-11-15
4.000000
Government Agency Debt
1121329.00
1175355.18
GNMA
2040-11-20
5.000000
Government Agency Debt
1894243.00
1216421.38
GNMA
2041-01-15
4.000000
Government Agency Debt
1269858.00
1216456.88
GNMA
2041-02-15
4.500000
Government Agency Debt
1208533.00
1162621.63
GNMA
2041-03-15
4.500000
Government Agency Debt
1541755.00
1190759.86
GNMA
2041-04-15
4.500000
Government Agency Debt
1337223.00
1175295.37
GNMA
2041-04-15
5.000000
Government Agency Debt
1369147.00
1176123.22
GNMA
2041-04-20
5.000000
Government Agency Debt
1254695.00
1222622.30
GNMA
2041-04-20
5.000000
Government Agency Debt
1582057.00
1173016.33
GNMA
2041-05-15
4.500000
Government Agency Debt
1195965.00
1172719.03
GNMA
2041-05-15
4.500000
Government Agency Debt
683214.00
538168.64
GNMA
2041-05-15
5.000000
Government Agency Debt
1400668.00
1222118.32
GNMA
2041-06-15
4.500000
Government Agency Debt
1126332.00
1218570.11
GNMA
2041-06-15
5.000000
Government Agency Debt
2037394.00
1214614.27
GNMA
2041-07-15
4.500000
Government Agency Debt
1338574.00
1220346.91
GNMA
2041-07-15
4.500000
Government Agency Debt
1266185.00
1180368.25
GNMA
2041-07-20
4.000000
Government Agency Debt
1133815.00
1201096.80
GNMA
2041-08-15
4.500000
Government Agency Debt
1248563.00
1194358.71
GNMA
2041-09-15
5.000000
Government Agency Debt
1428941.00
1221693.04
GNMA
2041-09-20
4.500000
Government Agency Debt
1189916.00
1198603.01
GNMA
2041-09-20
5.000000
Government Agency Debt
1093977.00
1196700.13
GNMA
2041-11-15
4.500000
Government Agency Debt
1414928.00
1177375.46
GNMA
2041-11-15
5.000000
Government Agency Debt
1273618.00
1185884.42
GNMA
2042-01-15
2.450000
Government Agency Debt
1266832.00
1196468.33
GNMA
2042-02-15
4.000000
Government Agency Debt
1493278.00
1195325.50
GNMA
2042-05-15
3.500000
Government Agency Debt
1121526.00
1206820.60
GNMA
2042-06-15
3.500000
Government Agency Debt
1108517.00
1190861.39
GNMA
2042-07-15
4.000000
Government Agency Debt
1077594.00
1179767.73
GNMA
2042-08-15
3.500000
Government Agency Debt
1114573.00
1193972.46
GNMA
2042-08-15
3.500000
Government Agency Debt
1404029.00
1181185.61
GNMA
2042-08-15
4.000000
Government Agency Debt
1100535.00
1190239.97
GNMA
2042-08-15
4.000000
Government Agency Debt
1097715.00
1187838.68
GNMA
2042-09-15
3.500000
Government Agency Debt
1106471.00
1204789.55
GNMA
2042-09-20
4.000000
Government Agency Debt
1086556.00
1194741.92
GNMA
2042-10-15
3.500000
Government Agency Debt
1149731.00
1209949.38
GNMA
2042-10-15
4.000000
Government Agency Debt
1095509.00
1221762.59
GNMA
2042-11-15
3.000000
Government Agency Debt
1165621.00
1222269.49
GNMA
2042-11-15
3.000000
Government Agency Debt
1124060.00
1174941.22
GNMA
2042-11-15
4.000000
Government Agency Debt
1093936.00
1210915.71
GNMA
2042-11-15
4.000000
Government Agency Debt
1042367.00
1162567.16
GNMA
2042-11-20
4.000000
Government Agency Debt
1081407.00
1191596.72
GNMA
2042-12-15
3.000000
Government Agency Debt
1166873.00
1223248.96
GNMA
2042-12-15
3.000000
Government Agency Debt
1129080.00
1185860.26
GNMA
2042-12-15
4.000000
Government Agency Debt
1078884.00
1210919.73
GNMA
2043-01-20
3.000000
Government Agency Debt
1155611.00
1209790.79
GNMA
2043-02-15
3.500000
Government Agency Debt
1088183.00
1182441.41
GNMA
2043-02-20
5.000000
Government Agency Debt
1077360.00
1183479.96
GNMA
2048-03-15
2.350000
Government Agency Debt
1120500.00
1177685.28
GNMA
2052-11-15
4.500000
Government Agency Debt
1070234.00
1175948.46
GNMA
2054-04-15
3.440000
Government Agency Debt
1186692.00
1193549.89
GNMA
2054-06-15
2.550000
Government Agency Debt
1288166.00
1206660.52
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.170000%
987YEA006_0.1700_M130307_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-12-25
1.203700
Government Agency Debt
7663333.00
5392245.49
Fannie Mae
2032-02-25
2.000000
Government Agency Debt
9094000.00
8300796.69
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
1612602.00
1652049.47
Freddie Mac
2027-08-15
4.000000
Government Agency Debt
15000000.00
4891352.18
Freddie Mac
2041-01-15
2.000000
Government Agency Debt
3109787.00
2863556.61
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
22000000.00
22000000.00
0.0016
N
22000000.00
22000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.200000%
0556X0S70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
Y
Bank of New Zealand
N/A
N/A
N
15000000.00
14994416.67
0.0011
N
14994600.00
14994600.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EQM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39991111.11
0.0029
N
39994400.00
39994400.00
CAFCO, LLC
CAFCO, LLC 0.380000%
12476ETS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11985180.00
0.0009
N
11987880.00
11987880.00
California
RAN 2012-2013 Series A1 0.120000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.372200%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-18
2013-04-16
N
N
N
170000000.00
170000000.00
0.0121
N
170051000.00
170051000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293700%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-28
2013-05-28
N
N
N
45000000.00
45000000.00
0.0032
N
45017550.00
45017550.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JT75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
14000000.00
13990472.23
0.0010
N
13990480.00
13990480.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JTA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
40000000.00
39971944.44
0.0029
N
39972000.00
39972000.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.180000%
14918ESD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
15549000.00
15543324.62
0.0011
N
15542158.44
15542158.44
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21998790.00
0.0016
N
21999560.00
21999560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11999230.00
0.0009
N
11999760.00
11999760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14998125.00
0.0011
N
14999250.00
14999250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27000000.00
26996437.50
0.0019
N
26998650.00
26998650.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11998333.33
0.0009
N
11999400.00
11999400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TR50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
60000000.00
59985416.66
0.0043
N
59993400.00
59993400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963TSU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9995600.00
0.0007
N
9996800.00
9996800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963TTA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20981146.67
0.0015
N
20990340.00
20990340.00
Chariot Funding, LLC
Chariot Funding, LLC 0.300000%
15963TU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9989250.00
0.0007
N
9992300.00
9992300.00
Chase Bank USA, NA
Chase Bank USA, NA 0.220000%
16144RSV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
44000000.00
44000000.00
0.0031
N
44000880.00
44000880.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
53000000.00
53000000.00
0.0038
N
53006360.00
53006360.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
61000000.00
61000000.00
0.0044
N
61007320.00
61007320.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RTG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
120000000.00
120000000.00
0.0086
N
120015600.00
120015600.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQ16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
10000000.00
0.0007
N
9999900.00
9999900.00
Ciesco, LLC
Ciesco, LLC 1.004600%
17178BQ40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
109000000.00
108990916.66
0.0078
N
108997820.00
108997820.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999773.89
0.0001
N
1999840.00
1999840.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BQE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
42000000.00
41994388.33
0.0030
N
41996220.00
41996220.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
81000000.00
80997840.00
0.0058
N
80999190.00
80999190.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
65000000.00
64997833.33
0.0046
N
64999350.00
64999350.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.520500%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2014-03-27
N
N
N
150000000.00
150000000.00
0.0107
N
150074250.00
150074250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSU5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
31000000.00
30986360.00
0.0022
N
30986360.00
30986360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DSX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-31
2013-05-31
N
N
N
27000000.00
26987715.00
0.0019
N
26987580.00
26987580.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
921BCA007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
89000000.00
89000000.00
0.0064
N
89000890.00
89000890.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
921MYH004
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
37000000.00
37000000.00
0.0026
N
37000000.00
37000000.00
CRC Funding, LLC
CRC Funding, LLC 0.360000%
12622UQN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39991600.00
0.0029
N
39994000.00
39994000.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61000000.00
60866986.12
0.0043
N
60881660.00
60881660.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UV78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
62000000.00
61863083.33
0.0044
N
61876620.00
61876620.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.340000%
22532UQC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
69000000.00
69000000.00
0.0049
N
69005520.00
69005520.00
Credit Suisse AG
Credit Suisse AG 5.000000%
2254C0TC1
Other Note
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
84000000.00
84787649.29
0.0061
N
84760032.00
84760032.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DD30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
37000000.00
37000000.00
0.0026
N
37008140.00
37008140.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DS83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
120000000.00
120000000.00
0.0086
N
120020400.00
120020400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M130301_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-10-15
6.000000
Government Agency Debt
45000000.00
6865158.90
Freddie Mac
2038-11-15
6.000000
Government Agency Debt
40000000.00
5383592.25
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
40044214.00
12464761.73
Freddie Mac
2041-05-20
4.500000
Government Agency Debt
25050000.00
22658071.59
Freddie Mac
2043-01-20
4.500000
Government Agency Debt
36258513.00
39919592.33
Freddie Mac
2043-02-20
3.000000
Government Agency Debt
34310000.00
36003493.78
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
120876684.00
120876684.00
0.0086
N
120876684.00
120876684.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2M54
0001230485
Other Repurchase Agreement
N
144A ABSMH 2004-CN1 A2
2030-12-02
8.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
2865446.91
144A JPALT 2008-R2 A1
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000.00
4697.04
ARMT
2037-03-25
3.197400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2385000.00
995649.55
BALTA 2006-8 1A1
2046-06-25
0.361700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5220000.00
704781.08
BSABS 2007-AQ2 A4
2037-01-25
0.531700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10124000.00
1025506.45
BSSLT
2037-01-25
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54739817.00
6590853.64
CFAB 2004-1 2B
2032-12-25
2.751700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14750000.00
13460.07
CMALT 2006-A4 1A1
2036-09-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
770000.00
492177.69
CMLTI 2006-AR7 2A3A
2036-11-25
5.097700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10600000.00
2350591.61
CSMC 2007-3 1A3A
2037-04-25
5.745600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1895000.00
994851.46
CWALT 2005-42CB A1
2035-10-25
0.881700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
1330077.28
CWALT 2005-42CB A2
2035-10-25
0.851700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13500000.00
5119352.24
CWALT 2006-OA1 1A2
2046-03-20
0.502200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11055000.00
125332.09
CWALT 2007-9T1 2A3
2037-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3300000.00
1570845.37
CWHEL 2004-I A
2034-02-15
0.491200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
198789534.00
10130013.37
CWHL 2007-HY4 1A1
2047-09-25
3.078100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
237600.00
81103.34
CWL 2005-17 4A2A
2036-05-25
0.461700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20202691.00
3438525.51
CWL 2006-10 MF2
2046-09-25
5.425900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4760000.00
10607.30
CWL 2006-11 1AF3
2046-09-25
5.396400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4830000.00
3732399.29
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4800000.00
2385187.63
CWL 2006-S6 A5
2034-03-25
5.962000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1284237.06
CWL 2007-7 2A3
2047-10-25
0.431700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9164200.00
4344746.89
GPMF 2005-AR4 4A2
2045-10-25
0.561700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3586000.00
38636.61
HVMLT
2038-01-19
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
549639.39
JPMCC 2006-LDP7 B
2045-04-15
5.867600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
388328.94
JPMCC 2006-LDP9 A3
2047-05-15
5.336000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
16916.32
LMT 2008-3 A1
2037-02-25
0.571700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
475819.23
MSC 2007-HQ11 C
2044-02-12
5.558000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
800000.00
683456.23
MSDWC 2002-NC3 M2
2032-08-25
1.501700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17283000.00
1147361.72
MSM 2007-13 6A1
2037-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3720000.00
1813271.77
MSM 2007-3XS 2A1B
2047-01-25
0.371700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8400000.00
948985.32
OAKWOOD MORTGAGE INVESTORS IN
2026-10-15
8.392000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5990000.00
3598871.84
RALI 2006-QS18 2A1
2036-12-25
0.651700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7715500.00
1529568.18
RAMC 2002-3 M1
2032-12-25
1.201700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11093992.00
5553617.13
RASC 2001-KS3 AII
2031-09-25
0.431700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
88577400.00
1197171.51
RBSGC
2037-03-25
0.651700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8370000.00
2475393.01
RFMSI 2006-S12 3A9
2036-12-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1645000.00
1256316.71
RFMSI 2006-S8 A13
2036-09-25
0.551700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19020000.00
2233870.07
SACO
2036-06-25
0.401700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984317.00
82378.90
SACO
2036-07-25
0.401700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61435000.00
4870766.61
SACO 2005-10 1A
2036-06-25
0.461700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
214.70
SACO 2006-3 A3
2036-04-25
0.431700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12688600.00
1670464.79
SARM 2006-4 5A1
2036-03-31
5.264300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5180000.00
1792270.82
SASC 2007-BC1 A4
2037-02-25
0.331700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2214378.12
WAMU 2006-AR9 1A
2046-08-25
1.171700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1470000.00
484830.77
WMALT 2005-4 CB7
2035-06-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2005000.00
1639890.34
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
75000000.00
75000000.00
0.0054
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
75000000.00
75000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.730000%
988WZL002_0.7300_M130322_2M54
0001230485
Other Repurchase Agreement
N
144A BACM 2006-4 G
2046-07-10
5.892000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6545000.00
470018.29
144A BACM 2007-5 J
2051-02-10
5.985600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16262000.00
340384.58
144A BSCMS 2006-PW13 G
2041-09-11
5.968600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4645000.00
475160.26
144A CCMFC 2006-1A A1
2046-12-25
0.351700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1205000.00
178115.41
144A CMSI 2003-10 B4
2018-11-25
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
420000.00
74725.06
144A GNCLO 2007-2A E
2016-01-10
6.305000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
990646.96
144A JPALT 2008-R2 A1
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
210000.00
98637.85
144A SDART 2012-2A E
2019-04-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
140000.00
123410.38
ABSHE 2004-HE4 M3
2034-06-25
1.001700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3415000.00
1364197.28
ACE 2004-HE1 M2
2034-03-25
1.301700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1400000.00
1057886.53
ARSI 2005-W2 M1
2035-10-25
0.691700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
4442952.28
BALTA 2005-7 (B57L)
2035-09-25
2.927800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
485000.00
136426.66
BALTA 2006-8 1A1
2046-06-25
0.361700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
895000.00
120838.90
BALTA 2007-1 1A1
2047-01-25
0.361700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2885000.00
409331.34
BOAA 2005-9 1CB2
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3290000.00
2589408.84
CHASE 2006-S3 1A3
2036-11-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1701950.00
475980.96
CMALT 2007-A8 A1
2037-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15850000.00
7124956.11
CMLTI
2036-11-25
0.551700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
26754.89
CMLTI 2007-AR8 1A3A
2037-08-25
5.541800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8185000.00
3158512.15
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
0.592200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
669000.00
68840.22
CSFBMSC 2005-C6
2040-12-15
5.230000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
565000.00
605269.90
CSMC 2007-TFL2
2022-04-15
0.381200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2465000.00
1307952.24
CWALT 2005-56 3A1
2035-11-25
0.491700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1090000.00
112936.69
CWALT 2005-57CB 3A7
2035-12-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6485000.00
4321164.61
CWALT 2005-IM1 A1
2036-01-25
0.501700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1670000.00
294499.99
CWALT 2006-OC2 2A2
2036-02-25
0.401700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015000.00
165509.39
CWHEL 2004-I A
2034-02-15
0.491200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
98790571.00
5034217.77
CWHL 2005-17 2A2
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3186000.00
218878.06
CWHL 2005-HYB7 6A1
2035-11-20
5.164200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25540000.00
7842559.86
CWHL 2006-6 A2
2036-04-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3060000.00
2370794.44
CWHL 2006-HYB5 4A1
2036-09-20
5.298800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
69000.00
21642.89
CWHL 2007-HY4 1A1
2047-09-25
3.078100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1015000.00
346464.19
CWL 2007-BC1 2A1
2037-05-25
0.261700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42067097.00
3205248.61
EQABS 2003-1 M1
2033-07-25
4.860000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8000000.00
2487230.78
GECMC 2007-C1 AM
2049-12-10
5.606000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
950000.00
959437.25
GMACM 2005-AR5 1A1
2035-09-19
3.614400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6125000.00
1272352.70
GSMS 2007-GG10 AJ
2045-08-10
5.790700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6845050.00
3804951.80
HMBT
2036-12-25
0.381700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16000000.00
5482686.04
HVMLT
2038-01-19
0.391700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2905000.00
1047017.99
JPMAC 2006-FRE1 A4
2035-05-25
0.491700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1074982.00
890418.67
JPMCC 2006-CB14 C
2044-12-12
5.543000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4474000.00
529923.64
JPMMT 2005-A7 3A2
2035-10-25
5.221400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5341100.00
852212.52
JPMORGAN ALT TRUST 2006-S
2036-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
920916.35
LBUBS 2005-C3 E
2040-07-15
4.983000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
4701459.41
LXS 2007-16N 2A2
2047-09-25
1.051700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38500000.00
16928186.39
LXS 2007-20N A2
2037-12-25
1.451700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38160000.00
3044054.43
LXS 2007-7N 2A1B
2047-06-25
0.401700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
65000.00
22267.79
MLCFC 2007-7 B
2050-06-12
5.741000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5285000.00
325157.96
MLMI 2004-WMC1 M2
2034-10-25
1.851700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7393000.00
4406620.74
MLMI 2006-A1 2A1
2036-03-25
3.002300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2010000.00
421803.23
MSAC 2004-NC1 M2
2033-12-27
1.751700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9492000.00
1077574.66
MSM 2007-12 4A1
2037-08-25
0.601700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5355000.00
1067195.68
NHEL 2005-1 M5
2035-06-25
0.921700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3095115.00
2420582.14
RAAC 2007-SP3 A1
2047-09-25
1.401700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5383064.00
1838972.26
RALI 2005-QA10 A31
2035-09-25
3.799400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1940000.00
650159.55
RALI 2006-QS17 A3
2036-12-25
0.551700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
46000000.00
11534353.55
RALI 2007-QS1 2A2
2037-01-25
0.561700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
405000.00
113394.05
RASC 2001-KS3 AII
2031-09-25
0.431700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
78115800.00
1055777.32
RAST 2005-A15 5A1
2036-02-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48795400.00
17293202.17
SARM 2006-2 5-A1
2036-03-25
5.253500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
24350000.00
6875454.81
WAMU 2005-AR18 3A1
2036-01-25
5.011900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
380000.00
155339.99
WAMU 2006-AR9 1A
2046-08-25
1.171700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
795000.00
262204.39
WFMBS 2005-6 B1
2035-08-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4603000.00
2638646.41
WMALT 2006-AR10 A2A
2036-12-25
0.371700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
528051.00
247729.15
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
126000000.00
126000000.00
0.0090
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
126039060.00
126039060.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.160000%
992JYD004_0.1600_M130301_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
33730000.00
35266175.95
Freddie Mac
2043-02-01
2.500000
Government Agency Debt
5575000.00
5537881.22
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
40000000.00
40000000.00
0.0029
N
40000000.00
40000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.320000%
2284K0SQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
15000000.00
14988800.00
0.0011
N
14991750.00
14991750.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BDU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
60000000.00
60000000.00
0.0043
N
60022800.00
60022800.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BEJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
10000000.00
10000000.00
0.0007
N
10003700.00
10003700.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25155BHS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
14000000.00
14000000.00
0.0010
N
14004620.00
14004620.00
Deutsche Bank AG
Deutsche Bank AG 0.730000%
25155BKL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-01-17
2014-01-17
N
N
N
155000000.00
155000000.00
0.0111
N
155110050.00
155110050.00
Deutsche Bank AG
Deutsche Bank AG 0.440000%
25155BNS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-29
2013-08-29
N
N
N
109000000.00
109000000.00
0.0078
N
109005450.00
109005450.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BPN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
14000000.00
14000000.00
0.0010
N
13998600.00
13998600.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
21599B009_0.1800_M130301_2M54
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-03-31
2.500000
Treasury Debt
35244200.00
37256287.12
United States Treasury Department
2017-11-30
0.625000
Treasury Debt
64948000.00
64743759.95
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M130301_2M54
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2042-07-20
2.000000
Government Agency Debt
109982514.00
111280000.11
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
107000000.00
107000000.00
0.0076
N
107000000.00
107000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.310000%
988RGN000_0.3100_M130301_2M54
0001074042
Other Repurchase Agreement
N
AMERICAN INTL GROUP INC COM NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749997.41
ANADARKO PETE CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749994.56
BANK OF AMERICA CORPORATION COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749997.10
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749920.90
CITIGROUP INC COM NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749977.28
CVS CAREMARK CORPORATION COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749927.80
EXXON MOBIL CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
716.24
HESS CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749977.92
HOME DEPOT INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749958.72
IHS INC CL A
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749960.80
INTERNATIONAL BUSINESS MACHSCOM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749952.17
JPMORGAN CHASE & CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749982.08
LILLY ELI & CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749983.20
MEDTRONIC INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749976.60
MERCK & CO INC NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749996.22
METLIFE INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749978.30
PEPSICO INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749928.32
PROCTER & GAMBLE CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749976.75
SIMON PPTY GROUP INC NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749926.40
WAL MART STORES INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749937.20
WELLS FARGO & CO NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749965.82
XL GROUP PLC SHS
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
1749988.48
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
35000000.00
35000000.00
0.0025
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
35000000.00
35000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
988RGN000_0.3600_M130301_2M54
0001074042
Other Repurchase Agreement
N
AMERICAN INTL GROUP INC COM NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999998.52
ANADARKO PETE CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999939.72
BANK OF AMERICA CORPORATION COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999993.50
BERKSHIRE HATHAWAY INC DEL CL B NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999954.80
CITIGROUP INC COM NEW
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999993.04
CVS CAREMARK CORPORATION COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999922.20
EXXON MOBIL CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
716.24
HESS CORP COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999978.00
HOME DEPOT INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999937.52
IHS INC CL A
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999947.20
INTERNATIONAL BUSINESS MACHSCOM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999914.86
JPMORGAN CHASE & CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999989.76
LILLY ELI & CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999990.40
MEDTRONIC INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999967.54
MERCK & CO INC NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999997.84
METLIFE INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999992.70
PEPSICO INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999959.04
PROCTER & GAMBLE CO COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999975.75
SIMON PPTY GROUP INC NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999935.20
WAL MART STORES INC COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999943.64
WELLS FARGO & CO NEW COM
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999975.45
XL GROUP PLC SHS
2013-02-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
999985.20
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
20000000.00
20000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.500000%
988VHX008_0.5000_M130307_2M54
0001074042
Other Repurchase Agreement
N
ALLY FINL INC
2020-03-15
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
629986.11
ASHLAND INC COMMON NEW
2022-08-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
610500.00
CFCRE COML MTG TR 2011 C2
2047-12-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4192511.00
4461292.88
CHASE FLEX TRUST 2006-2
2036-09-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
1655052.44
COMM 2010 C1 MTG TRUST
2046-07-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
288175.00
323830.60
COMM 2011 THL MTG TR
2028-06-09
4.554000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19748.00
20294.99
COMMERCIAL MTGE TRUAT 2006-GG7
2038-07-10
5.861570
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20258.00
20119.13
CWALT INC
2035-02-25
0.601700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
224380.00
38379.47
DISCOVER FINL SVCS
2022-04-27
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
446123.00
513580.76
DISH DBS CORP
2022-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
569194.00
600499.67
FORD MOTOR CDEDIT COMPANY
2014-06-01
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
227988.00
250721.44
JP MORGAN CHASE COMM
2047-05-15
5.372000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
23108.00
24860.39
JPMCC 2007
2049-02-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6323818.00
4491099.66
LBI MEDIA INC
2019-04-15
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45427.00
43515.60
LB-UBS COMMERCIAL MTGE TRUST 2006
2039-09-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
387083.00
416105.71
LMT 2006-3
2036-07-25
0.551700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9050197.00
1258624.38
MERRILL LYNCH MORTGAGE TRUST 2007-C1
2050-06-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
945889.00
957081.70
NORBORD DELAWARE GP I
2017-02-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
269729.00
308265.41
PHH ALT MTG TRUST SERIES 200701
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
76630.00
36662.25
POST HLDGS INC
2022-02-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
336806.00
369022.43
REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO
2019-04-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
209611.00
224807.80
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
15001350.00
15001350.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
991JCA005_0.1800_M130301_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-03-25
0.718700
Government Agency Debt
20523342.00
1212858.69
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
3546921.00
3194495.38
Fannie Mae
2028-10-25
7.000000
Government Agency Debt
11754627.00
2924431.81
Fannie Mae
2029-06-25
0.703700
Government Agency Debt
39479963.00
816765.16
Fannie Mae
2031-08-25
0.503700
Government Agency Debt
839410.00
812504.75
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2808000.00
2971712.02
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2067000.00
2188771.10
Fannie Mae
2031-10-25
0.453700
Government Agency Debt
18114533.00
2511112.84
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1184000.00
1187467.94
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1119000.00
1122882.93
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1111000.00
1115231.80
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2119609.81
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
688031.06
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
584110.56
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
624000.00
526953.65
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
574000.00
486331.83
Fannie Mae
2032-12-25
3.000000
Government Agency Debt
2769246.00
2686542.47
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
63495.57
Fannie Mae
2033-11-25
6.000000
Government Agency Debt
22500000.00
1899932.78
Fannie Mae
2035-06-25
0.503700
Government Agency Debt
27702659.00
3037987.20
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
3717000.00
4305189.23
Fannie Mae
2036-05-25
0.501700
Government Agency Debt
3000000.00
2925926.42
Fannie Mae
2036-05-25
0.511700
Government Agency Debt
17756082.00
3625337.43
Fannie Mae
2036-08-25
0.701700
Government Agency Debt
42242777.00
4731511.52
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
1922125.38
Fannie Mae
2036-10-25
5.750000
Government Agency Debt
23455000.00
4888670.70
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2836000.00
3312297.69
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
2500000.00
1821545.90
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
1614000.00
999523.31
Fannie Mae
2038-07-25
1.251700
Government Agency Debt
10000000.00
5249115.41
Fannie Mae
2038-10-25
1.421700
Government Agency Debt
9000000.00
2035674.14
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
14520000.00
4057988.55
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1568682.71
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
854609.91
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
151745.17
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2742720.00
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
1707000.00
1718064.77
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
202755.80
Fannie Mae
2040-12-25
0.601700
Government Agency Debt
956500.00
944942.75
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
2980575.51
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
865087.32
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
2041051.91
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
2715000.00
2965420.74
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
435406.06
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
434345.11
Fannie Mae
2041-05-25
0.601700
Government Agency Debt
1158123.00
1153486.04
Fannie Mae
2041-06-25
0.601700
Government Agency Debt
930925.00
745448.97
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1389434.75
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1032915.00
1126893.74
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
991090.00
1022415.38
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
859860.62
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
3757611.00
3985149.38
Fannie Mae
2042-03-25
0.503700
Government Agency Debt
1192996.00
1174720.77
Fannie Mae
2042-05-25
2.000000
Government Agency Debt
199148.00
199646.49
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
4377866.00
4488787.99
Fannie Mae
2042-06-25
0.503700
Government Agency Debt
3127827.00
3057385.45
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
135086.47
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
106869.20
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1458186.01
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
1647000.00
1620767.72
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
512997.92
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
376052.71
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
5017000.00
5087323.29
Fannie Mae
2042-10-25
2.500000
Government Agency Debt
4128000.00
4008400.44
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
3656045.00
3763292.53
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
4574000.00
4443397.32
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3794000.00
3696337.64
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3808000.00
3614043.33
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3047000.00
2955063.91
Fannie Mae
2042-12-25
2.000000
Government Agency Debt
5614000.00
4763136.55
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
4358250.00
4352649.12
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1219000.00
1106498.49
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
785429.00
724278.64
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4434035.40
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
150000000.00
150000000.00
0.0107
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130305_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
17420101.00
18104242.29
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
25791558.00
28628481.50
GNMA
2042-02-20
2.000000
Government Agency Debt
58582745.00
57516123.92
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0071
N
99999000.00
99999000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M130307_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
9293323.00
10641691.23
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
33156706.00
33114095.57
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
42000000.00
42000000.00
0.0030
N
42000000.00
42000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130307_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
14752275.00
14574953.73
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
20442.00
12656.64
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
124096.00
128969.63
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
1000.00
991.22
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
2786085.00
2844492.21
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
33350.00
39354.29
Freddie Mac
2042-02-15
3.000000
Government Agency Debt
6603.00
6975.63
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
6183.00
6592.41
GNMA
2037-11-16
2.750000
Government Agency Debt
3002.00
2425.90
GNMA
2039-01-20
3.000000
Government Agency Debt
28251.00
22384.54
GNMA
2041-10-20
6.500000
Government Agency Debt
103645.00
117681.16
GNMA
2042-02-20
2.000000
Government Agency Debt
7126.00
6996.26
GNMA
2042-10-20
2.000000
Government Agency Debt
1000.00
1011.23
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
17000000.00
17000000.00
0.0012
N
17000000.00
17000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M130304_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
2609144.00
2662574.12
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
238775.00
230958.06
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
26319277.00
26828074.06
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
28446182.00
25103782.16
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
33167.00
34446.42
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
252802.00
262730.32
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
19753.00
22817.50
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
24990072.00
27308194.91
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
11462046.00
11361399.14
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
1091989.00
1113802.15
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
52304.00
58057.14
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
438620.00
426347.21
Freddie Mac
2043-01-01
3.500000
Government Agency Debt
274845.00
293044.12
GNMA
2037-11-16
2.750000
Government Agency Debt
128986.00
104233.06
GNMA
2041-10-20
6.500000
Government Agency Debt
585930.00
665279.77
GNMA
2042-10-20
2.000000
Government Agency Debt
349244.00
353165.12
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
93000000.00
93000000.00
0.0066
N
93000000.00
93000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M130307_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
38944132.00
12239423.46
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
777560.00
898191.44
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
11767969.00
11664635.87
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
786925.00
802644.31
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
395225.00
357610.25
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
10758.00
12694.86
GNMA
2037-11-16
2.750000
Government Agency Debt
18205.00
14711.39
GNMA
2042-10-20
2.000000
Government Agency Debt
50264.00
50828.34
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
DNB Bank ASA
DNB Bank ASA 0.300000%
23330LPS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
34000000.00
34000000.00
0.0024
N
34005440.00
34005440.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LQF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
73000000.00
73000000.00
0.0052
N
73001460.00
73001460.00
DNB Bank ASA
DNB Bank ASA 0.230000%
921TMK005
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
59000000.00
59000000.00
0.0042
N
59000000.00
59000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VRS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
7000000.00
6998040.00
0.0005
N
6997900.00
6997900.00
Fannie Mae
Fannie Mae 0.095000%
313589CZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
1000000.00
999968.33
0.0001
N
999990.00
999990.00
Fannie Mae
Fannie Mae 0.080000%
313589DP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
5000000.00
4999711.11
0.0004
N
4999890.00
4999890.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385CM6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
72000000.00
72000000.00
0.0051
N
72000000.00
72000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385CZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
58300000.00
58298542.50
0.0042
N
58299417.00
58299417.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385CZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
5000000.00
4999866.67
0.0004
N
4999950.00
4999950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.102000%
313385DU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
50000000.00
49995608.34
0.0036
N
49997400.00
49997400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385DW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
33500000.00
33498157.50
0.0024
N
33498157.50
33498157.50
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
2000000.00
1999673.33
0.0001
N
1999860.00
1999860.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
1000000.00
999860.00
0.0001
N
999930.00
999930.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385EL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
64000000.00
63989973.34
0.0046
N
63995008.00
63995008.00
Freddie Mac
Freddie Mac 0.095000%
313397CY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
17000000.00
16999506.53
0.0012
N
16999847.00
16999847.00
Freddie Mac
Freddie Mac 0.100000%
313397CY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
11000000.00
10999663.89
0.0008
N
10999901.00
10999901.00
Freddie Mac
Freddie Mac 0.120000%
313397DW8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
1300000.00
1299857.00
0.0001
N
1299928.50
1299928.50
Freddie Mac
Freddie Mac 0.120000%
313397EC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
22000000.00
21997140.00
0.0016
N
21998570.00
21998570.00
Freddie Mac
Freddie Mac 0.255000%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2014-02-10
N
N
N
125000000.00
125000000.00
0.0089
N
125096875.00
125096875.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.270000%
3686M0R83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
50000000.00
49985750.00
0.0036
N
49989500.00
49989500.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HQ42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
9000000.00
8999775.00
0.0006
N
8999910.00
8999910.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
82000000.00
81997904.44
0.0059
N
81999180.00
81999180.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
155000000.00
154994058.32
0.0111
N
154996900.00
154996900.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HR33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
4000000.00
3999156.67
0.0003
N
3999600.00
3999600.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HRS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
N
19000000.00
18993793.33
0.0014
N
18996390.00
18996390.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HRV1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
11000000.00
10996214.17
0.0008
N
10997800.00
10997800.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HS65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
5000000.00
4998166.67
0.0004
N
4998850.00
4998850.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HTB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
45000000.00
44968125.00
0.0032
N
44978850.00
44978850.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HVK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-19
2013-08-19
N
N
N
13000000.00
12984562.50
0.0009
N
12984530.00
12984530.00
General Electric Co
General Electric Co 0.160000%
36960LQ65
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
40000000.00
39999111.11
0.0029
N
39999600.00
39999600.00
General Electric Co
General Electric Co 0.150000%
36960LQ73
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
9000000.00
8999775.00
0.0006
N
8999820.00
8999820.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1800000.00
1800000.00
0.0001
N
1800000.00
1800000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2M54
0000769993
Other Repurchase Agreement
N
Freddie Mac
2014-06-26
0.173000
Government Agency Debt
42635000.00
42643084.07
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
41000000.00
41000000.00
0.0029
Y
41009430.00
41009430.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M130305_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2026-03-20
3.500000
Government Agency Debt
4875000.00
3808024.27
GNMA
2027-12-15
2.500000
Government Agency Debt
3869473.00
4011508.65
GNMA
2039-10-15
5.500000
Government Agency Debt
1316733.00
831202.89
GNMA
2041-07-15
4.500000
Government Agency Debt
5000000.00
4023589.58
GNMA
2042-10-20
4.000000
Government Agency Debt
3608703.00
3972564.27
GNMA
2042-11-20
4.000000
Government Agency Debt
3655974.00
4022299.06
GNMA
2043-02-15
3.500000
Government Agency Debt
3533105.00
3857913.94
GNMA
2043-02-20
3.500000
Government Agency Debt
3513393.00
3822898.33
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
27000000.00
27000000.00
0.0019
N
27000000.00
27000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M130301_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-11-20
3.500000
Government Agency Debt
31341324.00
33296097.84
GNMA
2042-12-20
3.500000
Government Agency Debt
91760184.00
97953902.40
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
125000000.00
125000000.00
0.0089
N
125000000.00
125000000.00
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LQB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
36401000.00
36399078.83
0.0026
N
36398815.94
36398815.94
Govco, LLC
Govco, LLC 0.380000%
38362VQ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9999261.11
0.0007
N
9999400.00
9999400.00
Govco, LLC
Govco, LLC 0.370000%
38362VQM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
51000000.00
50989516.66
0.0036
N
50992350.00
50992350.00
Govco, LLC
Govco, LLC 0.300000%
38362VS12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
46000000.00
45976616.67
0.0033
N
45977460.00
45977460.00
Govco, LLC
Govco, LLC 0.310000%
38362VS95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9994058.33
0.0007
N
9994400.00
9994400.00
HSBC Bank Plc
HSBC Bank Plc 0.300000%
40433GR17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
32000000.00
31991733.33
0.0023
N
31995200.00
31995200.00
HSBC USA, Inc
HSBC USA, Inc 0.200000%
40427RRP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
5000000.00
4998527.78
0.0004
N
4998550.00
4998550.00
HSBC USA, Inc
HSBC USA, Inc 0.240000%
40427RSM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
N
N
12000000.00
11993520.00
0.0009
N
11993760.00
11993760.00
HSBC USA, Inc
HSBC USA, Inc 0.230000%
40427RSV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
17000000.00
16990333.61
0.0012
N
16989800.00
16989800.00
ING Bank NV
ING Bank NV 0.320000%
921HDX003
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
67000000.00
67000000.00
0.0048
N
67006030.00
67006030.00
ING Bank NV
ING Bank NV 0.465000%
921LCZ000
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
37000000.00
37000000.00
0.0026
N
37014800.00
37014800.00
ING Bank NV
ING Bank NV 0.400000%
921MTJ006
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
137000000.00
137000000.00
0.0098
N
136994520.00
136994520.00
ING Bank NV
ING Bank NV 0.400000%
921MTX005
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-05
2013-08-05
N
N
N
1000000.00
1000000.00
0.0001
N
999960.00
999960.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0R20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
17000000.00
16995466.67
0.0012
N
16998640.00
16998640.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.290000%
4662J0T36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
3000000.00
2997728.33
0.0002
N
2998950.00
2998950.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2WK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
35000000.00
34939119.44
0.0025
N
34957650.00
34957650.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2WP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
6000000.00
5989356.67
0.0004
N
5992500.00
5992500.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.320000%
4662J2X86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-08
2013-10-08
N
N
N
25000000.00
24950888.89
0.0018
N
24965500.00
24965500.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2XA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-10
2013-10-10
N
N
N
32000000.00
31938551.11
0.0023
N
31955200.00
31955200.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.351700%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
45000000.00
45000000.00
0.0032
N
45000000.00
45000000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.381000%
46636WAC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-22
2014-01-22
N
N
N
43000000.00
43000000.00
0.0031
N
43002580.00
43002580.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.200000%
46899T004_0.2000_M130301_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
103056808.00
99979072.79
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
100000000.00
104692434.61
GNMA
2038-04-20
2.750000
Government Agency Debt
1618294.00
1328492.77
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
200000000.00
200000000.00
0.0143
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.401700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-03-21
2014-03-21
N
N
N
129000000.00
129000000.00
0.0092
N
129060372.00
129060372.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
90000000.00
90000000.00
0.0064
N
90000900.00
90000900.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.220000%
48125PAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
110000000.00
110000000.00
0.0079
N
110001100.00
110001100.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2Q81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
14000000.00
13999265.00
0.0010
N
13999720.00
13999720.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2QK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17000000.00
16997875.00
0.0012
N
16998810.00
16998810.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2QL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24996701.39
0.0018
N
24998250.00
24998250.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2R15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10997631.95
0.0008
N
10998570.00
10998570.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2S22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27987944.45
0.0020
N
27991600.00
27991600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2SD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4996755.56
0.0004
N
4998150.00
4998150.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2SU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14993400.00
0.0011
N
14992950.00
14992950.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2TH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19980800.00
0.0014
N
19988000.00
19988000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RQS1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
10000000.00
9998194.45
0.0007
N
9998700.00
9998700.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RRH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
16000000.00
15994568.89
0.0011
N
15995680.00
15995680.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RRP6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
13000000.00
12995023.89
0.0009
N
12995710.00
12995710.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.245000%
53943RTB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
5000000.00
4996529.16
0.0004
N
4995950.00
4995950.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53944LGL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
51000000.00
51000000.00
0.0036
N
51002550.00
51002550.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53944LGM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
5000000.00
5000000.00
0.0004
N
5000200.00
5000200.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53944LGT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
50000000.00
50000000.00
0.0036
N
50003500.00
50003500.00
Los Angeles Dept of Airports
Sub Revenue CP Notes Series C4 0.200000%
54444WSF8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
Y
Wells Fargo Bank NA
N/A
N/A
N
27455000.00
27443560.42
0.0020
N
27442919.80
27442919.80
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQ80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999813.33
0.0003
N
3999840.00
3999840.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
19000000.00
18998733.33
0.0014
N
18998860.00
18998860.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LQF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
18000000.00
17998320.00
0.0013
N
17998560.00
17998560.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4Q64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6500000.00
6499801.39
0.0005
N
6499870.00
6499870.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4Q72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1500000.00
1499945.00
0.0001
N
1499955.00
1499955.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1500000.00
1499908.33
0.0001
N
1499925.00
1499925.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11025000.00
11024258.88
0.0008
N
11024448.75
11024448.75
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4R30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
18000000.00
17996370.00
0.0013
N
17997300.00
17997300.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4R30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13997305.00
0.0010
N
13997900.00
13997900.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4R89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18995788.33
0.0014
N
18996580.00
18996580.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4RC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11000000.00
10997433.33
0.0008
N
10997800.00
10997800.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4RN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
23050000.00
23043341.11
0.0016
N
23044237.50
23044237.50
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4S62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10029000.00
10025506.56
0.0007
N
10025790.72
10025790.72
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4S88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11014000.00
11010047.20
0.0008
N
11010365.38
11010365.38
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4SL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-20
2013-05-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7011000.00
7008039.80
0.0005
N
7008335.82
7008335.82
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4TA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5996633.33
0.0004
N
5997120.00
5997120.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399U000_0.1700_M130301_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
37347000.00
37991617.11
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
42957654.00
33836790.16
GNMA
2036-06-16
1.900000
Government Agency Debt
30474221.00
31171593.07
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2M54
0000728612
Other Repurchase Agreement
N
144A MONTELL FIN
2027-03-15
8.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5431000.00
7331442.67
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW<
2015-02-25
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
698000.00
717020.50
BANDO DO BRASIL S A ACTING THROUGH ITS
2099-12-31
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1587040.00
1586819.58
BERRY PLASTICS CORP
2015-02-15
5.054000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275000.00
1277326.95
CABLEVISION SYSTEMS CORP
2018-04-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2410000.00
2738077.98
CALPINE CORP
2020-07-31
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5979000.00
6612213.47
CCO HOLDINGS LLC
2019-01-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2316000.00
2520644.33
COMPAGNIE GENERALE DR GEOPHYSIQUE VERITAS M
2021-06-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1770000.00
1868603.75
CONSTELLATION BRANDS INC
2016-09-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1687546.00
1979737.56
COPANO ENERGY LLC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5604000.00
6551601.37
D. R. HORTON, INC
2022-09-15
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6462000.00
6389302.50
DISH DBS CORPORATION
2023-03-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7005000.00
7011810.41
ELDARADO RESORTS
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6315000.00
6346509.22
ENCORE ACQUISITION COMPANY
2016-05-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1189000.00
1297050.37
ENDO PHARMA HLDG INC
2019-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1328000.00
1460283.56
FORD MTR CREDIT CO
2016-01-15
2.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1531284.17
FRONTIER COMM CORP
2017-04-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7021000.00
8235486.73
GOLDMAN SACHS CAPITAL III
2043-09-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9045000.00
7484235.00
H J HEINZ COMPANY
2016-09-12
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
7700941.66
HJ HEINZ CO
2021-09-12
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6877000.00
7002159.49
HOST HOTELS RESORTS
2022-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6294000.00
7135953.63
HOST HOTELS RESORTS LP
2021-10-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1760000.00
2080320.00
IAC INTERACTIVE CORP 2 4 09
2022-12-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8475000.00
8361470.31
JAGUAR LD ROVER AUTOMOTIVE PLC
2023-02-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7203000.00
7399957.03
LLOYDS BANKING GROUP PLC
2099-10-01
6.657000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9403621.00
8537894.66
NATIONSTAR MORTGAGE LLC
2020-10-01
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
732290.00
825176.41
NCL CORP LTD
2016-11-15
11.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5910716.00
6914462.30
NRG ENERGY INC
2019-06-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1495000.00
1688955.49
PHILLIPS-VAN HEUSEN CORPORATION
2020-05-15
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
844113.00
969460.85
PLAINS EXPOLORATION PRODUCTION COMPANY
2023-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6418140.00
7348658.87
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6071000.00
6276317.84
REGENCY ENERGY PARTNERS LP
2016-06-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7016000.00
7613456.26
ROYAL BK SCOTLAND GROUP PLC
2022-12-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4118275.00
4325383.05
ROYAL CARIBBEAN CRUISES LTD
2022-11-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2463000.00
2518417.50
SEMINOLE TRIBE OF FL
2017-10-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5784000.00
6436989.48
SPEEDWAY MOTORSPORTS INC
2016-06-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5870000.00
6335349.13
VIRGIN MEDIA FINANCE PLC
2022-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5107000.00
5173444.20
XL CAPITAL
2099-12-31
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2965000.00
2965782.43
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
157000000.00
157000000.00
0.0112
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
157000000.00
157000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
992JYF009_0.1500_M130306_2M54
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
5740346.00
4521543.08
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
29149201.00
24318457.64
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
28000000.00
28000000.00
0.0020
N
27999720.00
27999720.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
992JYF009_0.1800_M130301_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-11-25
1.585000
Government Agency Debt
17251730.00
17353567.95
Fannie Mae
2043-01-25
1.500000
Government Agency Debt
33188000.00
32132997.25
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
32135000.00
32088683.03
Fannie Mae
2043-03-25
3.500000
Government Agency Debt
22665844.00
23530273.96
Freddie Mac
2033-06-15
4.000000
Government Agency Debt
150000000.00
33256315.91
Freddie Mac
2042-02-15
3.450000
Government Agency Debt
50000000.00
32618161.94
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
166000000.00
166000000.00
0.0119
N
166000000.00
166000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.320000%
59157TQR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
3000000.00
2999360.00
0.0002
N
2999670.00
2999670.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.170000%
59157TRW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-30
2013-04-30
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
8500000.00
8497591.67
0.0006
N
8497365.00
8497365.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TSD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
13000000.00
12994991.39
0.0009
N
12994800.00
12994800.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
45300000.00
45277123.50
0.0032
N
45271914.00
45271914.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.485000%
60682AAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
21000000.00
21000000.00
0.0015
N
21000840.00
21000840.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.480000%
60682AAU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
8000000.00
8000000.00
0.0006
N
8000400.00
8000400.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.410000%
60682ABB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
12000000.00
12000000.00
0.0009
N
12002400.00
12002400.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60682ABC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
7000000.00
7000000.00
0.0005
N
7001330.00
7001330.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682ABX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
2000000.00
2000000.00
0.0001
N
2000380.00
2000380.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
73000000.00
73000000.00
0.0052
N
73018250.00
73018250.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
68000000.00
68000000.00
0.0049
N
68014960.00
68014960.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.260000%
60682ACU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
71000000.00
71000000.00
0.0051
N
71004970.00
71004970.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60682ACV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
3000000.00
3000000.00
0.0002
N
3000570.00
3000570.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60687G4C9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
19000000.00
19000000.00
0.0014
N
19000190.00
19000190.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G5C8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
22000000.00
22000000.00
0.0016
N
22001320.00
22001320.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
93000000.00
93000000.00
0.0066
N
93005580.00
93005580.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
4000000.00
4000000.00
0.0003
N
4000280.00
4000280.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60688RAX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-22
2013-05-22
N
N
N
6000000.00
6000000.00
0.0004
N
5999700.00
5999700.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.220000%
60686N005_0.2200_M130301_2M54
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-02-01
2.500000
Government Agency Debt
10768467.00
11160912.26
Fannie Mae
2027-10-01
3.000000
Government Agency Debt
15006929.00
15665033.81
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
2236323.00
2322226.14
Fannie Mae
2028-01-01
3.000000
Government Agency Debt
3452058.00
3574770.27
Fannie Mae
2037-04-01
4.000000
Government Agency Debt
11465467.00
11878405.08
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
709892.00
735989.66
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
1410000.00
1460970.38
Freddie Mac
2023-02-01
2.500000
Government Agency Debt
5663588.00
5873820.39
Freddie Mac
2027-11-01
3.000000
Government Agency Debt
2695520.00
2814237.55
GNMA
2042-09-20
3.500000
Government Agency Debt
13012913.00
13583275.65
GNMA
2048-01-15
3.300000
Government Agency Debt
1050000.00
1088789.67
GNMA
2048-02-15
2.220000
Government Agency Debt
270465.00
282447.41
GNMA
2049-11-15
2.740000
Government Agency Debt
4274400.00
4436665.54
GNMA
2054-04-15
2.340000
Government Agency Debt
2284536.00
2372456.37
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
75000000.00
75000000.00
0.0054
N
75000000.00
75000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.200000%
55799C003_0.2000_M130301_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-12-01
2.500000
Government Agency Debt
50998725.00
52379002.06
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
61039652.00
59820998.54
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
110000000.00
110000000.00
0.0079
N
110000000.00
110000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.170000%
992JYJ001_0.1700_M130301_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
25138179.00
22927494.17
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
22339825.00
23135096.83
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
45000000.00
45000000.00
0.0032
N
45000000.00
45000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.170000%
992JYJ001_0.1700_M130307_2M54
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
49269703.00
51000000.14
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
50000000.00
50000000.00
0.0036
N
50000000.00
50000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.210000%
921KNB003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
70000000.00
70000000.00
0.0050
N
70003500.00
70003500.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988LXK000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
146000000.00
146000000.00
0.0104
N
146000000.00
146000000.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.180000%
63253JSM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
Y
National Australia Bank Ltd
N/A
N/A
N
46000000.00
45981370.00
0.0033
N
45989880.00
45989880.00
Nationwide Building Society
Nationwide Building Society 0.300000%
6385E0TT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
64000000.00
63937066.66
0.0046
N
63945600.00
63945600.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.300000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
14095000.00
14095000.00
0.0010
N
14095000.00
14095000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.300000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409RSD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
30000000.00
29986616.67
0.0021
N
29987400.00
29987400.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409RSF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
7000000.00
6996791.67
0.0005
N
6996990.00
6996990.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.210000%
65558EFW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
66000000.00
66000000.00
0.0047
N
66003960.00
66003960.00
NRW.BANK
NRW.BANK 0.175000%
62939LQ51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
160000000.00
159996888.89
0.0114
N
159996800.00
159996800.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LQJ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
N
8000000.00
7999433.33
0.0006
N
7999280.00
7999280.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
17000000.00
17000000.00
0.0012
N
17004590.00
17004590.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
94000000.00
94000000.00
0.0067
N
94025380.00
94025380.00
Rabobank Nederland
Rabobank Nederland 0.480000%
74977JRZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
14000000.00
14000000.00
0.0010
N
14000140.00
14000140.00
Rabobank Nederland
Rabobank Nederland 0.370000%
74977JSD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
15000000.00
15000000.00
0.0011
N
15003600.00
15003600.00
Rabobank Nederland
Rabobank Nederland 0.360000%
74977JSF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
29000000.00
29000000.00
0.0021
N
29008120.00
29008120.00
Rabobank Nederland
Rabobank Nederland 0.340000%
74977JSG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
43000000.00
43000000.00
0.0031
N
43009460.00
43009460.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.390000%
74977KR19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
Y
Rabobank Nederland
N/A
N/A
N
49150000.00
49133493.79
0.0035
N
49143610.50
49143610.50
RBS Holdings USA Inc
RBS Holdings USA Inc 0.350000%
74927JRK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
46000000.00
45978086.11
0.0033
N
45986660.00
45986660.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
26000000.00
25996764.44
0.0019
N
25998960.00
25998960.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.620000%
7562E0QJ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
15325000.00
15320513.18
0.0011
N
15323467.50
15323467.50
Royal Bank of Canada
Royal Bank of Canada 0.355000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-03-04
N
N
N
100000000.00
100000000.00
0.0071
N
100005000.00
100005000.00
Royal Bank of Canada
Royal Bank of Canada 0.140000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
250000000.00
250000000.00
0.0179
Security is a time deposit.
N
250000000.00
250000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124LR38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
14000000.00
13996920.00
0.0010
N
13997760.00
13997760.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124LR46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999320.00
0.0002
N
2999490.00
2999490.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TQ12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
29000000.00
29000000.00
0.0021
N
29000000.00
29000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83050TR86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
2000000.00
1999514.44
0.0001
N
1999740.00
1999740.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050TSG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
7000000.00
6996453.34
0.0005
N
6997270.00
6997270.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83050TT43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
2000000.00
1998363.89
0.0001
N
1998840.00
1998840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
41000000.00
41000000.00
0.0029
N
41001230.00
41001230.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.380000%
83051HEF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
1000000.00
1000000.00
0.0001
N
1000410.00
1000410.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
52000000.00
52000000.00
0.0037
N
52013520.00
52013520.00
Societe Generale
Societe Generale 0.680000%
83369TKA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
53000000.00
53000000.00
0.0038
N
53057770.00
53057770.00
Societe Generale
Societe Generale 0.390000%
83369TKW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
20000000.00
20000000.00
0.0014
N
20003000.00
20003000.00
Societe Generale
Societe Generale 0.300000%
83369TMN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
66000000.00
66000000.00
0.0047
N
66003300.00
66003300.00
Societe Generale
Societe Generale 0.200000%
83369TMU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
26000000.00
26000000.00
0.0019
N
26000000.00
26000000.00
State Street Corp
State Street Corp 0.230000%
85747JQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
2000000.00
1999948.89
0.0001
N
1999960.00
1999960.00
State Street Corp
State Street Corp 0.200000%
85747JSA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
2000000.00
1999222.22
0.0001
N
1999400.00
1999400.00
State Street Corp
State Street Corp 0.200000%
85747JSW8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
N
65000000.00
64967500.00
0.0046
N
64975300.00
64975300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562D2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
109000000.00
109000000.00
0.0078
N
109014170.00
109014170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DA26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
5000000.00
5000000.00
0.0004
N
5000850.00
5000850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DA83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
45000000.00
45000000.00
0.0032
N
45007650.00
45007650.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-04-04
N
N
N
49000000.00
49000000.00
0.0035
N
49002450.00
49002450.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DF62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
8000000.00
8000000.00
0.0006
N
8001520.00
8001520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DH29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
N
N
1000000.00
1000000.00
0.0001
N
1000200.00
1000200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DN97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
7000000.00
7000000.00
0.0005
N
7000140.00
7000140.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DQ94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
113000000.00
113000000.00
0.0081
N
113004520.00
113004520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.260000%
86562DR77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
17000000.00
17000000.00
0.0012
N
17001020.00
17001020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562DW55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
74000000.00
74000000.00
0.0053
N
74010360.00
74010360.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DXV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
9000000.00
9000000.00
0.0006
N
9001710.00
9001710.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DYL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
29000000.00
29000000.00
0.0021
N
29005800.00
29005800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DYR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
39000000.00
39000000.00
0.0028
N
39008580.00
39008580.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DZQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
3000000.00
3000000.00
0.0002
N
3000690.00
3000690.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DZT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
9000000.00
9000000.00
0.0006
N
9001530.00
9001530.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86562W3F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-23
2013-05-23
N
N
N
49000000.00
49000000.00
0.0035
N
49000000.00
49000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WY44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-05
2013-04-05
N
N
N
49000000.00
49000000.00
0.0035
N
49002940.00
49002940.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
58000000.00
58000000.00
0.0041
N
58004060.00
58004060.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.250000%
86562WZ92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
17000000.00
17000000.00
0.0012
N
17001190.00
17001190.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CNE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
9000000.00
9000000.00
0.0006
N
9000000.00
9000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CTA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
30000000.00
30000000.00
0.0021
N
29998500.00
29998500.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86958CTE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
100000000.00
100000000.00
0.0071
N
99989000.00
99989000.00
Swedbank AB
Swedbank AB 0.330000%
87019QUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
3000000.00
3000000.00
0.0002
N
3001200.00
3001200.00
Swedbank AB
Swedbank AB 0.250000%
87019RRF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
6000000.00
5998125.00
0.0004
N
5998560.00
5998560.00
Swedbank AB
Swedbank AB 0.350000%
87019RTL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
43000000.00
42953595.83
0.0031
N
42972050.00
42972050.00
Texas
TRAN Series 2012 0.120000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
35000000.00
35000000.00
0.0025
N
35000000.00
35000000.00
Texas
TRAN Series 2012 0.120000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
68000000.00
68000000.00
0.0049
N
68000000.00
68000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.180000%
88602TSD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
41404000.00
41388887.54
0.0030
N
41387024.36
41387024.36
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WFP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
2000000.00
2000000.00
0.0001
N
2000020.00
2000020.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112WLK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
24000000.00
24000000.00
0.0017
N
24000480.00
24000480.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WPU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
N
N
81000000.00
81000000.00
0.0058
N
81004050.00
81004050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WTY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
220000000.00
220000000.00
0.0157
N
220008800.00
220008800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112WUA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
32000000.00
32000000.00
0.0023
N
32000640.00
32000640.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112WVL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
52000000.00
52000000.00
0.0037
N
52000000.00
52000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112WVT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
39000000.00
39000000.00
0.0028
N
39000000.00
39000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.160000%
89112WWB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
19000000.00
19000000.00
0.0014
N
19000000.00
19000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.160000%
89112WWC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
7000000.00
7000000.00
0.0005
N
7000000.00
7000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.292700%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-27
2013-05-28
N
N
N
94000000.00
94000000.00
0.0067
N
94032900.00
94032900.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-20
2013-04-22
N
N
N
20000000.00
20000000.00
0.0014
N
20004400.00
20004400.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
43000000.00
42996177.78
0.0031
N
42999140.00
42999140.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.270000%
89233GQC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
4000000.00
3999670.00
0.0003
N
3999880.00
3999880.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQE9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
99000000.00
98988560.00
0.0071
N
98997030.00
98997030.00
UBS AG
UBS AG 0.255000%
90267RNY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
86000000.00
86000000.00
0.0061
N
85998280.00
85998280.00
UBS AG
UBS AG 0.250000%
90267RPF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
84000000.00
84000000.00
0.0060
N
83997480.00
83997480.00
UBS AG
UBS AG 0.250000%
90267RPQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
N
37000000.00
37000000.00
0.0026
N
36998890.00
36998890.00
Union Bank, NA
Union Bank, NA 0.230000%
90527M3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
17000000.00
17000000.00
0.0012
N
17000000.00
17000000.00
Westpac Banking Corp
Westpac Banking Corp 0.449200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-11
2013-07-11
N
N
N
40000000.00
40000000.00
0.0029
N
40029200.00
40029200.00
Westpac Banking Corp
Westpac Banking Corp 0.421700%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-08-23
N
N
N
107000000.00
107000000.00
0.0076
N
107083460.00
107083460.00
Westpac Banking Corp
Westpac Banking Corp 0.360000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2014-01-17
N
N
N
105000000.00
105000000.00
0.0075
N
105013650.00
105013650.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
651329.60
651329.60
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
143569.56
143569.56
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1104476.33
1104476.33
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
187671.05
187671.05