0001145549-13-003423.txt : 20130530
0001145549-13-003423.hdr.sgml : 20130530
20130405131007
ACCESSION NUMBER: 0001145549-13-003423
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130405
DATE AS OF CHANGE: 20130405
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: 13745180
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
2013-03-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
52
73
14042934522.17
6641061.94
831598.27
14048743985.84
0.0028
1.0001
2013-03-31
1.0001
2013-03-31
C000012373
1.00
14048743985.84
1.00
48980571.00
2854215624.31
2805235053.31
0.0001
1.0001
2013-03-31
1.0001
2013-03-31
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
2013-04-04
2013-04-04
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Abbey National North America LLC
Abbey National North America LLC 0.360000%
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
68968950.00
0.0049
N
68975850.00
68975850.00
Alpine Securitization Corp
Alpine Securitization Corp 0.180000%
02086LR99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
48000000.00
47998080.00
0.0034
N
47997120.00
47997120.00
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
30995694.45
0.0022
N
30996280.00
30996280.00
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
15000000.00
0.0011
N
14999850.00
14999850.00
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
9000000.00
0.0006
N
8999910.00
8999910.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
4000000.00
4000000.00
0.0003
Security is a time deposit.
N
4000000.00
4000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005_M130401
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
105000000.00
105000000.00
0.0075
Security is a time deposit.
N
105000000.00
105000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005_M130402
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
281000000.00
281000000.00
0.0200
Security is a time deposit.
N
281000000.00
281000000.00
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
0.0112
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
15001200.00
15001200.00
Bank of Montreal
Bank of Montreal 0.200000%
06366XH39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
200000000.00
200000000.00
0.0142
N
200004000.00
200004000.00
Bank of Montreal
Bank of Montreal 0.150000%
06366XQ70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
115000000.00
115000000.00
0.0082
N
115000000.00
115000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366XW40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.410000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-07-26
N
N
N
176000000.00
176000000.00
0.0125
N
176130240.00
176130240.00
Bank of Nova Scotia
Bank of Nova Scotia 0.283700%
06417FAK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-05-21
N
N
N
38000000.00
37999738.31
0.0027
N
38006460.00
38006460.00
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
77001540.00
77001540.00
Bank of Nova Scotia
Bank of Nova Scotia 0.120000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
4000000.00
4000000.00
0.0003
Security is a time deposit.
N
4000000.00
4000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.080000%
049999006_M130401
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
122000000.00
122000000.00
0.0087
Security is a time deposit.
N
122000000.00
122000000.00
Bank of the West
Bank of the West 0.295000%
06426GAW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
26000000.00
26000000.00
0.0019
N
26008060.00
26008060.00
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
32009600.00
32009600.00
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
73018980.00
73018980.00
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
7000210.00
7000210.00
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
0.0023
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
66044220.00
66044220.00
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
14009380.00
14009380.00
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
62041540.00
62041540.00
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
1000680.00
1000680.00
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
6001020.00
6001020.00
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
48012480.00
48012480.00
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
46017020.00
46017020.00
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
20008000.00
20008000.00
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
0.0043
N
61004880.00
61004880.00
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
13010530.00
13010530.00
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
9007380.00
9007380.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XNX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
51000000.00
51000000.00
0.0036
N
51020400.00
51020400.00
Barclays Bank Plc
Barclays Bank Plc 0.380000%
06741XPB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
14000000.00
14000000.00
0.0010
N
14005600.00
14005600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.130000%
07699U005_0.1300_M130403_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
2.448000
Government Agency Debt
8264260.00
5120209.73
Fannie Mae
2042-04-01
2.794000
Government Agency Debt
7431886.00
6322479.47
Fannie Mae
2043-03-01
2.266000
Government Agency Debt
1264.00
1318.32
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
11000000.00
11000000.00
0.0008
N
11000000.00
11000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130404_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-05-01
1.859000
Government Agency Debt
12118861.00
68523.71
Fannie Mae
2017-07-01
3.996000
Government Agency Debt
27500000.00
191097.23
Fannie Mae
2018-06-01
1.880000
Government Agency Debt
16588606.00
102925.77
Fannie Mae
2018-09-01
2.228000
Government Agency Debt
13400000.00
117844.46
Fannie Mae
2018-09-01
2.935000
Government Agency Debt
425000.00
12241.51
Fannie Mae
2019-08-01
1.894000
Government Agency Debt
105000.00
108120.65
Fannie Mae
2021-01-01
4.330000
Government Agency Debt
51000.00
58066.62
Fannie Mae
2021-06-01
4.340000
Government Agency Debt
191000.00
218808.61
Fannie Mae
2021-07-01
3.976000
Government Agency Debt
103000.00
118113.09
Fannie Mae
2021-08-01
3.714000
Government Agency Debt
97000.00
105689.02
Fannie Mae
2021-12-01
2.940000
Government Agency Debt
103000.00
107749.95
Fannie Mae
2022-04-01
2.940000
Government Agency Debt
116000.00
122696.47
Fannie Mae
2025-03-01
6.717000
Government Agency Debt
15794116.00
11966.62
Fannie Mae
2027-01-01
5.652000
Government Agency Debt
26985034.00
126186.29
Fannie Mae
2027-03-01
6.191000
Government Agency Debt
66512384.00
155882.38
Fannie Mae
2029-02-01
2.250000
Government Agency Debt
71137334.00
177020.02
Fannie Mae
2030-10-01
3.633000
Government Agency Debt
14875710.00
166079.97
Fannie Mae
2031-01-01
2.398000
Government Agency Debt
11697593.00
169724.10
Fannie Mae
2031-12-01
2.353000
Government Agency Debt
15563214.00
238153.70
Fannie Mae
2032-03-01
2.090000
Government Agency Debt
6000000.00
32699.52
Fannie Mae
2032-03-01
2.355000
Government Agency Debt
35266554.00
379230.95
Fannie Mae
2032-04-01
2.615000
Government Agency Debt
6000000.00
44704.40
Fannie Mae
2032-06-01
2.163000
Government Agency Debt
43000000.00
366988.22
Fannie Mae
2032-06-01
2.400000
Government Agency Debt
15138608.00
292070.49
Fannie Mae
2032-10-01
2.263000
Government Agency Debt
1215000.00
157184.67
Fannie Mae
2032-11-01
2.648000
Government Agency Debt
3000000.00
49068.35
Fannie Mae
2033-01-01
2.590000
Government Agency Debt
500000.00
19196.87
Fannie Mae
2033-03-01
2.570000
Government Agency Debt
195000.00
25940.54
Fannie Mae
2033-05-01
2.712000
Government Agency Debt
5900000.00
284636.47
Fannie Mae
2033-06-01
1.784000
Government Agency Debt
7000993.00
219499.36
Fannie Mae
2033-06-01
2.277000
Government Agency Debt
622379.00
71826.80
Fannie Mae
2033-08-01
2.750000
Government Agency Debt
5400000.00
267240.03
Fannie Mae
2033-08-01
2.766000
Government Agency Debt
3000242.00
212001.01
Fannie Mae
2033-09-01
2.634000
Government Agency Debt
3910807.00
344101.53
Fannie Mae
2033-09-01
2.935000
Government Agency Debt
500000.00
65458.58
Fannie Mae
2033-10-01
2.659000
Government Agency Debt
10000000.00
381717.85
Fannie Mae
2033-10-01
4.614000
Government Agency Debt
3000000.00
255380.98
Fannie Mae
2033-12-01
2.692000
Government Agency Debt
5948416.00
296856.66
Fannie Mae
2034-04-01
2.357000
Government Agency Debt
1000000.00
128233.45
Fannie Mae
2034-04-01
2.925000
Government Agency Debt
310000.00
48017.16
Fannie Mae
2034-05-01
2.715000
Government Agency Debt
1050000.00
95970.13
Fannie Mae
2034-07-01
1.939000
Government Agency Debt
1950000.00
378794.70
Fannie Mae
2034-07-01
2.357000
Government Agency Debt
989545.00
145294.17
Fannie Mae
2034-09-01
2.798000
Government Agency Debt
6200000.00
327339.48
Fannie Mae
2034-10-01
2.587000
Government Agency Debt
650000.00
179654.72
Fannie Mae
2034-10-01
5.104000
Government Agency Debt
2544000.00
184609.24
Fannie Mae
2034-11-01
2.381000
Government Agency Debt
1128600.00
101509.86
Fannie Mae
2035-05-01
3.051000
Government Agency Debt
6543526.00
169502.37
Fannie Mae
2035-06-01
2.756000
Government Agency Debt
1810000.00
313218.78
Fannie Mae
2035-11-01
2.711000
Government Agency Debt
589418.00
87913.07
Fannie Mae
2035-12-01
2.715000
Government Agency Debt
1700000.00
317257.28
Fannie Mae
2035-12-01
5.115000
Government Agency Debt
312700.00
68667.24
Fannie Mae
2036-02-01
2.453000
Government Agency Debt
270000.00
160716.88
Fannie Mae
2036-02-01
2.474000
Government Agency Debt
1650000.00
272041.66
Fannie Mae
2036-02-01
2.558000
Government Agency Debt
3130000.00
293080.13
Fannie Mae
2036-02-01
2.673000
Government Agency Debt
1650000.00
173164.28
Fannie Mae
2036-02-01
2.796000
Government Agency Debt
1200000.00
217087.06
Fannie Mae
2036-04-01
2.645000
Government Agency Debt
930000.00
121166.44
Fannie Mae
2036-04-01
2.942000
Government Agency Debt
1300000.00
248977.79
Fannie Mae
2036-04-01
4.958000
Government Agency Debt
1000000.00
176316.95
Fannie Mae
2036-07-01
5.597000
Government Agency Debt
225000.00
21759.89
Fannie Mae
2036-07-01
5.990000
Government Agency Debt
630000.00
138904.94
Fannie Mae
2036-08-01
2.885000
Government Agency Debt
440862.00
93060.57
Fannie Mae
2036-10-01
5.615000
Government Agency Debt
1000000.00
131560.34
Fannie Mae
2036-10-01
5.981000
Government Agency Debt
2700000.00
282441.83
Fannie Mae
2036-11-01
5.754000
Government Agency Debt
700000.00
132374.46
Fannie Mae
2037-01-01
2.065000
Government Agency Debt
4329375.00
50815.13
Fannie Mae
2037-01-01
2.795000
Government Agency Debt
2283127.00
242905.59
Fannie Mae
2037-05-01
5.629000
Government Agency Debt
2000000.00
303202.81
Fannie Mae
2037-06-01
5.680000
Government Agency Debt
70000.00
9179.20
Fannie Mae
2037-07-01
5.628000
Government Agency Debt
2700000.00
389700.47
Fannie Mae
2037-08-01
2.475000
Government Agency Debt
110808.00
55468.49
Fannie Mae
2037-09-01
5.821000
Government Agency Debt
50000.00
6808.93
Fannie Mae
2037-09-01
5.901000
Government Agency Debt
1000000.00
104240.37
Fannie Mae
2037-10-01
2.828000
Government Agency Debt
1122858.00
190863.45
Fannie Mae
2037-10-01
3.155000
Government Agency Debt
2000000.00
348095.76
Fannie Mae
2037-10-01
5.150000
Government Agency Debt
568590.00
90300.08
Fannie Mae
2037-10-01
5.777000
Government Agency Debt
1940000.00
287577.69
Fannie Mae
2037-11-01
6.040000
Government Agency Debt
13714.00
1781.98
Fannie Mae
2037-11-01
6.104000
Government Agency Debt
1610200.00
323208.48
Fannie Mae
2037-12-01
5.378000
Government Agency Debt
1849500.00
388641.83
Fannie Mae
2037-12-01
5.856000
Government Agency Debt
3500000.00
298935.64
Fannie Mae
2038-03-01
4.260000
Government Agency Debt
1000000.00
136790.74
Fannie Mae
2038-03-01
4.776000
Government Agency Debt
500000.00
100769.64
Fannie Mae
2038-03-01
5.212000
Government Agency Debt
2000000.00
303164.97
Fannie Mae
2038-06-01
3.727000
Government Agency Debt
242000.00
46727.88
Fannie Mae
2038-07-01
4.891000
Government Agency Debt
2000000.00
346968.69
Fannie Mae
2038-07-01
5.096000
Government Agency Debt
575000.00
133925.78
Fannie Mae
2038-08-01
4.780000
Government Agency Debt
675000.00
151591.70
Fannie Mae
2038-08-01
5.175000
Government Agency Debt
1950429.00
144215.61
Fannie Mae
2038-08-01
5.263000
Government Agency Debt
500000.00
85556.00
Fannie Mae
2038-09-01
4.659000
Government Agency Debt
1250000.00
259942.03
Fannie Mae
2038-09-01
5.655000
Government Agency Debt
1519600.00
355221.39
Fannie Mae
2038-10-01
5.323000
Government Agency Debt
2000000.00
185425.99
Fannie Mae
2039-01-01
5.643000
Government Agency Debt
734086.00
135704.27
Fannie Mae
2040-05-01
3.684000
Government Agency Debt
76389.00
34028.69
Fannie Mae
2040-06-01
3.630000
Government Agency Debt
1615822.00
383388.42
Fannie Mae
2040-07-01
3.463000
Government Agency Debt
31347.00
13726.62
Fannie Mae
2040-10-01
1.425000
Government Agency Debt
4849067.00
301211.87
Fannie Mae
2040-10-01
3.177000
Government Agency Debt
1000000.00
294459.77
Fannie Mae
2040-10-01
3.641000
Government Agency Debt
123256.00
58536.87
Fannie Mae
2040-12-01
2.326000
Government Agency Debt
199000.00
122726.56
Fannie Mae
2041-01-01
3.190000
Government Agency Debt
58670.00
40584.98
Fannie Mae
2041-02-01
3.150000
Government Agency Debt
1000000.00
179276.28
Fannie Mae
2041-04-01
3.544000
Government Agency Debt
510000.00
313410.32
Fannie Mae
2041-06-01
3.379000
Government Agency Debt
218436.00
148120.75
Fannie Mae
2041-07-01
3.297000
Government Agency Debt
113428.00
70670.92
Fannie Mae
2041-09-01
1.375000
Government Agency Debt
12005617.00
277963.20
Fannie Mae
2041-09-01
2.943000
Government Agency Debt
450000.00
312614.04
Fannie Mae
2041-09-01
3.269000
Government Agency Debt
78824.00
40787.17
Fannie Mae
2041-09-01
3.516000
Government Agency Debt
505000.00
319506.00
Fannie Mae
2041-10-01
3.312000
Government Agency Debt
134646.00
85041.00
Fannie Mae
2042-01-01
2.421000
Government Agency Debt
200000.00
160636.77
Fannie Mae
2042-04-01
2.372000
Government Agency Debt
178899.00
164231.47
Fannie Mae
2042-06-01
3.114000
Government Agency Debt
28287.00
27632.89
Fannie Mae
2043-01-01
2.260000
Government Agency Debt
25272.00
26252.67
Fannie Mae
2043-02-01
2.053000
Government Agency Debt
219524.00
225923.65
Fannie Mae
2043-03-01
2.505000
Government Agency Debt
314889.00
326930.07
Fannie Mae
2043-05-01
1.375000
Government Agency Debt
10065889.00
243280.18
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
20000000.00
20000000.00
0.0014
N
19999200.00
19999200.00
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
999688.89
0.0001
N
999860.00
999860.00
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
77049280.00
77049280.00
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
63040950.00
63040950.00
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
8005440.00
8005440.00
BNP Paribas
BNP Paribas 0.440000%
05572NMB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
42000000.00
42000000.00
0.0030
N
42003780.00
42003780.00
BNP Paribas
BNP Paribas 0.400000%
05572NMF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
56000000.00
56000000.00
0.0040
N
55994400.00
55994400.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AAE003_0.2900_M130408_2M54
0001197610
Other Repurchase Agreement
N
DANSKE BANK A S
2015-04-01
3.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2428924.00
2581454.35
PETROLIAM NASIONAL BERHAD
2015-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
687583.00
813885.01
THE KOREA DEV BANK
2017-05-04
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
740616.00
816158.83
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
4000000.00
4000000.00
0.0003
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
4000080.00
4000080.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130401_2M54
0001197610
Other Repurchase Agreement
N
AXIS BANK LIMITED
2016-05-02
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160907.00
172441.44
BNK OF AMERICA CORP
2014-06-15
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30423.00
32414.44
CITIGROUP, INC.
2013-08-19
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4327995.00
4456240.71
CONAGRA INC
2043-01-25
4.650000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3483530.00
3507766.66
CORPORATION ANDINA DE FOMENTO NOTES DUE 1998
2019-06-04
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1710554.00
2266687.89
CREDIT AGRICOLE HOME LN SFH
2014-07-21
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5549353.00
5562282.99
CVS CORP
2014-09-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294304.00
313313.22
DEUTSCHE TELEKOM INTL
2016-04-11
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1372114.00
1467965.12
DEUTSCHE TELEKOM INTL
2016-04-11
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1274703.00
1363749.33
DIRECTV HOLDINGS LLC
2021-02-15
4.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2492.00
2728.33
DOMINION RES TR.
2031-01-15
8.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53536.00
57197.51
EDF S A
2099-12-31
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
994040.00
EUROPEAN INVESTMENT BANK
2014-08-15
1.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
56629.00
57294.04
FRANCE TELECOM
2042-01-13
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
132382.24
GENERAL ELC CAPT CORP
2032-03-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
166000.00
211536.71
HANA BANK
2016-11-03
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
726927.00
799518.74
HANA BANK
2016-11-03
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13097.00
14404.88
HSBC BANK PLC SER D ADR
2013-05-15
0.720100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
90681.00
90812.50
HUSKY ENERGY
2019-12-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
794728.00
1041270.95
IMPERIAL TOB FIN OLC
2018-02-11
2.050000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2540000.00
2564476.43
INTERNATINOAL PAPER CAPITAL TRUST
2021-08-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
240228.00
316841.11
MERRILL LYNCH AND CO
2017-08-28
6.400000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1285773.00
1518926.51
PETROBRAS INTERNTL FINANCE CO
2014-09-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5140549.00
5604733.44
PETROLEOS MEXICANOS GUARANTEED NOTES
2019-05-03
8.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910579.00
1198296.67
PETROLIAM NASIONAL BERHAD
2015-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
670983.00
794235.76
PETROLIAM NASIONAL BERHAD
2015-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
655539.00
775954.85
PETRONAS CAP LIMITED
2022-05-22
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
57652.00
78935.10
PETRONAS CAP LIMITED
2022-05-22
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17027.00
23312.77
SCHERING0PLOUGH CORP
2033-12-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3657966.00
5187709.09
SCOTLND INTL FIN N0.2
2013-05-23
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
963459.00
981395.66
THE HOME DEPOT INC
2041-04-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
39645.00
51729.96
THE KOREA DEV BANK
2017-05-04
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
60848.00
67054.50
THE WILLIAMS COMPANY INC
2023-01-15
3.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
5018138.89
XEROX CORP
2015-02-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
584247.00
618399.97
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
45000000.00
45000000.00
0.0032
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
45000000.00
45000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.290000%
921AES008_0.2900_M130422_2M54
0001197610
Other Repurchase Agreement
N
AMGEN INC
2021-06-15
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
660340.00
737654.07
BP CAPITAL MARKETS PLC
2014-05-18
3.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
628678.33
DEUTSCHE TELEKOM INTL
2016-04-11
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2005944.00
2146072.28
HANA BANK
2016-11-03
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
297466.00
327171.29
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
2265.07
PETROLIAM NASIONAL BERHAD
2015-08-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2225711.00
2634551.48
PRUDENTIAL FINCL INC
2015-09-17
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1576903.00
1720340.29
THE KOREA DEV BANK
2017-05-04
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
197388.00
217521.58
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
8000000.00
8000000.00
0.0006
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
N
8000000.00
8000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.230000%
987WVU007_0.2300_M130401_2M54
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2042-09-15
3.000000
Government Agency Debt
35087184.00
35754624.69
GNMA
2042-10-15
3.000000
Government Agency Debt
179600047.00
185695375.46
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
215000000.00
215000000.00
0.0153
N
215000000.00
215000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987YEA006_0.1400_M130404_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-10-25
2.000000
Government Agency Debt
23204000.00
23181657.16
Fannie Mae
2043-01-25
3.500000
Government Agency Debt
31133634.00
31269871.08
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
49200000.00
32713017.27
GNMA
2040-10-20
2.500000
Government Agency Debt
29975000.00
22035454.52
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
104000000.00
104000000.00
0.0074
N
103997920.00
103997920.00
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
14997000.00
0.0011
N
14996550.00
14996550.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.205000%
0556X0TL8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
Y
Bank of New Zealand
N/A
N/A
N
4000000.00
3998177.77
0.0003
N
3997800.00
3997800.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.170000%
10513DRK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
36000000.00
36000000.00
0.0026
N
36007200.00
36007200.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.170000%
10513DRN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
45000000.00
45000000.00
0.0032
N
45009000.00
45009000.00
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
11989106.67
0.0009
N
11992560.00
11992560.00
CAFCO, LLC
CAFCO, LLC 0.460000%
12476EW47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
109000000.00
108782726.66
0.0077
N
108802710.00
108802710.00
California
RAN 2012-2013 Series A1 0.150000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
24430000.00
24430000.00
0.0017
N
24430000.00
24430000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.373200%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
170000000.00
170000000.00
0.0121
N
170020400.00
170020400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293700%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
45000000.00
45000000.00
0.0032
N
45013500.00
45013500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738JR85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
14000000.00
13999482.78
0.0010
N
13999160.00
13999160.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.190000%
13738JR93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30998691.11
0.0022
N
30998140.00
30998140.00
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
13993486.11
0.0010
N
13993840.00
13993840.00
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
39980555.55
0.0028
N
39981600.00
39981600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JTJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
56600000.00
56573020.67
0.0040
N
56570002.00
56570002.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.240000%
13738JTT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
25000000.00
24985500.00
0.0018
N
24984750.00
24984750.00
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
15545734.71
0.0011
N
15545579.22
15545579.22
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
59998333.33
0.0043
N
59998800.00
59998800.00
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
9997150.00
0.0007
N
9998000.00
9998000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963TT74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
18000000.00
17993970.00
0.0013
N
17995500.00
17995500.00
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
20986933.33
0.0015
N
20994330.00
20994330.00
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
9991833.33
0.0007
N
9995500.00
9995500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TWH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2996197.50
0.0002
N
2996640.00
2996640.00
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
53005830.00
53005830.00
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
0.0043
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
0.0085
N
120014400.00
120014400.00
Citibank, NA
Citibank, NA 0.290000%
17304UCN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
25000000.00
25000000.00
0.0018
N
25007750.00
25007750.00
Citibank, NA
Citibank, NA 0.290000%
17304UCW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
10000000.00
10000000.00
0.0007
N
10003200.00
10003200.00
Citibank, NA
Citibank, NA 0.180000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
9000000.00
9000000.00
0.0006
Security is a time deposit.
N
9000180.00
9000180.00
Citibank, NA
Citibank, NA 0.280000%
17304UDB3
0000036684
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.520500%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-04-29
2014-04-25
N
N
N
150000000.00
150000000.00
0.0107
N
150050700.00
150050700.00
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
30991165.00
0.0022
N
30991940.00
30991940.00
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
26991900.00
0.0019
N
26992710.00
26992710.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DT59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
45570000.00
45554366.96
0.0032
N
45556329.00
45556329.00
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
37001110.00
37001110.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622UTL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9993555.56
0.0007
N
9992700.00
9992700.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622UTT3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33976171.67
0.0024
N
33972327.40
33972327.40
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
60893250.00
0.0043
N
60913380.00
60913380.00
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
61889777.78
0.0044
N
61910100.00
61910100.00
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
69008280.00
69008280.00
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
84462087.58
0.0060
N
84491820.00
84491820.00
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
37005180.00
37005180.00
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
0.0085
N
120024000.00
120024000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M130401_2M54
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2042-08-15
2.750000
Treasury Debt
248160000.00
232065499.53
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
227511786.00
227511786.00
0.0162
N
227511786.00
227511786.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130510_2M54
0001230485
Other Repurchase Agreement
N
144A BACM 2007-4 L
2051-02-10
4.735000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3130000.00
38216.11
144A BACM 2007-5 J
2051-02-10
5.990400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11050000.00
187074.62
144A CSMC 2006-C4 B
2039-09-15
5.568000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1157000.00
525481.61
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
4566.78
144A MSC 2006-T23 B
2041-08-12
5.818600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
915000.00
980890.93
AHMA 2006-6 A1B
2046-12-25
0.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
25940000.00
839262.30
AMSI 2006-R2 M3
2036-04-25
0.584200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8500000.00
252404.81
BALTA 2006-8 1A1
2046-06-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5220000.00
693004.81
BOAA 2005-9 1CB2
2035-10-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
805000.00
624995.26
BSABS 2007-AQ2 A4
2037-01-25
0.534200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10124000.00
1016804.13
BSSLT
2037-01-25
0.394200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50755417.00
6050765.65
CD 2007 CD4 COMML MTGE TR
2049-12-11
5.366000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
745000.00
803461.65
CFAB 2004-1 2B
2032-12-25
2.754200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14750000.00
12927.81
CMALT 2006-A1 1A4
2036-04-25
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
255000.00
183616.64
CSFB 2003-AR22 CB1
2033-09-25
2.565200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6269000.00
311587.51
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
970457.59
CWALT
2046-05-20
0.413200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1840000.00
556568.93
CWALT 2005-42CB A1
2035-10-25
0.884200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
1317982.02
CWALT 2005-42CB A2
2035-10-25
0.854200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13500000.00
5072827.85
CWALT 2005-56 3A1
2035-11-25
0.494200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37150000.00
3789352.24
CWALT 2005-J7 1A6
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
110345.33
CWALT 2006-13T1 A3
2036-05-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
590000.00
440743.46
CWALT 2006-37R A1
2036-04-25
0.804200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
55000.00
14483.28
CWALT 2006-OA1 1A2
2046-03-20
0.503200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11055000.00
90838.36
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
1548976.79
CWHEL 2005-H 2A
2035-12-15
0.443200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
42944025.00
3199725.09
CWHL 2005-HYB7 6A1
2035-11-20
5.137800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
34965.24
CWL 2005-10 MF2
2036-02-25
5.213000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3325000.00
270996.65
CWL 2005-16 4AV3
2036-05-25
0.454200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8430000.00
1613246.42
CWL 2005-17 4A2A
2036-05-25
0.464200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
20202691.00
3439156.19
CWL 2006-10 MF1
2046-09-25
5.400200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5270000.00
92942.59
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2003700.00
983438.70
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
1263782.98
CWL 2007-7 2A3
2047-10-25
0.434200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9164200.00
4362443.61
FFML 2006-FF5 2A3
2036-04-25
0.364200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2303038.09
GMACM
2036-12-25
0.384200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2630839.00
782470.24
GPHE 2004-2 A1
2030-01-15
0.383200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
106995.60
GPMF 2005-AR4 4A2
2045-10-25
0.564200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3586000.00
37109.38
GSAA 2006-14 A3B
2036-09-25
0.484200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
572133.51
GSAMP 2005-WMC1 M1
2035-09-25
0.694200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
1782164.57
GSR 2007-2F 3A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1260000.00
327347.76
GT 1999-3 A8
2031-02-01
7.060000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600000.00
592787.43
HMBT 2004-2 A2
2034-12-25
1.104200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1850000.00
268286.88
HMBT 2005-4 A2
2035-10-25
0.534200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
2172349.45
HVMLT
2038-01-19
0.393200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1525000.00
579477.54
INDX 2007-FLX2 A3
2037-04-25
0.444200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1058000.00
15268.49
INDX 2007-FLX5 2A3
2037-08-25
0.494200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12846000.00
96294.33
LUM 2006-1 A2
2036-04-25
0.524200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
26920000.00
428136.53
LXS 2006-2N 1A2
2046-02-25
0.544200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
900000.00
9621.60
LXS 2007-16N AF3
2047-09-25
1.154200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100612000.00
1411687.20
MLCFC 2007-9 AMA
2049-09-12
5.853000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
910000.00
1034188.31
MLMI 2005-A7 2A1
2035-09-25
5.114300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6785000.00
2418742.09
MLMI 2006-FF1 B1
2036-08-25
0.954200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
340702.55
MSM 2006-17XS A1
2046-10-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
45793400.00
769894.87
MSM 2006-17XS A1
2046-10-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
44709500.00
751671.96
MSM 2006-17XS A1
2046-10-25
0.324200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
16812.35
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
1774099.20
MSM 2007-3XS 2A1B
2047-01-25
0.374200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8400000.00
937975.01
NCSLT 2007-2 A4
2033-01-25
0.494200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
92156.24
OAK 2001-D A4
2031-09-15
6.930000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
365900.00
176889.25
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
3592211.41
RALI 2006-QS18 2A1
2036-12-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7715500.00
1544656.26
RAMC
2036-05-25
6.063000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5681000.00
353564.11
RAMC 2005-3 M3
2035-11-25
5.484000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
166653.99
RAMP 2005-EFC5 M5
2035-10-25
0.834200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
263211.01
RAMP 2005-EFC5 M5
2035-10-25
0.834200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1000000.00
131605.51
RASC 2001-KS3 AII
2031-09-25
0.434200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
95027600.00
1240203.92
RAST 2005-A10 A4
2035-09-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1625000.00
1453239.22
RAST 2007-A6 2A1
2037-06-25
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4385000.00
1296751.85
RBSGC
2037-03-25
0.654200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8370000.00
2406108.79
RFMSI 2006-S8 A13
2036-09-25
0.554200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19020000.00
2193388.90
SACO
2036-06-25
0.404200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
984317.00
82294.67
SACO
2036-07-25
0.404200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
38479200.00
2991636.14
SACO 2005-10 1A
2036-06-25
0.464200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
216.84
SACO 2006-3 A3
2036-04-25
0.434200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12688600.00
1647395.20
SARM 2006-4 5A1
2036-03-31
5.198300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5180000.00
1738580.53
SASC 2003-15A B1
2033-04-25
2.792500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
485969.28
SASC 2005-WF4 M2
2035-11-23
0.634200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
650000.00
555170.77
SASC 2007-BC1 A4
2037-02-25
0.334200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2220350.68
SDART 2012-1 E
2019-02-15
6.770000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
390206.69
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
N
75000000.00
75000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
75042000.00
75042000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.710000%
988WZL002_0.7100_M130703_2M54
0001230485
Other Repurchase Agreement
N
144A ADROC 2005-2A A1LB
2041-02-06
0.538400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
256551000.00
147987773.60
144A BLACK 2012-1A D
2023-02-01
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
150000.00
127222.36
CARR 2005-FRE1 M2
2035-12-25
0.694200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
500000.00
235001.92
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
129000000.00
129000000.00
0.0092
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
129000000.00
129000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
992JYD004_0.1300_M130402_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2022-06-15
6.500000
Government Agency Debt
13700000.00
2144107.32
Freddie Mac
2026-05-20
4.000000
Government Agency Debt
14740049.00
7400140.31
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
15390280.00
3800745.01
Freddie Mac
2038-04-20
5.000000
Government Agency Debt
16000000.00
4642213.82
Freddie Mac
2039-01-20
6.500000
Government Agency Debt
16358048.00
975329.35
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
12224918.00
13381444.33
Freddie Mac
2041-08-20
4.500000
Government Agency Debt
14515158.00
5897154.96
Freddie Mac
2042-02-20
5.500000
Government Agency Debt
13418257.00
10897217.55
Freddie Mac
2042-05-20
4.500000
Government Agency Debt
15621946.00
13842529.91
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
12540539.00
13308752.80
Freddie Mac
2042-11-20
3.500000
Government Agency Debt
15459322.00
16662857.62
Freddie Mac
2048-01-15
2.400000
Government Agency Debt
6660000.00
6904204.53
Freddie Mac
2048-02-15
2.370000
Government Agency Debt
12787450.00
13586135.14
Freddie Mac
2048-03-15
2.230000
Government Agency Debt
14473200.00
15154274.47
Freddie Mac
2048-03-15
2.810000
Government Agency Debt
15420000.00
16460178.98
GNMA
2041-07-20
4.500000
Government Agency Debt
7831329.00
5905987.69
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
148000000.00
148000000.00
0.0105
N
148000000.00
148000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.150000%
992JYD004_0.1500_M130404_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
269035000.00
204001737.49
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
200000000.00
200000000.00
0.0142
N
200000000.00
200000000.00
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
Credit / Liquidity
BNP Paribas
N/A
N/A
15000000.00
14992933.34
0.0011
N
14995050.00
14995050.00
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
60018600.00
60018600.00
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
10003000.00
10003000.00
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
14006440.00
14006440.00
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
0.0110
N
155175150.00
155175150.00
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
109041420.00
109041420.00
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
14003360.00
14003360.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25155BRW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
8000000.00
8000000.00
0.0006
N
8001200.00
8001200.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
988RGN000_0.3600_M130401_2M54
0001074042
Other Repurchase Agreement
N
AMEREN CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749998.70
AMERICAN TOWER CORP NEW COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749999.88
BARD C R INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749974.99
BEAM INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749958.72
BOEING CO COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749940.00
CARDINAL HEALTH INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749987.51
CAREFUSION CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749976.84
CITIGROUP INC COM NEW
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749995.74
CONSTELLATION BRANDS INC CL A
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749978.79
FOREST LABS INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749987.45
GENERAL DYNAMICS CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749955.24
GENERAL GROWTH PPTYS INC NEWCOM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749983.28
GENWORTH FINL INC COM CL A
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749994.19
IHS INC CL A
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749938.38
LOEWS CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749972.88
MEDTRONIC INC COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749995.44
NEWMONT MINING CORP COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749984.32
OWENS ILL INC COM NEW
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
477.36
SIMON PPTY GROUP INC NEW COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749991.20
STARWOOD HOTELS&RESORTS WRLDCOM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749942.49
TEEKAY CORPORATION COM
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749987.44
XL GROUP PLC SHS
2013-03-28
N/A
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
0.00
749985.60
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
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
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
99ETSZ007_0.1400_M130403_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-04-25
2.000000
Government Agency Debt
14078330.00
14047737.79
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
99735225.00
102770130.80
GNMA
2043-01-20
3.000000
Government Agency Debt
5588822.00
5902131.67
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
118000000.00
118000000.00
0.0084
N
118000000.00
118000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M130401_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
213549.00
217551.52
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
11585687.00
2553748.81
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
5306091.00
2572039.61
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
5830417.00
2578640.21
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
3261729.00
2588929.25
Fannie Mae
2041-09-25
2.500000
Government Agency Debt
9298563.00
9634497.22
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
886639.00
748232.52
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
2630000.00
2562428.98
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
162305.00
163374.43
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
35297760.00
38802734.90
Fannie Mae
2043-01-01
2.500000
Government Agency Debt
2617831.00
2585897.63
GNMA
2034-12-20
3.000000
Government Agency Debt
68487259.00
58847825.58
GNMA
2037-11-16
2.750000
Government Agency Debt
14845573.00
11830821.13
GNMA
2042-03-20
7.000000
Government Agency Debt
17348.00
19395.77
GNMA
2042-07-20
2.000000
Government Agency Debt
54519.00
54041.68
GNMA
2042-08-20
2.500000
Government Agency Debt
469838.00
479840.96
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
131000000.00
131000000.00
0.0093
N
131000000.00
131000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M130404_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-03-25
0.718700
Government Agency Debt
20523342.00
1187693.28
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
3546921.00
3212928.73
Fannie Mae
2028-10-25
7.000000
Government Agency Debt
11754627.00
1660084.59
Fannie Mae
2029-06-25
0.704200
Government Agency Debt
39479963.00
794549.90
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
10000000.00
9511365.00
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
479832.00
454008.57
Fannie Mae
2031-08-25
0.504200
Government Agency Debt
839410.00
805063.36
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
9045000.00
9572422.99
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2808000.00
2964374.71
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
2067000.00
2179037.60
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1184000.00
1192965.25
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1119000.00
1128033.69
Fannie Mae
2031-11-25
3.000000
Government Agency Debt
1111000.00
1120382.40
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2128919.33
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
693092.98
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
587243.25
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
6039881.00
5863480.35
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
624000.00
528023.81
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
574000.00
487320.26
Fannie Mae
2032-12-25
3.000000
Government Agency Debt
2769246.00
2690098.18
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
1179253.00
1201355.60
Fannie Mae
2033-04-25
2.000000
Government Agency Debt
6872278.00
6857344.54
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
61666.13
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
46800000.00
9046810.65
Fannie Mae
2033-11-25
6.000000
Government Agency Debt
22500000.00
1620446.05
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
5028589.71
Fannie Mae
2035-06-25
0.504200
Government Agency Debt
27702659.00
3035814.34
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
3717000.00
4307315.36
Fannie Mae
2036-05-25
0.504200
Government Agency Debt
3000000.00
2933586.05
Fannie Mae
2036-05-25
0.514200
Government Agency Debt
17756082.00
3586709.73
Fannie Mae
2036-08-25
0.704200
Government Agency Debt
46475000.00
5209110.83
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
1893107.73
Fannie Mae
2036-10-25
5.750000
Government Agency Debt
23455000.00
4815195.71
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2836000.00
3308276.24
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5651000.00
6655307.02
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
2500000.00
1663677.25
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
5144083.00
3062824.91
Fannie Mae
2038-07-25
1.254200
Government Agency Debt
10000000.00
5210764.01
Fannie Mae
2038-10-25
1.424200
Government Agency Debt
9000000.00
1953150.51
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
27500000.00
7963798.14
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
26911126.00
8904140.78
Fannie Mae
2039-07-25
5.000000
Government Agency Debt
6800000.00
1902697.91
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
4520000.00
1152947.98
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1576077.74
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
858339.87
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
152418.80
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2748550.00
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
1707000.00
1714727.59
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
203611.59
Fannie Mae
2040-11-25
0.604200
Government Agency Debt
12739000.00
4482773.79
Fannie Mae
2040-12-25
0.604200
Government Agency Debt
956500.00
946246.65
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
2999938.85
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
868943.13
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
2048990.74
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
2715000.00
2966525.75
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
439223.16
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
435895.78
Fannie Mae
2041-06-25
0.604200
Government Agency Debt
930925.00
737588.03
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
877668.00
963780.40
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1395447.60
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1032915.00
1125479.68
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
991090.00
1026627.51
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
861007.30
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
3757611.00
3989324.08
Fannie Mae
2042-03-25
0.504200
Government Agency Debt
1192996.00
1167331.56
Fannie Mae
2042-05-25
2.000000
Government Agency Debt
5672386.00
5636213.93
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
9750000.00
10227077.25
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
4377866.00
4493809.40
Fannie Mae
2042-06-25
0.504200
Government Agency Debt
3127827.00
3043017.26
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
135413.30
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
107131.34
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1500716.95
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
1647000.00
1587188.29
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
514025.96
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
376742.47
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
5017000.00
5115067.30
Fannie Mae
2042-10-25
2.500000
Government Agency Debt
4128000.00
4011943.78
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
7275055.00
7395511.73
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
4574000.00
4446409.38
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3808000.00
3633064.29
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
3047000.00
2963977.37
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
2198224.00
1992514.20
Fannie Mae
2042-12-25
2.500000
Government Agency Debt
1112081.00
1149745.77
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
1219000.00
1108406.23
Fannie Mae
2043-02-25
3.000000
Government Agency Debt
785429.00
724347.76
Fannie Mae
2043-03-25
2.500000
Government Agency Debt
1868000.00
1698654.59
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4441143.77
Fannie Mae
2052-11-25
2.000000
Government Agency Debt
8256000.00
7901259.65
Fannie Mae
2052-11-25
6.500000
Government Agency Debt
3345901.00
3042449.28
GNMA
2042-03-20
7.000000
Government Agency Debt
151761.00
169674.95
GNMA
2042-07-20
2.000000
Government Agency Debt
1437524.00
1424938.22
GNMA
2042-08-20
2.500000
Government Agency Debt
5709068.00
5830615.43
GNMA
2043-01-20
3.000000
Government Agency Debt
420777.00
444365.78
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
249000000.00
249000000.00
0.0177
N
249000000.00
249000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130402_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
71599.00
67745.71
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
14752275.00
14502618.12
Fannie Mae
2033-03-25
2.500000
Government Agency Debt
46280.00
47147.42
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
23508.00
11807.91
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
124096.00
122983.11
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
1000.00
969.03
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
2786085.00
2832531.02
GNMA
2037-11-16
2.750000
Government Agency Debt
3002.00
2392.37
GNMA
2041-10-20
6.500000
Government Agency Debt
103645.00
116931.75
GNMA
2042-10-20
2.000000
Government Agency Debt
1000.00
996.76
GNMA
2043-01-20
3.000000
Government Agency Debt
37194.00
39279.10
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
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 0.230000%
99ETSZ007_0.2300_M130402_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
38944132.00
11699159.10
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
777560.00
896059.37
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
11767969.00
11403472.95
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
395225.00
358239.84
GNMA
2037-11-16
2.750000
Government Agency Debt
18205.00
14508.04
GNMA
2042-08-20
2.500000
Government Agency Debt
1571002.00
1604449.01
GNMA
2042-10-20
2.000000
Government Agency Debt
50264.00
50101.35
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
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
34005780.00
34005780.00
DNB Bank ASA
DNB Bank ASA 0.220000%
23330LUL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
74000000.00
74000000.00
0.0053
N
74000000.00
74000000.00
DNB Bank ASA
DNB Bank ASA 0.220000%
23330LUQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
42000000.00
42000000.00
0.0030
N
42000000.00
42000000.00
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
59001180.00
59001180.00
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
6999125.00
0.0005
N
6999020.00
6999020.00
Fannie Mae
Fannie Mae 0.095000%
313589FR9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
2650000.00
2649685.31
0.0002
N
2649867.50
2649867.50
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
50000000.00
0.0036
N
50000000.00
50000000.00
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
33499888.34
0.0024
N
33499966.50
33499966.50
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313385EF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
2000000.00
1999938.89
0.0001
N
1999994.00
1999994.00
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
1999914.44
0.0001
N
1999994.00
1999994.00
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
999963.33
0.0001
N
999997.00
999997.00
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
63996586.66
0.0046
N
63999744.00
63999744.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385EN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
22000000.00
21998790.00
0.0016
N
21999890.00
21999890.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385ET9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
N
11000000.00
10999156.66
0.0008
N
10999934.00
10999934.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385FH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
63000000.00
62992877.50
0.0045
N
62997417.00
62997417.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385FH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
19000000.00
18997656.67
0.0014
N
18999221.00
18999221.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313385FH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
1000000.00
999892.08
0.0001
N
999959.00
999959.00
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
1299991.33
0.0001
N
1299998.70
1299998.70
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
21999413.33
0.0016
N
21999956.00
21999956.00
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
125073875.00
125073875.00
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
49997375.00
0.0036
N
49997000.00
49997000.00
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
3999948.89
0.0003
N
3999920.00
3999920.00
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
18997229.17
0.0014
N
18998480.00
18998480.00
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
10998203.33
0.0008
N
10999010.00
10999010.00
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
4999027.78
0.0004
N
4999450.00
4999450.00
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
44977812.50
0.0032
N
44987850.00
44987850.00
General Electric Capital Corp
General Electric Capital Corp 0.180000%
36959HUQ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
N
53000000.00
52969790.00
0.0038
N
52967516.30
52967516.30
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
12987361.11
0.0009
N
12989340.00
12989340.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.200000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
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 0.230000%
38399H002_0.2300_M130401_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-09-15
3.000000
Government Agency Debt
15146226.00
15750000.15
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
15000000.00
15000000.00
0.0011
N
15000000.00
15000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
38399J008_0.1200_M130401_2M54
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-07-15
2.500000
Treasury Debt
133947600.00
177480009.99
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
174000000.00
174000000.00
0.0124
N
174000000.00
174000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2M54
0000769993
Other Repurchase Agreement
N
Fannie Mae
2036-10-01
2.765000
Government Agency Debt
41706191.00
35213208.34
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
7505273.00
7836791.91
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
41000000.00
41000000.00
0.0029
N
41000000.00
41000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M130402_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-02-01
5.030000
Government Agency Debt
3880374.00
4271757.64
Fannie Mae
2041-12-01
2.982000
Government Agency Debt
2071818.00
2028242.81
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
6000000.00
6000000.00
0.0004
N
5999940.00
5999940.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M130403_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2041-12-20
4.000000
Government Agency Debt
50618939.00
41275107.65
GNMA
2042-09-20
4.000000
Government Agency Debt
24126179.00
25833689.65
GNMA
2042-11-20
3.500000
Government Agency Debt
32936338.00
35242079.72
GNMA
2043-01-20
3.500000
Government Agency Debt
2456617.00
2649123.31
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LRF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
23000000.00
22998211.11
0.0016
N
22997700.00
22997700.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LSA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-10
2013-05-10
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
21000000.00
20995450.00
0.0015
N
20994960.00
20994960.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LSD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
25000000.00
24994166.66
0.0018
N
24993500.00
24993500.00
Gotham Funding Corp
Gotham Funding Corp 0.210000%
38346LTA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
18000000.00
17992650.00
0.0013
N
17991720.00
17991720.00
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
45988500.00
0.0033
N
45988500.00
45988500.00
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
9996727.78
0.0007
N
9996900.00
9996900.00
Govco, LLC
Govco, LLC 0.290000%
38362VTC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7995360.00
0.0006
N
7995040.00
7995040.00
Govco, LLC
Govco, LLC 0.290000%
38362VTT0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-27
2013-06-27
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
25000000.00
24982479.17
0.0018
N
24980250.00
24980250.00
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
32000000.00
0.0023
N
31999680.00
31999680.00
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
4999388.89
0.0004
N
4999400.00
4999400.00
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
11996000.00
0.0009
N
11996280.00
11996280.00
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
16993700.55
0.0012
N
16993880.00
16993880.00
HSBC USA, Inc
HSBC USA, Inc 0.210000%
40427RT76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
8000000.00
7996873.34
0.0006
N
7996560.00
7996560.00
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
37017760.00
37017760.00
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
137019180.00
137019180.00
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
1000140.00
1000140.00
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
16999858.33
0.0012
N
16999830.00
16999830.00
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
2998477.50
0.0002
N
2999040.00
2999040.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.200000%
4662J0V17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
2000000.00
1998644.44
0.0001
N
1998656.00
1998656.00
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
34948462.50
0.0025
N
34964650.00
34964650.00
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
5990958.33
0.0004
N
5993760.00
5993760.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.310000%
4662J2X11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-01
2013-10-01
N
N
N
45000000.00
44929087.50
0.0032
N
44950500.00
44950500.00
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
24957777.78
0.0018
N
24971000.00
24971000.00
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
31947093.33
0.0023
N
31962560.00
31962560.00
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
43002150.00
43002150.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.200000%
46899T004_0.2000_M130401_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
216946996.00
46681894.43
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
14156497.00
13496142.98
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
190803170.00
145823107.21
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
200000000.00
200000000.00
0.0142
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.403700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2013-04-22
2014-04-21
N
N
N
129000000.00
129000000.00
0.0092
N
129058308.00
129058308.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.190000%
48125PA37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
44000000.00
44000000.00
0.0031
N
43997360.00
43997360.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PA52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
26000000.00
26000000.00
0.0019
N
25985440.00
25985440.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
37000000.00
37000000.00
0.0026
N
37001480.00
37001480.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.180000%
48125PAZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
25000000.00
25000000.00
0.0018
N
25001250.00
25001250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.200000%
48125PBA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-29
2013-07-29
N
N
N
62000000.00
62000000.00
0.0044
N
62000000.00
62000000.00
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
11000000.00
0.0008
N
10999890.00
10999890.00
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
27993972.22
0.0020
N
27995800.00
27995800.00
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
4998133.33
0.0004
N
4998950.00
4998950.00
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
14995725.00
0.0011
N
14995650.00
14995650.00
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
19986311.11
0.0014
N
19991800.00
19991800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2WH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2996197.50
0.0002
N
2996100.00
2996100.00
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
15998151.11
0.0011
N
15998400.00
15998400.00
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
12997934.44
0.0009
N
12998310.00
12998310.00
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
4997584.03
0.0004
N
4997550.00
4997550.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53943RTE9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
1000000.00
999486.11
0.0001
N
999480.00
999480.00
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
50002000.00
50002000.00
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
27448288.78
0.0020
N
27447861.70
27447861.70
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
17999780.00
0.0013
N
17999640.00
17999640.00
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
13999836.67
0.0010
N
13999720.00
13999720.00
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
18999224.17
0.0014
N
18999430.00
18999430.00
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
10999327.78
0.0008
N
10999450.00
10999450.00
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
23047310.83
0.0016
N
23048156.00
23048156.00
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
10027147.42
0.0007
N
10027495.65
10027495.65
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
11011849.21
0.0008
N
11012237.76
11012237.76
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
7009186.88
0.0005
N
7009457.58
7009457.58
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
5997666.66
0.0004
N
5998140.00
5998140.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9000000.00
8996580.00
0.0006
N
8997120.00
8997120.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X4TJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11995060.00
0.0009
N
11995920.00
11995920.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M130401_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-04-25
3.000000
Government Agency Debt
30991216.00
32658605.40
Freddie Mac
2033-06-15
4.000000
Government Agency Debt
150000000.00
32834958.22
Freddie Mac
2042-02-15
3.450000
Government Agency Debt
22476178.00
13805050.91
Freddie Mac
2042-10-15
2.500000
Government Agency Debt
23012417.00
23701385.75
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
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 0.180000%
06399V008_0.1800_M130404_2M54
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-05-15
3.000000
Government Agency Debt
42180734.00
28262343.48
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
29744000.00
30275901.04
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
35840000.00
30646401.24
Freddie Mac
2042-02-15
3.450000
Government Agency Debt
27523822.00
16905354.81
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
103000000.00
103000000.00
0.0073
N
103000000.00
103000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000%
921AMD002_0.6800_M130610_2M54
0000728612
Other Repurchase Agreement
N
AMERICAN AXLE & MANUFACTURING, INC.
2019-11-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
350000.00
397675.35
ASHLAND INC COMMON NEW
2022-08-15
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1260148.00
1282200.59
ASHLAND INC COMMON NEW
2043-05-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1350000.00
1459687.50
BASIC ENERGY SERVICES INC
2019-02-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1171000.00
1208187.38
BEAZER HOMES USA INC
2018-06-15
9.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
330332.29
BERRY PLASTICS CORP
2018-05-15
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
125000.00
141782.99
BURGER KING CAP HLDGS LLC
2019-04-15
11.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
760000.00
697152.22
CALPINE CORP
2020-07-31
7.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3984000.00
4432075.50
CARLSON WAGONLIT BV
2019-06-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
85000.00
88718.75
CCO HOLDINGS LLC
2021-03-15
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2489479.17
CELANESE US HOLDING LLC
2018-10-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1314000.00
1461820.44
CEMEX FINANCE LLC
2022-10-12
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4032788.00
4842286.17
CHRYSLER GROUP LLC
2021-06-15
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2404000.00
2731194.41
COLUMBIA/HCAHLTHC
2015-11-15
7.190000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
160000.00
180650.09
COPANO ENERGY LLC
2021-04-01
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5604000.00
6591880.11
CORRECTIONS CORPORATION OF AMERICA,TN
2017-06-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2412005.00
2593357.63
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
6348915.00
DEANS FOODS
2016-06-01
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
340000.00
385135.00
ECHOSTAR DBS CORP,CO
2015-05-31
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
760000.00
862906.11
ELDARADO RESORTS
2019-06-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4595000.00
4616491.20
ENCORE ACQUISITION COMPANY
2016-05-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1189000.00
1294573.29
ENDO PHARMA HLDG INC
2019-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
404000.00
437004.56
ENERGY SOLUTIONS INC
2018-08-15
10.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3560000.00
3729100.00
ESAL GMBH
2023-02-05
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1600000.00
1618722.22
FLORIDA EAST COAST
2017-02-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7798784.00
8464523.95
FORD MOTOR CREDIT COMPANY
2016-06-15
3.984000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1275000.00
1377530.40
FORD MOTOR CREDIT COMPANY
2021-02-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14879395.00
16969441.62
FORD MOTOR CREDIT COMPANY
2022-09-20
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
205000.00
211956.56
GOLDMAN SACHS CAPITAL III
2043-09-01
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5775000.00
4823729.17
H J HEINZ COMPANY
2016-09-12
2.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7175000.00
7271065.28
HCA THE HEALTHCARE
2016-02-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
193000.00
213315.93
HJ HEINZ CO
2021-09-12
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6774000.00
6859615.83
HOST HOTELS RESORTS LP
2021-10-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4738532.00
5612791.15
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
714000.00
707073.21
INTERNATIONAL LEASE FINANCE CORP
2019-04-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
2161540.00
INTL LEASE FIN CORP
2015-09-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1468721.00
1680752.30
KINETIC CONCEPTS INC KCI USA INC
2018-11-01
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
345000.00
373462.50
LARERDO PETE INC
2022-05-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2941586.00
3316975.27
LEVEL 3 FIN INC
2018-02-01
10.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
384000.00
430400.00
LIBERTY MEDIA CORP
2030-02-01
8.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1505000.00
1675159.06
LLOYDS BANKING GROUP PLC
2099-10-01
6.657000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
6464390.93
MARFRIG OVERSEAS LTD
2020-05-04
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3847555.00
3887954.32
MCGRAW HILL GLOBAL ED HLDGS LLC
2021-04-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
228254.00
225400.83
MIRANT AMERICAS GENERATION, INC
2021-10-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
242358.33
NEXTSTAR BROADCASTING IN
2017-04-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
285046.01
NRG ENERGY INC
2019-06-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
810000.00
910698.75
NXP BV NXP FUNDING LLC
2018-08-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
378000.00
436755.37
PEABODY ENERGY CORP
2018-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2250000.00
2467875.00
PHIBRO ANIMAL HEALTH CORP
2018-07-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
329000.00
361029.52
PLAINS EXPOLORATION PRODUCTION COMPANY
2023-02-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5609000.00
6398252.52
PLASTIPAK HOLDINGS
2019-08-15
10.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
611000.00
701239.18
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6071000.00
6315526.39
QVC NETWORK INC
2043-03-15
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7833136.00
7825302.86
RADIOSHACK CORPORATION COM
2019-05-15
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
79000.00
59422.81
REGENCY ENERGY PARTNERS LP
2016-06-01
9.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4613000.00
5030332.35
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2019-04-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
237000.00
260285.25
ROC FIN LLC ROC FIN CORP
2018-09-01
12.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
116909.38
RRI ENERGY INC
2014-06-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
230000.00
249967.67
SALLY HLDGS LLC SLLY CAPITAL INC
2019-11-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7484542.00
8317197.30
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
6467114.49
SMITHFIELD FOODS,INC
2022-08-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4702453.00
5175000.54
SPECTRUM BRANDS ESCROW CORP
2020-05-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
164000.00
179928.50
SPECTRUM BRANDS ESCROW CORP
2022-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
416921.88
SPEEDWAY MOTORSPORTS INC
2016-06-01
8.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
835000.00
903626.56
TEXAS COMPETITIVE ELEC HLDGS CO/TCEH FI
2020-10-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3346505.00
2571091.91
THE BON-TON DEPARTMENT STORES, INC.
2014-03-15
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
300000.00
302610.42
VIRGIN MEDIA FINANCE PLC
2022-02-15
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
807000.00
822795.34
ZAYO GROUP LLC ZAYO
2020-07-01
10.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
690000.00
829358.44
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
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
8498835.97
0.0006
N
8498725.00
8498725.00
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
12997118.33
0.0009
N
12997140.00
12997140.00
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
45284145.00
0.0032
N
45281880.00
45281880.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
21000000.00
20991915.00
0.0015
N
20990550.00
20990550.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.180000%
59157TTJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
21000000.00
20991810.00
0.0015
N
20990340.00
20990340.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.190000%
59157TTU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
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
2998606.66
0.0002
N
2998382.40
2998382.40
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
12000360.00
12000360.00
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
7000210.00
7000210.00
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
2000360.00
2000360.00
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
73015330.00
73015330.00
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
0.0048
N
68013600.00
68013600.00
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
71001420.00
71001420.00
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
3000540.00
3000540.00
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
4000120.00
4000120.00
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
6000480.00
6000480.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RCE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
24000000.00
24000000.00
0.0017
N
23999520.00
23999520.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
19000000.00
19000000.00
0.0014
N
18998480.00
18998480.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.240000%
60688RDN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
74000000.00
74000000.00
0.0053
N
73993340.00
73993340.00
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
70004200.00
70004200.00
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
45988500.00
0.0033
N
45993560.00
45993560.00
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
63953600.00
0.0046
N
63962880.00
63962880.00
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
2013-04-04
2013-04-04
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
2013-04-04
2013-04-04
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
29992300.00
0.0021
N
29993100.00
29993100.00
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
6998117.78
0.0005
N
6998320.00
6998320.00
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
66001980.00
66001980.00
NRW.BANK
NRW.BANK 0.135000%
62939LR43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
125000000.00
124998593.75
0.0089
N
124996250.00
124996250.00
NRW.BANK
NRW.BANK 0.130000%
62939LR43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
45000000.00
44999512.50
0.0032
N
44998650.00
44998650.00
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
17003400.00
17003400.00
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
94023500.00
94023500.00
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
15001200.00
15001200.00
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
29003770.00
29003770.00
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
43003440.00
43003440.00
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
49150000.00
0.0035
N
49149508.50
49149508.50
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
45991950.00
0.0033
N
45994940.00
45994940.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.370000%
76582JSD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
10000000.00
9995683.33
0.0007
N
9997800.00
9997800.00
Ridgefield Funding Company, LLC
Ridgefield Funding Company, LLC 0.350000%
76582JTL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
Y
Guaranty
BNP Paribas
N/A
N/A
10000000.00
9992222.23
0.0007
N
9995200.00
9995200.00
Royal Bank of Canada
Royal Bank of Canada 0.355000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-04-04
2014-04-04
N
N
N
100000000.00
100000000.00
0.0071
N
100025000.00
100025000.00
Royal Bank of Canada
Royal Bank of Canada 0.374500%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2013-07-01
2014-04-01
N
N
N
50000000.00
50000000.00
0.0036
N
50002050.00
50002050.00
Royal Bank of Canada
Royal Bank of Canada 0.080000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
190000000.00
190000000.00
0.0135
Security is a time deposit.
N
190000000.00
190000000.00
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
13999813.33
0.0010
N
13999580.00
13999580.00
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
2999940.00
0.0002
N
2999910.00
2999910.00
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
1999910.56
0.0001
N
1999960.00
1999960.00
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
6997900.00
0.0005
N
6998670.00
6998670.00
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
1998897.78
0.0001
N
1999340.00
1999340.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83050TWK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-19
2013-09-19
N
N
N
6000000.00
5991450.00
0.0004
N
5991720.00
5991720.00
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
1000350.00
1000350.00
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
52016640.00
52016640.00
Societe Generale
Societe Generale 0.270000%
83368NBB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
20000000.00
20000000.00
0.0014
N
20000400.00
20000400.00
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
53051410.00
53051410.00
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
20000600.00
20000600.00
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
66004620.00
66004620.00
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
1999566.67
0.0001
N
1999640.00
1999640.00
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
64978694.44
0.0046
N
64983100.00
64983100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562CCT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
10000000.00
10000000.00
0.0007
N
9997700.00
9997700.00
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
109037060.00
109037060.00
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
5000650.00
5000650.00
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
45006300.00
45006300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.480000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-12
N
N
N
49000000.00
49000000.00
0.0035
N
49001960.00
49001960.00
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
8001360.00
8001360.00
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
1000190.00
1000190.00
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
17000170.00
17000170.00
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
9000630.00
9000630.00
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
29002320.00
29002320.00
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
39003900.00
39003900.00
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
3000360.00
3000360.00
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
9001170.00
9001170.00
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
49002940.00
49002940.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4E5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
25000000.00
25000000.00
0.0018
N
24999500.00
24999500.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
6000000.00
6000000.00
0.0004
N
5999880.00
5999880.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4T2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
8000000.00
8000000.00
0.0006
N
7999840.00
7999840.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.240000%
86562W4Z8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
58000000.00
58000000.00
0.0041
N
57998840.00
57998840.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.360000%
86562WX37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
10000000.00
10002468.58
0.0007
N
10002600.00
10002600.00
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
49000490.00
49000490.00
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
58001160.00
58001160.00
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
17000510.00
17000510.00
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
30000600.00
30000600.00
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
99998000.00
99998000.00
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
3001110.00
3001110.00
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
5999416.67
0.0004
N
5999460.00
5999460.00
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
42966555.55
0.0031
N
42979790.00
42979790.00
Texas
TRAN Series 2012 0.150000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
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 0.150000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
68000000.00
68000000.00
0.0048
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
41395305.16
0.0029
N
41393234.96
41393234.96
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
81003240.00
81003240.00
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
32000960.00
32000960.00
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
39001170.00
39001170.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112WZY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
51000000.00
51000000.00
0.0036
N
51000000.00
51000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.294200%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-29
2013-05-28
N
N
N
94000000.00
94000000.00
0.0067
N
94020680.00
94020680.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.293200%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
20000000.00
20000000.00
0.0014
N
20001800.00
20001800.00
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
86006880.00
86006880.00
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
84005880.00
84005880.00
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
37002960.00
37002960.00
UBS AG
UBS AG 0.250000%
90267RQN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
N
3000000.00
3000000.00
0.0002
N
2999910.00
2999910.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.160000%
9497P6ZC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-09-06
N
N
N
83000000.00
83000000.00
0.0059
N
83010790.00
83010790.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
50000000.00
50000000.00
0.0036
N
50001000.00
50001000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
50000000.00
50000000.00
0.0036
N
49980350.00
49980350.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.170000%
9497P6ZY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-13
2013-06-13
N
N
N
286000000.00
286000000.00
0.0204
N
286005720.00
286005720.00
Westpac Banking Corp
Westpac Banking Corp 0.452200%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-11
2013-07-11
N
N
N
40000000.00
40000000.00
0.0028
N
40026400.00
40026400.00
Westpac Banking Corp
Westpac Banking Corp 0.424200%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-23
2013-08-23
N
N
N
107000000.00
107000000.00
0.0076
N
107083460.00
107083460.00
Westpac Banking Corp
Westpac Banking Corp 0.340000%
9612C4GK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2014-01-17
N
N
N
105000000.00
105000000.00
0.0075
N
105070350.00
105070350.00
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
654087.31
654087.31
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
144177.44
144177.44
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
1109152.66
1109152.66
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
188465.64
188465.64