0001145549-14-002718.txt : 20140317
0001145549-14-002718.hdr.sgml : 20140317
20140317125739
ACCESSION NUMBER: 0001145549-14-002718
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20140317
DATE AS OF CHANGE: 20140317
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14696811
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-12-31
0000857156
S000004508
4
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
46
59
14526986422.97
5311071.85
961111.52
14531336383.30
0.0031
1.0001
2012-12-31
1.0001
2012-12-31
C000012383
25000.00
9948957139.97
1.00
-154156016.55
191748830.26
345904846.81
0.0001
1.0001
2012-12-31
1.0001
2012-12-31
C000012384
1000000.00
1402577276.93
1.00
-28109563.15
58000884.14
86110447.29
0.0001
1.0001
2012-12-31
1.0001
2012-12-31
C000012385
3000000.00
1256138479.64
1.00
23074806.11
144890710.94
121815904.83
0.0007
1.0001
2012-12-31
1.0001
2012-12-31
C000038267
10000000.00
1923663486.76
1.00
-53719285.57
114684092.90
168403378.47
0.0010
1.0001
2012-12-31
1.0001
2012-12-31
Alpine Securitization Corp
Alpine Securitization Corp 0.460000%
02086LP42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
10000000.00
9995655.55
0.0007
N
9998200.00
9998200.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
28572000.00
28571579.36
0.0020
N
28572000.00
28572000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
40000000.00
39995877.78
0.0028
N
39999200.00
39999200.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.500000%
04915TQ47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
11000000.00
10990527.78
0.0008
N
10997250.00
10997250.00
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
43000000.00
42958075.00
0.0030
N
42974630.00
42974630.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
228000000.00
228000000.00
0.0157
Security is a time deposit.
N
228000000.00
228000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.080000%
052992005_M130102
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
107000000.00
107000000.00
0.0074
Security is a time deposit.
N
107000000.00
107000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005_M130103
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
372000000.00
372000000.00
0.0256
Security is a time deposit.
N
372000000.00
372000000.00
Bank of Montreal
Bank of Montreal 0.310000%
06366VD86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
15000000.00
15000153.93
0.0010
N
15001650.00
15001650.00
Bank of Montreal
Bank of Montreal 0.310000%
06366VD94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
87000000.00
87000000.00
0.0060
N
87010440.00
87010440.00
Bank of Montreal
Bank of Montreal 0.220000%
06366XDG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
148000000.00
148000000.00
0.0102
N
148001480.00
148001480.00
Bank of Montreal
Bank of Montreal 0.200000%
06366XLR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
8000000.00
8000000.00
0.0006
N
8000000.00
8000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.460000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-07-26
N
N
N
127000000.00
127000000.00
0.0087
N
127153670.00
127153670.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417FEW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-24
2013-01-24
N
N
N
9000000.00
9000000.00
0.0006
N
9000540.00
9000540.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FFD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
72000000.00
72000000.00
0.0050
N
72001440.00
72001440.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FFH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
89000000.00
88999555.20
0.0061
N
89001780.00
89001780.00
Bank of Nova Scotia
Bank of Nova Scotia 0.030000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
155000000.00
155000000.00
0.0107
Security is a time deposit.
N
154998450.00
154998450.00
Bank of Nova Scotia
Bank of Nova Scotia 0.140000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
138000000.00
138000000.00
0.0095
Security is a time deposit.
N
137998620.00
137998620.00
Bank of the West
Bank of the West 0.325000%
06426GAK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
44000000.00
44000000.00
0.0030
N
44013200.00
44013200.00
Bank of the West
Bank of the West 0.380000%
0642G0YD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
3000000.00
3000000.00
0.0002
N
3000180.00
3000180.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538EC96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
117000000.00
117000000.00
0.0081
N
117002340.00
117002340.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538ED46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
35000000.00
35000000.00
0.0024
N
35000700.00
35000700.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000%
06538EJ99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
6000000.00
6000314.21
0.0004
N
6000540.00
6000540.00
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
23000000.00
23000000.00
0.0016
N
23002300.00
23002300.00
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
73000000.00
73000000.00
0.0050
N
73007300.00
73007300.00
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
48000000.00
48000000.00
0.0033
N
47994720.00
47994720.00
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
1000000.00
1000000.00
0.0001
N
999915.10
999915.10
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
15000000.00
15000000.00
0.0010
N
15015000.00
15015000.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06741XGQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-11
2013-04-11
N
N
N
30000000.00
30000000.00
0.0021
N
30021000.00
30021000.00
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
13000000.00
13000000.00
0.0009
N
13008710.00
13008710.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
67000000.00
67000000.00
0.0046
N
67024790.00
67024790.00
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
14000000.00
14000000.00
0.0010
N
14005460.00
14005460.00
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
28000000.00
28000000.00
0.0019
N
28019040.00
28019040.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XJD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
30000000.00
30000000.00
0.0021
N
30002700.00
30002700.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
1000000.00
1000000.00
0.0001
N
1000660.00
1000660.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M130103_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-07-15
1.000000
Treasury Debt
22328800.00
22535171.51
United States Treasury Department
2013-08-15
4.250000
Treasury Debt
3384300.00
3524841.52
United States Treasury Department
2013-08-31
3.125000
Treasury Debt
67984900.00
70036804.48
United States Treasury Department
2013-11-30
0.250000
Treasury Debt
3113000.00
3115608.42
United States Treasury Department
2015-02-15
11.250000
Treasury Debt
2769000.00
3527228.35
United States Treasury Department
2015-04-30
2.500000
Treasury Debt
28582000.00
30158317.51
United States Treasury Department
2016-03-31
2.250000
Treasury Debt
4200500.00
4474107.18
United States Treasury Department
2016-05-15
7.250000
Treasury Debt
3300000.00
4082174.93
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
3519000.00
4093114.55
United States Treasury Department
2018-07-31
2.250000
Treasury Debt
14616700.00
15886227.92
United States Treasury Department
2018-12-31
1.375000
Treasury Debt
2974000.00
3053926.25
United States Treasury Department
2019-03-31
1.500000
Treasury Debt
2943000.00
3048886.81
United States Treasury Department
2019-07-31
0.875000
Treasury Debt
4657600.00
4622145.92
United States Treasury Department
2022-08-15
1.625000
Treasury Debt
4232800.00
4244032.79
United States Treasury Department
2022-11-15
1.625000
Treasury Debt
57800.00
57467.82
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
173000000.00
173000000.00
0.0119
N
172998270.00
172998270.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M130107_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-08-01
4.022000
Government Agency Debt
19738.00
1298.73
Fannie Mae
2035-05-01
5.226000
Government Agency Debt
39262412.00
4535824.26
Fannie Mae
2037-10-01
3.393000
Government Agency Debt
5312844.00
923494.62
Fannie Mae
2038-04-01
2.950000
Government Agency Debt
1964.00
2098.85
Fannie Mae
2038-04-01
4.350000
Government Agency Debt
33385161.00
13365565.23
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
4320.00
2260.13
Fannie Mae
2042-02-01
2.591000
Government Agency Debt
6950.00
7046.63
Fannie Mae
2042-02-01
3.016000
Government Agency Debt
9073.00
7048.00
Fannie Mae
2042-10-01
2.435000
Government Agency Debt
13261932.00
13395364.13
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
31000000.00
31000000.00
0.0021
N
30998760.00
30998760.00
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
10000000.00
9986888.89
0.0007
N
9989500.00
9989500.00
Barclays US Funding Corp
Barclays US Funding Corp 0.400000%
06737HRW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-30
2013-04-30
N
Y
Barclays Bank Plc
N/A
N/A
N
6000000.00
5992066.67
0.0004
N
5993580.00
5993580.00
BNP Paribas
BNP Paribas 0.380000%
05572NKL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
73000000.00
73000000.00
0.0050
N
73011680.00
73011680.00
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
4000000.00
4000000.00
0.0003
N
4001040.00
4001040.00
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
83000000.00
83000000.00
0.0057
N
83016600.00
83016600.00
BNP Paribas
BNP Paribas 0.340000%
05572NKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
61000000.00
61000000.00
0.0042
N
61004880.00
61004880.00
BNP Paribas
BNP Paribas 0.280000%
05572NLK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
83000000.00
83000000.00
0.0057
N
82996123.90
82996123.90
BNP Paribas
BNP Paribas 0.590000%
988VHP005
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
59000000.00
59000000.00
0.0041
N
59012980.00
59012980.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.310000%
921AES008_0.3100_M130107_2MN4
0001197610
Other Repurchase Agreement
N
AXA
2049-12-29
6.379000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1226000.00
1205173.09
BANCO BRADESCO SA
2014-05-16
2.410000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1200000.00
1212459.00
BANCO INTERNACIONAL DEL PERU S A A
2020-10-07
0.00
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
599567.00
656525.86
COCA-COLA ENTERPRISES
2022-02-01
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
6164916.00
9251114.05
ENEL FINANCE INTERNATIONAL S.A,LU
2014-10-07
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1500000.00
1558772.50
GCB ASSOC CORP OF N.A.
2018-11-01
6.950000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1448257.00
1761563.26
GCB REGS KOREA HYDRO F
2015-09-16
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
8372094.00
8831760.33
HASBRO INC
2028-07-15
6.600000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
155936.00
187608.68
KRAFT FOODS INC
2037-08-11
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
127395.00
181499.94
MOTOROLA INC
2017-11-15
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
186883.00
220885.74
RAS LAFFAN LIQUEFIED NATURAL GAS,QA
2027-09-30
6.332000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1363664.00
1772962.14
SINOCHEM OVERSEAS CAPITAL COMPANY LIMIT
2040-11-12
6.300000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
261050.00
316592.30
THE EXPORT IMPORT BANK OF KOREA
2015-09-09
4.125000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
750364.00
817126.39
VALE OVERSEAS LIMITED
2022-01-11
4.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1306086.00
1425958.21
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
28000000.00
28000000.00
0.0019
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
28000100.00
28000100.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.180000%
987WVU007_0.1800_M130102_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-11-15
6.000000
Government Agency Debt
12011318.00
6110284.42
GNMA
2035-04-20
5.500000
Government Agency Debt
200000000.00
52586565.39
GNMA
2039-09-15
6.000000
Government Agency Debt
167033587.00
54063964.16
GNMA
2040-05-15
5.000000
Government Agency Debt
59951354.00
48475194.14
GNMA
2040-07-15
4.500000
Government Agency Debt
29952730.00
28064802.89
GNMA
2041-07-20
5.500000
Government Agency Debt
74914105.00
52749189.24
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
235000000.00
235000000.00
0.0162
N
235000000.00
235000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.180000%
987YEA006_0.1800_M130107_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
15157860.00
12162371.97
Freddie Mac
2041-03-15
2.750000
Government Agency Debt
23113612.00
15672892.72
Freddie Mac
2042-02-15
3.500000
Government Agency Debt
23750000.00
19716436.09
GNMA
2038-03-20
0.760700
Government Agency Debt
100000000.00
20288051.34
GNMA
2038-03-20
0.890700
Government Agency Debt
100000000.00
20360248.13
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
84000000.00
84000000.00
0.0058
N
83995800.00
83995800.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.230000%
10513DQL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
70000000.00
70000000.00
0.0048
N
70015400.00
70015400.00
CAFCO, LLC
CAFCO, LLC 0.600000%
12476EPN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
79000000.00
78931533.33
0.0054
N
78967610.00
78967610.00
CAFCO, LLC
CAFCO, LLC 1.004600%
12476EQ44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3993111.11
0.0003
N
3998040.00
3998040.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EQE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49963000.00
0.0034
N
49971000.00
49971000.00
California
RAN 2012-2013 Series A1 0.140000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
26000000.00
26000000.00
0.0018
N
26000000.00
26000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.379000%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-16
2013-04-16
N
N
N
124000000.00
124000000.00
0.0085
N
124059520.00
124059520.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.302000%
13606YNW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-11
2013-06-11
N
N
N
100000000.00
100000000.00
0.0069
N
100002000.00
100002000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JN22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11999926.67
0.0008
N
11999880.00
11999880.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JN48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28999395.83
0.0020
N
28999420.00
28999420.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JNJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
38000000.00
37995513.89
0.0026
N
37996200.00
37996200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24986631.95
0.0017
N
24992500.00
24992500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TS18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29975000.00
0.0021
N
29977800.00
29977800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.320000%
15963TTK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
32000000.00
31951928.86
0.0022
N
31964160.00
31964160.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
42000000.00
42000000.00
0.0029
N
42006300.00
42006300.00
Chase Bank USA, NA
Chase Bank USA, NA 0.250000%
16144RSQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
187000000.00
187000000.00
0.0129
N
187084150.00
187084150.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
65000000.00
65000000.00
0.0045
N
65013650.00
65013650.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BP17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20981916.67
0.0014
N
20995380.00
20995380.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BPS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
75000000.00
74956833.33
0.0052
N
74967000.00
74967000.00
Ciesco, LLC
Ciesco, LLC 1.004600%
17178BQ40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
65000000.00
64888055.57
0.0045
N
64968150.00
64968150.00
Citibank, NA
Citibank, NA 0.200000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
22000000.00
22000000.00
0.0015
Security is a time deposit.
N
22000220.00
22000220.00
Coca-Cola Co
Coca-Cola Co 0.250000%
19121AQ46
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
41050000.00
41032325.62
0.0028
N
41040558.50
41040558.50
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
50000000.00
49979000.00
0.0034
N
49988500.00
49988500.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
40000000.00
39982933.33
0.0028
N
39990800.00
39990800.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
40000000.00
39982666.67
0.0028
N
39990400.00
39990400.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQB0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
23000000.00
22989420.00
0.0016
N
22994250.00
22994250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.533300%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-01-28
2014-01-27
N
N
N
50000000.00
50000000.00
0.0034
N
50025150.00
50025150.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
921BCA007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
84000000.00
84000000.00
0.0058
N
83996640.00
83996640.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
972YQZ005
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
21000000.00
21000000.00
0.0014
N
21000210.00
21000210.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
988BPK001
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
20000000.00
20000000.00
0.0014
N
20002800.00
20002800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.240000%
988NGU003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
N
2000000.00
2000000.00
0.0001
N
2000100.00
2000100.00
CRC Funding, LLC
CRC Funding, LLC 1.004900%
12622UP18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61000000.00
60947472.22
0.0042
N
60985360.00
60985360.00
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
93000000.00
93000000.00
0.0064
N
93039060.00
93039060.00
Credit Suisse AG
Credit Suisse AG 0.540000%
22550DVC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
48000000.00
48000000.00
0.0033
N
48008160.00
48008160.00
Credit Suisse AG
Credit Suisse AG 0.500000%
22550DVY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-29
2013-01-29
N
N
N
103000000.00
103000000.00
0.0071
N
103026780.00
103026780.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DZV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
43000000.00
43000000.00
0.0030
N
43018920.00
43018920.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.220000%
22799D001_0.2200_M130102_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-12-30
0.450000
Government Agency Debt
10380000.00
10382906.63
Fannie Mae
2017-08-28
0.875000
Government Agency Debt
45105000.00
45386692.25
Fannie Mae
2020-08-28
2.000000
Government Agency Debt
700000.00
711023.45
Fannie Mae
2020-12-24
1.500000
Government Agency Debt
20000000.00
20070800.78
Fannie Mae
2021-11-15
0.00
Government Agency Debt
6785000.00
5551758.31
Fannie Mae
2022-10-04
2.500000
Government Agency Debt
2000000.00
2018984.32
Fannie Mae
2022-10-11
2.500000
Government Agency Debt
10000000.00
10093960.76
Fannie Mae
2026-04-01
4.424000
Government Agency Debt
10700000.00
11274773.36
Fannie Mae
2026-12-10
4.310000
Government Agency Debt
2900000.00
2996582.91
Fannie Mae
2027-06-25
3.030000
Government Agency Debt
2300000.00
2313548.95
Fannie Mae
2027-08-13
1.000000
Government Agency Debt
35000000.00
35170643.93
Fannie Mae
2027-08-13
1.000000
Government Agency Debt
25000000.00
25171637.54
Fannie Mae
2032-08-27
3.300000
Government Agency Debt
50290000.00
50783595.23
GNMA
2028-03-23
6.120000
Government Agency Debt
4740000.00
2893296.10
GNMA
2029-05-15
6.250000
Government Agency Debt
16905000.00
10002180.96
GNMA
2030-05-15
7.250000
Government Agency Debt
7510000.00
4278747.38
GNMA
2030-11-15
6.625000
Government Agency Debt
20200000.00
10714080.76
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
244912796.00
244912796.00
0.0169
N
244912796.00
244912796.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.730000%
988WZL002_0.7300_M130322_2MN4
0001230485
Other Repurchase Agreement
N
144A BACM 2007-3 L
2049-06-10
5.501000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2570000.00
62795.81
144A BSCMS 2006-PW13 G
2041-09-11
5.965400
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1545000.00
106560.43
144A FREMF 2011-K704 B
2030-10-25
4.532000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
45000.00
47351.37
144A GCCFC 2007-GG9 H
2039-03-10
5.764300
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7699000.00
149317.35
144A GSMS 2007-GG10 K
2045-08-10
5.789400
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
20000000.00
68326.56
144A JPALT 2008-R4 2A1
2037-06-27
0.709000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
9265000.00
3894274.23
144A JPMCC 2011-C3 F
2046-02-15
5.533400
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
315000.00
276998.12
144A WBCMT 2005-C22 G
2044-12-15
5.383100
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
8860000.00
2448353.99
ARMT 2005-10 5A1
2036-01-25
0.469700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
44262615.00
6193191.95
BSMF 2006-AR2 2A2
2036-10-25
0.399700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
550000.00
51814.94
CMLTI
2036-11-25
0.559700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
160000.00
37629.17
CWALT
2036-05-25
0.469700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3165000.00
103014.15
CWALT 2005-81 A2
2037-02-25
0.559700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
276600.00
14122.73
CWALT 2005-J2 1A12
2035-04-25
0.609700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
10000000.00
1599313.62
CWALT 2005-J7 1A6
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
500000.00
378887.62
CWALT 2006-29T1 2A11
2036-10-25
0.609700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1253700.00
432068.76
CWALT 2006-OA10 4A2
2046-08-25
0.439700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
100127500.00
2792513.13
CWALT 2006-OA7 1A3
2046-06-25
1.099700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
46682500.00
1527735.72
CWALT 2007-13 A4
2047-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
15000000.00
8594993.05
CWALT 2007-OA9 A2
2047-06-25
0.559700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
33440000.00
2611510.14
CWHL 2005-HYB6 1A1
2035-10-20
2.768200
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3230000.00
713640.08
GCCFC 2007-GG9 F
2039-03-10
5.633000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2640000.00
248501.75
GSR 2007-2F 3A3
2037-03-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1955000.00
539801.21
HVMLT
2036-12-19
0.390000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
246400.00
24328.19
IMM
2035-10-25
0.709700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
15000000.00
2271431.83
IMSA 2007-3 A1B
2037-09-25
0.449700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
220500.00
95959.68
JPMMT 2005-A3 7CA1
2035-06-25
2.949400
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
25940000.00
6254232.52
LEHMAN MORTGAGE TRUST 200
2037-01-25
0.589700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
48000000.00
16399300.58
LMT 2006-1 1A1
2036-02-25
0.959700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1805000.00
467465.37
LUM 2006-1 A2
2036-04-25
0.529700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
23471400.00
589600.20
LUMINENT
2037-05-25
0.489700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7647774.00
212308.95
LXS 2006-10N 2A1
2036-06-24
0.329700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
82505967.00
4443171.52
MANA 2007-A1 A2C
2037-01-25
0.439700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
10400000.00
2691971.90
MARM 2005-7 1A2
2035-08-25
3.037500
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1015000.00
14183.62
MARM 2006-OA1 4A2
2046-04-25
0.459700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
16495000.00
937969.79
MARM 2007-3 12A1
2047-05-25
0.409700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
26900000.00
8403998.88
MLMI 2003-A3 B2
2033-05-25
2.544500
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
531000.00
112.74
OAKWOOD 96
2027-04-15
7.960000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
6995000.00
4373057.01
RALI 2002-QS12 M3
2032-09-25
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
110000.00
22777.57
RALI 2003-QS1 M3
2033-01-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
135000.00
16404.09
RALI 2006-QS6 1A2
2036-06-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2315000.00
519128.72
RALI 2007-QH4 A2
2037-05-25
0.439700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
22980000.00
3128576.39
SAMI 2006-AR6 2A2
2046-07-25
0.439700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3015000.00
290997.24
SAMI 2006-AR6 2A2
2046-07-25
0.439700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1555000.00
150083.15
SARM 2006-2 5-A1
2036-03-25
5.268400
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
838500.00
230587.21
SARM 2006-9 3A1
2036-10-25
5.158600
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
895000.00
269030.91
SARM 2007-11 1A1
2037-12-25
1.359700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
60000.00
19791.74
SARM 2007-9 2A1
2047-10-25
2.956700
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2630000.00
932050.86
WAMU 2003-ARP
2033-09-25
2.550300
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
463200.00
38104.79
WAMU 2005-AR18 3A1
2036-01-25
5.035200
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
5310000.00
2220999.89
WASHINGTON MTL.
2033-09-25
2.550300
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
350000.00
17525.69
WBCMT 2006-C23 AJ
2045-01-15
5.515000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
590000.00
619200.21
WMALT 2005-8 3CB2
2035-10-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3075000.00
3151.54
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
77000000.00
77000000.00
0.0053
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
Y
77077000.00
77077000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
992JYD004_0.1800_M130103_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-07-01
2.500000
Government Agency Debt
42060000.00
41548627.98
Freddie Mac
2027-12-01
2.000000
Government Agency Debt
37121135.00
38012429.04
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
78000000.00
78000000.00
0.0054
N
77999220.00
77999220.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
992JYD004_0.1800_M130104_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
48630000.00
51003734.90
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.350000%
2284K0R98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
15000000.00
14985708.34
0.0010
N
14989800.00
14989800.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BCY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
1000000.00
1000000.00
0.0001
N
1000010.00
1000010.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BDC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
35000000.00
35000000.00
0.0024
N
35000350.00
35000350.00
Deutsche Bank AG
Deutsche Bank AG 0.260000%
25155BDQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
N
60000000.00
60000000.00
0.0041
N
60001800.00
60001800.00
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
100000000.00
100000000.00
0.0069
N
100026000.00
100026000.00
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
14000000.00
14000000.00
0.0010
N
14003640.00
14003640.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BFF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
65000000.00
65000000.00
0.0045
N
65018200.00
65018200.00
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
38000000.00
38000000.00
0.0026
N
37998100.00
37998100.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.270000%
988RGN000_0.2700_M130102_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999991.66
AMERICAN EXPRESS CO COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999998.82
BANK OF AMERICA CORPORATION COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999998.08
BARD C R INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999927.83
BEAM INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999952.60
BEAM INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
936179.50
BOEING CO COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999949.72
BROADRIDGE FINL SOLUTIONS INCOM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
802227.64
CAPITAL ONE FINL CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999992.30
CARDINAL HEALTH INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999961.04
CAREFUSION CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999976.90
CATERPILLAR INC DEL COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999964.39
COMPUTER SCIENCES CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999970.56
ENTRAVISION COMMUNICATIONS CCL A
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
198434.11
ENTRAVISION COMMUNICATIONS CCL A
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
198419.62
INDEPENDENCE HLDG CO NEW COM NEW
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
72670.50
MERCK & CO INC NEW COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999987.84
METLIFE INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999982.76
MONSANTO CO NEW COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999958.44
PUBLIC STORAGE COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999916.20
STATE STR CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999975.75
TEEKAY CORPORATION COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999972.44
UNITED PARCEL SERVICE INC CL B
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999955.90
UNITEDHEALTH GROUP INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999964.76
US BANCORP DEL COM NEW
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999979.20
WAL MART STORES INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999951.90
XO GROUP INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
793310.96
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
20000000.00
20000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.500000%
988VHX008_0.5000_M130311_2MN4
0001074042
Other Repurchase Agreement
N
AWAS AVIATION CAPITAL LIMITED
2016-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7220310.00
6982610.98
FIRST DATA CORP
2015-09-24
10.550000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1002840.00
1053401.24
MERRILL LYNCH MORTGAGE TRUST 2007-C1
2050-06-25
5.849340
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2147344.00
2122849.57
MLMT 2006-C2 AJ
2043-08-12
0.00
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3260563.00
3000849.38
MOHEGAN TRIBAL GAMING AUTH
2016-12-15
10.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
821830.00
805393.40
NORBORD DELAWARE GP I
2017-02-15
7.950000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3208671.00
3625905.19
PHH CORP
2016-03-01
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
5725000.00
6860458.35
REYNOLDS AMERICAN INC
2015-10-30
1.050000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
6734513.00
6743464.29
SPRINT NEXTEL
2018-11-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
33421.00
41709.41
WASH MUTUAL MTG
2036-02-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
12200225.00
2621124.33
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
30000000.00
30000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
Y
30013200.00
30013200.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
988WSY002_0.2200_M130102_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999991.66
AMERICAN EXPRESS CO COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999998.82
BANK OF AMERICA CORPORATION COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999998.08
BARD C R INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999927.83
BEAM INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999952.60
BEAM INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
936179.50
BOEING CO COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999949.72
BROADRIDGE FINL SOLUTIONS INCOM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
802227.64
CAPITAL ONE FINL CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999992.30
CARDINAL HEALTH INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999961.04
CAREFUSION CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999976.90
CATERPILLAR INC DEL COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999964.39
COMPUTER SCIENCES CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999970.56
ENTRAVISION COMMUNICATIONS CCL A
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
198434.11
ENTRAVISION COMMUNICATIONS CCL A
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
198419.62
INDEPENDENCE HLDG CO NEW COM NEW
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
72670.50
MERCK & CO INC NEW COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999987.84
METLIFE INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999982.76
MONSANTO CO NEW COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999958.44
PUBLIC STORAGE COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999916.20
STATE STR CORP COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999975.75
TEEKAY CORPORATION COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999972.44
UNITED PARCEL SERVICE INC CL B
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999955.90
UNITEDHEALTH GROUP INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999964.76
US BANCORP DEL COM NEW
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999979.20
WAL MART STORES INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
999951.90
XO GROUP INC COM
2012-12-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
793310.96
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
20000000.00
20000000.00
0.0014
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M130301_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
33852427.00
24108882.57
Fannie Mae
2031-12-25
3.000000
Government Agency Debt
23716.00
24482.56
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
26310563.00
23616923.64
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
25080120.00
23531712.11
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
22840611.00
24137927.46
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
1181.00
1345.11
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
43033.00
48733.79
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
11730544.00
8766694.71
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
100000000.00
100000000.00
0.0069
Y
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M130319_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
35747536.00
36420852.76
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
35000000.00
35000000.00
0.0024
Y
35000000.00
35000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M130219_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
285358.00
273966.86
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
33422.00
38066.21
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
71959468.00
83031967.29
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
17863.00
20229.40
GNMA
2041-10-20
6.500000
Government Agency Debt
54586.00
62827.26
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
80000000.00
80000000.00
0.0055
Y
79995200.00
79995200.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M130225_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-25
3.000000
Government Agency Debt
16156.00
16678.20
Fannie Mae
2032-12-01
3.000000
Government Agency Debt
17169.00
18071.48
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
30606621.00
31183106.91
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
N
N
30000000.00
30000000.00
0.0021
Y
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M130111_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-25
3.000000
Government Agency Debt
38653.00
39902.36
Fannie Mae
2032-11-25
2.000000
Government Agency Debt
34950848.00
35386046.33
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
7348952.00
2215563.04
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
3390346.00
3570663.92
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
30743169.00
24017633.97
Fannie Mae
2042-01-25
6.500000
Government Agency Debt
5941409.00
6847703.73
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
13412266.00
12876864.97
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
24268.00
27640.20
Fannie Mae
2042-08-01
2.366000
Government Agency Debt
1348191.00
1178896.84
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
20834337.00
24040144.21
Fannie Mae
2042-11-25
3.000000
Government Agency Debt
20974.00
21464.62
GNMA
2041-10-20
6.500000
Government Agency Debt
46555.00
53583.76
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
106000000.00
106000000.00
0.0073
Y
106000000.00
106000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M130114_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-06-01
3.690000
Government Agency Debt
7317622.00
8060201.21
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
1034059.00
558920.44
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
1020075.00
563395.38
Fannie Mae
2028-06-01
5.000000
Government Agency Debt
3054510.00
560777.55
Fannie Mae
2030-05-01
4.000000
Government Agency Debt
1124855.00
587800.39
Fannie Mae
2036-01-01
7.500000
Government Agency Debt
4377674.00
562439.05
Fannie Mae
2036-03-01
6.500000
Government Agency Debt
2830844.00
562891.75
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
1391120.00
625071.71
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
2053366.00
625943.70
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2227292.00
566067.19
Fannie Mae
2038-01-01
5.000000
Government Agency Debt
975000.00
624694.28
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
1305458.00
628980.31
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
3714185.00
627686.27
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
1742000.00
628006.79
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
1634000.00
573098.61
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
3381979.00
564100.91
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
875972.00
423419.57
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
1500000.00
564698.96
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
1144752.00
566296.78
Fannie Mae
2040-08-01
3.294000
Government Agency Debt
4963769.00
2545011.36
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
173044.00
187010.32
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
364684.00
327271.24
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
609835.00
565106.19
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
700000.00
628276.90
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
599626.00
628436.79
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
800000.00
611719.35
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
620999.00
567544.79
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
41754.00
39624.69
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
910330.00
984665.52
Freddie Mac
2027-02-20
3.000000
Government Agency Debt
5334655.00
5165667.69
Freddie Mac
2042-10-15
1.208000
Government Agency Debt
578172.00
565886.69
GNMA
2024-08-15
4.000000
Government Agency Debt
1874699.00
963599.12
GNMA
2039-09-15
5.000000
Government Agency Debt
4080510.00
2743859.44
GNMA
2039-12-15
4.000000
Government Agency Debt
17971088.00
14648715.31
GNMA
2041-10-20
6.500000
Government Agency Debt
38877.00
44746.55
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
48000000.00
48000000.00
0.0033
Y
48000000.00
48000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M130108_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-08-25
6.500000
Government Agency Debt
1369493.00
1523254.50
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
26799917.00
17995430.97
Fannie Mae
2039-12-01
3.964000
Government Agency Debt
47107942.00
38952838.02
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
17512192.00
19960139.60
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
34655.00
39470.54
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
26842980.00
27348576.48
Fannie Mae
2042-11-25
3.000000
Government Agency Debt
4865.00
4978.80
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
42068373.00
47641375.41
GNMA
2041-10-20
6.500000
Government Agency Debt
471225.00
542369.40
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
148000000.00
148000000.00
0.0102
Y
147998520.00
147998520.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M130109_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-08-25
6.500000
Government Agency Debt
26105.00
29035.97
Fannie Mae
2032-12-01
3.000000
Government Agency Debt
28982.00
30505.43
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
11715218.00
3558031.98
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
1551973.00
1134463.15
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
3429807.00
3292893.36
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
12094.00
13774.54
Fannie Mae
2042-08-01
2.366000
Government Agency Debt
2726821.00
2384410.41
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
29228.00
33099.98
Fannie Mae
2052-11-25
6.500000
Government Agency Debt
6736843.00
6962453.27
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
213722.00
216417.76
GNMA
2042-10-16
2.000000
Government Agency Debt
34154.00
34694.73
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
17000000.00
17000000.00
0.0012
Y
17000000.00
17000000.00
DNB Bank ASA
DNB Bank ASA 0.530000%
23330LHA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
18000000.00
18000000.00
0.0012
N
18000540.00
18000540.00
DNB Bank ASA
DNB Bank ASA 0.510000%
23330LJA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
57000000.00
57000000.00
0.0039
N
57007980.00
57007980.00
DNB Bank ASA
DNB Bank ASA 0.235000%
23330LPM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
18000000.00
17999907.56
0.0012
N
18001260.00
18001260.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LQF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
83000000.00
83000000.00
0.0057
N
83001660.00
83001660.00
EMF LLC
Bonds (One Workplace) Series 2012 0.340000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4600000.00
4600000.00
0.0003
N
4600000.00
4600000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.240000%
30601VN98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
17000000.00
16999093.33
0.0012
N
16999320.00
16999320.00
Fannie Mae
Fannie Mae 0.115000%
313589AG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
20000000.00
19999616.67
0.0014
N
19999980.00
19999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313385AB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
9030000.00
9029978.68
0.0006
N
9030000.00
9030000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385AD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
32000000.00
31999680.00
0.0022
N
31999968.00
31999968.00
Federal Home Loan Bank
Federal Home Loan Bank 0.117000%
313385AD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
30000000.00
29999707.50
0.0021
N
29999970.00
29999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385AL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
78000000.00
77997400.00
0.0054
N
77999766.00
77999766.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313385AQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-15
2013-01-15
N
N
N
39999000.00
39997522.26
0.0028
N
39998840.00
39998840.00
Freddie Mac
Freddie Mac 0.110000%
313397AG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
21000000.00
20999615.00
0.0014
N
20999979.00
20999979.00
Freddie Mac
Freddie Mac 0.095000%
313397AJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
18000000.00
17999620.00
0.0012
N
17999964.00
17999964.00
Freddie Mac
Freddie Mac 0.300300%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-10
2013-11-08
N
N
N
350000000.00
350000000.00
0.0241
N
350143150.00
350143150.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.300000%
3686M0NA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
82000000.00
81993850.00
0.0056
N
81995900.00
81995900.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M0PC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
14021000.00
14016419.81
0.0010
N
14017494.75
14017494.75
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M0QB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
25000000.00
24986583.33
0.0017
N
24989000.00
24989000.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
149000000.00
148938123.61
0.0102
N
148967220.00
148967220.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
42000000.00
41979070.00
0.0029
N
41986980.00
41986980.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQT7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
133000000.00
132927773.61
0.0091
N
132950790.00
132950790.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HRB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-11
2013-04-11
N
N
N
13000000.00
12991694.44
0.0009
N
12993370.00
12993370.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HRG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
28000000.00
27983666.66
0.0019
N
27984040.00
27984040.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.210000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2810000.00
2810000.00
0.0002
N
2810000.00
2810000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.460000%
921AAP008_0.4600_M130402_2MN4
0000769993
Other Repurchase Agreement
N
Fannie Mae
2031-06-01
5.000000
Government Agency Repurchase Agreement
18457140.00
17313929.01
Fannie Mae
2040-09-01
5.000000
Government Agency Repurchase Agreement
45847388.00
26786071.89
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
42000000.00
42000000.00
0.0029
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
Y
42018900.00
42018900.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M130103_2MN4
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-02-15
4.000000
Treasury Debt
4494300.00
4914606.94
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
161224400.00
170525470.68
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
172000000.00
172000000.00
0.0118
N
172000000.00
172000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M130103_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2026-06-15
3.500000
Government Agency Debt
26329099.00
21961228.01
GNMA
2042-06-20
4.000000
Government Agency Debt
29484206.00
30264956.12
GNMA
2042-08-20
3.000000
Government Agency Debt
50000000.00
52773816.24
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
100000000.00
100000000.00
0.0069
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M130104_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-06-20
3.500000
Government Agency Debt
70343819.00
74375181.16
GNMA
2040-08-20
5.000000
Government Agency Debt
113149120.00
82074819.44
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
149000000.00
149000000.00
0.0103
N
149000000.00
149000000.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LN85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
15993000.00
15992378.05
0.0011
N
15992360.28
15992360.28
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LNG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
8538000.00
8537288.50
0.0006
N
8537316.96
8537316.96
Govco, LLC
Govco, LLC 0.370000%
38362VPM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
25000000.00
24986895.83
0.0017
N
24989750.00
24989750.00
Govco, LLC
Govco, LLC 0.370000%
38362VQ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
51000000.00
50969074.16
0.0035
N
50975520.00
50975520.00
Govco, LLC
Govco, LLC 0.380000%
38362VQ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
12000000.00
11991640.00
0.0008
N
11993400.00
11993400.00
Govco, LLC
Govco, LLC 0.370000%
38362VQM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62000000.00
61949659.44
0.0043
N
61958460.00
61958460.00
Govco, LLC
Govco, LLC 0.370000%
38362VQR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19982938.89
0.0014
N
19985800.00
19985800.00
HSBC Bank Plc
HSBC Bank Plc 0.425000%
972XGJ004
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
59000000.00
59000139.01
0.0041
N
59006490.00
59006490.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RPD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
72000000.00
71978500.00
0.0050
N
71982720.00
71982720.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.240000%
4497W0NB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
Y
ING Bank NV
N/A
N/A
N
2000000.00
1999866.67
0.0001
N
1999900.00
1999900.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.245000%
4497W0NG9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
Y
ING Bank NV
N/A
N/A
N
30000000.00
29996937.50
0.0021
N
29997600.00
29997600.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.280000%
4497W0P10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
ING Bank NV
N/A
N/A
N
87000000.00
86979023.33
0.0060
N
86984340.00
86984340.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.280000%
4497W0P51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
Y
ING Bank NV
N/A
N/A
N
66000000.00
65982033.33
0.0045
N
65986140.00
65986140.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.230000%
4497W0QK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
Y
ING Bank NV
N/A
N/A
N
40500000.00
40480076.25
0.0028
N
40476105.00
40476105.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.230000%
4497W0R26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
Y
ING Bank NV
N/A
N/A
N
40500000.00
40476453.75
0.0028
N
40469625.00
40469625.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0N40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
23000000.00
22999482.50
0.0016
N
22999770.00
22999770.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0Q88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
43000000.00
42976350.00
0.0030
N
42993550.00
42993550.00
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
9000000.00
8993175.00
0.0006
N
8997930.00
8997930.00
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
14000000.00
13982745.00
0.0010
N
13993140.00
13993140.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.290000%
4662J0TB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
19000000.00
18975358.06
0.0013
N
18989550.00
18989550.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.363500%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-03-01
N
N
N
109000000.00
109000000.00
0.0075
N
109019620.00
109019620.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.260000%
46899T004_0.2600_M130102_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
678600627.00
168183714.86
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
46880642.00
37816285.33
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
200000000.00
200000000.00
0.0138
N
200000000.00
200000000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.270000%
4820P2Q81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
24000000.00
23988120.00
0.0017
N
23991840.00
23991840.00
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
11000000.00
10987093.33
0.0008
N
10990210.00
10990210.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53943RN88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
1000000.00
999951.39
0.0001
N
999960.00
999960.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.245000%
53943RNJ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
63000000.00
62992711.25
0.0043
N
62994330.00
62994330.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.245000%
53943RP45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
17000000.00
16996066.39
0.0012
N
16996600.00
16996600.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53943RQS1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
21000000.00
20987260.00
0.0014
N
20985930.00
20985930.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.255000%
53944LGP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
73000000.00
73000000.00
0.0050
N
72995620.00
72995620.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.255000%
53944LGS4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
33000000.00
33000000.00
0.0023
N
32997690.00
32997690.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.260000%
56274LN83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
5000000.00
4999747.22
0.0003
N
4999800.00
4999800.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LNN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
11000000.00
10998524.17
0.0008
N
10998680.00
10998680.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LPC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
25000000.00
24992708.33
0.0017
N
24993750.00
24993750.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LPF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
16000000.00
15995000.00
0.0011
N
15995680.00
15995680.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4N75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18999271.67
0.0013
N
18999430.00
18999430.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4N83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
29000000.00
28998815.83
0.0020
N
28999130.00
28999130.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4N91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11999440.00
0.0008
N
11999520.00
11999520.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26988615.00
0.0019
N
26989740.00
26989740.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4QD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
59000000.00
58974400.56
0.0041
N
58976990.00
58976990.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
06399U000_0.1800_M130102_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-10-25
4.000000
Government Agency Debt
90800000.00
76535511.39
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
21014857.00
22035695.71
Freddie Mac
2041-06-15
0.758000
Government Agency Debt
1736817.00
957375.74
GNMA
2038-06-20
2.500000
Government Agency Debt
100000000.00
86487638.92
GNMA
2040-09-20
0.660700
Government Agency Debt
100000000.00
71483778.78
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
250000000.00
250000000.00
0.0172
N
250000000.00
250000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000%
921AMD002_0.5500_M130107_2MN4
0000728612
Other Repurchase Agreement
N
AJECORP B V
2022-05-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3879000.00
4199017.50
ALBEA BEAUTY HLDGS S A
2019-11-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3154000.00
3372228.33
AMERICAN EXPRESS COMPANY
2042-12-03
4.050000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1798101.00
1828165.25
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2015-08-05
4.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
152000.00
156098.26
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2020-08-05
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
223000.00
228882.62
AWAS AVIATION CAPITAL LIMITED
2016-10-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4750000.00
4593625.78
BANCO BTG PACTUAL S A CAYMAN IS BRH
2022-09-28
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3500000.00
3587500.00
BANCO DO BRAZIL S.A
2015-01-22
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
6105365.00
6547240.79
BANCO DO ESTADO DO RIO GRANDE DO SUL S A
2022-02-02
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
462613.00
520682.18
BFF INTER LTD
2020-01-28
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4960000.00
6036630.01
BOYD ACQ SUB LLC
2018-02-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2534000.00
2635360.00
CAESARS OPER ESCROW LLC CAESARS ESCROW CORP
2020-02-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7500000.00
7552500.00
CEMEX ESPANA SA LUXEMBOURG BRANCH
2020-05-05
9.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
546653.00
598213.01
CENTRAIS ELETRICAS BRASILEIRAS
2021-10-27
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
8754903.00
9457240.78
CITIGROUP INC
2099-12-31
5.900000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1000000.00
1015790.00
CITIGROUP INC
2099-12-31
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
8809000.00
9010836.21
EMPRESAS ICA SAB DE CV
2017-07-24
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1229000.00
1324247.50
FMG RESOURCES AUGUST 2006 PTY LTD
2016-02-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
5205000.00
5525432.82
FORD MTR CREDIT CO
2016-04-15
4.207000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
15177825.00
16371103.07
FRONTIER COMMUNICATIONS CORP
2023-01-15
7.125000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
790000.00
838387.50
HARLAND CLARKE HOLDINGS CORP FKA CLARKE AMERIC
2018-08-01
9.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4400000.00
4469666.67
IRON MOUNTAIN INC
2024-08-15
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2355000.00
2437474.06
MFC FINANCE LTD
2018-05-15
10.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4300000.00
4947568.06
MTR GAMING GROUP INC
2019-08-01
11.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
37288.00
41312.00
QUEBECOR MEDIA INC
2016-03-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7000000.00
7194590.28
ROYAL CARIBBEAN
2013-06-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
5270000.00
5418145.56
TEMPUR PEDIC INTERNATIONAL
2020-12-15
6.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2164106.00
2231283.46
TURLOCK CORP
2017-11-02
1.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
10545524.00
10585579.42
UPCB FIN III LTD
2020-07-01
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3280000.00
3622349.99
VIRGIN MEDIA FINANCE
2019-10-15
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4593000.00
5294261.79
VPI ESCROW CORP
2020-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
5405000.00
5796862.50
YAPI VE KREDI BANKASI A S
2022-12-06
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
6200000.00
6231000.00
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
127000000.00
127000000.00
0.0087
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
127085090.00
127085090.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TP56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
44000000.00
43982888.89
0.0030
N
43992520.00
43992520.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.395000%
59157TPB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
76000000.00
75965810.55
0.0052
N
75984040.00
75984040.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.535000%
60681P6N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
14000000.00
14000000.00
0.0010
N
14000980.00
14000980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.530000%
60681P7H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
24000000.00
24000000.00
0.0017
N
24008640.00
24008640.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.485000%
60682AAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
55000000.00
55000000.00
0.0038
N
55023650.00
55023650.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.480000%
60682AAU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
55000000.00
55000000.00
0.0038
N
55023650.00
55023650.00
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
3000000.00
3000000.00
0.0002
N
3000540.00
3000540.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.340000%
60682ACL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
11000000.00
11000000.00
0.0008
N
11000990.00
11000990.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60682ACS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
58000000.00
58000000.00
0.0040
N
57990720.00
57990720.00
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
32000000.00
32000000.00
0.0022
N
31994880.00
31994880.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G3B2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
69000000.00
69000000.00
0.0047
N
69004140.00
69004140.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
68000000.00
68000000.00
0.0047
N
67997280.00
67997280.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687G5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
20000000.00
20000000.00
0.0014
N
19999000.00
19999000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.250000%
55799C003_0.2500_M130102_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-07-01
6.000000
Government Agency Debt
17126042.00
10415162.94
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
11012000.00
10462560.78
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
11146794.00
10513406.75
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
9911667.00
10658914.98
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
7273601.00
8052586.38
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
9559207.00
10483207.07
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
9832440.00
10608408.01
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
9632145.00
10300084.57
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
9097160.00
9810830.72
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
9924345.00
10694837.83
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
100000000.00
100000000.00
0.0069
N
100000000.00
100000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.220000%
63253TRN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
99000000.00
99000000.00
0.0068
N
99002970.00
99002970.00
National Australia Bank Ltd
National Australia Bank Ltd 0.410000%
972WCD003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
51000000.00
51000000.00
0.0035
N
51003060.00
51003060.00
National Australia Bank Ltd
National Australia Bank Ltd 0.380000%
988DCK001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
N
75000000.00
75000000.00
0.0052
N
75046500.00
75046500.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
988FTY008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
13000000.00
13000000.00
0.0009
N
13004810.00
13004810.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988KLW009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
45000000.00
45000000.00
0.0031
N
45021600.00
45021600.00
National Australia Bank Ltd
National Australia Bank Ltd 0.350000%
988QKC001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
14000000.00
14000000.00
0.0010
N
14005740.00
14005740.00
Nationwide Building Society
Nationwide Building Society 0.450000%
6385E0NA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
49000000.00
48994487.50
0.0034
N
48997060.00
48997060.00
Nationwide Building Society
Nationwide Building Society 0.290000%
6385E0PE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
24000000.00
23991493.33
0.0017
N
23992560.00
23992560.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.300000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-01-01
2013-01-02
N
Y
General Electric Co
N/A
N/A
N
100000.00
100000.00
0.0000
N
100000.00
100000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.240000%
65558EDC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
71000000.00
71000000.00
0.0049
N
71007100.00
71007100.00
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
49000000.00
49000000.00
0.0034
N
48996080.00
48996080.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0P86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
Y
Nordea Bank AB
N/A
N/A
N
41000000.00
40984852.78
0.0028
N
40993030.00
40993030.00
Nordea North America, Inc
Nordea North America, Inc 0.360000%
6555P0PK9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
Y
Nordea Bank AB
N/A
N/A
N
8000000.00
7996080.00
0.0006
N
7998240.00
7998240.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PN3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
Y
Nordea Bank AB
N/A
N/A
N
22000000.00
21988877.78
0.0015
N
21994720.00
21994720.00
Nordea North America, Inc
Nordea North America, Inc 0.365000%
6555P0PN3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
Y
Nordea Bank AB
N/A
N/A
N
19000000.00
18989982.78
0.0013
N
18995440.00
18995440.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
Y
Nordea Bank AB
N/A
N/A
N
51000000.00
50972729.17
0.0035
N
50987250.00
50987250.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-27
2013-02-27
N
Y
Nordea Bank AB
N/A
N/A
N
83000000.00
82954004.17
0.0057
N
82978420.00
82978420.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TP83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
27470000.00
27463620.85
0.0019
N
27468351.80
27468351.80
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
120000000.00
120000000.00
0.0083
N
120018000.00
120018000.00
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
93000000.00
93000000.00
0.0064
N
93008370.00
93008370.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977JRQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
120000000.00
120000000.00
0.0083
N
120028800.00
120028800.00
Rabobank Nederland
Rabobank Nederland 0.480000%
74977JRZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
15000000.00
15000000.00
0.0010
N
15007950.00
15007950.00
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
12000000.00
12000000.00
0.0008
N
12004920.00
12004920.00
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
30000000.00
30000000.00
0.0021
N
30012600.00
30012600.00
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
70000000.00
70000000.00
0.0048
N
70023100.00
70023100.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.430000%
74927JNG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
15000000.00
14997312.49
0.0010
N
14998800.00
14998800.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.320000%
74927JQS5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
32000000.00
31976106.67
0.0022
N
31978560.00
31978560.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.560000%
7562E0NP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24991444.44
0.0017
N
24996500.00
24996500.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
28000000.00
27967146.67
0.0019
N
27987960.00
27987960.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0TA4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
21000000.00
20954266.66
0.0014
N
20976690.00
20976690.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0UK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
17000000.00
16951134.45
0.0012
N
16974840.00
16974840.00
Royal Bank of Canada
Royal Bank of Canada 0.125000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
85000000.00
85000000.00
0.0058
Security is a time deposit.
N
85000000.00
85000000.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
75000000.00
75000000.00
0.0052
Security is a time deposit.
N
75000000.00
75000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124LP55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
8000000.00
7998055.56
0.0006
N
7998560.00
7998560.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TQ12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
29000000.00
28987167.50
0.0020
N
28992170.00
28992170.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83050TU90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
3000000.00
2994645.00
0.0002
N
2993940.00
2993940.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051HCE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
44000000.00
44000000.00
0.0030
N
44003960.00
44003960.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
15000000.00
15000000.00
0.0010
N
15000600.00
15000600.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.340000%
83051HEY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
45000000.00
45000000.00
0.0031
N
44993700.00
44993700.00
Societe Generale
Societe Generale 0.380000%
83369THC4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
147000000.00
147000000.00
0.0101
N
147017640.00
147017640.00
Societe Generale
Societe Generale 0.680000%
83369TJZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
71000000.00
71000000.00
0.0049
N
71039050.00
71039050.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.190000%
8574P1AG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-15
2013-01-15
N
N
N
48000000.00
48000000.00
0.0033
N
48001920.00
48001920.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.210000%
8574P1BD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
112000000.00
112000000.00
0.0077
N
112002240.00
112002240.00
State Street Corp
State Street Corp 0.230000%
85747JN94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
1000000.00
999948.89
0.0001
N
999960.00
999960.00
State Street Corp
State Street Corp 0.230000%
85747JQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
22000000.00
21991145.00
0.0015
N
21993840.00
21993840.00
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
8000000.00
8000000.00
0.0006
N
8001040.00
8001040.00
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
51000000.00
51000000.00
0.0035
N
51005100.00
51005100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.440000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-02-04
N
N
N
55000000.00
55000000.00
0.0038
N
54997800.00
54997800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DD23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
26000000.00
26000000.00
0.0018
N
26002860.00
26002860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DK90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
30000000.00
30000000.00
0.0021
N
30000000.00
30000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.510000%
86562DLA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
104000000.00
104000000.00
0.0072
N
104006240.00
104006240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DNZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
46000000.00
46000000.00
0.0032
N
46010580.00
46010580.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DQ78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
4000000.00
4000000.00
0.0003
N
3999800.00
3999800.00
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
1000000.00
1000000.00
0.0001
N
999950.00
999950.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DUZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
18000000.00
18000000.00
0.0012
N
18000180.00
18000180.00
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
31000000.00
31000000.00
0.0021
N
31004030.00
31004030.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.320000%
86562WN61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
6000000.00
6000000.00
0.0004
N
6000060.00
6000060.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.310000%
86562WP69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
22000000.00
22000000.00
0.0015
N
22000660.00
22000660.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WS41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
20000000.00
20000000.00
0.0014
N
20001000.00
20001000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.270000%
86562WW87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
100000000.00
100000000.00
0.0069
N
99997000.00
99997000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.240000%
86958CKU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
16000000.00
16000000.00
0.0011
N
16000320.00
16000320.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.230000%
86958CLK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
20000000.00
20000000.00
0.0014
N
20000400.00
20000400.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.240000%
86958CLS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
9000000.00
9000000.00
0.0006
N
9000450.00
9000450.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CMN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
59000000.00
59000000.00
0.0041
N
59002360.00
59002360.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CMX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
N
55000000.00
55000000.00
0.0038
N
55002750.00
55002750.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CNE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
61000000.00
61000000.00
0.0042
N
60999390.00
60999390.00
Texas
TRAN Series 2012 0.140000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
11000000.00
11000000.00
0.0008
N
11000000.00
11000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
67983TNJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
19085000.00
19082746.91
0.0013
N
19084618.30
19084618.30
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112WAP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
67000000.00
67000000.00
0.0046
N
67000000.00
67000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WCH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
70000000.00
70000000.00
0.0048
N
70000700.00
70000700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WEW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-29
2013-01-29
N
N
N
56000000.00
56000000.00
0.0039
N
56001120.00
56001120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WFP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
82000000.00
82000000.00
0.0056
N
82007380.00
82007380.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112WGM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
8000000.00
8000000.00
0.0006
N
8000320.00
8000320.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112WLK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
10000000.00
10000000.00
0.0007
N
10000800.00
10000800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112WNG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
18000000.00
18000000.00
0.0012
N
18000000.00
18000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.185000%
89112WNM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
108000000.00
108000000.00
0.0074
N
108000000.00
108000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-22
2013-04-22
N
N
N
74000000.00
74000000.00
0.0051
N
74028860.00
74028860.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89112XT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
96000000.00
96000000.00
0.0066
N
96007680.00
96007680.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XV36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
7000000.00
7000000.00
0.0005
N
7000840.00
7000840.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XW27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
50000000.00
50000000.00
0.0034
N
50006000.00
50006000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XX83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
10000000.00
10000000.00
0.0007
N
10001300.00
10001300.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GPU4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-28
2013-02-28
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
27000000.00
26989125.00
0.0019
N
26994330.00
26994330.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49969333.33
0.0034
N
49985500.00
49985500.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.270000%
89233GQC3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
45000000.00
44976375.00
0.0031
N
44986950.00
44986950.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQJ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
8000000.00
7994595.55
0.0006
N
7997280.00
7997280.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
44000000.00
43969493.33
0.0030
N
43984160.00
43984160.00
Union Bank, NA
Union Bank, NA 0.230000%
90527M3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
50000000.00
50000000.00
0.0034
N
50002500.00
50002500.00
Union Bank, NA
Union Bank, NA 0.240000%
90527M4F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-12
2013-04-12
N
N
N
8000000.00
8000000.00
0.0006
N
7999760.00
7999760.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
72000000.00
71999200.00
0.0050
N
72000000.00
72000000.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
28000000.00
27999377.78
0.0019
N
27999720.00
27999720.00
Westpac Banking Corp
Westpac Banking Corp 0.403000%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-07
2013-02-07
N
N
N
118000000.00
118000000.00
0.0081
N
118027140.00
118027140.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
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
458977.38
458977.38
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
418372.51
418372.51
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
371263.77
371263.77
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
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
545626.63
545626.63
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
737886.98
737886.98
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
654800.91
654800.91
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
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
1636290.46
1636290.46
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
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
589464.75
589464.75
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
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
207431.35
207431.35
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
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
327523.37
327523.37
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
110703.48
110703.48
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
98238.27
98238.27