0001145549-14-002752.txt : 20140317
0001145549-14-002752.hdr.sgml : 20140317
20140317134136
ACCESSION NUMBER: 0001145549-14-002752
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121031
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: 14696950
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
2012-10-31
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
41
58
14799995545.50
5229477.69
806613.37
14804418409.82
0.0033
1.0001
2012-10-31
1.0001
2012-10-31
C000012383
25000.00
10270304080.38
1.00
80740875.06
417821052.43
337080177.37
0.0001
1.0001
2012-10-31
1.0001
2012-10-31
C000012384
1000000.00
1441232921.85
1.00
-122502793.51
195658751.04
318161544.55
0.0001
1.0001
2012-10-31
1.0001
2012-10-31
C000012385
3000000.00
1253652533.07
1.00
-55920812.54
187202253.99
243123066.53
0.0010
1.0001
2012-10-31
1.0001
2012-10-31
C000038267
10000000.00
1839228874.52
1.00
5290071.87
207363557.97
202073486.10
0.0012
1.0001
2012-10-31
1.0001
2012-10-31
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
9987861.11
0.0007
N
9993100.00
9993100.00
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
28545920.11
0.0019
N
28562571.24
28562571.24
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
39959955.55
0.0027
N
39984400.00
39984400.00
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
10981208.33
0.0007
N
10988670.00
10988670.00
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
42929659.16
0.0029
N
42945390.00
42945390.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.260700%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-22
2012-11-26
N
N
N
131000000.00
131000000.00
0.0088
N
131013100.00
131013100.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.170000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
156000000.00
156000000.00
0.0105
Security is a time deposit.
N
156000000.00
156000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NKF009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
24000000.00
24000000.00
0.0016
N
24004080.00
24004080.00
Bank of America, NA
Bank of America, NA 0.420000%
06052WRC9
Other Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
97000000.00
97000000.00
0.0066
N
97012939.80
97012939.80
Bank of America, NA
Bank of America, NA 0.400000%
06052WRP0
Other Note
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
8000000.00
8000000.00
0.0005
N
8001220.00
8001220.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WSC8
Other Note
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
42000000.00
42000000.00
0.0028
N
41999181.00
41999181.00
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
15000407.71
0.0010
N
15008700.00
15008700.00
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
0.0059
N
87052200.00
87052200.00
Bank of Nova Scotia
Bank of Nova Scotia 0.460000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2013-07-26
N
N
N
127000000.00
127000000.00
0.0086
N
127198120.00
127198120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-15
N
N
N
57000000.00
57000000.00
0.0039
N
57003420.00
57003420.00
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
8999550.00
8999550.00
Bank of the West
Bank of the West 0.450000%
0642G0XZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
36000000.00
36000000.00
0.0024
N
36009720.00
36009720.00
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
3000930.00
3000930.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538E4E4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
55000000.00
55000000.00
0.0037
N
55007150.00
55007150.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538E4P9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-19
2012-12-19
N
N
N
112000000.00
112000000.00
0.0076
N
112020160.00
112020160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000%
06538E5C7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
26000000.00
26000000.00
0.0018
N
26004420.00
26004420.00
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
0.0079
N
117065520.00
117065520.00
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
35019600.00
35019600.00
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
6002443.86
0.0004
N
6003300.00
6003300.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
15000000.00
15000000.00
0.0010
N
15001500.00
15001500.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
138000000.00
138000000.00
0.0093
N
138033120.00
138033120.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
15000000.00
15000000.00
0.0010
N
15020250.00
15020250.00
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
0.0020
N
30008100.00
30008100.00
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
13001820.00
13001820.00
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
0.0045
N
67000000.00
67000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.350000%
00799J004_0.3500_M121101_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
2.537000
Government Agency Debt
38266574.00
40004029.53
Fannie Mae
2042-11-01
2.549000
Government Agency Debt
46295985.00
48395970.88
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
85000000.00
85000000.00
0.0057
N
85000000.00
85000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M121107_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
10250000.00
1089753.64
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
10040000.00
1075779.67
Fannie Mae
2018-09-01
4.000000
Government Agency Debt
2676811.00
609954.01
Fannie Mae
2018-09-01
5.000000
Government Agency Debt
10000000.00
1488760.29
Fannie Mae
2019-03-01
4.000000
Government Agency Debt
9910000.00
1720299.37
Fannie Mae
2022-05-01
2.500000
Government Agency Debt
2948963.00
2913880.80
Fannie Mae
2025-03-01
9.500000
Government Agency Debt
34938481.00
209822.54
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
481535.00
274568.51
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2540719.00
1944663.01
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
2000000.00
1579657.77
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
2500000.00
1975040.97
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
1172625.00
1076837.48
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1064382.00
1116678.62
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
1981891.00
2040764.41
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
895447.00
931210.81
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
1923098.00
2028665.32
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
1058332.00
1115516.44
Fannie Mae
2027-07-01
3.500000
Government Agency Debt
1297304.00
1353923.50
Fannie Mae
2027-08-01
3.500000
Government Agency Debt
1418582.00
1510310.26
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1687009.00
1760821.79
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1539297.00
1606902.69
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1427224.00
1489331.58
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1138100.00
1187893.44
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1115057.00
1163574.93
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
188199.00
196224.76
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1439680.00
1533621.48
Fannie Mae
2027-09-01
3.500000
Government Agency Debt
1116770.00
1181634.86
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
3607923.00
3771910.23
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
198941.00
207983.26
Fannie Mae
2032-05-01
3.000000
Government Agency Debt
175750.00
178915.97
Fannie Mae
2033-08-01
2.345000
Government Agency Debt
14543162.00
1596842.10
Fannie Mae
2033-11-01
2.397000
Government Agency Debt
10311848.00
1688750.42
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
6600000.00
1428649.70
Fannie Mae
2034-02-01
4.816000
Government Agency Debt
22100995.00
1598984.35
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
6056000.00
1251421.59
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
4042096.00
884501.64
Fannie Mae
2035-02-01
4.725000
Government Agency Debt
1954625.00
251397.26
Fannie Mae
2035-03-01
2.608000
Government Agency Debt
1239686.00
236350.83
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
2865.00
2274.41
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
5144499.00
1373334.42
Fannie Mae
2035-10-01
2.018000
Government Agency Debt
48790106.00
6088299.33
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
7750992.00
3884992.42
Fannie Mae
2036-03-01
4.000000
Government Agency Debt
1226968.00
1160374.25
Fannie Mae
2036-04-01
2.634000
Government Agency Debt
7041848.00
1626911.67
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
5441961.00
1567071.07
Fannie Mae
2036-09-01
2.821000
Government Agency Debt
36292198.00
5199012.60
Fannie Mae
2036-11-01
6.039000
Government Agency Debt
4117694.00
502396.98
Fannie Mae
2037-03-01
4.000000
Government Agency Debt
1745923.00
1908720.72
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
5000000.00
1388147.70
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
3225998.00
1079241.94
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
662355.00
215101.19
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2166786.00
1268876.54
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
1360.00
1437.10
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
400117.00
170569.97
Fannie Mae
2039-05-01
6.500000
Government Agency Debt
239849.00
170861.14
Fannie Mae
2039-07-01
5.500000
Government Agency Debt
1630555.00
1364478.22
Fannie Mae
2039-10-01
6.500000
Government Agency Debt
258175.00
135421.74
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
2975441.00
2296761.79
Fannie Mae
2040-06-01
3.599000
Government Agency Debt
2900000.00
1561939.53
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
2694.00
2169.76
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2142364.00
2053325.22
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
13851111.00
9858101.55
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
4647.00
3307.36
Fannie Mae
2041-06-01
3.374000
Government Agency Debt
7515647.00
6040445.52
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1205754.00
1139665.30
Fannie Mae
2041-07-01
3.455000
Government Agency Debt
1984528.00
1698579.46
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
2000000.00
1450291.03
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
304146.00
323730.65
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
1950823.00
2048069.64
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
609105.00
597147.75
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1155227.00
1269017.84
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
299016.00
309514.26
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
618273.00
580664.79
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
317158.00
340861.20
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
184804.00
199037.88
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
298724.00
308449.56
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
471545.00
478031.56
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1315376.00
1455580.61
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
54412.00
54159.03
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
2745.00
2732.24
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
1084142.00
1131431.93
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
3482640.00
3760323.65
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1027522.00
1110300.40
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1931847.00
1946036.77
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1079011.00
1194493.45
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1008303.00
1119039.28
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3549206.00
3837657.88
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
3520562.00
3857448.67
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
70477.00
69678.50
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1231.00
1217.05
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
3496323.00
3791981.48
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
1143820.00
1274790.49
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
1731277.00
1816437.45
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1311861.00
1407761.49
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
112534.00
122310.27
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1842.00
1992.41
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
838749.00
850558.03
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
4023096.00
4178622.65
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
1505450.00
1634274.18
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
5145014.00
1091615.15
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
660204.00
111087.34
Freddie Mac
2022-08-01
2.500000
Government Agency Debt
5138277.00
5279660.96
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
1085361.00
831279.33
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
4093851.00
1652342.44
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
1100114.00
1052335.77
Freddie Mac
2025-12-01
3.000000
Government Agency Debt
1303391.00
1115478.88
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
1862370.00
1602159.26
Freddie Mac
2026-05-01
3.500000
Government Agency Debt
386041.00
242324.74
Freddie Mac
2026-07-01
3.500000
Government Agency Debt
445700.00
318874.24
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
1436033.00
1295808.45
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
340000.00
270051.37
Freddie Mac
2026-10-01
4.000000
Government Agency Debt
1717632.00
1735130.57
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
1412529.00
1280715.93
Freddie Mac
2027-09-01
2.500000
Government Agency Debt
1100685.00
1147004.14
Freddie Mac
2027-10-01
2.500000
Government Agency Debt
725273.00
759412.57
Freddie Mac
2029-06-01
4.500000
Government Agency Debt
500000.00
232564.74
Freddie Mac
2030-03-01
5.000000
Government Agency Debt
4204224.00
2773993.29
Freddie Mac
2031-01-01
9.000000
Government Agency Debt
1605659.00
1130799.94
Freddie Mac
2031-03-01
7.500000
Government Agency Debt
275365.00
66595.25
Freddie Mac
2031-10-01
7.500000
Government Agency Debt
25006373.00
1123330.26
Freddie Mac
2032-04-01
7.500000
Government Agency Debt
98658289.00
2787392.65
Freddie Mac
2032-05-01
3.000000
Government Agency Debt
2000000.00
2054807.24
Freddie Mac
2032-10-01
3.000000
Government Agency Debt
325816.00
344080.92
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
60459837.00
32328330.62
Freddie Mac
2034-11-01
7.500000
Government Agency Debt
2445479.00
1728982.61
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
1929.00
1359.33
Freddie Mac
2037-03-01
6.000000
Government Agency Debt
840153.00
272497.38
Freddie Mac
2037-09-15
7.500000
Government Agency Debt
1186542.00
1155502.37
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
34265.00
12483.62
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
3541125.00
1130335.06
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
1344987.00
221375.65
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
104028.00
18606.03
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
1375600.00
1135957.44
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
4163.00
3952.23
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
11142.00
11141.76
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
1299438.00
1356046.29
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
528122.00
409575.10
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
2097861.00
1572324.85
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
1040634.00
670185.42
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
2656571.00
2738079.45
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
170000.00
180164.20
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
1220903.00
1331533.89
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1920173.00
2073951.44
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
1141845.00
1261270.26
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
392534.00
410432.18
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
102357.00
107359.19
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
1000.00
1048.87
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
217000000.00
217000000.00
0.0147
N
217000000.00
217000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M121107_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.424000
Government Agency Debt
21895170.00
21796802.76
Fannie Mae
2017-02-01
2.387000
Government Agency Debt
6173932.00
815080.04
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
5467074.00
4377634.81
Fannie Mae
2020-01-01
4.360000
Government Agency Debt
1297177.00
1454520.40
Fannie Mae
2020-11-01
3.270000
Government Agency Debt
5314000.00
5819329.52
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
523193.00
92822.17
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
163418.00
170845.67
Fannie Mae
2033-06-01
2.250000
Government Agency Debt
10000000.00
1233189.37
Fannie Mae
2033-07-01
2.405000
Government Agency Debt
19328270.00
840361.91
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
15416.00
12238.16
Fannie Mae
2035-07-01
2.788000
Government Agency Debt
3988600.00
809924.58
Fannie Mae
2035-11-01
2.795000
Government Agency Debt
1437322.00
1312891.79
Fannie Mae
2036-02-01
1.912000
Government Agency Debt
40007450.00
1943657.57
Fannie Mae
2036-03-01
5.609000
Government Agency Debt
10200000.00
2240346.81
Fannie Mae
2036-08-01
2.888000
Government Agency Debt
23680000.00
5731548.55
Fannie Mae
2036-09-01
2.635000
Government Agency Debt
14143030.00
984043.71
Fannie Mae
2036-09-01
6.266000
Government Agency Debt
13351050.00
1521559.77
Fannie Mae
2037-04-01
1.738000
Government Agency Debt
10185158.00
1720937.26
Fannie Mae
2037-08-01
3.084000
Government Agency Debt
1384603.00
283443.96
Fannie Mae
2037-08-01
5.776000
Government Agency Debt
30013267.00
5398331.86
Fannie Mae
2037-11-01
5.910000
Government Agency Debt
2980000.00
1097165.43
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
53668.00
24192.32
Fannie Mae
2038-04-01
4.757000
Government Agency Debt
5514904.00
1294607.92
Fannie Mae
2038-05-01
4.675000
Government Agency Debt
10500000.00
1196145.07
Fannie Mae
2038-07-01
5.070000
Government Agency Debt
3157653.00
974456.61
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
23903.00
25258.09
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
11739.00
12404.50
Fannie Mae
2039-03-01
5.237000
Government Agency Debt
2352000.00
677537.68
Fannie Mae
2040-03-01
3.870000
Government Agency Debt
2000000.00
1236295.55
Fannie Mae
2040-05-01
3.646000
Government Agency Debt
10375971.00
5051211.14
Fannie Mae
2040-05-01
4.160000
Government Agency Debt
9065000.00
2011351.26
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
70350.00
56660.33
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
52542.00
42317.65
Fannie Mae
2040-07-01
4.087000
Government Agency Debt
14279429.00
8713847.05
Fannie Mae
2041-01-01
2.820000
Government Agency Debt
35947167.00
21861961.40
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
39241992.00
22174374.86
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
126919.00
90330.69
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
6851.00
4875.99
Fannie Mae
2041-07-01
2.564000
Government Agency Debt
2020000.00
1159860.72
Fannie Mae
2041-10-01
3.306000
Government Agency Debt
23052484.00
18427908.93
Fannie Mae
2041-12-01
2.523000
Government Agency Debt
692046.00
657081.01
Fannie Mae
2042-01-01
2.713000
Government Agency Debt
7394770.00
5679555.83
Fannie Mae
2042-02-01
2.188000
Government Agency Debt
25113463.00
20480264.27
Fannie Mae
2042-02-01
2.261000
Government Agency Debt
3736.00
3181.40
Fannie Mae
2042-03-01
2.878000
Government Agency Debt
17830079.00
15516877.64
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1096680.00
1212114.35
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
4433123.00
4412512.88
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
1304097.00
1298034.10
Fannie Mae
2042-06-01
2.679000
Government Agency Debt
14326997.00
13986230.11
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
14315.00
14152.81
Fannie Mae
2042-08-01
2.458000
Government Agency Debt
598201.00
592176.07
Fannie Mae
2042-08-01
2.616000
Government Agency Debt
3187619.00
3320623.57
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
1932117.00
2028844.53
Fannie Mae
2042-09-01
3.238000
Government Agency Debt
1226000.00
1307875.14
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
535092.00
580620.22
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
3463.00
3745.77
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
2671.00
2889.10
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
5402792.00
5478859.71
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
702013.00
711896.88
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
10635.00
10784.73
Fannie Mae
2044-03-01
1.348000
Government Agency Debt
16213947.00
1166496.16
Freddie Mac
2027-09-01
3.000000
Government Agency Debt
552462.00
582691.48
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
2749354.00
2900926.29
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
31119.00
21928.99
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
16639.00
11725.20
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
1280970.00
1216648.89
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
109595.00
104046.26
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
44246.00
42005.85
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
94346.00
94343.99
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
265276.00
285762.60
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
25476.00
26721.01
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
24848.00
26062.32
GNMA
2040-01-16
0.814000
Government Agency Debt
18635986.00
8733358.21
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
228000000.00
228000000.00
0.0154
N
228000000.00
228000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.400000%
992JYM004_0.4000_M121106_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.424000
Government Agency Debt
221028.00
220035.00
Fannie Mae
2016-12-01
5.270000
Government Agency Debt
600000.00
682610.81
Fannie Mae
2018-09-01
2.925000
Government Agency Debt
42926086.00
2008833.95
Fannie Mae
2018-09-01
2.960000
Government Agency Debt
5489951.00
5836063.31
Fannie Mae
2018-09-01
3.020000
Government Agency Debt
4400000.00
4723975.88
Fannie Mae
2018-10-01
2.820000
Government Agency Debt
1901719.00
2021547.18
Fannie Mae
2018-10-01
3.070000
Government Agency Debt
5100000.00
5486319.23
Fannie Mae
2019-07-01
5.240000
Government Agency Debt
2198381.00
2462207.64
Fannie Mae
2019-08-01
4.960000
Government Agency Debt
1515000.00
1751637.44
Fannie Mae
2019-08-01
5.450000
Government Agency Debt
3400000.00
3974802.87
Fannie Mae
2019-09-01
4.700000
Government Agency Debt
4380000.00
4820435.06
Fannie Mae
2019-10-01
4.650000
Government Agency Debt
1323000.00
1493460.37
Fannie Mae
2020-01-01
3.307000
Government Agency Debt
1990874.00
1129683.15
Fannie Mae
2020-01-01
4.360000
Government Agency Debt
142655.00
159958.59
Fannie Mae
2020-12-01
3.530000
Government Agency Debt
916432.00
1018551.55
Fannie Mae
2023-02-01
5.170000
Government Agency Debt
327093.00
195723.85
Fannie Mae
2032-05-01
2.375000
Government Agency Debt
12445674.00
568582.66
Fannie Mae
2033-03-01
2.250000
Government Agency Debt
8000000.00
975728.28
Fannie Mae
2033-04-01
2.260000
Government Agency Debt
8000000.00
1115938.75
Fannie Mae
2033-08-01
2.766000
Government Agency Debt
3000242.00
217399.53
Fannie Mae
2033-09-01
2.935000
Government Agency Debt
500000.00
69377.81
Fannie Mae
2034-04-01
2.853000
Government Agency Debt
4429949.00
1030301.70
Fannie Mae
2034-05-01
2.340000
Government Agency Debt
4906367.00
1089114.30
Fannie Mae
2034-05-01
4.892000
Government Agency Debt
1584755.00
218056.45
Fannie Mae
2034-08-01
2.775000
Government Agency Debt
11455904.00
2040730.42
Fannie Mae
2034-08-01
4.736000
Government Agency Debt
5000000.00
990437.67
Fannie Mae
2035-01-01
2.703000
Government Agency Debt
10004898.00
1146175.55
Fannie Mae
2035-04-01
2.405000
Government Agency Debt
1546234.00
518084.21
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
1784068.00
1416301.82
Fannie Mae
2035-05-01
2.659000
Government Agency Debt
5150000.00
1074267.69
Fannie Mae
2035-06-01
2.645000
Government Agency Debt
1336567.00
829322.98
Fannie Mae
2035-06-01
2.865000
Government Agency Debt
5000000.00
970348.01
Fannie Mae
2035-07-01
2.657000
Government Agency Debt
1500000.00
297080.05
Fannie Mae
2035-07-01
2.687000
Government Agency Debt
3200000.00
1030423.81
Fannie Mae
2035-07-01
2.732000
Government Agency Debt
1299600.00
291265.96
Fannie Mae
2035-08-01
2.189000
Government Agency Debt
7981.00
5156.72
Fannie Mae
2035-08-01
3.628000
Government Agency Debt
15126447.00
1332977.80
Fannie Mae
2035-09-01
2.324000
Government Agency Debt
4170000.00
1052620.21
Fannie Mae
2035-10-01
2.018000
Government Agency Debt
33627.00
4196.16
Fannie Mae
2035-11-01
4.425000
Government Agency Debt
589418.00
90132.55
Fannie Mae
2035-12-01
2.628000
Government Agency Debt
4756496.00
1099252.09
Fannie Mae
2035-12-01
5.250000
Government Agency Debt
1700000.00
341938.94
Fannie Mae
2036-01-01
2.335000
Government Agency Debt
9187809.00
1730342.59
Fannie Mae
2036-02-01
2.124000
Government Agency Debt
1015419.00
197337.89
Fannie Mae
2036-02-01
5.180000
Government Agency Debt
15000000.00
2554599.34
Fannie Mae
2036-02-01
5.380000
Government Agency Debt
9277990.00
685394.26
Fannie Mae
2036-03-01
4.684000
Government Agency Debt
10771067.00
5447448.65
Fannie Mae
2036-03-01
5.466000
Government Agency Debt
1184000.00
333071.60
Fannie Mae
2036-04-01
2.145000
Government Agency Debt
3974268.00
1264762.83
Fannie Mae
2036-07-01
5.832000
Government Agency Debt
225000.00
25825.21
Fannie Mae
2036-07-01
5.990000
Government Agency Debt
630000.00
141228.71
Fannie Mae
2036-08-01
2.888000
Government Agency Debt
4300000.00
1040779.51
Fannie Mae
2036-08-01
3.362000
Government Agency Debt
5600000.00
1032681.87
Fannie Mae
2036-08-01
5.590000
Government Agency Debt
3961160.00
536054.47
Fannie Mae
2036-08-01
6.218000
Government Agency Debt
2700000.00
238701.29
Fannie Mae
2036-09-01
6.182000
Government Agency Debt
1100000.00
121128.26
Fannie Mae
2036-10-01
5.619000
Government Agency Debt
1000000.00
151787.62
Fannie Mae
2036-10-01
6.055000
Government Agency Debt
2700000.00
435495.25
Fannie Mae
2036-10-01
6.062000
Government Agency Debt
2375000.00
495396.46
Fannie Mae
2036-11-01
2.344000
Government Agency Debt
2840300.00
362183.75
Fannie Mae
2037-02-01
2.954000
Government Agency Debt
2289564.00
406874.26
Fannie Mae
2037-05-01
2.480000
Government Agency Debt
5954209.00
1178351.09
Fannie Mae
2037-05-01
5.512000
Government Agency Debt
2782459.00
1214808.85
Fannie Mae
2037-07-01
2.855000
Government Agency Debt
8157542.00
1083694.05
Fannie Mae
2037-07-01
5.636000
Government Agency Debt
700000.00
123972.80
Fannie Mae
2037-07-01
6.682000
Government Agency Debt
7902944.00
1040589.87
Fannie Mae
2037-08-01
1.698000
Government Agency Debt
14459503.00
1836465.57
Fannie Mae
2037-08-01
2.325000
Government Agency Debt
4150000.00
1495422.18
Fannie Mae
2037-08-01
2.480000
Government Agency Debt
28487.00
16168.67
Fannie Mae
2037-08-01
3.084000
Government Agency Debt
1595267.00
326569.27
Fannie Mae
2037-08-01
5.706000
Government Agency Debt
12000000.00
1740303.27
Fannie Mae
2037-09-01
5.805000
Government Agency Debt
50000.00
8886.71
Fannie Mae
2038-03-01
5.115000
Government Agency Debt
2000000.00
454625.04
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
2554430.00
1151479.19
Fannie Mae
2038-04-01
4.757000
Government Agency Debt
7758056.00
1821181.43
Fannie Mae
2038-08-01
5.252000
Government Agency Debt
500000.00
113376.80
Fannie Mae
2038-08-01
5.756000
Government Agency Debt
5423409.00
1485642.71
Fannie Mae
2038-09-01
4.333000
Government Agency Debt
1132024.00
1006537.10
Fannie Mae
2038-09-01
5.505000
Government Agency Debt
6000000.00
1174751.98
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
4022670.00
4250719.59
Fannie Mae
2039-03-01
5.237000
Government Agency Debt
3532000.00
1017458.79
Fannie Mae
2039-05-01
4.315000
Government Agency Debt
23402.00
10588.52
Fannie Mae
2039-12-01
3.963000
Government Agency Debt
81160.00
72992.95
Fannie Mae
2040-01-01
3.560000
Government Agency Debt
7955918.00
4532837.39
Fannie Mae
2040-03-01
3.634000
Government Agency Debt
2984644.00
2001635.82
Fannie Mae
2040-04-01
3.779000
Government Agency Debt
11613998.00
5116518.96
Fannie Mae
2040-04-01
4.113000
Government Agency Debt
2067000.00
972765.24
Fannie Mae
2040-07-01
3.578000
Government Agency Debt
900000.00
580964.54
Fannie Mae
2040-07-01
3.838000
Government Agency Debt
64075.00
34616.42
Fannie Mae
2040-08-01
6.000000
Government Agency Debt
1274154.00
1169522.78
Fannie Mae
2040-09-01
4.210000
Government Agency Debt
382577.00
195380.56
Fannie Mae
2040-10-01
3.126000
Government Agency Debt
3881306.00
1832478.68
Fannie Mae
2041-01-01
2.961000
Government Agency Debt
3775000.00
2628595.57
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
41797.00
46179.81
Fannie Mae
2041-02-01
3.983000
Government Agency Debt
5041282.00
4905472.56
Fannie Mae
2041-03-01
2.990000
Government Agency Debt
1500000.00
1150482.97
Fannie Mae
2041-05-01
2.600000
Government Agency Debt
683007.00
314298.91
Fannie Mae
2041-05-01
3.182000
Government Agency Debt
607686.00
509556.49
Fannie Mae
2041-06-01
2.998000
Government Agency Debt
36904.00
28141.64
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
1599265.00
1138227.60
Fannie Mae
2041-06-01
3.374000
Government Agency Debt
1399716.00
1124974.10
Fannie Mae
2041-06-01
3.511000
Government Agency Debt
52996.00
40701.85
Fannie Mae
2041-07-01
3.296000
Government Agency Debt
667413.00
505000.04
Fannie Mae
2041-09-01
3.562000
Government Agency Debt
9009.00
7658.50
Fannie Mae
2041-10-01
2.782000
Government Agency Debt
1783153.00
1803368.69
Fannie Mae
2041-10-01
3.264000
Government Agency Debt
1780000.00
1267479.42
Fannie Mae
2041-10-01
3.295000
Government Agency Debt
60900.00
47310.26
Fannie Mae
2041-10-01
4.577000
Government Agency Debt
3824502.00
3730010.04
Fannie Mae
2042-01-01
3.087000
Government Agency Debt
5350000.00
4453941.08
Fannie Mae
2042-02-01
2.188000
Government Agency Debt
33562.00
27370.13
Fannie Mae
2042-02-01
2.279000
Government Agency Debt
4305073.00
3556518.03
Fannie Mae
2042-04-01
2.708000
Government Agency Debt
88135.00
85778.20
Fannie Mae
2042-05-01
2.345000
Government Agency Debt
2644440.00
2736028.22
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
3136920.00
3122336.08
Fannie Mae
2042-06-01
3.106000
Government Agency Debt
3486384.00
3402919.34
Fannie Mae
2042-06-25
2.000000
Government Agency Debt
32332467.00
33239058.60
Fannie Mae
2042-07-01
2.380000
Government Agency Debt
4610.00
4704.44
Fannie Mae
2042-07-01
2.615000
Government Agency Debt
1404428.00
1466349.65
Fannie Mae
2042-07-01
2.769000
Government Agency Debt
4895300.00
5077122.29
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
447432.00
490482.54
Fannie Mae
2042-09-01
2.985000
Government Agency Debt
1182384.00
1252635.94
Fannie Mae
2042-10-01
2.450000
Government Agency Debt
5195661.00
5442957.14
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
3429044.00
3561605.52
Fannie Mae
2042-10-01
2.637000
Government Agency Debt
1119515.00
1178153.52
Fannie Mae
2042-11-01
2.392000
Government Agency Debt
1371616.00
1431842.74
Fannie Mae
2042-11-01
2.401000
Government Agency Debt
2386670.00
2495807.25
Fannie Mae
2042-11-01
2.474000
Government Agency Debt
5482031.00
5744031.88
Fannie Mae
2042-11-01
2.567000
Government Agency Debt
2002953.00
2102265.75
Fannie Mae
2042-11-01
3.075000
Government Agency Debt
2025500.00
2152248.70
Fannie Mae
2048-02-01
5.040000
Government Agency Debt
212891.00
52956.26
Freddie Mac
2039-01-01
6.500000
Government Agency Debt
2354881.00
1164019.99
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
1076410.00
1164512.28
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
210000000.00
210000000.00
0.0142
N
210000000.00
210000000.00
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
9980111.11
0.0007
N
9973500.00
9973500.00
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
5988000.00
0.0004
N
5983980.00
5983980.00
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
0.0049
N
72994160.00
72994160.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.350000%
987WVU007_0.3500_M121101_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-05-01
2.588000
Government Agency Debt
17963730.00
6071378.84
Freddie Mac
2042-04-20
4.000000
Government Agency Debt
221908628.00
228729306.39
GNMA
2042-09-15
3.000000
Government Agency Debt
142218004.00
151449315.12
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
375000000.00
375000000.00
0.0253
N
375000000.00
375000000.00
CAFCO, LLC
CAFCO, LLC 0.570000%
12476EL23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21999651.67
0.0015
N
21999780.00
21999780.00
CAFCO, LLC
CAFCO, LLC 0.570000%
12476EL64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33997308.33
0.0023
N
33999320.00
33999320.00
CAFCO, LLC
CAFCO, LLC 0.440000%
12476EM48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11995160.00
0.0008
N
11998200.00
11998200.00
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
78851216.67
0.0053
N
78935220.00
78935220.00
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
3986333.34
0.0003
N
3996360.00
3996360.00
California
RAN 2012-2013 Series A1 0.230000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
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 0.384000%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2013-04-16
N
N
N
124000000.00
124000000.00
0.0084
N
124142600.00
124142600.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.305500%
13606YNW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-13
2013-06-11
N
N
N
100000000.00
100000000.00
0.0068
N
100009000.00
100009000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
13738JLL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7999155.55
0.0005
N
7998800.00
7998800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JLT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
65000000.00
64990141.67
0.0044
N
64987000.00
64987000.00
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
28987111.11
0.0020
N
28985790.00
28985790.00
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
37979416.66
0.0026
N
37977580.00
37977580.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.210000%
1491M0MR3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
6000000.00
6000000.00
0.0004
N
5998560.00
5998560.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
57000000.00
57000000.00
0.0039
N
57003990.00
57003990.00
Ciesco, LLC
Ciesco, LLC 0.620000%
17178BL86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17997830.00
0.0012
N
17999460.00
17999460.00
Ciesco, LLC
Ciesco, LLC 0.450000%
17178BM36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12994800.00
0.0009
N
12998180.00
12998180.00
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
20946333.33
0.0014
N
20986350.00
20986350.00
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
64777916.71
0.0044
N
64940850.00
64940850.00
Citibank, NA
Citibank, NA 0.580000%
1730D25B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
57000000.00
57000000.00
0.0039
N
57011400.00
57011400.00
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
41014936.31
0.0028
N
41018391.50
41018391.50
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
49958666.67
0.0034
N
49961500.00
49961500.00
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
39966666.66
0.0027
N
39968800.00
39968800.00
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
39966400.00
0.0027
N
39968400.00
39968400.00
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
22980066.66
0.0016
N
22981002.00
22981002.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.533300%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2013-01-28
2013-11-27
N
N
N
50000000.00
50000000.00
0.0034
N
50040100.00
50040100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.200000%
20272DM49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
5000000.00
4999083.33
0.0003
N
4999250.00
4999250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
20272DM56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
79000000.00
78973140.00
0.0053
N
78988150.00
78988150.00
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
20999580.00
20999580.00
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
20005000.00
20005000.00
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
2000040.00
2000040.00
CRC Funding, LLC
CRC Funding, LLC 0.620000%
12622UL20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
32000000.00
31999448.89
0.0022
N
31999680.00
31999680.00
CRC Funding, LLC
CRC Funding, LLC 0.440000%
12622UMH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35979760.00
0.0024
N
35988840.00
35988840.00
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
60844111.11
0.0041
N
60949980.00
60949980.00
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
0.0032
N
48035520.00
48035520.00
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
0.0070
N
103077250.00
103077250.00
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
0.0029
N
43012470.00
43012470.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799D001_0.2700_M121101_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-03-15
4.375000
Government Agency Debt
211000.00
215485.61
Fannie Mae
2013-04-09
3.250000
Government Agency Debt
20000.00
20315.72
Fannie Mae
2013-06-26
1.500000
Government Agency Debt
284000.00
287867.14
Fannie Mae
2013-08-09
0.500000
Government Agency Debt
385000.00
386237.80
Fannie Mae
2013-09-03
1.050000
Government Agency Debt
4000000.00
4030169.96
Fannie Mae
2013-09-23
1.000000
Government Agency Debt
21353000.00
21518438.12
Fannie Mae
2013-10-15
4.625000
Government Agency Debt
2700000.00
2819008.00
Fannie Mae
2013-11-21
0.600000
Government Agency Debt
27970000.00
28047755.50
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
56199506.00
56199506.00
0.0038
N
56199506.00
56199506.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
992JYD004_0.2100_M121101_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2037-09-15
6.000000
Government Agency Debt
30445000.00
7534172.17
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
26525000.00
16946692.38
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
24000000.00
24000000.00
0.0016
N
24000000.00
24000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.250000%
992JYD004_0.2500_M121120_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2024-11-15
4.500000
Government Agency Debt
36908800.00
22932365.15
Freddie Mac
2025-05-20
4.000000
Government Agency Debt
37572983.00
26401160.80
Freddie Mac
2035-02-15
5.500000
Government Agency Debt
35967514.00
5305683.47
Freddie Mac
2035-09-15
5.000000
Government Agency Debt
32600000.00
9841376.48
Freddie Mac
2038-09-15
6.000000
Government Agency Debt
32376185.00
8051077.49
Freddie Mac
2038-12-15
5.000000
Government Agency Debt
31785169.00
12755575.35
Freddie Mac
2039-08-15
5.000000
Government Agency Debt
32219899.00
25892848.45
Freddie Mac
2039-09-15
5.000000
Government Agency Debt
39520793.00
21365699.28
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
33815000.00
22066493.62
Freddie Mac
2042-06-20
4.500000
Government Agency Debt
14928786.00
15838761.96
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
34380301.00
37638950.91
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
33842747.00
36975673.20
Freddie Mac
2053-06-15
3.840000
Government Agency Debt
33737922.00
35436371.33
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
275000000.00
275000000.00
0.0186
Y
275000000.00
275000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.430000%
2284K0MA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
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
2000000.00
1999068.33
0.0001
N
1999400.00
1999400.00
Deutsche Bank AG
Deutsche Bank AG 0.420000%
25154U2Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
32000000.00
32000000.00
0.0022
N
32000960.00
32000960.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25154U3N2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
155000000.00
155000000.00
0.0105
N
155009300.00
155009300.00
Deutsche Bank AG
Deutsche Bank AG 0.390000%
25154U3S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
36000000.00
36000000.00
0.0024
N
36001800.00
36001800.00
Deutsche Bank AG
Deutsche Bank AG 0.340000%
25154U4X9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
91000000.00
91000000.00
0.0061
N
91010920.00
91010920.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
21599B009_0.2800_M121101_2MN4
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-01-31
2.250000
Treasury Debt
56426800.00
59160001.34
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
58000000.00
58000000.00
0.0039
N
58000000.00
58000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.320000%
991JCA005_0.3200_M121101_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499960.92
ALTRIA GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499988.40
AMERICAN EXPRESS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499997.25
AMERICAN INTL GROUP INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499978.88
AMERICAN TOWER CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499936.01
AMERIGROUP CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499975.04
AT&T INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499974.33
BANK OF AMERICA CORPORATION COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499992.64
BERKSHIRE HATHAWAY INC DEL CL B NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499967.68
CAPITAL ONE FINL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499960.00
CATERPILLAR INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499950.25
CHEVRON CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499993.48
COCA COLA CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499940.72
COOPER INDUSTRIES PLC SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499997.78
EXXON MOBIL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499933.94
GENERAL ELECTRIC CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499993.97
INTERNATIONAL BUSINESS MACHSCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499947.45
ISHARES INC MSCI MEX
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499936.70
PROCTER & GAMBLE CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499978.88
SIMON PPTY GROUP INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499939.90
UNITED TECHNOLOGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
703.80
WELLS FARGO & CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2499988.18
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
50000000.00
50000000.00
0.0034
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.370000%
991JCA005_0.3700_M121101_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549977.08
ALTRIA GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549983.28
AMERICAN EXPRESS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549961.50
AMERICAN INTL GROUP INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549970.24
AMERICAN TOWER CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549941.25
AMERIGROUP CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549922.40
AT&T INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549969.54
BANK OF AMERICA CORPORATION COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549998.72
BERKSHIRE HATHAWAY INC DEL CL B NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549914.10
CAPITAL ONE FINL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549980.00
CATERPILLAR INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549947.25
CHEVRON CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549960.38
COCA COLA CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549938.80
COOPER INDUSTRIES PLC SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549960.44
EXXON MOBIL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549964.48
GENERAL ELECTRIC CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549980.64
INTERNATIONAL BUSINESS MACHSCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549832.13
ISHARES INC MSCI MEX
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549947.46
PROCTER & GAMBLE CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549970.24
SIMON PPTY GROUP INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549893.60
UNITED TECHNOLOGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1016.60
WELLS FARGO & CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1549983.16
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
31000000.00
31000000.00
0.0021
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
31000000.00
31000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M121101_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
54399025.00
57023415.30
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
163470.00
132748.49
Freddie Mac
2042-07-01
3.000000
Government Agency Debt
14445812.00
14836165.31
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
69000000.00
69000000.00
0.0047
N
69000000.00
69000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M121120_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
131767.00
138123.88
Fannie Mae
2037-06-01
5.000000
Government Agency Debt
111187.00
32977.78
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
68482.00
25137.35
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
68850391.00
69373306.84
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
1137259.00
1301752.90
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
68000000.00
68000000.00
0.0046
Y
68000000.00
68000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M121108_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
1.981000
Government Agency Debt
7214265.00
6037629.88
Fannie Mae
2024-03-25
0.718700
Government Agency Debt
20523342.00
1338219.42
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
7910294.00
4668694.49
Fannie Mae
2027-05-01
2.500000
Government Agency Debt
1364107.00
1374135.17
Fannie Mae
2029-09-25
3.500000
Government Agency Debt
6659000.00
6886329.38
Fannie Mae
2030-10-25
5.000000
Government Agency Debt
1017000.00
1211772.45
Fannie Mae
2031-01-25
3.500000
Government Agency Debt
5343337.00
5788680.98
Fannie Mae
2031-05-25
3.500000
Government Agency Debt
4235000.00
4481750.86
Fannie Mae
2031-08-25
2.500000
Government Agency Debt
228822.00
234194.01
Fannie Mae
2031-08-25
3.500000
Government Agency Debt
9045000.00
9790503.97
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2099644.06
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
685473.88
Fannie Mae
2032-06-25
0.510700
Government Agency Debt
10125000.00
9939451.86
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
596211.16
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
711818.00
81076.06
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
71902.80
Fannie Mae
2033-06-25
5.500000
Government Agency Debt
100000.00
116120.43
Fannie Mae
2034-04-01
5.000000
Government Agency Debt
2200490.00
402726.09
Fannie Mae
2034-05-25
5.500000
Government Agency Debt
64477673.00
9663737.62
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
8592670.22
Fannie Mae
2035-01-01
2.616000
Government Agency Debt
2031619.00
384054.53
Fannie Mae
2035-02-25
5.500000
Government Agency Debt
8776370.00
2118088.31
Fannie Mae
2035-10-25
0.716500
Government Agency Debt
38800000.00
9641361.24
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
1993577.02
Fannie Mae
2036-12-25
0.566500
Government Agency Debt
99710119.00
9118832.32
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2836000.00
3344169.61
Fannie Mae
2037-06-01
5.000000
Government Agency Debt
1122956.00
333065.88
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5651000.00
6682765.23
Fannie Mae
2037-09-25
3.500000
Government Agency Debt
3700000.00
2688455.56
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
42865123.00
17408155.35
Fannie Mae
2039-10-01
5.258000
Government Agency Debt
830335.00
819487.27
Fannie Mae
2039-11-25
7.000000
Government Agency Debt
66000.00
84815.30
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1608297.64
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
875261.59
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
153554.39
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2724450.00
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
206266.85
Fannie Mae
2040-11-25
0.616500
Government Agency Debt
12739000.00
7081299.92
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
3020614.90
Fannie Mae
2040-12-25
7.000000
Government Agency Debt
3333333.00
3147817.58
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
877858.28
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
2070098.53
Fannie Mae
2041-03-25
0.866500
Government Agency Debt
4482738.00
2915893.26
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
431249.62
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
427491.77
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
9300000.00
10237787.20
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1441247.99
Fannie Mae
2041-11-01
3.010000
Government Agency Debt
3594888.00
3278294.77
Fannie Mae
2042-04-25
3.250000
Government Agency Debt
8799999.00
8217919.00
Fannie Mae
2042-04-25
7.000000
Government Agency Debt
8000000.00
7401719.02
Fannie Mae
2042-05-25
0.578000
Government Agency Debt
756697.00
754869.28
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
2941371.00
3170228.88
Fannie Mae
2042-06-25
0.510700
Government Agency Debt
100710.00
100444.82
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
136496.24
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
107712.29
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
7137000.00
7052226.71
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1483492.83
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
8688300.00
9448564.96
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
3569603.00
3807419.55
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
529903.37
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
383338.94
Fannie Mae
2042-09-25
3.000000
Government Agency Debt
1501000.00
1438057.07
Fannie Mae
2042-09-25
3.000000
Government Agency Debt
767000.00
758335.97
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
5457516.00
5835822.88
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
7149000.00
7061446.20
Freddie Mac
2032-05-15
4.000000
Government Agency Debt
62873948.00
67750723.86
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1678756.00
1786041.63
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
285000000.00
285000000.00
0.0193
Y
285000000.00
285000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M121109_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
27400.00
28721.87
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
1569966.00
1649063.62
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
103106728.00
41873154.99
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
17180.00
13951.30
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
10164.00
10930.82
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
11286326.00
12626690.46
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
54000000.00
54000000.00
0.0036
Y
54000000.00
54000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M121119_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
140198.00
146961.62
Fannie Mae
2031-12-01
3.500000
Government Agency Debt
58879.00
54165.37
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
175221430.00
48499539.60
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
130314.00
47833.72
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
32663810.00
34028789.20
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
10506172.00
11066097.49
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
90000000.00
90000000.00
0.0061
Y
90000000.00
90000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M121115_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
200469.00
210140.29
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
231539.00
84989.89
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
66631093.00
68585337.99
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
66000000.00
66000000.00
0.0045
Y
66000000.00
66000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M121116_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
34481833.00
34642952.31
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
111778.00
117170.54
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
235175.00
86324.54
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
16824018.00
17308237.99
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
50000000.00
50000000.00
0.0034
Y
50000000.00
50000000.00
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
18009180.00
18009180.00
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
57031920.00
57031920.00
DNB Bank ASA
DNB Bank ASA 0.330000%
23330LJM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
20000000.00
20000000.00
0.0014
N
20000800.00
20000800.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LKN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
75000000.00
75000000.00
0.0051
N
75003750.00
75003750.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LKT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
9000000.00
9000000.00
0.0006
N
9000540.00
9000540.00
EMF LLC
Bonds (One Workplace) Series 2012 0.312800%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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
16992180.00
0.0011
N
16991670.00
16991670.00
Fannie Mae
Fannie Mae 0.125000%
313588P41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
100000000.00
99995833.34
0.0068
N
99997700.00
99997700.00
Fannie Mae
Fannie Mae 0.140000%
313588P58
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
16000000.00
15999191.11
0.0011
N
15999600.00
15999600.00
Farm Credit System
Farm Credit System 0.125000%
313312N71
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
22000000.00
21999465.28
0.0015
N
21999692.00
21999692.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384M97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
60000000.00
59999783.32
0.0041
N
59999880.00
59999880.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384M97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
3000000.00
2999990.42
0.0002
N
2999994.00
2999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
50000000.00
49998500.00
0.0034
N
49999200.00
49999200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
2400000.00
2399957.33
0.0002
N
2399961.60
2399961.60
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384P52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
10000000.00
9999530.56
0.0007
N
9999750.00
9999750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384P78
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
60200000.00
60196990.00
0.0041
N
60198254.20
60198254.20
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384Q69
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-23
2012-11-23
N
N
N
9000000.00
8999395.00
0.0006
N
8999613.00
8999613.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384R35
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
10000000.00
9999175.00
0.0007
N
9999480.00
9999480.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384R50
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
1000000.00
999915.42
0.0001
N
999944.00
999944.00
Freddie Mac
Freddie Mac 0.100000%
313396N41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
20000000.00
19999777.78
0.0014
N
19999840.00
19999840.00
Freddie Mac
Freddie Mac 0.130000%
313396N41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
5000000.00
4999927.78
0.0003
N
4999960.00
4999960.00
Freddie Mac
Freddie Mac 0.130000%
313396R39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
19000000.00
18998147.50
0.0013
N
18999012.00
18999012.00
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
0.0236
N
350320250.00
350320250.00
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
81952166.66
0.0055
N
81956540.00
81956540.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
78000000.00
77996533.34
0.0053
N
77998440.00
77998440.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
100000000.00
99994666.66
0.0068
N
99997000.00
99997000.00
General Electric Capital Corp
General Electric Capital Corp 0.350000%
36959HMB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
15000000.00
14994166.67
0.0010
N
14997300.00
14997300.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HMH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
29000000.00
28986289.44
0.0020
N
28993910.00
28993910.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.210000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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 0.270000%
38399H002_0.2700_M121101_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.500000
Government Agency Debt
31220128.00
32793996.52
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
50395495.00
52954149.45
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
50000000.00
53067682.27
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
40412257.00
43184281.89
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
173333438.00
173333438.00
0.0117
N
173333438.00
173333438.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
992JYE002_0.2100_M121101_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
36166193.00
36074406.28
Freddie Mac
2031-10-01
4.000000
Government Agency Debt
17988729.00
13035821.92
Freddie Mac
2038-01-01
4.500000
Government Agency Debt
113494746.00
36067484.65
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
30747346.00
30322287.42
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
110000000.00
110000000.00
0.0074
N
110000000.00
110000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.250000%
992JYE002_0.2500_M121105_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
50000000.00
34880798.50
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
42735000.00
34719309.82
Fannie Mae
2033-11-01
7.500000
Government Agency Debt
16891083.00
11346178.28
Fannie Mae
2041-10-01
2.561000
Government Agency Debt
2260974.00
1959754.30
Freddie Mac
2039-05-01
4.500000
Government Agency Debt
78438809.00
34693959.28
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
112000000.00
112000000.00
0.0076
N
112000000.00
112000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
992JYE002_0.5400_M121114_2MN4
0000769993
Other Repurchase Agreement
N
AMERICAN AXLE & MFG HLDGS INCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249990.74
ATWOOD OCEANICS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249974.72
BABCOCK & WILCOX CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249995.00
CALLAWAY GOLF CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249998.96
CBS CORP NEW CL B
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249980.36
CHIMERA INVT CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249999.17
CORPORATE EXECUTIVE BRD CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249974.80
DOLE FOOD CO INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1180415.00
EXCEL TR INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249990.74
FAIR ISAAC CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249967.42
HERSHEY CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249950.57
LEUCADIA NATL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249980.30
MICHAEL KORS HLDGS LTD SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249946.11
MSC INDL DIRECT INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
70063.70
NOBLE ENERGY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249951.30
PARTNERRE LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249969.72
PLAINS EXPL& PRODTN CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249997.76
SCHLUMBERGER LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249953.10
SCHWAB CHARLES CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249989.06
SUPERIOR ENERGY SVCS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249989.10
TITANIUM METALS CORP COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249988.64
ULTRA PETROLEUM CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1249982.72
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
25000000.00
25000000.00
0.0017
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
Y
25000000.00
25000000.00
Gotham Funding Corp
Gotham Funding Corp 0.250000%
38346LM52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
76000000.00
75982055.56
0.0051
N
75980050.00
75980050.00
Govco, LLC
Govco, LLC 0.630000%
38362VL27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62000000.00
61998915.00
0.0042
N
61999380.00
61999380.00
Govco, LLC
Govco, LLC 0.620000%
38362VL68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
54000000.00
53995350.00
0.0036
N
53997840.00
53997840.00
Govco, LLC
Govco, LLC 0.570000%
38362VLE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
72000000.00
71985180.00
0.0049
N
71992800.00
71992800.00
Govco, LLC
Govco, LLC 0.520000%
38362VLF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
14000000.00
13997168.89
0.0009
N
13998460.00
13998460.00
Govco, LLC
Govco, LLC 0.440000%
38362VMH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
14000000.00
13992128.89
0.0009
N
13995100.00
13995100.00
Govco, LLC
Govco, LLC 0.440000%
38362VMJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
22000000.00
21987362.22
0.0015
N
21992080.00
21992080.00
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
59000637.80
0.0040
N
59022420.00
59022420.00
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
71948000.00
0.0049
N
71946453.60
71946453.60
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.360000%
4497W0L63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
Y
ING Bank NV
N/A
N/A
N
40000000.00
39998000.00
0.0027
N
39999200.00
39999200.00
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
29984483.34
0.0020
N
29981400.00
29981400.00
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
86937746.66
0.0059
N
86928660.00
86928660.00
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
65950720.00
0.0045
N
65941260.00
65941260.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.280000%
4662J0LK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
35000000.00
34995100.00
0.0024
N
34998600.00
34998600.00
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
22988960.00
0.0016
N
22996090.00
22996090.00
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
42954491.66
0.0029
N
42978930.00
42978930.00
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
8988600.00
0.0006
N
8994960.00
8994960.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.364500%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-01
2013-03-01
N
N
N
109000000.00
109000000.00
0.0074
N
109038150.00
109038150.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.350000%
46899T004_0.3500_M121101_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
50464610.00
28194816.49
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
168000012.00
177805184.45
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
200000000.00
200000000.00
0.0135
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.330700%
48125LBA9
Other Note
N
First Tier Security
N/A
N/A
2012-11-21
2012-12-21
N
N
N
500000000.00
500000000.00
0.0338
N
500036500.00
500036500.00
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
23977140.00
0.0016
N
23971680.00
23971680.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.400000%
53943RM55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
16000000.00
15993955.55
0.0011
N
15996800.00
15996800.00
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
999527.78
0.0001
N
999470.00
999470.00
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
62966557.50
0.0043
N
62959680.00
62959680.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LMJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
17000000.00
16994673.34
0.0011
N
16993880.00
16993880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LMJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
6000000.00
5998041.67
0.0004
N
5997840.00
5997840.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LMK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-19
2012-12-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
30000000.00
29990000.00
0.0020
N
29988900.00
29988900.00
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
4997544.45
0.0003
N
4997400.00
4997400.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4M76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
60070000.00
60057385.30
0.0041
N
60059788.10
60059788.10
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4MC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26993542.50
0.0018
N
26994330.00
26994330.00
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
18991866.95
0.0013
N
18992590.00
18992590.00
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
28988496.67
0.0020
N
28988400.00
28988400.00
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
11995170.03
0.0008
N
11995080.00
11995080.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.350000%
06399U000_0.3500_M121101_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-11-25
1.750000
Government Agency Debt
5885719.00
3114113.65
Fannie Mae
2022-01-25
2.911000
Government Agency Debt
21226361.00
22371932.26
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
25001000.00
25163659.73
Fannie Mae
2038-05-25
3.500000
Government Agency Debt
30000000.00
25929734.03
Fannie Mae
2039-02-25
3.500000
Government Agency Debt
25000000.00
23162146.68
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
24001900.00
24757423.81
Fannie Mae
2042-07-25
2.500000
Government Agency Debt
23711000.00
24617076.35
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
22551380.00
23433356.10
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
35000000.00
23932073.54
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
31448717.00
22746567.09
Freddie Mac
2030-06-15
4.000000
Government Agency Debt
32800000.00
23235216.21
Freddie Mac
2035-04-15
5.500000
Government Agency Debt
19200000.00
22478176.00
Freddie Mac
2035-08-15
1.220700
Government Agency Debt
75000000.00
22791847.83
Freddie Mac
2039-11-15
2.250000
Government Agency Debt
25000000.00
25301453.68
Freddie Mac
2040-05-15
3.000000
Government Agency Debt
25000000.00
23578662.11
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
23500000.00
23782609.92
GNMA
2033-11-20
5.500000
Government Agency Debt
2923818.00
3391328.70
GNMA
2038-05-16
4.000000
Government Agency Debt
40500000.00
23039579.74
GNMA
2038-08-20
2.000000
Government Agency Debt
26732667.00
25173042.83
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
400000000.00
400000000.00
0.0270
N
400000000.00
400000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399V008_0.2000_M121107_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-12-15
2.000000
Government Agency Debt
72643774.00
74608037.43
GNMA
2038-01-20
2.750000
Government Agency Debt
55666768.00
55484752.33
GNMA
2041-10-20
2.500000
Government Agency Debt
34217768.00
33677210.95
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
159000000.00
159000000.00
0.0107
N
158993640.00
158993640.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
992JYF009_0.2000_M121105_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-10-15
2.000000
Government Agency Debt
73575767.00
75086841.58
GNMA
2038-01-20
2.750000
Government Agency Debt
19333232.00
19270017.42
GNMA
2040-09-20
0.668500
Government Agency Debt
45577457.00
34393141.68
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
125000000.00
125000000.00
0.0084
N
125000000.00
125000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.220000%
992JYF009_0.2200_M121101_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-10-15
0.564000
Government Agency Debt
31394871.00
30485769.72
GNMA
2038-06-20
2.500000
Government Agency Debt
17931876.00
15864230.47
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
45000000.00
45000000.00
0.0030
N
45000000.00
45000000.00
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
43953066.67
0.0030
N
43970520.00
43970520.00
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
75914943.34
0.0051
N
75943760.00
75943760.00
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
0.0009
N
14007560.00
14007560.00
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
0.0016
N
24015840.00
24015840.00
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
0.0037
N
55029700.00
55029700.00
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
0.0037
N
55028600.00
55028600.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.315000%
60682AAW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
20000000.00
20000000.00
0.0014
N
20002200.00
20002200.00
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
69000000.00
69000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.330000%
60687GQ50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
70000000.00
70000000.00
0.0047
N
70002100.00
70002100.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.320000%
60687GW61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
2000000.00
2000000.00
0.0001
N
2000220.00
2000220.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.310000%
60687GY85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
76000000.00
76000000.00
0.0051
N
76010640.00
76010640.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.350000%
55799C003_0.3500_M121101_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
44110753.00
45523071.92
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
53396597.00
56476928.81
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.220000%
992JYJ001_0.2200_M121105_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
18470388.00
18246838.56
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
14338196.00
15158694.14
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
69514548.00
16874925.31
Fannie Mae
2041-10-01
3.500000
Government Agency Debt
2793863.00
2852786.37
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
18643329.00
15244155.37
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
316239.00
342363.09
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
17138303.00
18279211.60
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
14555481.00
15010875.69
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.500000%
992JYJ001_0.5000_M121106_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-12-01
5.000000
Government Agency Debt
44134624.00
8269495.74
Fannie Mae
2037-07-01
3.500000
Government Agency Debt
10954988.00
11668846.86
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
14497742.00
10961021.21
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
13020557.00
10366823.13
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
11343919.00
11366726.42
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
9067557.00
10044084.21
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
11061037.00
11875626.75
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
9273591.00
10029721.74
Freddie Mac
2019-01-01
4.500000
Government Agency Debt
5000000.00
761595.69
Freddie Mac
2022-02-01
3.000000
Government Agency Debt
700000.00
672536.68
Freddie Mac
2023-01-01
5.500000
Government Agency Debt
10885000.00
834473.00
Freddie Mac
2023-07-01
5.000000
Government Agency Debt
5000000.00
695811.67
Freddie Mac
2024-01-01
5.500000
Government Agency Debt
1850000.00
479952.51
Freddie Mac
2024-02-01
4.500000
Government Agency Debt
3500000.00
736158.39
Freddie Mac
2024-04-01
5.000000
Government Agency Debt
5000000.00
967080.62
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
867796.00
423706.10
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
1436785.00
991998.74
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
1400000.00
929838.41
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
1195571.00
784306.09
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
843529.00
627655.07
Freddie Mac
2026-03-01
4.500000
Government Agency Debt
1149251.00
964458.98
Freddie Mac
2031-03-01
4.000000
Government Agency Debt
510542.00
534587.45
Freddie Mac
2035-04-01
5.500000
Government Agency Debt
2750000.00
682298.92
Freddie Mac
2037-11-01
6.500000
Government Agency Debt
2596640.00
428424.76
Freddie Mac
2038-11-01
7.000000
Government Agency Debt
2505915.00
551156.93
Freddie Mac
2040-03-01
5.500000
Government Agency Debt
133654.00
109066.70
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
134676.00
142547.76
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
95000000.00
95000000.00
0.0064
N
95000000.00
95000000.00
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
0.0034
N
51024480.00
51024480.00
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
0.0051
N
75043500.00
75043500.00
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
13002470.00
13002470.00
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
0.0030
N
45012600.00
45012600.00
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
0.0009
N
14002100.00
14002100.00
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
48957125.00
0.0033
N
48973050.00
48973050.00
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
23979700.00
0.0016
N
23975040.00
23975040.00
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
2012-11-01
2012-12-03
N
Y
General Electric Co
N/A
N/A
N
100000.00
100000.00
0.0000
N
100000.00
100000.00
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
40960537.50
0.0028
N
40972120.00
40972120.00
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
7991200.00
0.0005
N
7993600.00
7993600.00
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
21975830.55
0.0015
N
21981740.00
21981740.00
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
18978231.80
0.0013
N
18984230.00
18984230.00
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
50942483.33
0.0034
N
50956140.00
50956140.00
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
82904780.56
0.0056
N
82926130.00
82926130.00
NRW.BANK
NRW.BANK 0.240000%
62939LLV9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
N
143000000.00
142973306.67
0.0097
N
142974260.00
142974260.00
Old Line Funding, LLC
Old Line Funding, LLC 0.200000%
67983TLK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50066000.00
50060993.40
0.0034
N
50062996.04
50062996.04
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
27453380.65
0.0019
N
27457638.50
27457638.50
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
0.0081
N
120092400.00
120092400.00
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
15010050.00
15010050.00
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
12002640.00
12002640.00
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
0.0020
N
30005700.00
30005700.00
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
0.0047
N
70006300.00
70006300.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
159000000.00
159000000.00
0.0107
N
159001590.00
159001590.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.500000%
74927JLW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
15000000.00
14993958.33
0.0010
N
14997450.00
14997450.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.490000%
74927JMJ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
19000000.00
18987845.28
0.0013
N
18994110.00
18994110.00
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
14986383.30
0.0010
N
14990700.00
14990700.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.480000%
7562E0MB9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
999466.67
0.0001
N
999750.00
999750.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0MC7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4997152.78
0.0003
N
4998750.00
4998750.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.540000%
7562E0MD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
13000000.00
12991810.00
0.0009
N
12996620.00
12996620.00
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
24967722.22
0.0017
N
24986250.00
24986250.00
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
27936782.22
0.0019
N
27974520.00
27974520.00
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
20936830.83
0.0014
N
20959260.00
20959260.00
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
16936155.56
0.0011
N
16945430.00
16945430.00
Sanofi
Sanofi 0.180000%
8010M2LD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
72000000.00
71995680.00
0.0049
N
71997840.00
71997840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83050TMM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
13000000.00
12994402.78
0.0009
N
12996880.00
12996880.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.380000%
83051A5J6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
15000000.00
15000000.00
0.0010
N
15002400.00
15002400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.315000%
83051A7F2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
45000000.00
45000000.00
0.0030
N
45006750.00
45006750.00
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
43984160.00
43984160.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.180000%
8574P07G7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
112000000.00
112000000.00
0.0076
N
112010080.00
112010080.00
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
0.0032
N
47997120.00
47997120.00
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
999559.16
0.0001
N
999690.00
999690.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.390000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-12-05
N
N
N
55000000.00
55000000.00
0.0037
N
54984600.00
54984600.00
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
0.0070
N
104048880.00
104048880.00
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
0.0031
N
46022540.00
46022540.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562DRF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
25000000.00
25001212.44
0.0017
N
25005000.00
25005000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DUA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
N
N
15000000.00
15000000.00
0.0010
N
15001500.00
15001500.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DUG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
N
N
63000000.00
63000000.00
0.0043
N
63006300.00
63006300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DUQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
27000000.00
27000000.00
0.0018
N
27002970.00
27002970.00
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
18001800.00
18001800.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.390000%
86562WF37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
33000000.00
33000000.00
0.0022
N
33000330.00
33000330.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.380000%
86562WG77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
32000000.00
32000000.00
0.0022
N
32001280.00
32001280.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86562WM70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
77000000.00
77000000.00
0.0052
N
77012320.00
77012320.00
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
6000600.00
6000600.00
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
22002200.00
22002200.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.280000%
86958CEY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
9000000.00
9000000.00
0.0006
N
9000000.00
9000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86958CFJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
72000000.00
72000000.00
0.0049
N
72000720.00
72000720.00
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
15999680.00
15999680.00
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
19999000.00
19999000.00
Swedbank AB
Swedbank AB 0.325000%
87019RL79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
8000000.00
7999566.67
0.0005
N
7999760.00
7999760.00
Swedbank AB
Swedbank AB 0.310000%
87019RL87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
35000000.00
34997890.28
0.0024
N
34998950.00
34998950.00
Swedbank AB
Swedbank AB 0.300000%
87019RLU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
16000000.00
15996400.00
0.0011
N
15997600.00
15997600.00
Texas
TRAN Series 2012 0.230000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
11000000.00
11000000.00
0.0007
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
19074662.29
0.0013
N
19079083.65
19079083.65
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TL50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
22412000.00
22411477.05
0.0015
N
22411103.52
22411103.52
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TL92
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14924000.00
14923303.55
0.0010
N
14922955.32
14922955.32
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TLE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
70700000.00
70694893.89
0.0048
N
70692223.00
70692223.00
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
0.0045
N
66984590.00
66984590.00
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
0.0047
N
69980400.00
69980400.00
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
0.0038
N
56000000.00
56000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112X5F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
144000000.00
144000000.00
0.0097
N
143998560.00
143998560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2013-04-22
N
N
N
74000000.00
74000000.00
0.0050
N
74037000.00
74037000.00
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
0.0065
N
96018240.00
96018240.00
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
7001190.00
7001190.00
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
50008500.00
50008500.00
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
10001700.00
10001700.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.400000%
89233GL79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
9000000.00
8999400.00
0.0006
N
8999820.00
8999820.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
30000000.00
29993400.00
0.0020
N
29997600.00
29997600.00
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
49942222.22
0.0034
N
49955000.00
49955000.00
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
7990257.77
0.0005
N
7992240.00
7992240.00
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
43945635.55
0.0030
N
43956880.00
43956880.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
228000000.00
228000000.00
0.0154
N
228027360.00
228027360.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M121107_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
274023.00
224561.76
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
5672147.00
4511059.94
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
47268.00
51013.31
Freddie Mac
2027-05-01
3.500000
Government Agency Debt
31656.00
32676.71
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
6343.00
6873.84
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
38676287.00
41271792.48
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
UBS Securities LLC
N/A
N/A
N
N
45000000.00
45000000.00
0.0030
N
44998200.00
44998200.00
UBS Securities LLC
UBS Securities LLC 0.350000%
99EPPA003_0.3500_M121101_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
14338239.00
14734477.62
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
33100830.00
34755151.46
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
44447743.00
47410371.33
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
95000000.00
95000000.00
0.0064
N
95000000.00
95000000.00
Univ of California
CP Series B 0.180000%
91411SMB3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
5000000.00
4999000.00
0.0003
N
4999000.00
4999000.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KLV2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
55102000.00
55093428.57
0.0037
N
55089877.56
55089877.56
Westpac Banking Corp
Westpac Banking Corp 0.300000%
96121TMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
4000000.00
4000000.00
0.0003
N
4000160.00
4000160.00
Westpac Banking Corp
Westpac Banking Corp 0.330000%
96121TNF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-26
N
N
N
116000000.00
116000000.00
0.0078
N
116013920.00
116013920.00
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
71950400.00
0.0049
N
71983440.00
71983440.00
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
27980400.00
0.0019
N
27993280.00
27993280.00
Westpac Banking Corp
Westpac Banking Corp 0.408500%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2013-02-07
N
N
N
118000000.00
118000000.00
0.0080
N
118070800.00
118070800.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.200000%
96122GMM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
36000000.00
35990000.00
0.0024
N
35993880.00
35993880.00
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
455201.71
455201.71
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
368209.65
368209.65
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
541138.15
541138.15
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
0.0000
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
649414.33
649414.33
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
1622829.88
1622829.88
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
584615.65
584615.65
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
205724.96
205724.96
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
324829.07
324829.07
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
97430.14
97430.14