0001145549-11-012598.txt : 20120130
0001145549-11-012598.hdr.sgml : 20120130
20111207131357
ACCESSION NUMBER: 0001145549-11-012598
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111130
FILED AS OF DATE: 20111207
DATE AS OF CHANGE: 20111207
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 111247906
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-11-30
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
32
46
14234058963.28
3244568.52
5876223.47
14231427308.33
0.0023
1.0000
2011-11-30
1.0000
2011-11-30
C000012373
1.00
14231427308.33
1.00
-201022170.63
2790966449.61
2991988620.24
0.0001
1.0000
2011-11-30
1.0000
2011-11-30
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LA30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
37400000.00
37392114.83
0.0026
N
37392894.00
37392894.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221JA39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7997800.00
0.0006
N
7998400.00
7998400.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.320000%
03221JA47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6997884.44
0.0005
N
6998502.70
6998502.70
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZ13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
84000000.00
84000000.00
0.0059
N
84000000.00
84000000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
20000000.00
19997222.22
0.0014
N
19998000.00
19998000.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
19000000.00
18994600.83
0.0013
N
18996200.00
18996200.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BZM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
71000000.00
70989350.00
0.0050
N
70992900.00
70992900.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
43000000.00
42998447.22
0.0030
N
42999570.00
42999570.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999965.28
0.0001
N
999990.00
999990.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1999725.55
0.0001
N
1999920.00
1999920.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.275000%
05253ABA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
3000000.00
2998372.93
0.0002
N
2999070.00
2999070.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
22000000.00
21997708.33
0.0015
N
21999340.00
21999340.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
8000000.00
8000000.00
0.0006
N
8001280.00
8001280.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEH2
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
50000000.00
50000000.00
0.0035
N
50000500.00
50000500.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WFE8
Other Note
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
30000000.00
30000000.00
0.0021
N
29997000.00
29997000.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C04Y5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
10000000.00
10000000.00
0.0007
N
10000000.00
10000000.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C05A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
19000000.00
19000000.00
0.0013
N
18999810.00
18999810.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C05B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
246000000.00
246000000.00
0.0173
N
245997540.00
245997540.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
47000000.00
47000000.00
0.0033
N
47005170.00
47005170.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WTB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
80000000.00
80000000.00
0.0056
N
80000000.00
80000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
3000000.00
3000000.00
0.0002
N
3000060.00
3000060.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
77000000.00
77000000.00
0.0054
N
77002310.00
77002310.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
66000000.00
66000000.00
0.0046
N
66005280.00
66005280.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
9000000.00
0.0006
N
9000900.00
9000900.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000120.00
1000120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.295000%
06417EFA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
6000000.00
6000000.00
0.0004
N
6000180.00
6000180.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EKP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
5000000.00
5000000.00
0.0004
N
5000950.00
5000950.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
97000000.00
97000000.00
0.0068
N
97020370.00
97020370.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
23000000.00
23000000.00
0.0016
N
23004830.00
23004830.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417ENK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
30000000.00
30000000.00
0.0021
N
30001800.00
30001800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.600000%
06417EPH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
49000000.00
49000000.00
0.0034
N
49006860.00
49006860.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EPL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
2000000.00
2000000.00
0.0001
N
2000280.00
2000280.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
25000000.00
25000000.00
0.0018
N
25003500.00
25003500.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
27000000.00
27000000.00
0.0019
N
27004050.00
27004050.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.160000%
06538D4V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
107000000.00
107000000.00
0.0075
N
107000000.00
107000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538D5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
105000000.00
105000000.00
0.0074
N
104998950.00
104998950.00
Barclays Bank Plc
Barclays Bank Plc 0.650200%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2012-02-16
N
N
N
30000000.00
30000000.00
0.0021
N
30007500.00
30007500.00
Barclays Bank Plc
Barclays Bank Plc 0.730000%
06740MZB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20011600.00
20011600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M111207_2M54
0000851376
Government Agency Repurchase Agreement
Y
07.500 FRPC G80362 G
2040-09-01
7.500000
Government Agency Debt
800000.00
800905.95
Fannie Mae
2014-02-01
4.000000
Government Agency Debt
10000000.00
792874.56
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
173443.00
22484.48
Fannie Mae
2018-11-01
4.500000
Government Agency Debt
3900000.00
746756.60
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
3357288.00
768071.74
Fannie Mae
2020-03-01
5.500000
Government Agency Debt
3616999.00
802080.20
Fannie Mae
2020-09-01
4.000000
Government Agency Debt
2700000.00
820186.77
Fannie Mae
2021-03-01
5.500000
Government Agency Debt
1903370.00
431778.84
Fannie Mae
2022-01-01
5.500000
Government Agency Debt
2500000.00
787417.23
Fannie Mae
2022-01-01
5.500000
Government Agency Debt
1099624.00
433929.90
Fannie Mae
2022-05-01
4.500000
Government Agency Debt
2100000.00
804181.31
Fannie Mae
2022-12-01
5.500000
Government Agency Debt
8000000.00
815491.99
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
803203.00
773338.72
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
816578.00
767042.56
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
792311.00
773595.06
Fannie Mae
2027-09-01
6.000000
Government Agency Debt
2740000.00
812477.00
Fannie Mae
2027-11-01
6.500000
Government Agency Debt
2000000.00
821442.34
Fannie Mae
2028-02-01
5.500000
Government Agency Debt
2500000.00
844179.88
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
819166.00
806751.61
Fannie Mae
2029-07-01
8.000000
Government Agency Debt
2256055.00
767088.89
Fannie Mae
2029-09-01
7.500000
Government Agency Debt
2840526.00
434766.08
Fannie Mae
2029-10-01
8.000000
Government Agency Debt
28021835.00
808875.77
Fannie Mae
2030-08-01
4.000000
Government Agency Debt
1000000.00
786143.15
Fannie Mae
2030-10-01
4.000000
Government Agency Debt
28265867.00
26873676.25
Fannie Mae
2032-04-01
7.500000
Government Agency Debt
21455584.00
808085.76
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
3046071.00
760254.83
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
388631.00
132604.11
Fannie Mae
2032-12-01
5.500000
Government Agency Debt
5529356.00
750049.15
Fannie Mae
2032-12-01
7.000000
Government Agency Debt
1200000.00
772647.87
Fannie Mae
2033-01-01
7.500000
Government Agency Debt
1400000.00
842404.44
Fannie Mae
2033-01-01
7.500000
Government Agency Debt
1000000.00
775401.37
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
1297270.00
813749.10
Fannie Mae
2033-06-01
7.000000
Government Agency Debt
1220000.00
823162.29
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
3160167.00
788592.94
Fannie Mae
2034-06-01
4.500000
Government Agency Debt
1084616.00
766515.54
Fannie Mae
2035-03-01
4.500000
Government Agency Debt
1829024.00
788643.82
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
1256599.00
431352.18
Fannie Mae
2035-06-01
7.000000
Government Agency Debt
4776228.00
769415.47
Fannie Mae
2036-03-01
4.000000
Government Agency Debt
786528.00
805898.30
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
1333915.00
842725.44
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
815593.00
840425.55
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
2109945.00
809148.87
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
299666.00
119018.75
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
70505.00
16145.52
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
2080600.00
762268.98
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
1972096.00
759987.51
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
1446813.00
777240.71
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
930536.00
1002114.45
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
903538.00
789677.92
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
825000.00
755155.11
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
77269191.00
27353936.54
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
979169.00
812478.08
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
1001819.00
823307.08
Fannie Mae
2040-01-01
4.000000
Government Agency Debt
858618.00
766439.88
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
847777.00
760031.32
Fannie Mae
2040-05-01
6.000000
Government Agency Debt
948635.00
769573.23
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
735000.00
746711.08
Fannie Mae
2040-07-01
4.000000
Government Agency Debt
1003525.00
752943.78
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
925391.00
767361.08
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
832559.00
760937.14
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
794498.00
779016.77
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1003574.00
758166.21
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
773892.00
759164.73
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
864107.00
843951.41
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
833375.00
842779.57
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
740518.00
761288.38
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
771772.00
759321.72
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
769527.00
776226.11
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
754533.00
777671.66
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
797467.00
775849.80
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
855817.00
844404.58
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
866501.00
844091.30
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
920742.00
796134.45
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
735184.00
759143.69
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
25179296.00
26760696.99
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
400000.00
430946.54
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1210222.00
1283401.55
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
753921.00
791373.05
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
745113.00
772573.26
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
495350.00
498277.91
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
814202.00
837422.55
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
762458.00
807628.13
Freddie Mac
2018-04-01
4.500000
Government Agency Debt
2590000.00
431132.88
Freddie Mac
2019-02-01
4.500000
Government Agency Debt
2500250.00
434533.70
Freddie Mac
2020-06-01
5.000000
Government Agency Debt
3500000.00
833002.82
Freddie Mac
2021-09-01
5.500000
Government Agency Debt
4000000.00
759439.50
Freddie Mac
2022-12-01
5.500000
Government Agency Debt
2200000.00
818837.55
Freddie Mac
2024-02-01
4.500000
Government Agency Debt
2075000.00
753035.76
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
7948807.00
5490292.85
Freddie Mac
2024-05-01
3.500000
Government Agency Debt
265848.00
109188.83
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
1400000.00
794272.49
Freddie Mac
2024-09-01
5.000000
Government Agency Debt
3350000.00
843130.74
Freddie Mac
2024-09-01
5.500000
Government Agency Debt
3705595.00
784322.61
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
930210.00
721838.47
Freddie Mac
2028-07-01
8.000000
Government Agency Debt
50000000.00
783650.26
Freddie Mac
2029-05-01
4.500000
Government Agency Debt
1334220.00
796257.22
Freddie Mac
2029-06-01
4.500000
Government Agency Debt
1158000.00
818165.11
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
1000000.00
748999.54
Freddie Mac
2030-11-01
3.500000
Government Agency Debt
28954966.00
27484403.01
Freddie Mac
2032-11-01
7.500000
Government Agency Debt
1016004.00
828066.44
Freddie Mac
2034-05-01
6.500000
Government Agency Debt
1369748.00
440130.62
Freddie Mac
2037-05-01
7.000000
Government Agency Debt
2691744.00
842294.46
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
1744527.00
784499.65
Freddie Mac
2037-08-01
7.000000
Government Agency Debt
1576565.00
780222.04
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
1682115.00
807003.75
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
3078201.00
764394.85
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
51902274.00
27528156.87
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
973755.00
844305.77
Freddie Mac
2040-02-01
5.500000
Government Agency Debt
741615.00
785224.64
Freddie Mac
2040-10-01
5.000000
Government Agency Debt
513914.00
439698.05
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
209000000.00
209000000.00
0.0147
N
208997910.00
208997910.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M111207_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-11-01
5.000000
Government Agency Debt
22750000.00
314840.36
Fannie Mae
2013-09-01
4.500000
Government Agency Debt
5000000.00
298553.27
Fannie Mae
2013-12-01
5.500000
Government Agency Debt
3774384.00
290339.07
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
2500000.00
319725.54
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
1591071.00
306096.52
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
1541188.00
328416.79
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
1719311.00
294663.26
Fannie Mae
2018-10-01
4.000000
Government Agency Debt
1045329.00
319840.78
Fannie Mae
2018-10-01
5.000000
Government Agency Debt
2047005.00
290631.06
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
1100000.00
298561.03
Fannie Mae
2019-09-01
6.000000
Government Agency Debt
1050000.00
316230.35
Fannie Mae
2019-10-01
5.500000
Government Agency Debt
1169425.00
291718.00
Fannie Mae
2020-01-01
4.500000
Government Agency Debt
1002250.00
290679.42
Fannie Mae
2020-02-01
4.500000
Government Agency Debt
1000000.00
290317.77
Fannie Mae
2020-09-01
4.500000
Government Agency Debt
1000000.00
293864.00
Fannie Mae
2020-11-01
4.500000
Government Agency Debt
594999.00
322880.75
Fannie Mae
2020-12-01
5.000000
Government Agency Debt
952499.00
292444.40
Fannie Mae
2021-01-01
5.000000
Government Agency Debt
1092313.00
313712.23
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
1150000.00
317232.84
Fannie Mae
2021-04-01
5.500000
Government Agency Debt
1500002.00
311336.17
Fannie Mae
2022-05-01
6.500000
Government Agency Debt
6000000.00
301786.02
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
686600.00
296626.51
Fannie Mae
2026-05-01
5.000000
Government Agency Debt
1000000.00
287921.37
Fannie Mae
2026-06-01
5.500000
Government Agency Debt
1188257.00
329756.03
Fannie Mae
2026-07-01
3.500000
Government Agency Debt
361591.00
295175.45
Fannie Mae
2027-07-01
5.000000
Government Agency Debt
1000000.00
316997.90
Fannie Mae
2027-11-01
6.000000
Government Agency Debt
600000.00
320428.79
Fannie Mae
2029-08-01
7.500000
Government Agency Debt
18371456.00
318268.64
Fannie Mae
2030-05-01
5.000000
Government Agency Debt
325000.00
309550.98
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
1959528.00
328605.41
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
840000.00
316799.83
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
1024000.00
480268.50
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
1100000.00
327796.75
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
636865.00
230709.51
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
952867.00
313473.10
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
864943.00
307580.15
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
1607405.00
317476.88
Fannie Mae
2037-05-25
0.655000
Government Agency Debt
7818581.00
1712910.48
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
871000.00
300567.45
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
715000.00
295261.35
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
134358.00
144693.05
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
374650.00
322755.30
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
402506.00
310511.44
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
81112.00
79600.63
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
314000.00
323373.14
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
301545.00
309399.41
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
210997.00
203767.71
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
323671.00
315578.50
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
290595.00
287825.56
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
312714.00
306151.90
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
309550.00
310854.56
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
285961.00
296486.46
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
315000.00
330501.38
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
287464.00
294030.86
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
25087649.00
25556172.40
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
300000.00
322986.98
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
5271020.00
5589747.38
Freddie Mac
2018-07-01
5.500000
Government Agency Debt
2148820.00
327876.56
Freddie Mac
2018-10-01
4.500000
Government Agency Debt
1532676.00
299141.07
Freddie Mac
2018-10-01
5.000000
Government Agency Debt
1670338.00
323808.66
Freddie Mac
2020-12-01
4.000000
Government Agency Debt
965286.00
296830.28
Freddie Mac
2021-01-01
4.500000
Government Agency Debt
1000000.00
295733.75
Freddie Mac
2022-01-01
4.500000
Government Agency Debt
1000000.00
317386.18
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
19038229.00
13149828.96
Freddie Mac
2024-07-01
4.000000
Government Agency Debt
34048834.00
21922135.78
Freddie Mac
2024-09-01
6.500000
Government Agency Debt
1392938.00
303826.96
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
361182.00
308007.80
Freddie Mac
2026-09-01
8.000000
Government Agency Debt
41000000.00
291142.56
Freddie Mac
2029-05-01
4.500000
Government Agency Debt
97660.00
58283.10
Freddie Mac
2030-08-01
4.500000
Government Agency Debt
361875.00
323129.29
Freddie Mac
2031-06-01
8.000000
Government Agency Debt
21775000.00
287271.07
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
553461.00
514650.87
Freddie Mac
2036-11-01
5.500000
Government Agency Debt
1015000.00
289985.43
Freddie Mac
2037-03-01
7.000000
Government Agency Debt
705615.00
178219.71
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
1056516.00
300712.12
Freddie Mac
2039-04-01
5.500000
Government Agency Debt
28131133.00
26253560.89
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
898401.00
606482.05
Freddie Mac
2040-11-01
4.500000
Government Agency Debt
26439554.00
26321940.38
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
11661300.00
12020998.40
Freddie Mac
2041-02-01
3.500000
Government Agency Debt
320910.00
308156.95
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
25099592.00
26233974.28
GNMA
2039-06-20
2.600000
Government Agency Debt
40315059.00
39313300.24
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
211000000.00
211000000.00
0.0148
N
210993670.00
210993670.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M111207_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-06-25
3.500000
Government Agency Debt
20000000.00
1491152.38
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
10000000.00
5363129.81
Fannie Mae
2020-08-01
3.500000
Government Agency Debt
8050000.00
5289429.15
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
5543839.00
5439639.42
Fannie Mae
2031-07-01
4.500000
Government Agency Debt
5300000.00
5527914.30
Fannie Mae
2032-09-01
7.500000
Government Agency Debt
6185742.00
5487978.78
Fannie Mae
2034-06-25
0.365000
Government Agency Debt
20438120.00
1394206.55
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
434010.00
26870.92
Fannie Mae
2036-05-25
0.645000
Government Agency Debt
5000000.00
1625008.84
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
11000000.00
5408626.95
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
42880.00
42657.59
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
6623239.00
5280514.94
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
5103244.00
5228938.62
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
5201034.00
5260136.07
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
4668901.00
4832999.64
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
4902186.00
5291806.83
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
5011103.00
5442435.28
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
5047408.00
5496686.37
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
5002376.00
5297357.16
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
5204636.00
5444633.33
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
5008678.00
5406531.32
Fannie Mae
2042-01-25
7.500000
Government Agency Debt
46553629.00
5671579.59
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
437634.00
52577.10
Fannie Mae
2042-07-25
7.500000
Government Agency Debt
430000.00
75884.14
Fannie Mae
2044-01-25
6.000000
Government Agency Debt
6583026.00
1063014.10
Freddie Mac
2017-04-15
0.793000
Government Agency Debt
10000000.00
1241923.25
Freddie Mac
2020-03-25
4.224000
Government Agency Debt
9725528.00
10759620.70
Freddie Mac
2020-04-01
4.500000
Government Agency Debt
13000000.00
5557529.24
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
8737481.00
5486370.60
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
1750000.00
1681800.27
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
184202.00
177896.13
Freddie Mac
2032-08-01
8.000000
Government Agency Debt
4964380.00
5391446.01
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
26055146.00
1543210.07
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
10000000.00
1698711.99
Freddie Mac
2037-01-15
0.543000
Government Agency Debt
4481041.00
464639.69
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
5868181.00
5200594.99
Freddie Mac
2038-10-01
6.500000
Government Agency Debt
16824607.00
5427214.59
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
5386788.00
5557374.24
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
5114375.00
5515928.14
Freddie Mac
2044-03-25
6.500000
Government Agency Debt
20000000.00
5714194.53
GNMA
2031-02-16
0.650000
Government Agency Debt
21508433.00
815866.59
GNMA
2032-02-16
5.500000
Government Agency Debt
136207.00
41333.19
GNMA
2034-08-20
5.000000
Government Agency Debt
40198000.00
1572513.18
GNMA
2035-05-20
0.545000
Government Agency Debt
2695709.00
563117.40
GNMA
2038-04-20
2.600000
Government Agency Debt
25626.00
25047.73
GNMA
2039-10-16
3.000000
Government Agency Debt
198435.00
183159.21
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
155000000.00
155000000.00
0.0109
N
154995350.00
154995350.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111207_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-01-01
5.000000
Government Agency Debt
1200000.00
182685.16
Fannie Mae
2015-12-01
5.000000
Government Agency Debt
1000000.00
188130.65
Fannie Mae
2016-05-01
6.500000
Government Agency Debt
1035661.00
187033.62
Fannie Mae
2016-06-01
5.000000
Government Agency Debt
1023358.00
191232.29
Fannie Mae
2017-03-01
6.000000
Government Agency Debt
5000000.00
185972.90
Fannie Mae
2017-04-01
5.000000
Government Agency Debt
1915000.00
191685.87
Fannie Mae
2017-11-01
4.500000
Government Agency Debt
1000000.00
190689.62
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
2200000.00
221842.35
Fannie Mae
2018-03-01
4.500000
Government Agency Debt
1000000.00
197639.51
Fannie Mae
2018-03-01
6.500000
Government Agency Debt
1012437.00
199586.91
Fannie Mae
2018-04-01
5.500000
Government Agency Debt
1500000.00
183635.90
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
38848527.00
5698400.33
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
894393.00
226205.23
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
900901.00
198665.57
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
1066491.00
211198.43
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
1000000.00
191689.79
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
1059152.00
188496.91
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
1194275.00
204884.50
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
1510000.00
185000.69
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
1000000.00
214834.20
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
975340.00
214232.06
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
789868.00
188504.44
Fannie Mae
2018-08-01
4.500000
Government Agency Debt
909553.00
225150.63
Fannie Mae
2018-10-01
5.000000
Government Agency Debt
1394360.00
211120.91
Fannie Mae
2018-11-01
5.000000
Government Agency Debt
1000000.00
183604.51
Fannie Mae
2018-11-01
6.000000
Government Agency Debt
1035212.00
198895.31
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
1255000.00
215460.58
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
1010000.00
203278.09
Fannie Mae
2018-12-01
5.500000
Government Agency Debt
864000.00
182897.13
Fannie Mae
2019-03-01
5.000000
Government Agency Debt
1150000.00
227575.57
Fannie Mae
2019-05-01
5.000000
Government Agency Debt
1003700.00
214745.95
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
975000.00
199796.15
Fannie Mae
2019-08-01
5.000000
Government Agency Debt
194070.00
80817.66
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
710000.00
211098.50
Fannie Mae
2019-11-01
5.000000
Government Agency Debt
800000.00
181811.63
Fannie Mae
2020-03-01
4.500000
Government Agency Debt
825709.00
221236.72
Fannie Mae
2020-03-01
6.000000
Government Agency Debt
890017.00
211862.80
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
726764.00
220079.19
Fannie Mae
2020-06-01
4.500000
Government Agency Debt
735509.00
227766.82
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
750000.00
228190.87
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
513498.00
198736.61
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
649179.00
178374.56
Fannie Mae
2020-08-01
5.000000
Government Agency Debt
733000.00
179439.61
Fannie Mae
2020-12-25
5.450000
Government Agency Debt
7910366.00
2362047.72
Fannie Mae
2021-01-01
4.500000
Government Agency Debt
964861.00
183080.61
Fannie Mae
2021-01-01
5.000000
Government Agency Debt
802366.00
221491.15
Fannie Mae
2021-02-01
5.000000
Government Agency Debt
912540.00
207636.62
Fannie Mae
2021-02-01
5.000000
Government Agency Debt
586916.00
179447.48
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
632253.00
198323.77
Fannie Mae
2021-04-01
4.500000
Government Agency Debt
435000.00
182131.74
Fannie Mae
2021-05-01
5.500000
Government Agency Debt
632568.00
193280.62
Fannie Mae
2021-07-01
5.500000
Government Agency Debt
1012306.00
196899.40
Fannie Mae
2021-11-01
4.500000
Government Agency Debt
312526.00
215754.40
Fannie Mae
2022-03-01
5.500000
Government Agency Debt
852226.00
215435.22
Fannie Mae
2022-09-01
6.000000
Government Agency Debt
687631.00
207639.71
Fannie Mae
2022-11-01
4.500000
Government Agency Debt
545000.00
183784.86
Fannie Mae
2022-11-01
4.500000
Government Agency Debt
509768.00
181598.46
Fannie Mae
2023-01-01
5.000000
Government Agency Debt
523263.00
185131.87
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
1050000.00
201615.72
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
825000.00
178560.85
Fannie Mae
2024-04-01
4.500000
Government Agency Debt
8000000.00
5743689.43
Fannie Mae
2024-04-01
6.000000
Government Agency Debt
725000.00
224395.27
Fannie Mae
2024-12-01
5.000000
Government Agency Debt
1311597.00
206777.08
Fannie Mae
2025-03-01
9.500000
Government Agency Debt
34938481.00
213764.97
Fannie Mae
2025-07-01
9.500000
Government Agency Debt
29475555.00
226912.45
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
144424.00
123025.48
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
5808905.00
5711351.56
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
224511.00
209889.87
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
1550000.00
1475143.92
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
528959.00
462403.20
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
7274985.00
5614196.46
Fannie Mae
2026-04-01
3.500000
Government Agency Debt
202536.00
205052.27
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
94619.00
94725.96
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
200000.00
205694.37
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
70334.00
71214.04
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
2350010.00
2414063.44
Fannie Mae
2027-02-01
5.500000
Government Agency Debt
20000000.00
5672823.97
Fannie Mae
2027-07-01
7.000000
Government Agency Debt
791116.00
185389.21
Fannie Mae
2028-04-01
5.500000
Government Agency Debt
574000.00
222516.67
Fannie Mae
2028-12-01
5.490000
Government Agency Debt
357954.00
206452.80
Fannie Mae
2028-12-01
6.500000
Government Agency Debt
10000000.00
189386.54
Fannie Mae
2029-06-01
4.500000
Government Agency Debt
280000.00
180273.38
Fannie Mae
2031-01-01
8.500000
Government Agency Debt
7459737.00
179780.41
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
3152626.00
3322622.60
Fannie Mae
2031-11-01
6.000000
Government Agency Debt
2500000.00
181974.70
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
5033587.00
187127.86
Fannie Mae
2033-01-01
5.000000
Government Agency Debt
754820.00
200729.34
Fannie Mae
2034-02-01
6.500000
Government Agency Debt
755000.00
182085.42
Fannie Mae
2034-03-01
6.000000
Government Agency Debt
1232000.00
180378.10
Fannie Mae
2034-06-01
4.500000
Government Agency Debt
525696.00
185173.51
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
536206.00
33198.20
Fannie Mae
2034-12-01
4.500000
Government Agency Debt
421359.00
186699.08
Fannie Mae
2034-12-01
5.000000
Government Agency Debt
12717564.00
5663626.83
Fannie Mae
2035-01-01
4.500000
Government Agency Debt
508385.00
217115.51
Fannie Mae
2035-01-01
6.000000
Government Agency Debt
640000.00
193491.55
Fannie Mae
2035-02-01
4.500000
Government Agency Debt
530686.00
202152.93
Fannie Mae
2035-03-01
4.500000
Government Agency Debt
491732.00
190282.35
Fannie Mae
2035-04-01
4.500000
Government Agency Debt
377809.00
194950.01
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
1016018.00
472250.83
Fannie Mae
2036-02-01
5.000000
Government Agency Debt
156000.00
62985.56
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
1169009.00
217006.26
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
879757.00
301068.84
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
770000.00
204478.63
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
23277.00
23156.27
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
600000.00
219311.97
Fannie Mae
2037-05-25
0.655000
Government Agency Debt
3722895.00
815619.34
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
568854.00
218320.34
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
532616.00
196430.68
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
84161.00
32707.80
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
215240.00
231796.64
Fannie Mae
2039-04-01
5.500000
Government Agency Debt
1590885.00
472539.00
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
250000.00
212972.19
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
5791422.00
5242021.19
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
465000.00
476784.32
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
5632644.00
5752497.54
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
210000.00
216194.96
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
200000.00
205613.42
Fannie Mae
2041-02-01
3.000000
Government Agency Debt
487399.00
476006.41
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
200000.00
212152.12
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
6400000.00
5638260.59
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
175000.00
185213.07
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
189000.00
197811.80
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
271654.00
293244.79
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
3181319.00
3373686.60
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
172356.00
180303.72
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
4794747.00
865922.22
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
25000000.00
2891225.36
Fannie Mae
2043-08-25
5.807000
Government Agency Debt
114788.00
130167.98
Freddie Mac
2013-11-01
4.000000
Government Agency Debt
2900000.00
219508.03
Freddie Mac
2016-07-01
5.500000
Government Agency Debt
1000000.00
178418.23
Freddie Mac
2017-05-01
6.000000
Government Agency Debt
3190000.00
192933.98
Freddie Mac
2017-06-01
6.000000
Government Agency Debt
7500000.00
222814.68
Freddie Mac
2017-06-01
6.000000
Government Agency Debt
4200390.00
178953.21
Freddie Mac
2017-07-01
6.000000
Government Agency Debt
7500000.00
195813.59
Freddie Mac
2017-08-01
6.000000
Government Agency Debt
1129413.00
182523.59
Freddie Mac
2017-11-01
6.000000
Government Agency Debt
1700000.00
180814.62
Freddie Mac
2018-07-01
4.000000
Government Agency Debt
1004035.00
188285.24
Freddie Mac
2018-07-01
4.500000
Government Agency Debt
417902.00
193436.78
Freddie Mac
2018-12-01
5.000000
Government Agency Debt
1000000.00
191964.86
Freddie Mac
2018-12-15
2.000000
Government Agency Debt
1735429.00
1017585.16
Freddie Mac
2019-02-01
4.500000
Government Agency Debt
800000.00
214743.83
Freddie Mac
2019-06-01
4.500000
Government Agency Debt
434046.00
198470.19
Freddie Mac
2020-04-01
4.500000
Government Agency Debt
817200.00
210507.69
Freddie Mac
2020-07-01
4.000000
Government Agency Debt
603100.00
203051.78
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
516400.00
192039.45
Freddie Mac
2020-11-01
5.500000
Government Agency Debt
1000000.00
199135.60
Freddie Mac
2021-01-25
3.974000
Government Agency Debt
3135000.00
3407946.51
Freddie Mac
2021-06-01
6.500000
Government Agency Debt
10000000.00
188817.29
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
873427.00
185672.78
Freddie Mac
2022-04-01
6.500000
Government Agency Debt
1067454.00
104036.75
Freddie Mac
2022-07-01
4.500000
Government Agency Debt
500000.00
202466.39
Freddie Mac
2022-08-01
6.000000
Government Agency Debt
1403363.00
223019.80
Freddie Mac
2022-09-15
1.400000
Government Agency Debt
66028.00
5172.46
Freddie Mac
2022-11-01
5.500000
Government Agency Debt
637366.00
214716.50
Freddie Mac
2023-07-01
6.000000
Government Agency Debt
340000.00
178976.97
Freddie Mac
2023-09-01
5.500000
Government Agency Debt
620247.00
188250.57
Freddie Mac
2024-01-01
5.500000
Government Agency Debt
1020000.00
228843.38
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
16476.00
11380.08
Freddie Mac
2024-06-01
4.500000
Government Agency Debt
7350848.00
5600372.99
Freddie Mac
2025-01-01
4.000000
Government Agency Debt
234555.00
186227.92
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
6198332.00
5727335.15
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
6089029.00
5698134.79
Freddie Mac
2026-01-01
5.000000
Government Agency Debt
19880000.00
5423610.36
Freddie Mac
2026-06-01
5.500000
Government Agency Debt
527899.00
196683.47
Freddie Mac
2026-11-01
5.500000
Government Agency Debt
815000.00
224345.14
Freddie Mac
2027-09-01
6.500000
Government Agency Debt
910793.00
226694.03
Freddie Mac
2029-02-15
5.000000
Government Agency Debt
207932.00
84823.62
Freddie Mac
2029-05-01
4.500000
Government Agency Debt
1144491.00
683027.71
Freddie Mac
2030-06-01
7.000000
Government Agency Debt
25534284.00
202028.15
Freddie Mac
2032-02-01
6.500000
Government Agency Debt
8958526.00
199320.16
Freddie Mac
2032-12-15
0.843000
Government Agency Debt
25000000.00
2496476.92
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
62881.00
57798.55
Freddie Mac
2034-02-01
5.000000
Government Agency Debt
1000000.00
220112.24
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
327704.00
304724.54
Freddie Mac
2034-09-01
6.000000
Government Agency Debt
1159672.00
219296.90
Freddie Mac
2035-04-01
6.000000
Government Agency Debt
800000.00
217005.11
Freddie Mac
2035-09-25
0.407000
Government Agency Debt
12475000.00
3329001.12
Freddie Mac
2036-10-01
6.000000
Government Agency Debt
946959.00
228501.04
Freddie Mac
2037-02-01
5.500000
Government Agency Debt
532223.00
204796.07
Freddie Mac
2037-02-01
6.000000
Government Agency Debt
565478.00
185037.38
Freddie Mac
2037-04-01
5.500000
Government Agency Debt
655489.00
224380.44
Freddie Mac
2037-05-01
6.000000
Government Agency Debt
623020.00
197415.07
Freddie Mac
2037-08-01
5.500000
Government Agency Debt
705011.00
211253.04
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
352131.00
186067.93
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
400000.00
204300.44
Freddie Mac
2038-03-01
6.500000
Government Agency Debt
324801.00
197323.95
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
742999.00
201526.85
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
515401.00
196224.00
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
21400000.00
5616296.02
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
281019.00
218655.93
Freddie Mac
2041-02-01
5.000000
Government Agency Debt
200000.00
212365.04
Freddie Mac
2043-02-25
7.000000
Government Agency Debt
229915.00
35136.36
GNMA
2032-04-20
5.500000
Government Agency Debt
9185784.00
1326590.70
GNMA
2035-05-20
0.545000
Government Agency Debt
180637.00
37733.98
GNMA
2038-04-20
2.600000
Government Agency Debt
185707.00
181516.39
GNMA
2039-06-20
2.600000
Government Agency Debt
47791.00
46603.48
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
136000000.00
136000000.00
0.0096
N
135996880.00
135996880.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737HA33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
Y
Barclays Bank Plc
N/A
N/A
N
1000000.00
999816.67
0.0001
N
999780.00
999780.00
Barclays US Funding Corp
Barclays US Funding Corp 0.180000%
06737JZK4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
Y
Barclays Bank Plc
N/A
N/A
N
9000000.00
8999190.00
0.0006
N
8999190.00
8999190.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737JZN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
Y
Barclays Bank Plc
N/A
N/A
N
131000000.00
130984716.67
0.0092
N
130985590.00
130985590.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2AS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
Y
BHP Billiton Ltd
N/A
N/A
N
4000000.00
3998880.00
0.0003
N
3997640.00
3997640.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2AS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
Y
BHP Billiton Ltd
N/A
N/A
N
1000000.00
999735.56
0.0001
N
999410.00
999410.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.190000%
0554M2BG1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
BHP Billiton Ltd
N/A
N/A
N
37000000.00
36984963.61
0.0026
N
36963370.00
36963370.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.140000%
0554M3ZF5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
Y
BHP Billiton Ltd
N/A
N/A
N
38000000.00
37997931.11
0.0027
N
37996960.00
37996960.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
9000000.00
9000000.00
0.0006
N
8999550.00
8999550.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M111201_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-11-25
0.895000
Government Agency Debt
1900000.00
50245.12
Fannie Mae
2036-02-01
2.309000
Government Agency Debt
8529016.00
8480276.04
Fannie Mae
2036-06-25
0.657000
Government Agency Debt
110000.00
46469.15
Fannie Mae
2036-10-01
6.138000
Government Agency Debt
174486738.00
27692005.61
Fannie Mae
2037-07-01
2.407000
Government Agency Debt
33368031.00
25319304.46
Fannie Mae
2037-12-01
5.801000
Government Agency Debt
35033126.00
26812871.29
Fannie Mae
2038-12-01
6.000000
Government Agency Debt
23374245.00
11546231.54
Fannie Mae
2039-05-01
2.493000
Government Agency Debt
60950000.00
36322135.64
Fannie Mae
2039-06-01
4.123000
Government Agency Debt
49829451.00
31731831.05
Fannie Mae
2039-08-01
3.873000
Government Agency Debt
40027636.00
28089752.13
Fannie Mae
2039-11-01
3.542000
Government Agency Debt
44929579.00
30275420.41
Fannie Mae
2040-05-01
3.675000
Government Agency Debt
50030566.00
32042295.18
Fannie Mae
2040-05-25
4.000000
Government Agency Debt
58200000.00
48527529.46
Fannie Mae
2040-07-01
3.817000
Government Agency Debt
39470652.00
28931848.78
Freddie Mac
2017-02-15
4.000000
Government Agency Debt
801259.00
39037.31
Freddie Mac
2030-11-15
0.693000
Government Agency Debt
800000.00
6225.55
Freddie Mac
2041-02-15
0.923000
Government Agency Debt
4801491.00
3935340.58
GNMA
2032-01-16
0.700000
Government Agency Debt
574675.00
7372.73
GNMA
2039-04-20
0.605000
Government Agency Debt
65000.00
16255.49
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
329000000.00
329000000.00
0.0231
N
329000000.00
329000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987YEA006_0.2200_M111207_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-11-25
5.500000
Government Agency Debt
10426000.00
1725995.17
Fannie Mae
2030-12-25
4.500000
Government Agency Debt
1500000.00
1629246.00
Fannie Mae
2031-11-25
6.000000
Government Agency Debt
31654000.00
1899104.20
Fannie Mae
2032-03-25
1.145000
Government Agency Debt
44000000.00
1106545.93
Fannie Mae
2032-06-25
5.500000
Government Agency Debt
2200000.00
747206.18
Fannie Mae
2032-12-25
0.757000
Government Agency Debt
34313143.00
2032521.73
Fannie Mae
2033-01-25
5.500000
Government Agency Debt
2330000.00
713445.77
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
2434331.00
583879.18
Fannie Mae
2034-04-25
5.000000
Government Agency Debt
1200000.00
1301354.13
Fannie Mae
2034-09-25
0.745000
Government Agency Debt
5000000.00
583621.46
Fannie Mae
2036-05-25
0.607000
Government Agency Debt
2943565.00
456674.50
Fannie Mae
2036-09-25
0.765000
Government Agency Debt
6660000.00
637524.66
Fannie Mae
2037-06-25
0.495000
Government Agency Debt
5640456.00
766749.50
Fannie Mae
2037-06-25
4.000000
Government Agency Debt
1125000.00
1210453.00
Fannie Mae
2037-08-25
5.000000
Government Agency Debt
560492.00
603550.55
Fannie Mae
2039-08-25
5.000000
Government Agency Debt
427382.00
475392.29
Fannie Mae
2040-05-25
5.500000
Government Agency Debt
3078000.00
1887350.92
Fannie Mae
2040-12-25
0.957000
Government Agency Debt
1764750.00
1701973.28
Fannie Mae
2041-03-25
1.639000
Government Agency Debt
1313500.00
1037181.01
Freddie Mac
2021-02-15
5.000000
Government Agency Debt
6300000.00
1000015.46
Freddie Mac
2022-07-15
4.000000
Government Agency Debt
1100000.00
627121.77
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
1100000.00
630160.57
Freddie Mac
2026-03-15
3.500000
Government Agency Debt
2000000.00
2104390.89
Freddie Mac
2030-11-15
4.500000
Government Agency Debt
2000000.00
1727879.36
Freddie Mac
2032-02-15
1.243000
Government Agency Debt
26000000.00
1183561.06
Freddie Mac
2032-02-15
1.243000
Government Agency Debt
21534540.00
1013374.36
Freddie Mac
2032-03-15
0.793000
Government Agency Debt
35000000.00
921983.49
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
1365000.00
944763.25
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1215000.00
1308226.68
Freddie Mac
2035-06-15
5.500000
Government Agency Debt
1017000.00
1122743.14
Freddie Mac
2038-03-15
1.593000
Government Agency Debt
1111000.00
1142464.35
Freddie Mac
2039-11-15
4.500000
Government Agency Debt
1554000.00
1582386.43
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
822000.00
893263.29
Freddie Mac
2041-05-15
4.000000
Government Agency Debt
924000.00
992317.99
Freddie Mac
2041-05-15
4.000000
Government Agency Debt
426000.00
448843.92
Freddie Mac
2041-05-15
5.000000
Government Agency Debt
622000.00
730650.20
GNMA
2041-01-16
4.000000
Government Agency Debt
1383000.00
1448412.06
GNMA
2041-01-16
4.000000
Government Agency Debt
1000000.00
1047337.22
GNMA
2041-06-16
4.000000
Government Agency Debt
1014000.00
1080335.09
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
41000000.00
41000000.00
0.0029
N
41000820.00
41000820.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
50000000.00
50000000.00
0.0035
N
49979000.00
49979000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.300000%
10513DFD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
34000000.00
34000000.00
0.0024
N
33972120.00
33972120.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
68000000.00
67971893.33
0.0048
N
67987760.00
67987760.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17991785.00
0.0013
N
17996580.00
17996580.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5995866.66
0.0004
N
5998620.00
5998620.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EDA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14972162.50
0.0011
N
14990250.00
14990250.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FZ25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999992.22
0.0001
N
999990.00
999990.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476FZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999895.28
0.0001
N
999960.00
999960.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.327500%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2012-07-09
N
N
N
44000000.00
44000000.00
0.0031
N
44007480.00
44007480.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.095000%
13606X6V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
17000000.00
17000000.00
0.0012
N
16999660.00
16999660.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.090000%
13606X6X1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
7000000.00
7000000.00
0.0005
N
6999860.00
6999860.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.100000%
13606X7E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
43000000.00
43000000.00
0.0030
N
42994840.00
42994840.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
21000000.00
21000000.00
0.0015
N
21000210.00
21000210.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
16000000.00
16000000.00
0.0011
N
15999520.00
15999520.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295300%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2012-01-03
N
N
N
126000000.00
126000000.00
0.0089
N
125996220.00
125996220.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X2A90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49978333.33
0.0035
N
49986500.00
49986500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
36000000.00
35999730.00
0.0025
N
35999640.00
35999640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
17000000.00
16999362.50
0.0012
N
16999490.00
16999490.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
40000000.00
39998200.00
0.0028
N
39998800.00
39998800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3ZF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
68000000.00
67992860.00
0.0048
N
67995240.00
67995240.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TA66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3999080.00
0.0003
N
3999560.00
3999560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999694.44
0.0001
N
999840.00
999840.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
31000000.00
30989959.45
0.0022
N
30994730.00
30994730.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27988730.00
0.0020
N
27993560.00
27993560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9995655.55
0.0007
N
9997200.00
9997200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6997048.33
0.0005
N
6997970.00
6997970.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963UZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19998700.00
0.0014
N
19999200.00
19999200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963UZF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7999440.00
0.0006
N
7999680.00
7999680.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28988263.05
0.0020
N
28995070.00
28995070.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAP0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5997261.67
0.0004
N
5998860.00
5998860.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49913888.89
0.0035
N
49970000.00
49970000.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
11000000.00
10980138.89
0.0008
N
10992960.00
10992960.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BDA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998180.55
0.0001
N
999350.00
999350.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CZ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
Citibank, NA
Citibank, NA 0.270000%
1730D2L91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
10000000.00
10000000.00
0.0007
N
10000300.00
10000300.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
105000000.00
105000000.00
0.0074
N
104931750.00
104931750.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
38000000.00
38000000.00
0.0027
N
37974920.00
37974920.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.572200%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-01-27
2012-12-24
N
N
N
150000000.00
150000000.00
0.0105
N
150007350.00
150007350.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZ27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
25000000.00
24999805.56
0.0018
N
24999750.00
24999750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.275000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
44087000.00
44082285.14
0.0031
N
44083473.04
44083473.04
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
35000000.00
34996597.22
0.0025
N
34997200.00
34997200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
149000000.00
148982616.67
0.0105
N
148988080.00
148988080.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
2000000.00
1999683.33
0.0001
N
1999800.00
1999800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
973MQJ006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
27000000.00
27000000.00
0.0019
N
26998650.00
26998650.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999638.33
0.0001
N
999640.00
999640.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69971669.44
0.0049
N
69969900.00
69969900.00
CRC Funding, LLC
CRC Funding, LLC 0.270000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18993302.50
0.0013
N
18991830.00
18991830.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
63000000.00
62956599.99
0.0044
N
62955900.00
62955900.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622UB96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26500000.00
26482995.83
0.0019
N
26477475.00
26477475.00
CRC Funding, LLC
CRC Funding, LLC 0.580000%
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1994586.67
0.0001
N
1993820.00
1993820.00
Credit Suisse AG
Credit Suisse AG 0.315300%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
87000000.00
87000000.00
0.0061
N
87000000.00
87000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M111201_2M54
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2040-08-15
4.500000
Government Agency Debt
34740000.00
32692234.13
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
32049763.00
32049763.00
0.0023
N
32049763.00
32049763.00
Danaher Corp
Danaher Corp 0.110000%
23585MZK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
31000000.00
30998295.00
0.0022
N
30996590.00
30996590.00
Danske Corp
Danske Corp 0.290000%
2363F7Z27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
Y
Danske Bank A/S
N/A
N/A
N
9000000.00
8999927.50
0.0006
N
8999910.00
8999910.00
Danske Corp
Danske Corp 0.300000%
2363F7Z50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
Y
Danske Bank A/S
N/A
N/A
N
1000000.00
999966.67
0.0001
N
999980.00
999980.00
Deutsche Bank AG
Deutsche Bank AG 0.360000%
25154UFW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
116000000.00
116000000.00
0.0082
N
116001160.00
116001160.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M111201_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
1061606.00
444310.16
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
15354057.00
14481073.07
Fannie Mae
2031-12-01
4.000000
Government Agency Debt
13931585.00
14682848.82
Fannie Mae
2035-02-01
5.118000
Government Agency Debt
75611859.00
14999725.34
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
28957673.00
13450045.07
Fannie Mae
2037-07-01
5.613000
Government Agency Debt
41797245.00
14296653.45
Fannie Mae
2037-08-01
5.911000
Government Agency Debt
34233462.00
8972501.32
Fannie Mae
2037-09-01
6.147000
Government Agency Debt
38400000.00
14884452.03
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
47794000.00
14818008.44
Fannie Mae
2038-06-01
4.830000
Government Agency Debt
24860688.00
14299124.76
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
35200277.00
14358709.15
Fannie Mae
2038-07-01
4.998000
Government Agency Debt
30030945.00
14730667.72
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
40662570.00
14441450.10
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
15569942.00
14519354.65
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
30155011.00
14620880.57
Fannie Mae
2039-10-01
4.603000
Government Agency Debt
23524107.00
14331399.92
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
16621104.00
14623837.29
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
18443408.00
14804633.85
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
14887434.00
14884415.80
Fannie Mae
2041-01-01
3.027000
Government Agency Debt
16421472.00
13231472.25
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
12776208.00
13440105.28
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
13053406.00
13809283.32
Fannie Mae
2041-10-01
2.808000
Government Agency Debt
14786388.00
14875047.94
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
300000000.00
300000000.00
0.0211
N
300000000.00
300000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M111201_2M54
0001074042
Other Repurchase Agreement
N
AMERICAN WTR WKS CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749973.51
BARD C R INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749992.81
BAXTER INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749997.92
COMPLETE PRODUCTION SERVICESCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749972.52
CONSOL ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749987.45
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749989.62
ENTRAVISION COMMUNICATIONS CCL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
154956.12
FIRST REP BK SAN FRAN CALI NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749980.20
HEWLETT PACKARD CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749998.90
JOURNAL COMMUNICATIONS INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
631523.91
KRONOS WORLDWIDE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749986.76
MOSAIC CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749996.37
NATIONAL PRESTO INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749948.92
NICOR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749968.66
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749982.52
SCRIPPS NETWORKS INTERACT INCL A COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
715228.96
SEABOARD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
748680.00
SMITH A O COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749970.64
ST JUDE MED INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749989.66
UNITEDHEALTH GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749954.48
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749977.62
YUM BRANDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
749962.07
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
15000000.00
15000000.00
0.0011
Repurchase agreement collateralized by common stock and ETFs.
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
756667.00
214466.35
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
6674.00
2685.65
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
14048851.00
8116962.11
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
39303.00
38135.87
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
8000000.00
8000000.00
0.0006
N
8000000.00
8000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M111207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1302849.00
1330078.03
Fannie Mae
2031-10-01
3.500000
Government Agency Debt
38748392.00
40104489.70
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
21625235.00
7251603.03
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
20000000.00
7214513.65
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
25087947.00
7166075.81
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
900462.00
270253.38
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
16308884.00
7142730.20
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
10340415.00
7124465.57
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
34942.00
31313.21
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1466587.00
1441900.53
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
140192.00
136028.91
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
6900000.00
7184297.92
Freddie Mac
2031-06-15
0.843000
Government Agency Debt
2314374.00
89346.29
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
83000000.00
83000000.00
0.0058
N
83000000.00
83000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M111207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1317208.00
1344737.13
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
772245.00
249658.68
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
2280576.00
646396.39
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
61897050.00
18637095.19
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
67216091.00
58264548.56
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
4220.00
4094.68
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
52797.00
52860.12
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
76000000.00
76000000.00
0.0053
N
75999240.00
75999240.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M111207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-01
3.500000
Government Agency Debt
8418444.00
8606150.65
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
78226355.00
27770239.33
Fannie Mae
2040-01-01
3.492000
Government Agency Debt
50270884.00
33182394.48
Fannie Mae
2040-08-01
3.312000
Government Agency Debt
46621142.00
35196313.23
Fannie Mae
2040-10-01
3.594000
Government Agency Debt
37603826.00
32660321.67
Fannie Mae
2041-11-01
2.582000
Government Agency Debt
33179155.00
34184581.09
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
165000000.00
165000000.00
0.0116
N
164996700.00
164996700.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M111207_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
6563089.00
6808669.67
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
198987115.00
54097752.02
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
56669683.00
20213578.65
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
78000000.00
78000000.00
0.0055
N
77998440.00
77998440.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
88000000.00
88000000.00
0.0062
N
87999120.00
87999120.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601VAK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3043000.00
3042213.04
0.0002
N
3041874.09
3041874.09
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.220000%
30601VBN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
20515000.00
20504594.33
0.0014
N
20495510.75
20495510.75
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.230000%
30601WZ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
16000000.00
15999386.67
0.0011
N
15999520.00
15999520.00
Fannie Mae
Fannie Mae 0.020000%
313588PY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
2400000.00
2400000.00
0.0002
N
2400000.00
2400000.00
Fannie Mae
Fannie Mae 0.030000%
313588QE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
12245000.00
12244938.77
0.0009
N
12244975.51
12244975.51
Fannie Mae
Fannie Mae 0.035000%
313588RR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
29798000.00
29796812.22
0.0021
N
29797672.22
29797672.22
Fannie Mae
Fannie Mae 0.035000%
313588RY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
3000000.00
2999860.00
0.0002
N
2999961.00
2999961.00
Fannie Mae
Fannie Mae 0.035000%
313588SN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
34200000.00
34197938.50
0.0024
N
34199418.60
34199418.60
Fannie Mae
Fannie Mae 0.030000%
313588TA3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
23200000.00
23198569.33
0.0016
N
23199512.80
23199512.80
Fannie Mae
Fannie Mae 0.040000%
313588TC9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
15000000.00
14998733.33
0.0011
N
14999685.00
14999685.00
Fannie Mae
Fannie Mae 0.030000%
313588TL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
15000000.00
14998950.00
0.0011
N
14999655.00
14999655.00
Fannie Mae
Fannie Mae 0.020000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
5000000.00
4999750.00
0.0004
N
4999875.00
4999875.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384PZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
9000000.00
8999996.25
0.0006
N
9000000.00
9000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384QD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
3000000.00
2999983.33
0.0002
N
2999997.00
2999997.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384QE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
111000000.00
110999815.01
0.0078
N
110999778.00
110999778.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
195000000.00
194999349.99
0.0137
N
194999610.00
194999610.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
96000000.00
95998800.00
0.0067
N
95999616.00
95999616.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
76000000.00
75997720.00
0.0053
N
75999240.00
75999240.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
35000000.00
34998775.00
0.0025
N
34999650.00
34999650.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
23000000.00
22998690.28
0.0016
N
22999747.00
22999747.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
20000000.00
19998666.67
0.0014
N
19999740.00
19999740.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
19175000.00
19173977.33
0.0013
N
19174750.73
19174750.73
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
8560000.00
8559372.26
0.0006
N
8559888.72
8559888.72
Federal Home Loan Bank
Federal Home Loan Bank 0.033000%
313384SF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
N
15000000.00
14999243.75
0.0011
N
14999775.00
14999775.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
33000000.00
32998102.50
0.0023
N
32999373.00
32999373.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
84250000.00
84245015.21
0.0059
N
84248315.00
84248315.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384TE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
63000000.00
62995905.01
0.0044
N
62998614.00
62998614.00
Freddie Mac
Freddie Mac 0.035000%
313396QS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
14000000.00
13999755.00
0.0010
N
13999930.00
13999930.00
Freddie Mac
Freddie Mac 0.030000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
16000000.00
15999480.00
0.0011
N
15999824.00
15999824.00
Freddie Mac
Freddie Mac 0.035000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
10000000.00
9999620.83
0.0007
N
9999890.00
9999890.00
Freddie Mac
Freddie Mac 0.020000%
313396RX3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
3000000.00
2999921.66
0.0002
N
2999961.00
2999961.00
Freddie Mac
Freddie Mac 0.040000%
313396SA2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
15600000.00
15599133.33
0.0011
N
15599781.60
15599781.60
Freddie Mac
Freddie Mac 0.020000%
313396SD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
16700000.00
16699508.28
0.0012
N
16699749.50
16699749.50
Freddie Mac
Freddie Mac 0.030000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
62000000.00
61996538.34
0.0044
N
61998822.00
61998822.00
Freddie Mac
Freddie Mac 0.035000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
25000000.00
24998371.52
0.0018
N
24999525.00
24999525.00
Freddie Mac
Freddie Mac 0.030000%
313396SV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
19275000.00
19273891.69
0.0014
N
19274633.78
19274633.78
Freddie Mac
Freddie Mac 0.030000%
313396TA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
30000000.00
29998150.00
0.0021
N
29999370.00
29999370.00
Freddie Mac
Freddie Mac 0.035000%
313396TJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
20000000.00
19998405.56
0.0014
N
19999540.00
19999540.00
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
125000000.00
125000000.00
0.0088
N
125128250.00
125128250.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.310000%
3686M1Z25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
44000000.00
43999621.11
0.0031
N
43999560.00
43999560.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
65000000.00
64984652.77
0.0046
N
64995450.00
64995450.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
10000000.00
9997569.44
0.0007
N
9999300.00
9999300.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HA98
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
19000000.00
18995883.33
0.0013
N
18998290.00
18998290.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
48000000.00
47985786.67
0.0034
N
47995680.00
47995680.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
4000000.00
3998906.67
0.0003
N
3999640.00
3999640.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HC96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-09
2012-03-09
N
N
N
68000000.00
67938290.00
0.0048
N
67961920.00
67961920.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
110000000.00
109990833.33
0.0077
N
109996700.00
109996700.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
33000000.00
32995875.00
0.0023
N
32998680.00
32998680.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
4000000.00
3999250.00
0.0003
N
3999800.00
3999800.00
General Electric Co
General Electric Co 0.140000%
36960MZ55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
192000000.00
191997013.33
0.0135
N
191998080.00
191998080.00
General Electric Co
General Electric Co 0.140000%
36960MZC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
52000000.00
51997775.55
0.0037
N
51998960.00
51998960.00
General Electric Co
General Electric Co 0.150000%
36960MZT3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-27
2011-12-27
N
N
N
45000000.00
44995125.00
0.0032
N
44997750.00
44997750.00
GFRE Holdings LLC
GFRE Holdings LLC 0.260000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399H002_0.1400_M111201_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-05-01
4.500000
Government Agency Debt
14552620.00
10299164.61
Fannie Mae
2041-02-01
3.056000
Government Agency Debt
7806846.00
7408654.56
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
65141564.00
69429810.25
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
66103842.00
70362370.79
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
150000000.00
150000000.00
0.0105
N
150000000.00
150000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120207_2M54
0000769993
Other Repurchase Agreement
N
ALLIANT ENERGY CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
953507.88
ALTRIA GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1489036.25
AMDOCS LTD ORD
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749977.49
AT&T INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749994.52
CORE LABORATORIES N V COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3228412.80
DENBURY RES INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3484119.40
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749999.04
DU PONT E I DE NEMOURS & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749979.80
FIRST REP BK SAN FRAN CALI NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
787018.36
GENWORTH FINL INC COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749998.86
HARLEY DAVIDSON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
981442.80
HYPERDYNAMICS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1053053.76
INTREPID POTASH INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1108318.60
MERCK & CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749975.84
MIDWAY GOLD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
89088.30
MOTOROLA SOLUTIONS INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3211483.00
NISOURCE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749994.30
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749988.64
ORBITAL SCIENCES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1151901.81
PFIZER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749981.20
PLAINS EXPL& PRODTN CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749970.42
PROGRESS ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749992.76
REGAL ENTMT GROUP CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1011608.45
SANDRIDGE ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1340913.14
SCOTTS MIRACLE GRO CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1136215.08
SIX FLAGS ENTMT CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1331884.80
SMITH A O COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1145977.64
ST JOE CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1038842.20
TEEKAY CORPORATION COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1484710.50
TOTAL SYS SVCS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1436738.49
TWO HBRS INVT CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749991.70
VERIZON COMMUNICATIONS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3749996.25
WALGREEN CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1262519.46
WELLS FARGO & CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1273422.64
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
75000000.00
75000000.00
0.0053
Repurchase agreement collateralized by common stock and ETFs.
Y
75063000.00
75063000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2M54
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
851866.62
ALLIED WRLD ASSUR COM HLDG ASHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
707119.96
AMDOCS LTD ORD
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
883419.24
BABCOCK & WILCOX CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
694490.75
BOYD GAMING CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699414.44
BPZ RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
627673.59
CAPITAL ONE FINL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
570331.49
CARTER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
550300.08
COMERICA INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
591006.78
COMPASS DIVERSIFIED HOLDINGSSH BEN I
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
659795.52
COMPASS MINERALS INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
673049.28
DILLARDS INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
797391.54
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749992.76
FORTEGRA FINL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
37019.14
FRONTIER COMMUNICATIONS CORPCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
740479.37
FRONTLINE LTD SHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
591560.59
FTI CONSULTING INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
552384.00
GENWORTH FINL INC COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
482708.38
GENWORTH FINL INC COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
240387.14
GOVERNMENT PPTYS INCOME TR COM SHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
865751.25
GRAY TELEVISION INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
52802.02
HATTERAS FINL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
813696.84
HORACE MANN EDUCATORS CORP NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
837422.40
HUMANA INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
760344.60
LANDAUER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
582760.24
LIVE NATION ENTERTAINMENT INCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
756611.40
LIZ CLAIBORNE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
613232.00
LUMBER LIQUIDATORS HLDGS INCCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
745156.44
NORANDA ALUM HLDG CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
586287.20
NORDIC AMERICAN TANKER SHIPPCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
786743.84
OCEANEERING INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
556104.64
OMNICOM GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
873299.28
OWENS ILL INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
615128.50
PARKER DRILLING CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
860155.20
PEABODY ENERGY CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
670372.56
PINNACLE WEST CAP CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
587821.10
PROVIDENT FINL SVCS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
884817.36
REDWOOD TR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
853442.67
RTI INTL METALS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
719734.26
SCHWAB CHARLES CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
905227.11
SIMON PPTY GROUP INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
548228.00
STANDARD MTR PRODS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
708011.78
SYNNEX CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
610499.76
TENNECO INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
600459.12
TJX COS INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
859914.00
TWO HBRS INVT CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
77313.60
UNITED TECHNOLOGIES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
687471.60
USANA HEALTH SCIENCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
893983.72
VENOCO INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
104114.24
VERIZON COMMUNICATIONS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.25
WATSCO INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
652942.78
WELLCARE HEALTH PLANS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
786202.20
XL GROUP PLC SHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
843571.54
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
35000000.00
35000000.00
0.0025
Repurchase agreement collateralized by common stock and ETFs.
Y
35032550.00
35032550.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2M54
0000769993
Other Repurchase Agreement
N
ALLEGHANY CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399946.50
ASPEN INSURANCE HOLDINGS LTDSHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399993.12
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
116979.39
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399965.50
CALPINE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399990.00
CAPITALSOURCE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
283439.66
CONSOLIDATED EDISON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399993.00
DEERE & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399980.16
EXCO RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399997.52
FOOT LOCKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399981.42
GOODYEAR TIRE & RUBR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399992.25
GRACE W R & CO DEL NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399973.14
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399988.80
INVESTMENT TECHNOLOGY GRP NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399990.33
ISTAR FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399995.18
JAGUAR MNG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399998.90
JOHNSON & JOHNSON COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399971.38
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399976.70
TEXAS INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399986.24
V F CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399871.17
VULCAN MATLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399998.31
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
399995.40
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
8000000.00
8000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
8000000.00
8000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.760000%
992JYE002_0.7600_M120221_2M54
0000769993
Other Repurchase Agreement
N
ALLEGHANY CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETFc
0.00
699764.55
ASPEN INSURANCE HOLDINGS LTDSHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699981.60
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699948.45
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699985.00
CALPINE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699990.00
CONSOLIDATED EDISON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699987.75
DEERE & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699927.36
EXCO RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699992.88
FOOT LOCKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
184868.82
GOODYEAR TIRE & RUBR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699989.64
GRACE W R & CO DEL NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699972.59
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699996.16
INVESTMENT TECHNOLOGY GRP NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699995.49
ISTAR FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699999.56
JAGUAR MNG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699994.65
JOHNSON & JOHNSON COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699997.00
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699974.74
RALCORP HLDGS INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
515782.80
SOUTHWEST AIRLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699996.96
TEXAS INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699990.24
V F CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699875.22
VULCAN MATLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
699989.42
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
14000000.00
14000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
Y
14000000.00
14000000.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.370000%
38142UZF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
48000000.00
47993093.33
0.0034
N
47996160.00
47996160.00
Govco, LLC
Govco, LLC 0.320000%
38362VA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999706.67
0.0001
N
999800.00
999800.00
Govco, LLC
Govco, LLC 0.320000%
38362VA45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32990026.67
0.0023
N
32993070.00
32993070.00
Govco, LLC
Govco, LLC 0.320000%
38362VA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
23000000.00
22992844.45
0.0016
N
22994940.00
22994940.00
Govco, LLC
Govco, LLC 0.330000%
38362VA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
14995187.50
0.0011
N
14996700.00
14996700.00
Govco, LLC
Govco, LLC 0.320000%
38362VA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999653.33
0.0001
N
999730.00
999730.00
Govco, LLC
Govco, LLC 0.320000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5997493.33
0.0004
N
5997780.00
5997780.00
Govco, LLC
Govco, LLC 0.320000%
38362VAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3998257.78
0.0003
N
3998400.00
3998400.00
Govco, LLC
Govco, LLC 0.350000%
38362VB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
130000000.00
129915319.45
0.0091
N
129909000.00
129909000.00
Govco, LLC
Govco, LLC 0.420000%
38362VBU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6992731.66
0.0005
N
6992160.00
6992160.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7983888.89
0.0006
N
7981760.00
7981760.00
Govco, LLC
Govco, LLC 0.520000%
38362VE74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4988588.89
0.0004
N
4986800.00
4986800.00
Govco, LLC
Govco, LLC 0.300000%
38362WZ95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
42000000.00
41997200.00
0.0030
N
41998320.00
41998320.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
82000000.00
81990091.66
0.0058
N
81993440.00
81993440.00
Govco, LLC
Govco, LLC 0.290000%
38362WZL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17997245.00
0.0013
N
17998200.00
17998200.00
Govco, LLC
Govco, LLC 0.300000%
38362WZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2999475.00
0.0002
N
2999670.00
2999670.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BA33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
29000000.00
28991759.17
0.0020
N
28997390.00
28997390.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
34000000.00
33998470.00
0.0024
N
33999660.00
33999660.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
13000000.00
12998537.50
0.0009
N
12999740.00
12999740.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
48000000.00
47993160.00
0.0034
N
47998560.00
47998560.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RAQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
71000000.00
70973375.00
0.0050
N
70963790.00
70963790.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.280000%
75914UAM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12075000.00
12075000.00
0.0008
N
12075000.00
12075000.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.270000%
75914UAN0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
6000000.00
6000000.00
0.0004
N
6000000.00
6000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.140000%
46899T004_0.1400_M111201_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-25
5.000000
Government Agency Debt
563664.00
588869.24
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
145333826.00
116473906.37
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
200000000.00
140437224.58
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
250000000.00
250000000.00
0.0176
N
250000000.00
250000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.294800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-12-21
2012-12-21
N
N
N
129000000.00
129000000.00
0.0091
N
128986455.00
128986455.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14996333.33
0.0011
N
14995800.00
14995800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2AC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49988333.33
0.0035
N
49985000.00
49985000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9997372.22
0.0007
N
9996900.00
9996900.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19993888.89
0.0014
N
19991800.00
19991800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2AT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9996358.33
0.0007
N
9994700.00
9994700.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6997182.50
0.0005
N
6995590.00
6995590.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.190000%
53943SZK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
46000000.00
45995630.00
0.0032
N
45994940.00
45994940.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.190000%
53943SZN0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
55000000.00
54993904.16
0.0039
N
54992850.00
54992850.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999693.33
0.0001
N
999820.00
999820.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11000000.00
10995994.17
0.0008
N
10997690.00
10997690.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4B11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26989305.00
0.0019
N
26993790.00
26993790.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4B29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999597.50
0.0001
N
999760.00
999760.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4BD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14991983.34
0.0011
N
14995650.00
14995650.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4CD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4996280.55
0.0004
N
4997700.00
4997700.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5Z61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
18349000.00
18348464.82
0.0013
N
18348633.02
18348633.02
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26996895.00
0.0019
N
26998380.00
26998380.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19780000.00
19777472.56
0.0014
N
19778813.20
19778813.20
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5ZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7998973.33
0.0006
N
7999440.00
7999440.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M111201_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-25
3.500000
Government Agency Debt
16000000.00
16741143.11
Fannie Mae
2027-10-25
4.000000
Government Agency Debt
24500000.00
15755788.70
Fannie Mae
2035-07-25
0.757000
Government Agency Debt
16771208.00
15039532.36
Fannie Mae
2035-08-25
4.500000
Government Agency Debt
45500000.00
18351144.98
Fannie Mae
2036-02-25
5.000000
Government Agency Debt
40000000.00
16410727.77
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
24840000.00
15222992.54
Fannie Mae
2037-06-25
0.495000
Government Agency Debt
29424514.00
17037800.48
Fannie Mae
2037-06-25
0.495000
Government Agency Debt
50000000.00
16471152.40
Fannie Mae
2037-10-25
4.000000
Government Agency Debt
29444000.00
18246759.25
Fannie Mae
2041-11-25
0.743000
Government Agency Debt
15000000.00
14899238.45
Freddie Mac
2026-11-15
3.000000
Government Agency Debt
15000000.00
15070570.00
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
37250000.00
17079422.53
Freddie Mac
2028-04-15
3.500000
Government Agency Debt
20600000.00
15926609.65
Freddie Mac
2028-07-15
4.500000
Government Agency Debt
22200000.00
18150298.38
Freddie Mac
2032-04-15
6.000000
Government Agency Debt
28000000.00
15597442.55
Freddie Mac
2032-10-15
0.693000
Government Agency Debt
23655846.00
6528468.99
Freddie Mac
2033-03-15
0.618000
Government Agency Debt
50000000.00
14862118.33
Freddie Mac
2033-09-15
0.693000
Government Agency Debt
50000000.00
15379559.67
Freddie Mac
2034-02-15
0.743000
Government Agency Debt
44623085.00
17366423.53
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
13600000.00
15951362.93
Freddie Mac
2035-08-15
1.043000
Government Agency Debt
50000000.00
18079450.18
Freddie Mac
2036-08-15
0.643000
Government Agency Debt
45000000.00
18245662.37
Freddie Mac
2037-01-15
5.500000
Government Agency Debt
13813000.00
16182738.33
Freddie Mac
2037-11-15
1.243000
Government Agency Debt
45395929.00
13927211.91
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
13767000.00
14703186.59
GNMA
2032-10-20
6.000000
Government Agency Debt
15023753.00
17961773.10
GNMA
2037-10-20
2.500000
Government Agency Debt
17030525.00
15722514.20
GNMA
2039-04-20
4.000000
Government Agency Debt
20500000.00
14863068.39
GNMA
2040-08-20
4.500000
Government Agency Debt
19890000.00
17725838.46
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
450000000.00
450000000.00
0.0316
N
450000000.00
450000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687GFU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
79000000.00
79000000.00
0.0056
N
79000790.00
79000790.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
57000000.00
57000000.00
0.0040
N
57000570.00
57000570.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
65000000.00
65000000.00
0.0046
N
65011050.00
65011050.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973VHG002
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
2000000.00
2000000.00
0.0001
N
2000380.00
2000380.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.360000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15060000.00
15060000.00
0.0011
N
15060000.00
15060000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.360000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Northern Trust Co
Northern Trust Co 0.020000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
75000000.00
75000000.00
0.0053
Security is a time deposit.
N
75000000.00
75000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19995111.11
0.0014
N
19998200.00
19998200.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983TAL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49984027.78
0.0035
N
49994000.00
49994000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
9000000.00
8997085.00
0.0006
N
8998830.00
8998830.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UZ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
54000000.00
53997585.00
0.0038
N
53998920.00
53998920.00
Rabobank Nederland
Rabobank Nederland 0.327500%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Rabobank Nederland
Rabobank Nederland 0.337200%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2012-03-26
N
N
N
58000000.00
58000000.00
0.0041
N
58006380.00
58006380.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.270000%
74927MZ82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
48000000.00
47997480.00
0.0034
N
47998080.00
47998080.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
20000000.00
19975733.33
0.0014
N
19977200.00
19977200.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BQ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
7000000.00
6991405.55
0.0005
N
6991880.00
6991880.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.470000%
7562E0CT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
998472.50
0.0001
N
998210.00
998210.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0F19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2000000.00
1993900.00
0.0001
N
1992960.00
1992960.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1Z98
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24998055.56
0.0018
N
24998750.00
24998750.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-04-09
N
N
N
131000000.00
131000000.00
0.0092
N
130982970.00
130982970.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-04-12
N
N
N
175000000.00
175000000.00
0.0123
N
175026250.00
175026250.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
40000000.00
40000000.00
0.0028
Security is a time deposit.
N
40000000.00
40000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.810000%
78011H2R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20006800.00
20006800.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
3000000.00
3000000.00
0.0002
N
3000180.00
3000180.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H6B6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
8000000.00
8000000.00
0.0006
N
8000000.00
8000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H6D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
21000000.00
21000000.00
0.0015
N
20999790.00
20999790.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.250000%
78011H6P5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
40000000.00
40000000.00
0.0028
N
39999600.00
39999600.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H6V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
39000000.00
39000000.00
0.0027
N
39000000.00
39000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124LA44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
54000000.00
53988780.00
0.0038
N
53989740.00
53989740.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124LA51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19994944.44
0.0014
N
19996000.00
19996000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051AXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
54000000.00
54000000.00
0.0038
N
53999460.00
53999460.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E2A32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
58000000.00
57983518.34
0.0041
N
57989560.00
57989560.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3ZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
120000000.00
119989166.66
0.0084
N
119994000.00
119994000.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P03K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
13000000.00
13000000.00
0.0009
N
13000390.00
13000390.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.100000%
8574P04H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
93000000.00
93000000.00
0.0065
N
93000000.00
93000000.00
State Street Corp
State Street Corp 0.230000%
85747JBE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
1000000.00
999520.83
0.0001
N
999050.00
999050.00
State Street Corp
State Street Corp 0.230000%
85747JBG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
67000000.00
66967039.72
0.0047
N
66933670.00
66933670.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
2000000.00
1999828.89
0.0001
N
1999840.00
1999840.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19000000.00
18999899.72
0.0013
N
19000000.00
19000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24999472.22
0.0018
N
25000000.00
25000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
66000000.00
65993730.00
0.0046
N
65998792.20
65998792.20
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19996200.00
0.0014
N
19998926.00
19998926.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11995313.34
0.0008
N
11998080.00
11998080.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
13999926.11
0.0010
N
14000000.00
14000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999430.00
0.0001
N
1999840.00
1999840.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
26972000.00
26961323.58
0.0019
N
26967684.48
26967684.48
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
13000000.00
12994373.90
0.0009
N
12997400.00
12997400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26988172.50
0.0019
N
26994330.00
26994330.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GC92
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63267000.00
63264662.64
0.0044
N
63265734.66
63265734.66
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19322000.00
19320164.41
0.0014
N
19320840.68
19320840.68
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GF57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
31892000.00
31886277.16
0.0022
N
31888491.88
31888491.88
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG56
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40060000.00
40051542.95
0.0028
N
40054792.20
40054792.20
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26990025.00
0.0019
N
26991360.00
26991360.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GL43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35105000.00
35091104.27
0.0025
N
35092362.20
35092362.20
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JA80
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47362000.00
47362000.00
0.0033
N
47362000.00
47362000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JD38
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
39204000.00
39196758.15
0.0028
N
39199687.56
39199687.56
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JD61
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25016000.00
25009530.58
0.0018
N
25011497.12
25011497.12
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF44
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999250.55
0.0001
N
1999340.00
1999340.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KF66
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63000000.00
63000000.00
0.0044
N
63000000.00
63000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG24
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10994000.00
10993941.98
0.0008
N
10993890.06
10993890.06
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG81
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15087000.00
15086442.62
0.0011
N
15086698.26
15086698.26
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KH56
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10999245.28
0.0008
N
10999560.00
10999560.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KN91
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26987887.50
0.0019
N
26987580.00
26987580.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562EA65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.160000%
86562EZR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
69000000.00
69000000.00
0.0048
N
69000000.00
69000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WSB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
5000000.00
5000000.00
0.0004
N
5000000.00
5000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WSK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
134000000.00
134000000.00
0.0094
N
133998660.00
133998660.00
Texas
TRAN Series 2011A 0.110000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.110000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.110000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5999523.33
0.0004
N
5999640.00
5999640.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
24840000.00
24837488.40
0.0017
N
24838261.20
24838261.20
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZG3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
28875000.00
28871871.87
0.0020
N
28872690.00
28872690.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
28725000.00
28721265.75
0.0020
N
28722414.75
28722414.75
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
75000000.00
74981312.50
0.0053
N
74979750.00
74979750.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3998777.78
0.0003
N
3998360.00
3998360.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TAP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
22000000.00
21991902.78
0.0015
N
21989880.00
21989880.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
17000000.00
16999896.11
0.0012
N
16999830.00
16999830.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZ86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20041000.00
20040103.72
0.0014
N
20040198.36
20040198.36
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
16000000.00
15998671.11
0.0011
N
15998880.00
15998880.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3757000.00
3756540.81
0.0003
N
3756624.30
3756624.30
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XAQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
N
2000000.00
2000000.00
0.0001
N
2001180.00
2001180.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
31000000.00
31000000.00
0.0022
N
31014570.00
31014570.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112XCW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
119000000.00
119000000.00
0.0084
N
119028560.00
119028560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.130000%
89112XDW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
44000000.00
44000000.00
0.0031
N
44000880.00
44000880.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
50000000.00
50000000.00
0.0035
N
49996500.00
49996500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112Y5N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
93000000.00
93000000.00
0.0065
N
93013950.00
93013950.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6E8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
72000000.00
72000000.00
0.0051
N
72003600.00
72003600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
110000000.00
110000000.00
0.0077
N
110017600.00
110017600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112Y6Q1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
2000000.00
2000000.00
0.0001
N
2000220.00
2000220.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
57000000.00
57000000.00
0.0040
N
57001710.00
57001710.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC20
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
70000000.00
69949911.12
0.0049
N
69958700.00
69958700.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.570000%
89233GEG7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
N
21000000.00
20944472.50
0.0015
N
20960730.00
20960730.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
120000000.00
119650000.01
0.0084
N
119757600.00
119757600.00
UBS AG
UBS AG 0.260000%
90267AR65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
43000000.00
43000000.00
0.0030
N
43001290.00
43001290.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.110000%
90262DZL2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
Y
UBS AG
N/A
N/A
N
27000000.00
26998432.50
0.0019
N
26997030.00
26997030.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M111207_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
62234418.00
60594853.36
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
83962607.00
86285147.42
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
UBS Securities LLC
N/A
N/A
N
N
144000000.00
144000000.00
0.0101
N
144001440.00
144001440.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
2000000.00
2000000.00
0.0001
N
2000060.00
2000060.00
Union Bank, NA
Union Bank, NA 0.380000%
90527MVA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
54000000.00
54000000.00
0.0038
N
53985960.00
53985960.00
Univ of California
Commerical Paper Notes Series B 0.230000%
91411SA91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
4000000.00
3999003.33
0.0003
N
3999000.00
3999000.00
Univ of California
Commerical Paper Notes Series B 0.170000%
91411SAC4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
8000000.00
7998413.33
0.0006
N
7998400.00
7998400.00
Univ of California
Commerical Paper Notes Series B 0.250000%
91411SB82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
9000000.00
8995687.50
0.0006
N
8996490.00
8996490.00
Univ of California
Commerical Paper Notes Series B 0.270000%
91411SBP4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
5000000.00
4996850.00
0.0004
N
4997400.00
4997400.00
Univ of California
Commerical Paper Notes Series B 0.190000%
91411UZD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
22000000.00
21998606.67
0.0015
N
21998680.00
21998680.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217LAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
58000000.00
57977847.22
0.0041
N
57973900.00
57973900.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.220000%
92217LAT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
23000000.00
22991988.33
0.0016
N
22988960.00
22988960.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
22000000.00
21999230.00
0.0015
N
21999340.00
21999340.00
Westpac Banking Corp
Westpac Banking Corp 0.335800%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-05-01
N
N
N
52000000.00
52000000.00
0.0037
N
51985440.00
51985440.00
Westpac Banking Corp
Westpac Banking Corp 0.335300%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
12992460.00
12992460.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
24000000.00
23999999.99
0.0017
N
24000240.00
24000240.00
Westpac Banking Corp
Westpac Banking Corp 0.500000%
96121TJN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
1000000.00
1000000.00
0.0001
N
999910.00
999910.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C0A33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
23000000.00
22993675.00
0.0016
N
22997010.00
22997010.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
104000000.00
103852002.16
0.0073
N
103897040.00
103897040.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CU1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
79000000.00
78878296.11
0.0055
N
78913890.00
78913890.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.315000%
96122HZ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
34000000.00
34000000.00
0.0024
N
34000000.00
34000000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1173457.04
1173457.04
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
1016448.49
1016448.49
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
258579.24
258579.24
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
223981.34
223981.34
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1989106.59
1989106.59
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
1722964.12
1722964.12
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
338114.52
338114.52
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
292874.79
292874.79
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342JA35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
81000000.00
80977725.00
0.0057
N
80984610.00
80984610.00
Windmill Funding Corp
Windmill Funding Corp 0.270000%
97342JA35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
38000000.00
37990595.00
0.0027
N
37992780.00
37992780.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999722.22
0.0001
N
1999820.00
1999820.00