0001145549-12-000745.txt : 20120229
0001145549-12-000745.hdr.sgml : 20120229
20120109133635
ACCESSION NUMBER: 0001145549-12-000745
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120109
DATE AS OF CHANGE: 20120109
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: 12516986
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-12-31
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
33
56
16463356765.91
4520288.31
665280.86
16467211773.36
0.0023
0.9999
2011-12-31
0.9999
2011-12-31
C000012383
25000.00
11578691123.73
1.00
-235013796.55
121465031.75
356478828.30
0.0001
0.9999
2011-12-31
0.9999
2011-12-31
C000012384
1000000.00
1871428632.57
1.00
-16083779.15
49683843.10
65767622.25
0.0001
0.9999
2011-12-31
0.9999
2011-12-31
C000012385
3000000.00
1599124693.33
1.00
-23029485.61
49791993.71
72821479.32
0.0001
0.9999
2011-12-31
0.9999
2011-12-31
C000038267
10000000.00
1417967323.73
1.00
-39267557.85
50184508.59
89452066.44
0.0002
0.9999
2011-12-31
0.9999
2011-12-31
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
26000000.00
25999667.78
0.0016
N
25999740.00
25999740.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
61000000.00
60995713.05
0.0037
N
60996950.00
60996950.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LAJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
50000000.00
49994569.44
0.0030
N
49996000.00
49996000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.320000%
03221LA59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15999431.11
0.0010
N
15999680.00
15999680.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.320000%
03221LAD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
13000000.00
12998613.33
0.0008
N
12999220.00
12999220.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221LAJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
35225000.00
35220009.79
0.0021
N
35221829.75
35221829.75
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
46000000.00
45999207.78
0.0028
N
45999080.00
45999080.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
85000000.00
84997072.22
0.0052
N
84998300.00
84998300.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AAA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11999070.00
0.0007
N
11999400.00
11999400.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
21000000.00
20996850.00
0.0013
N
20998110.00
20998110.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBJ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
78000000.00
78000000.00
0.0047
N
77966460.00
77966460.00
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
64000000.00
63980444.44
0.0039
N
63993600.00
63993600.00
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
9000000.00
9000000.00
0.0005
N
9003240.00
9003240.00
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
293000000.00
293000000.00
0.0178
N
293000000.00
293000000.00
Bank of America, NA
Bank of America, NA 0.765600%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-01-23
2012-08-22
N
N
N
149000000.00
149000000.00
0.0090
N
149029800.00
149029800.00
Bank of Montreal
Bank of Montreal 0.070000%
06366WA20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
133000000.00
133000000.00
0.0081
N
132997340.00
132997340.00
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
187000000.00
187000000.00
0.0114
N
187003740.00
187003740.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WWH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
19000000.00
19000000.00
0.0012
N
19002470.00
19002470.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WWR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
5000000.00
5000000.00
0.0003
N
5000000.00
5000000.00
Bank of Montreal
Bank of Montreal 0.100000%
06366WZX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
62000000.00
62000000.00
0.0038
N
61998760.00
61998760.00
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
119000000.00
119000000.00
0.0072
N
119008330.00
119008330.00
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
43000000.00
43000000.00
0.0026
N
43006450.00
43006450.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
N
104000000.00
104000000.00
0.0063
N
104016640.00
104016640.00
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
11000000.00
11000000.00
0.0007
N
11002090.00
11002090.00
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
0.0015
N
25010000.00
25010000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
19000000.00
19000000.00
0.0012
N
19007600.00
19007600.00
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
15000000.00
15000000.00
0.0009
N
15006000.00
15006000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.010000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
8000000.00
8000000.00
0.0005
Security is a time deposit.
N
8000000.00
8000000.00
Bank of the West
Bank of the West 0.255000%
0642G0WY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
48000000.00
48000000.00
0.0029
N
48001920.00
48001920.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000%
06538EBD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
39000000.00
39000000.00
0.0024
N
38999220.00
38999220.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000%
06538EBX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
16000000.00
16000000.00
0.0010
N
15999200.00
15999200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000%
06538EBY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
108000000.00
108000000.00
0.0066
N
107982720.00
107982720.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.090000%
06538ECB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
7000000.00
7000000.00
0.0004
N
6999790.00
6999790.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.080000%
06538ECD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
30000000.00
30000000.00
0.0018
N
29998800.00
29998800.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
72000000.00
72000000.00
0.0044
N
72007920.00
72007920.00
Barclays Bank Plc
Barclays Bank Plc 0.690600%
06740MWE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-23
2012-02-22
N
N
N
92000000.00
92000000.00
0.0056
N
91970560.00
91970560.00
Barclays Capital, Inc
Barclays Capital, Inc 0.010000%
00799J004_0.0100_M120103_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2030-05-15
6.250000
Treasury Debt
32878500.00
51000032.65
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
50000000.00
50000000.00
0.0030
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.020000%
00799J004_0.0200_M120103_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2030-05-15
6.250000
Treasury Debt
49317800.00
76500126.53
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
75000000.00
75000000.00
0.0046
N
75000000.00
75000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M120106_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-25
5.500000
Government Agency Debt
120000.00
26530.01
Fannie Mae
2017-07-01
6.000000
Government Agency Debt
4475000.00
1629854.94
Fannie Mae
2018-10-01
4.000000
Government Agency Debt
7000000.00
1612210.32
Fannie Mae
2019-09-01
5.000000
Government Agency Debt
303382.00
66250.64
Fannie Mae
2020-11-01
3.000000
Government Agency Debt
2000000.00
1707762.79
Fannie Mae
2022-01-01
4.500000
Government Agency Debt
4470000.00
1621305.53
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1594243.00
1641350.68
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
1532732.00
1622762.29
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
1525779.00
1612300.50
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
4330877.00
1622009.26
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
275089.00
79197.57
Fannie Mae
2034-08-25
0.407000
Government Agency Debt
553671.00
26599.46
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4540000.00
1675263.63
Fannie Mae
2036-09-01
4.000000
Government Agency Debt
1542900.00
1620118.93
Fannie Mae
2036-09-01
7.000000
Government Agency Debt
3200000.00
1718426.90
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
5120000.00
1732760.48
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3181832.00
1715629.04
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
3758328.00
1750221.60
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2400000.00
1734173.76
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2795113.00
1662703.74
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
1750762.00
1648998.16
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
2357237.00
1653521.29
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
2006001.00
1754394.72
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1982774.00
1737627.86
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
2304792.00
1730307.70
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1923236.00
1728266.10
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1926334.00
1727063.61
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1938421.00
1715784.39
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
2019609.00
1694366.41
Fannie Mae
2041-02-01
3.000000
Government Agency Debt
1696981.00
1677598.76
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1642771.00
1645698.97
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1395736.00
1390980.67
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
1503158.00
1625090.56
Fannie Mae
2041-10-01
3.500000
Government Agency Debt
1619570.00
1667174.43
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1504181.00
1635941.24
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
1585023.00
1635340.26
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
1574450.00
1623693.20
Fannie Mae
2041-12-01
5.500000
Government Agency Debt
1525940.00
1673018.57
Freddie Mac
2023-06-01
6.000000
Government Agency Debt
5380000.00
1710113.05
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
1796502.00
1744023.53
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
1851889.00
1738285.46
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1667275.00
1648800.73
Freddie Mac
2026-03-01
3.500000
Government Agency Debt
1739094.00
1702629.68
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
1567297.00
1626775.40
Freddie Mac
2028-08-01
5.500000
Government Agency Debt
5912027.00
1526710.65
Freddie Mac
2029-05-01
4.500000
Government Agency Debt
3000000.00
1692663.83
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
108828.00
98627.28
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
20247964.00
18553267.20
Freddie Mac
2035-10-15
0.648000
Government Agency Debt
691945.00
23492.72
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
1491363.00
1498709.31
Freddie Mac
2038-02-01
7.000000
Government Agency Debt
6669386.00
1685752.84
Freddie Mac
2038-12-01
6.000000
Government Agency Debt
5000000.00
1737748.12
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
2002200.00
1760213.11
Freddie Mac
2039-06-01
5.000000
Government Agency Debt
2250434.00
1666341.07
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
1797284.00
1691320.27
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
3164860.00
3315389.82
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
1660157.00
1706575.06
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
1631520.00
1712638.66
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
1583663.00
1662593.13
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
103000000.00
103000000.00
0.0063
N
103000000.00
103000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120103_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-06-25
6.000000
Government Agency Debt
8498000.00
170461.90
Fannie Mae
2017-02-25
6.000000
Government Agency Debt
682500.00
173347.21
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
250000.00
169765.75
Fannie Mae
2018-07-01
4.000000
Government Agency Debt
10000000.00
2094909.13
Fannie Mae
2019-08-25
8.600000
Government Agency Debt
14677000.00
210701.43
Fannie Mae
2022-10-25
4.000000
Government Agency Debt
2125000.00
174410.49
Fannie Mae
2023-06-25
6.500000
Government Agency Debt
750000.00
192418.77
Fannie Mae
2024-10-25
5.500000
Government Agency Debt
1000000.00
191790.05
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
996509.00
1008943.88
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1999187.00
2075596.22
Fannie Mae
2026-04-25
6.100000
Government Agency Debt
3400000.00
173598.66
Fannie Mae
2027-09-18
0.781000
Government Agency Debt
15000000.00
141832.61
Fannie Mae
2030-03-25
4.500000
Government Agency Debt
1600000.00
153898.12
Fannie Mae
2030-04-25
0.657000
Government Agency Debt
1803732.00
94796.38
Fannie Mae
2031-08-25
6.000000
Government Agency Debt
320000.00
161002.11
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
22608036.00
523190.07
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
20000000.00
172695.50
Fannie Mae
2034-12-25
2.500000
Government Agency Debt
4599467.00
3243057.13
Fannie Mae
2035-08-25
5.000000
Government Agency Debt
206000.00
159662.41
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
2550000.00
2082499.18
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
2000000.00
2091838.60
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
2000000.00
2096861.18
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1910408.00
2080694.49
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
1905491.00
2083676.11
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
129979.31
Freddie Mac
2016-09-15
6.000000
Government Agency Debt
780103.00
161794.53
Freddie Mac
2019-04-15
4.000000
Government Agency Debt
200000.00
215159.84
Freddie Mac
2021-02-15
9.000000
Government Agency Debt
17000000.00
137024.17
Freddie Mac
2021-11-15
7.500000
Government Agency Debt
5000000.00
156797.23
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
2500000.00
153352.15
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
59662.00
20875.68
Freddie Mac
2023-09-15
6.500000
Government Agency Debt
545000.00
134369.61
Freddie Mac
2023-12-15
6.500000
Government Agency Debt
200000.00
141104.29
Freddie Mac
2024-12-15
6.000000
Government Agency Debt
1400000.00
186232.26
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
1830037.00
1772178.96
Freddie Mac
2026-01-01
4.000000
Government Agency Debt
2140325.00
2067055.82
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
2024262.00
2083908.34
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
305113.00
315452.24
Freddie Mac
2028-03-15
7.500000
Government Agency Debt
300000.00
178844.32
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
46276.00
41938.43
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
6661341.00
6103805.77
Freddie Mac
2034-06-15
5.000000
Government Agency Debt
500000.00
154969.04
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
650000.00
188535.16
Freddie Mac
2036-11-01
8.000000
Government Agency Debt
3243924.00
2094256.84
Freddie Mac
2036-12-01
7.500000
Government Agency Debt
3300000.00
2058182.09
Freddie Mac
2037-06-15
0.568000
Government Agency Debt
411383.00
87638.46
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
3290888.00
915250.99
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
2535517.00
2054298.79
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
2100000.00
2077583.89
Freddie Mac
2041-07-15
2.500000
Government Agency Debt
4521011.00
4554266.86
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
170937.00
179067.25
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
2001950.00
2102813.76
GNMA
2017-10-16
4.250000
Government Agency Debt
1500000.00
155028.74
GNMA
2026-06-20
7.500000
Government Agency Debt
600000.00
146758.61
GNMA
2030-09-20
0.655000
Government Agency Debt
29600000.00
211417.01
GNMA
2030-12-16
4.000000
Government Agency Debt
2753805.00
171388.33
GNMA
2033-04-20
5.000000
Government Agency Debt
1110000.00
151103.88
GNMA
2033-06-20
5.500000
Government Agency Debt
608853.00
196971.96
GNMA
2039-08-20
4.000000
Government Agency Debt
5607641.00
3154909.01
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
54000000.00
54000000.00
0.0033
N
54000000.00
54000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120103_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-12-01
4.500000
Government Agency Debt
10380000.00
2130648.93
Fannie Mae
2022-06-01
5.500000
Government Agency Debt
416593.00
83923.39
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
2217847.00
2105755.94
Fannie Mae
2029-05-25
4.500000
Government Agency Debt
431084.00
13643.64
Fannie Mae
2030-01-01
4.000000
Government Agency Debt
3000000.00
2132830.88
Fannie Mae
2037-08-01
5.000000
Government Agency Debt
4340000.00
2142953.73
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
3379517.00
2114435.22
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
4559820.00
2137052.47
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2033750.00
2133790.84
Freddie Mac
2016-12-15
2.120000
Government Agency Debt
250000.00
11061.38
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
74632.00
26113.67
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
2192751.00
2136083.96
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
342556.00
331725.83
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
2403910.00
2128494.82
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
6889725.00
6313074.68
Freddie Mac
2036-11-01
7.500000
Government Agency Debt
2600000.00
2116431.91
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
768000.00
771783.09
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
1971087.00
2020959.34
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
2044667.00
2141917.23
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
1990519.00
2145111.75
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
2060159.00
2118721.23
GNMA
2031-01-20
5.500000
Government Agency Debt
104380.00
495.51
GNMA
2039-07-16
4.500000
Government Agency Debt
2265963.00
1290482.18
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
37000000.00
37000000.00
0.0022
N
37000000.00
37000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120106_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-04-01
5.000000
Government Agency Debt
107851.00
25568.74
Freddie Mac
2033-10-15
1.746000
Government Agency Debt
187217448.00
54575975.12
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
62832528.00
56943075.79
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
36667.00
33230.11
Freddie Mac
2038-02-15
5.000000
Government Agency Debt
44148373.00
20666328.09
Freddie Mac
2040-09-01
5.500000
Government Agency Debt
43852.00
40363.62
GNMA
2040-04-20
1.124800
Government Agency Debt
99670.00
79146.80
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
126000000.00
126000000.00
0.0077
N
126002520.00
126002520.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737HA66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
Y
Barclays Bank Plc
N/A
N/A
N
71000000.00
70997929.17
0.0043
N
70997870.00
70997870.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737HAW9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
Y
Barclays Bank Plc
N/A
N/A
N
11000000.00
10998227.77
0.0007
N
10997690.00
10997690.00
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
53000000.00
52993375.00
0.0032
N
52989930.00
52989930.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2AT4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
Y
BHP Billiton Ltd
N/A
N/A
N
27500000.00
27496425.00
0.0017
N
27494500.00
27494500.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2B22
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
Y
BHP Billiton Ltd
N/A
N/A
N
3000000.00
2999520.00
0.0002
N
2999220.00
2999220.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M120103_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-01
6.500000
Government Agency Debt
157000000.00
174869129.44
GNMA
2039-07-15
4.500000
Government Agency Debt
23847446.00
19038956.40
GNMA
2040-06-20
4.500000
Government Agency Debt
204000000.00
199717476.82
GNMA
2041-12-20
4.000000
Government Agency Debt
37265005.00
40004438.33
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
421000000.00
421000000.00
0.0256
N
421000000.00
421000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987YEA006_0.2200_M120103_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-11-25
5.000000
Government Agency Debt
4800000.00
2704651.21
Fannie Mae
2022-01-25
3.000000
Government Agency Debt
3000000.00
3045881.00
Fannie Mae
2032-03-25
1.157200
Government Agency Debt
44848440.00
3181135.22
Fannie Mae
2032-08-25
1.293600
Government Agency Debt
123452612.00
3662465.76
Fannie Mae
2034-07-25
0.693600
Government Agency Debt
25000000.00
2867110.61
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
4570000.00
3746047.09
Freddie Mac
2033-02-15
0.648000
Government Agency Debt
99250000.00
3313737.23
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
3255000.00
3463192.33
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
3000000.00
3176015.33
Freddie Mac
2035-06-15
5.500000
Government Agency Debt
28020000.00
3917648.57
Freddie Mac
2040-09-15
5.000000
Government Agency Debt
2719638.00
3088643.32
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
2470000.00
2707819.01
Freddie Mac
2041-06-15
4.000000
Government Agency Debt
3363000.00
3558004.30
GNMA
2038-06-20
4.750000
Government Agency Debt
10000000.00
3845708.12
GNMA
2039-04-20
4.500000
Government Agency Debt
1522547.00
1708801.70
GNMA
2039-09-20
4.000000
Government Agency Debt
6000000.00
3463140.10
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
49000000.00
49000000.00
0.0030
N
49000000.00
49000000.00
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
20000000.00
20000000.00
0.0012
N
19997400.00
19997400.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
37000000.00
37000000.00
0.0022
N
36995190.00
36995190.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.310000%
10513DGA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
41000000.00
41000000.00
0.0025
N
40963510.00
40963510.00
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
25000000.00
24996340.28
0.0015
N
24998500.00
24998500.00
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
15000000.00
14997158.33
0.0009
N
14998950.00
14998950.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
11000000.00
10997286.67
0.0007
N
10999120.00
10999120.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
86000000.00
85969255.00
0.0052
N
85990540.00
85990540.00
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
30000000.00
30000000.00
0.0018
N
29999700.00
29999700.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.321400%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
122000000.00
122000000.00
0.0074
N
122000000.00
122000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.080000%
13606YAK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
75000000.00
75000000.00
0.0046
N
74991000.00
74991000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
3000000.00
3000000.00
0.0002
N
2995260.00
2995260.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2A58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
15000000.00
14999483.33
0.0009
N
14999700.00
14999700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X2AD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
11000000.00
10998900.00
0.0007
N
10999340.00
10999340.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11998346.67
0.0007
N
11999040.00
11999040.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
92000000.00
91986532.21
0.0056
N
91991720.00
91991720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
37000000.00
36992353.33
0.0022
N
36995190.00
36995190.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
41000000.00
40997995.56
0.0025
N
40999590.00
40999590.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
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
16000000.00
15997751.11
0.0010
N
15999520.00
15999520.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
18000000.00
17997470.00
0.0011
N
17999460.00
17999460.00
Chase Bank USA, NA
Chase Bank USA, NA
16199Y003
0001325347
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
50000000.00
50000000.00
0.0030
Security is a time deposit.
N
50000000.00
50000000.00
Ciesco, LLC
Ciesco, LLC 0.330000%
17178BAC9
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
111000000.00
110988807.49
0.0067
N
110995560.00
110995560.00
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
118000000.00
117977645.56
0.0072
N
117991740.00
117991740.00
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
146000000.00
146000000.00
0.0089
N
145925540.00
145925540.00
Citibank, NA
Citibank, NA 0.600000%
1730D2S94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
32000000.00
32000000.00
0.0019
N
31984640.00
31984640.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20271EGW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
35000000.00
35000000.00
0.0021
N
35000700.00
35000700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.572200%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-01-27
2013-01-25
N
N
N
50000000.00
50000000.00
0.0030
N
50008800.00
50008800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.310000%
20272DAL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
54000000.00
53991165.00
0.0033
N
53993520.00
53993520.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
41000000.00
40880895.00
0.0025
N
40869620.00
40869620.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.300000%
971RHC002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
19000000.00
19000000.00
0.0012
N
18997910.00
18997910.00
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
152000000.00
152000000.00
0.0092
N
152019760.00
152019760.00
CRC Funding, LLC
CRC Funding, LLC 0.340000%
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
82000000.00
81991481.12
0.0050
N
81994260.00
81994260.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
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
22000000.00
21996779.44
0.0013
N
21997360.00
21997360.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UC87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4996556.94
0.0003
N
4995750.00
4995750.00
Credit Suisse AG
Credit Suisse AG 0.210000%
22550DCX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
45000000.00
45000000.00
0.0027
N
44999550.00
44999550.00
Credit Suisse AG
Credit Suisse AG 0.210000%
22550DCY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
82000000.00
82000000.00
0.0050
N
81999180.00
81999180.00
Credit Suisse AG
Credit Suisse AG 0.210000%
22550DDR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
68000000.00
68000000.00
0.0041
N
67999320.00
67999320.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.040000%
22799D001_0.0400_M120103_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
69310000.00
10880162.48
Freddie Mac
2040-03-20
4.500000
Government Agency Debt
79370000.00
73460684.61
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
100000000.00
107195341.59
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
187780565.00
187780565.00
0.0114
N
187780565.00
187780565.00
Danske Corp
Danske Corp 0.300000%
2363F6A91
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
Y
Danske Bank A/S
N/A
N/A
N
65000000.00
64995666.67
0.0039
N
64996750.00
64996750.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
21599B009_0.0800_M120103_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-25
2.500000
Government Agency Debt
14196856.00
14235049.95
Fannie Mae
2032-04-25
6.000000
Government Agency Debt
34406000.00
17668982.42
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
14733714.00
13615783.63
Fannie Mae
2033-04-25
5.500000
Government Agency Debt
100000000.00
13865865.35
Fannie Mae
2036-06-25
6.000000
Government Agency Debt
50000000.00
16057270.69
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
30950000.00
17936913.65
Fannie Mae
2040-03-25
4.000000
Government Agency Debt
12102000.00
11992164.94
Fannie Mae
2040-03-25
4.500000
Government Agency Debt
4950000.00
4928398.20
Fannie Mae
2041-06-25
3.500000
Government Agency Debt
17456000.00
17688993.02
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
19253000.00
19078264.05
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
7735000.00
7664798.86
GNMA
2028-07-16
0.782500
Government Agency Debt
23000000.00
559189.03
GNMA
2031-11-16
0.682500
Government Agency Debt
4000000.00
1375554.61
GNMA
2033-03-16
0.582500
Government Agency Debt
11804639.00
1794374.49
GNMA
2033-08-20
5.000000
Government Agency Debt
9501056.00
10966306.74
GNMA
2036-11-16
5.336000
Government Agency Debt
5000000.00
5159694.46
GNMA
2041-06-20
4.000000
Government Agency Debt
13276158.00
14296984.01
GNMA
2041-11-20
6.500000
Government Agency Debt
7500000.00
8621146.11
GNMA
2041-12-20
3.000000
Government Agency Debt
15606000.00
15302302.04
GNMA
2041-12-20
3.000000
Government Agency Debt
11119000.00
10791964.27
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
215000000.00
215000000.00
0.0131
N
215000000.00
215000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
991JCA005_0.2400_M120103_2MN4
0001074042
Other Repurchase Agreement
N
AMDOCS LTD ORD
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999980.97
CLOROX CO DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999965.20
COMMUNITY HEALTH SYS INC NEWCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999991.00
COMPLETE PRODUCTION SERVICESCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999969.60
CUMMINS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999957.24
ENTRAVISION COMMUNICATIONS CCL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
195836.84
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999956.25
FAMILY DLR STORES INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999998.16
GENWORTH FINL INC COM CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999995.10
HANOVER INS GROUP INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999985.00
HEALTHSPRING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
110750.43
JOURNAL COMMUNICATIONS INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
694368.64
KRAFT FOODS INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999989.52
LEAR CORP COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999990.75
NATIONAL PRESTO INDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999948.48
NEWFIELD EXPL CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999982.50
NRG ENERGY INC
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999990.50
PUBLIC SVC ENTERPRISE GROUP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999992.52
REGIONS FINANCIAL CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999996.52
SEABOARD CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999435.80
SEALED AIR CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999988.96
SOUTHERN UN CO NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999961.59
WILLIAMS COS INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999968.55
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
20000000.00
20000000.00
0.0012
Repurchase agreement collateralized by common stock and ETFs.
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120106_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
2001745.00
640038.24
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
73933.00
27711.13
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
5910915.00
1605371.42
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
613499148.00
195129155.91
Fannie Mae
2039-06-25
4.500000
Government Agency Debt
3802885.00
3391663.63
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
82167.00
50242.27
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
6812.00
6486.01
Fannie Mae
2042-05-01
2.526000
Government Agency Debt
33644847.00
3854805.28
Freddie Mac
2017-05-01
6.500000
Government Agency Debt
11092916.00
245123.42
GNMA
2024-08-15
4.000000
Government Agency Debt
895503.00
629200.84
GNMA
2039-01-15
7.000000
Government Agency Debt
6091.00
4606.40
GNMA
2039-02-15
7.000000
Government Agency Debt
546992.00
261728.36
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
197000000.00
197000000.00
0.0120
N
197001970.00
197001970.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120106_2MN4
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2037-11-16
2.750000
Government Agency Debt
332054.00
319567.98
GNMA
2039-05-20
4.000000
Government Agency Debt
83428.00
49129.74
GNMA
2039-11-16
0.942500
Government Agency Debt
1892640.00
780002.33
GNMA
2040-07-20
4.500000
Government Agency Debt
87793761.00
93427989.38
GNMA
2041-06-20
4.000000
Government Agency Debt
86299504.00
92935217.32
GNMA
2041-11-20
7.000000
Government Agency Debt
11148.00
12871.26
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
180000000.00
180000000.00
0.0109
N
180000000.00
180000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120106_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-11-01
4.500000
Government Agency Debt
2000000.00
455402.51
Fannie Mae
2020-03-01
4.500000
Government Agency Debt
671250.00
446465.48
Fannie Mae
2020-05-01
5.000000
Government Agency Debt
2814027.00
453228.18
Fannie Mae
2020-08-01
3.500000
Government Agency Debt
717614.00
453260.25
Fannie Mae
2021-12-01
6.000000
Government Agency Debt
1528279.00
433904.05
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
598351.00
438324.02
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
34773643.00
30701792.64
Fannie Mae
2028-05-01
6.500000
Government Agency Debt
25249356.00
456983.58
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
148209.00
146888.08
Fannie Mae
2033-07-01
4.500000
Government Agency Debt
1700000.00
436155.23
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
499575.00
448408.71
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
1105000.00
454113.88
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
1734019.00
438679.48
Fannie Mae
2034-01-01
6.000000
Government Agency Debt
970404.00
454514.38
Fannie Mae
2034-12-01
6.500000
Government Agency Debt
2863754.00
450373.46
Fannie Mae
2035-01-01
4.500000
Government Agency Debt
118802.00
70360.48
Fannie Mae
2035-05-01
2.294000
Government Agency Debt
3048605.00
451777.06
Fannie Mae
2035-06-01
4.500000
Government Agency Debt
689952.00
440309.84
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
8029502.00
3219697.74
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
1383761.00
440751.71
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
1068749.00
443110.28
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
1621707.00
413840.55
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
758000.00
433630.90
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
1212937.00
454729.16
Fannie Mae
2037-04-01
6.500000
Government Agency Debt
1064876.00
441414.15
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
1103175.00
439571.78
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
2019208.00
446882.29
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
833725.00
438640.04
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
775000.00
446631.73
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
2049563.00
450474.80
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
3561509.00
447843.11
Fannie Mae
2037-09-01
5.500000
Government Agency Debt
930649.00
346495.96
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
2361642.00
455143.77
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
2521845.00
446247.40
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
1400000.00
445456.21
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
948000.00
446687.27
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
1377518.00
442445.19
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
2799891.00
440468.42
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
890627.00
451434.12
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1370125.00
455790.47
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
20262550.00
19392824.69
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
1776788.00
449814.08
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
970000.00
448518.79
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
4729956.00
455217.07
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
1365150.00
455572.92
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
2106517.00
442923.28
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
1226101.00
436505.74
Fannie Mae
2038-07-01
6.500000
Government Agency Debt
1257047.00
442923.13
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
1260063.00
448410.24
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
6627700.00
439518.05
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
503734.00
455820.10
Fannie Mae
2039-06-25
5.500000
Government Agency Debt
284657.00
147271.41
Fannie Mae
2039-11-01
6.500000
Government Agency Debt
552238.00
446698.07
Fannie Mae
2040-03-01
3.874000
Government Agency Debt
1242876.00
435781.48
Fannie Mae
2040-04-01
3.732000
Government Agency Debt
571980.00
442949.76
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
532333.00
433896.51
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
514094.00
444084.27
Fannie Mae
2040-08-01
3.304000
Government Agency Debt
575000.00
443195.02
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
500000.00
451102.41
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
465901.00
457751.08
Fannie Mae
2041-01-01
3.225000
Government Agency Debt
35319480.00
30989951.10
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
467011.00
447247.67
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
573478.00
458052.42
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
500000.00
452091.22
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
407985.00
438250.10
Fannie Mae
2041-10-01
2.971000
Government Agency Debt
30257467.00
31334287.35
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
423446.00
450589.56
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
409384.00
436110.23
Fannie Mae
2041-10-01
6.000000
Government Agency Debt
412331.00
454901.21
Fannie Mae
2041-11-01
3.026000
Government Agency Debt
22427937.00
23372772.41
Fannie Mae
2041-12-01
2.980000
Government Agency Debt
30025162.00
31249075.33
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
449830.00
452338.19
GNMA
2037-11-16
2.750000
Government Agency Debt
119438.00
114946.85
GNMA
2040-09-20
7.000000
Government Agency Debt
8712906.00
9700280.41
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0121
N
200000000.00
200000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
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
5000000.00
4998700.00
0.0003
N
4998300.00
4998300.00
Fannie Mae
Fannie Mae 0.015000%
313588RL1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
12500000.00
12499973.96
0.0008
N
12499987.50
12499987.50
Fannie Mae
Fannie Mae 0.015000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
15100000.00
15099628.79
0.0009
N
15099758.40
15099758.40
Fannie Mae
Fannie Mae 0.020000%
313588UG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
25000000.00
24998986.11
0.0015
N
24999500.00
24999500.00
Fannie Mae
Fannie Mae 0.020000%
313588VB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
72000000.00
71996320.00
0.0044
N
71998200.00
71998200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384RJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
35000000.00
34999912.50
0.0021
N
35000000.00
35000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
40000000.00
39999888.89
0.0024
N
39999960.00
39999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384RT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
75100000.00
75099624.50
0.0046
N
75099774.70
75099774.70
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384RT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
18000000.00
17999940.00
0.0011
N
17999946.00
17999946.00
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
35000000.00
34999173.61
0.0021
N
34999860.00
34999860.00
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
143000000.00
142995471.67
0.0087
N
142998570.00
142998570.00
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
16000000.00
15999466.67
0.0010
N
15999824.00
15999824.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
35000000.00
34998813.89
0.0021
N
34999440.00
34999440.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
245000000.00
244993262.50
0.0149
N
244995590.00
244995590.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
100000000.00
99985434.40
0.0061
N
99998200.00
99998200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
70000000.00
69997161.11
0.0043
N
69998600.00
69998600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
100000000.00
99995833.32
0.0061
N
99998000.00
99998000.00
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
27000000.00
26999789.99
0.0016
N
26999946.00
26999946.00
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
2243000.00
2242985.05
0.0001
N
2242995.51
2242995.51
Freddie Mac
Freddie Mac 0.040000%
313396RS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
4500000.00
4499945.00
0.0003
N
4499986.50
4499986.50
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
40000000.00
39998800.00
0.0024
N
39999640.00
39999640.00
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
24999125.00
0.0015
N
24999775.00
24999775.00
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
9000000.00
8999677.50
0.0005
N
8999901.00
8999901.00
Freddie Mac
Freddie Mac 0.020000%
313396TX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
91808000.00
91804735.72
0.0056
N
91806439.26
91806439.26
Freddie Mac
Freddie Mac 0.020000%
313396TY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
151000000.00
150994547.21
0.0092
N
150997433.00
150997433.00
Freddie Mac
Freddie Mac 0.020000%
313396UE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
73000000.00
72997120.56
0.0044
N
72998613.00
72998613.00
Freddie Mac
Freddie Mac 0.010000%
313396UH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
180000000.00
179996300.00
0.0109
N
179996400.00
179996400.00
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
350000000.00
350000000.00
0.0213
N
350451500.00
350451500.00
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
15000000.00
14999687.50
0.0009
N
15000000.00
15000000.00
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
56000000.00
55996266.67
0.0034
N
55999440.00
55999440.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HDJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
N
106000000.00
105917320.00
0.0064
N
105943820.00
105943820.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HDS3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
41000000.00
40972256.67
0.0025
N
40973760.00
40973760.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HDT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
193000000.00
192868277.50
0.0117
N
192874550.00
192874550.00
GFRE Holdings LLC
GFRE Holdings LLC 0.300000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2885000.00
2885000.00
0.0002
N
2885000.00
2885000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2MN4
0000769993
Other Repurchase Agreement
N
ALTRIA GROUP INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599991.11
AMEREN CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599992.47
AVON PRODS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599997.92
BRIDGEPOINT ED INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1176014.00
CALPINE CORP COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599996.90
CONSTELLATION ENERGY GROUP ICOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599987.90
DEVON ENERGY CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1201885.55
DOVER CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
660788.62
EMERSON ELEC CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599968.56
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599985.17
INTERNATIONAL GAME TECHNOLOGCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
999053.62
INVESTMENT TECHNOLOGY GRP NECOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599991.04
L-3 COMMUNICATIONS HLDGS INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599947.10
LAUDER ESTEE COS INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1235629.92
MARTIN MARIETTA MATLS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
604425.00
MASTERCARD INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599703.83
MORGAN STANLEY COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599986.64
MOSAIC CO NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
993532.80
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599983.58
PPG INDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1144699.71
SCHLUMBERGER LTD COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1192887.36
SKECHERS U S A INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
965636.28
SPRINT NEXTEL CORP COM SER
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1026062.73
STANLEY BLACK & DECKER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599946.95
WEIGHT WATCHERS INTL INC NEWCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1599964.38
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
32000000.00
32000000.00
0.0019
Repurchase agreement collateralized by common stock and ETFs.
Y
32017920.00
32017920.00
Goldman Sachs & Co
Goldman Sachs & Co 0.670000%
992JYE002_0.6700_M120127_2MN4
0000769993
Other Repurchase Agreement
N
AMERIPRISE FINL INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2701918.94
BARNES & NOBLE INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1922347.96
BEAM INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2280939.06
BUCKLE INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2339550.54
CHESAPEAKE ENERGY CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2520643.35
CSX CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2732095.52
DEVRY INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1945850.60
DU PONT E I DE NEMOURS & CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3049987.85
ENDEAVOUR INTL CORP COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2596039.00
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3049963.11
GENUINE PARTS CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2055337.12
GENWORTH FINL INC COM CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2229642.45
GREAT PLAINS ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3049980.54
HERSHEY CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2096406.00
KANSAS CITY SOUTHERN COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2517380.82
LIN TV CORP CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
703855.25
MERCK & CO INC NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3049980.01
NABORS INDUSTRIES LTD SHS
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
838022.78
NATURAL GAS SERVICES GROUP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
499031.87
NAVISTAR INTL CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2241745.56
NISOURCE INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1852156.68
ORBITAL SCIENCES CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2519826.40
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3049994.48
PRUDENTIAL FINL INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2341326.78
ROCKWELL AUTOMATION INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
318729.60
SPECTRA ENERGY CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2114027.10
THOMPSON CREEK METALS CO INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2100422.24
WESTERN UN CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2323808.80
YUM BRANDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3009028.32
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
61000000.00
61000000.00
0.0037
Repurchase agreement collateralized by common stock and ETFs.
Y
61020740.00
61020740.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2MN4
0000769993
Other Repurchase Agreement
N
AON CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449998.87
BLACKROCK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449935.20
BUNGE LIMITED COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449999.49
CENTERPOINT ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449996.12
CENTURYLINK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449999.00
CONSOLIDATED EDISON INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449959.51
CORNING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449990.10
ENNIS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449992.08
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449966.52
FEDERATED INVS INC PA CL B
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449996.46
HEALTHSPRING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
436.24
ITT CORP NEW COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449991.68
ITT EDUCATIONAL SERVICES INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449946.52
JAGUAR MNG INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449999.10
JOHNSON & JOHNSON
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449960.40
NRG ENERGY INC
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449990.25
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449983.17
PINNACLE WEST CAP CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449991.99
RESMED INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449987.04
SALESFORCE COM INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449942.57
SANDRIDGE ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449995.68
WASTE MGMT INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
449971.06
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
9000000.00
9000000.00
0.0005
Repurchase agreement collateralized by common stock and ETFs.
Y
9000000.00
9000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.750000%
992JYE002_0.7500_M120215_2MN4
0000769993
Other Repurchase Agreement
N
BLACKROCK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49873.20
BUNGE LIMITED COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49961.79
CENTERPOINT ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49988.33
CORNING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49994.55
DIAMOND OFFSHORE DRILLING INCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49952.00
ENNIS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49997.61
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49984.02
FEDERATED INVS INC PA CL B
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49989.52
GOODYEAR TIRE & RUBR CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49999.04
HEALTHSPRING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49949.48
ITT CORP NEW COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49983.80
ITT EDUCATIONAL SERVICES INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49962.08
JAGUAR MNG INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49999.90
JOHNSON & JOHNSON
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49937.04
MCCLATCHY CO CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49998.60
NRG ENERGY INC
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49986.75
OIL STS INTL INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49951.77
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49998.13
RESMED INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49981.68
SANDRIDGE ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49994.04
THOMSON REUTERS CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
606.97
UNITED PARCEL SERVICE INC CL B
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
49926.87
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
1000000.00
1000000.00
0.0001
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.760000%
992JYE002_0.7600_M120221_2MN4
0000769993
Other Repurchase Agreement
N
ALTRIA GROUP INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299976.02
AMEREN CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299966.59
AON CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299986.32
AVON PRODS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299995.04
CALPINE CORP COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299994.38
CENTURYLINK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299976.45
CONSOLIDATED EDISON INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299994.30
CONSTELLATION ENERGY GROUP ICOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299975.21
EMERSON ELEC CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299997.77
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299970.71
INVESTMENT TECHNOLOGY GRP NECOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299996.80
ITT CORP NEW COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
71175.36
L-3 COMMUNICATIONS HLDGS INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299965.40
MARTIN MARIETTA MATLS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299975.00
MASTERCARD INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299735.72
MORGAN STANLEY COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299987.24
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299994.80
PINNACLE WEST CAP CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299976.86
SALESFORCE COM INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299958.99
STANLEY BLACK & DECKER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1229461.69
WASTE MGMT INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299989.24
WEIGHT WATCHERS INTL INC NEWCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1299967.56
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
26000000.00
26000000.00
0.0016
Repurchase agreement collateralized by common stock and ETFs.
Y
26000000.00
26000000.00
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
4000000.00
3999928.89
0.0002
N
3999920.00
3999920.00
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
50000000.00
49998666.67
0.0030
N
49999000.00
49999000.00
Govco, LLC
Govco, LLC 0.330000%
38362VA60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
12000000.00
11999450.00
0.0007
N
11999640.00
11999640.00
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
10000000.00
9999288.89
0.0006
N
9999600.00
9999600.00
Govco, LLC
Govco, LLC 0.330000%
38362VAA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
35000000.00
34997112.50
0.0021
N
34998250.00
34998250.00
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
20000000.00
19997155.55
0.0012
N
19998400.00
19998400.00
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
44000000.00
43992960.00
0.0027
N
43996040.00
43996040.00
Govco, LLC
Govco, LLC 0.320000%
38362VAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5998986.67
0.0004
N
5999400.00
5999400.00
Govco, LLC
Govco, LLC 0.340000%
38362VAS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
48000000.00
47988666.67
0.0029
N
47993760.00
47993760.00
Govco, LLC
Govco, LLC 0.340000%
38362VBF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
14000000.00
13994050.00
0.0008
N
13995940.00
13995940.00
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
5000000.00
4996616.67
0.0003
N
4997850.00
4997850.00
Govco, LLC
Govco, LLC 0.380000%
38362VCN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1998290.00
0.0001
N
1998420.00
1998420.00
Govco, LLC
Govco, LLC 0.600000%
38362VFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3989000.00
0.0002
N
3988680.00
3988680.00
Govco, LLC
Govco, LLC 0.630000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
75000000.00
74776875.00
0.0045
N
74777250.00
74777250.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49853611.11
0.0030
N
49851500.00
49851500.00
Govco, LLC
Govco, LLC 0.630000%
38362VFL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
28000000.00
27916210.00
0.0017
N
27916000.00
27916000.00
Govco, LLC
Govco, LLC 0.620000%
38362VFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26920020.00
0.0016
N
26918190.00
26918190.00
Grampian Funding, LLC
Grampian Funding, LLC 0.300000%
38501BA66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
20000000.00
19999166.67
0.0012
N
19999800.00
19999800.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BAA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
32000000.00
31997520.00
0.0019
N
31999680.00
31999680.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BAH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
40000000.00
39994488.89
0.0024
N
39999200.00
39999200.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
29000000.00
28994506.11
0.0018
N
28998840.00
28998840.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
42000000.00
41983946.67
0.0025
N
41997060.00
41997060.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RC58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
83000000.00
82960160.00
0.0050
N
82938580.00
82938580.00
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
5999940.00
5999940.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.010000%
4662J0A36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
89000000.00
88999950.55
0.0054
N
89000000.00
89000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.327400%
48125LBA9
Other Note
N
First Tier Security
N/A
N/A
2012-01-23
2012-12-21
N
N
N
500000000.00
500000000.00
0.0304
N
499208500.00
499208500.00
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
1000000.00
999945.00
0.0001
N
999950.00
999950.00
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
9999266.67
0.0006
N
9999400.00
9999400.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.220000%
53943RAQ2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
66000000.00
65990723.33
0.0040
N
65988120.00
65988120.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7999540.00
0.0005
N
7999760.00
7999760.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19998722.22
0.0012
N
19999200.00
19999200.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4AP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9476000.00
9474726.01
0.0006
N
9475336.68
9475336.68
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
8000000.00
7998671.11
0.0005
N
7999280.00
7999280.00
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
8000000.00
7998364.45
0.0005
N
7999120.00
7999120.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10033000.00
10030179.61
0.0006
N
10031294.39
10031294.39
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
29000000.00
28991291.94
0.0018
N
28994780.00
28994780.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
41000000.00
40986640.83
0.0025
N
40992210.00
40992210.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4C28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26988562.50
0.0016
N
26993790.00
26993790.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2023000.00
2021991.87
0.0001
N
2022352.64
2022352.64
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M120103_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
29884000.00
30481633.51
Freddie Mac
2025-04-15
4.000000
Government Agency Debt
21337019.00
23079362.04
Freddie Mac
2031-12-15
3.500000
Government Agency Debt
28605498.00
29561306.22
Freddie Mac
2034-11-15
0.628000
Government Agency Debt
114769368.00
30631643.38
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
27500000.00
29945505.17
Freddie Mac
2038-06-15
3.962000
Government Agency Debt
21207270.00
10800550.32
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
150000000.00
150000000.00
0.0091
N
150000000.00
150000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000%
06399V008_0.2300_M120103_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-01-25
0.00
Government Agency Debt
149192526.00
151290620.49
Freddie Mac
2039-03-15
2.650000
Government Agency Debt
86829752.00
77372660.16
Freddie Mac
2041-02-15
4.000000
Government Agency Debt
131388000.00
138561036.56
GNMA
2038-10-20
2.500000
Government Agency Debt
79765992.00
76705683.55
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
431000000.00
431000000.00
0.0262
N
431000000.00
431000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.240000%
60681P2L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
46000000.00
46000000.00
0.0028
N
46000920.00
46000920.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.200000%
60687GKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
N
81000000.00
81000000.00
0.0049
N
80999190.00
80999190.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GKE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
82000000.00
82000000.00
0.0050
N
81999180.00
81999180.00
National Australia Bank Ltd
National Australia Bank Ltd 0.510000%
971ANG003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
43000000.00
43000000.00
0.0026
N
43009460.00
43009460.00
National Australia Bank Ltd
National Australia Bank Ltd 0.370000%
971QKK002
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
107000000.00
107000000.00
0.0065
N
107004280.00
107004280.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973HTX003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
27000000.00
27000000.00
0.0016
N
27004590.00
27004590.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973SKG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
10000000.00
10000000.00
0.0006
N
9990400.00
9990400.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973VRG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
61000000.00
61000000.00
0.0037
N
61023790.00
61023790.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-01
2012-01-03
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
500000.00
500000.00
0.0000
N
500000.00
500000.00
Nordea North America, Inc
Nordea North America, Inc 0.150000%
6555P0B16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
Y
Nordea Bank AB
N/A
N/A
N
49000000.00
48993670.83
0.0030
N
48988730.00
48988730.00
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
10045000.00
10044447.53
0.0006
N
10044899.55
10044899.55
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
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
23750000.00
23747242.36
0.0014
N
23749762.50
23749762.50
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
10173000.00
10171632.30
0.0006
N
10172898.27
10172898.27
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983TB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1594000.00
1593684.30
0.0001
N
1593952.18
1593952.18
RBS Holdings USA Inc
RBS Holdings USA Inc 0.310000%
74927JA52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
40000000.00
39998622.22
0.0024
N
39998800.00
39998800.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.310000%
74927JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
16000000.00
15998484.44
0.0010
N
15998880.00
15998880.00
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
32000000.00
31975040.00
0.0019
N
31981120.00
31981120.00
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
4000000.00
3995508.89
0.0002
N
3995000.00
3995000.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0G91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24920833.33
0.0015
N
24898250.00
24898250.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-04-09
N
N
N
115000000.00
115000000.00
0.0070
N
114991950.00
114991950.00
Royal Bank of Canada
Royal Bank of Canada 0.010000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
395000000.00
395000000.00
0.0240
Security is a time deposit.
N
395000000.00
395000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H7E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
52000000.00
52000000.00
0.0032
N
52000000.00
52000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H7K5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
51000000.00
51000000.00
0.0031
N
51000510.00
51000510.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H7L3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
N
116000000.00
116000000.00
0.0070
N
115996520.00
115996520.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050TAH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
22000000.00
21997555.56
0.0013
N
21997580.00
21997580.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.320000%
83051AZU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
42000000.00
42000000.00
0.0026
N
41997060.00
41997060.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.290000%
8342E2A57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
95000000.00
94996938.89
0.0058
N
94998100.00
94998100.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.340000%
8342E2A57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
3000000.00
2999886.67
0.0002
N
2999940.00
2999940.00
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
47000000.00
47000000.00
0.0029
N
46998590.00
46998590.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.100000%
8574P04R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
77000000.00
77000000.00
0.0047
N
76997690.00
76997690.00
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
18000000.00
17994710.00
0.0011
N
17992260.00
17992260.00
State Street Corp
State Street Corp 0.200000%
85747JCD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
N
64000000.00
63974400.00
0.0039
N
63939200.00
63939200.00
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
15000000.00
14996595.83
0.0009
N
14999100.00
14999100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EEC8
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
25000000.00
24992875.00
0.0015
N
24998000.00
24998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EEF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
45000000.00
44985512.50
0.0027
N
44995500.00
44995500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.100000%
86257EEV6
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
50000000.00
49997500.00
0.0030
N
49999000.00
49999000.00
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
25066000.00
25059253.08
0.0015
N
25064245.38
25064245.38
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
33000000.00
32990943.33
0.0020
N
32997690.00
32997690.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49986013.89
0.0030
N
49996000.00
49996000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
23000000.00
22992716.67
0.0014
N
22997930.00
22997930.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDJ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
13000000.00
12995814.72
0.0008
N
12998700.00
12998700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257FDK8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
36000000.00
35994300.00
0.0022
N
35998200.00
35998200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GF32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63298000.00
63297331.85
0.0038
N
63297367.02
63297367.02
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG23
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
38000000.00
37998997.22
0.0023
N
37999240.00
37999240.00
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
28000000.00
27994236.66
0.0017
N
27996360.00
27996360.00
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
39000000.00
38991766.67
0.0024
N
38994540.00
38994540.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF93
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
26330000.00
26322912.84
0.0016
N
26324997.30
26324997.30
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JG35
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
30418000.00
30409330.87
0.0018
N
30411612.22
30411612.22
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
32035000.00
32025870.02
0.0019
N
32028272.65
32028272.65
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP32
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
20000000.00
19994511.11
0.0012
N
19996000.00
19996000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47000000.00
46985116.67
0.0029
N
46988250.00
46988250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KQ31
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9996780.56
0.0006
N
9997400.00
9997400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KR22
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9996569.45
0.0006
N
9997100.00
9997100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KR48
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49981263.89
0.0030
N
49983000.00
49983000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M4H0
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
8000000.00
7999620.00
0.0005
N
7999760.00
7999760.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M6Q8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75046000.00
75022235.44
0.0046
N
75027238.50
75027238.50
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562ER59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
81000000.00
81000000.00
0.0049
N
80997570.00
80997570.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.240000%
86562WTS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
81000000.00
81000000.00
0.0049
N
80998380.00
80998380.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
165000000.00
165000000.00
0.0100
N
165000000.00
165000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.170000%
86959BP66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
25000000.00
25000000.00
0.0015
N
24999500.00
24999500.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.150000%
86959BR23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
148000000.00
148000000.00
0.0090
N
147992600.00
147992600.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.120000%
86959BR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
59000000.00
59000000.00
0.0036
N
58995280.00
58995280.00
Swedbank AB
Swedbank AB 0.200000%
87019QCJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
55000000.00
55000000.00
0.0033
N
54999450.00
54999450.00
Swedbank AB
Swedbank AB 0.205000%
87019QCL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
10000000.00
10000000.00
0.0006
N
9999800.00
9999800.00
Texas
TRAN Series 2011A 0.070000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
32000000.00
32000000.00
0.0019
N
32000000.00
32000000.00
Texas
TRAN Series 2011A 0.070000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
63360000.00
63360000.00
0.0038
N
63360000.00
63360000.00
Texas
TRAN Series 2011A 0.070000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
39690000.00
39690000.00
0.0024
N
39690000.00
39690000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.320000%
88324LAC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9999022.22
0.0006
N
9999400.00
9999400.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
76000000.00
75989528.89
0.0046
N
75993920.00
75993920.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
37000000.00
36994265.00
0.0022
N
36996670.00
36996670.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
41000000.00
40993291.95
0.0025
N
40995900.00
40995900.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAA1
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
50000000.00
49997250.00
0.0030
N
49997500.00
49997500.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
60000000.00
59993866.67
0.0036
N
59995200.00
59995200.00
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
26162000.00
26158003.03
0.0016
N
26159122.18
26159122.18
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
24000000.00
23995093.33
0.0015
N
23995920.00
23995920.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999770.00
0.0001
N
999800.00
999800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TCE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15004000.00
14997306.55
0.0009
N
14996347.96
14996347.96
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TCL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5000000.00
4997586.11
0.0003
N
4997200.00
4997200.00
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
114000000.00
114000000.00
0.0069
N
114069540.00
114069540.00
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
48000000.00
48000000.00
0.0029
N
48026400.00
48026400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XFD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
76000000.00
76000000.00
0.0046
N
76009120.00
76009120.00
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
0.0030
N
50002500.00
50002500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.060000%
89112XHA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
120000000.00
120000000.00
0.0073
N
120000000.00
120000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112XHK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
66000000.00
66000000.00
0.0040
N
65999340.00
65999340.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y7B3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
175000000.00
175000000.00
0.0106
N
175012250.00
175012250.00
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
102000000.00
101951606.67
0.0062
N
101976540.00
101976540.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.500000%
89233GDW3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
N
123000000.00
122795000.01
0.0075
N
122892990.00
122892990.00
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
14000000.00
13969853.33
0.0008
N
13983060.00
13983060.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
19000000.00
18954716.67
0.0012
N
18973780.00
18973780.00
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
12000000.00
11971200.00
0.0007
N
11983200.00
11983200.00
UBS AG
UBS AG 0.190000%
90267A7D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
206000000.00
206000000.00
0.0125
N
205997940.00
205997940.00
UBS AG
UBS AG 0.210000%
90267RBF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
N
N
40000000.00
40000000.00
0.0024
N
39997600.00
39997600.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.165000%
90262CA56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
UBS AG
N/A
N/A
N
43000000.00
42999211.67
0.0026
N
42998710.00
42998710.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M120106_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
23358327.00
24620569.46
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
19220775.00
20259431.51
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
UBS Securities LLC
N/A
N/A
N
N
44000000.00
44000000.00
0.0027
N
44001320.00
44001320.00
UBS Securities LLC
UBS Securities LLC 0.060000%
99EPPA003_0.0600_M120103_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
18743281.00
19439906.28
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
60573876.00
64842303.01
Freddie Mac
2037-02-01
5.000000
Government Agency Debt
61415944.00
27917791.00
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
110000000.00
110000000.00
0.0067
N
110000000.00
110000000.00
Union Bank, NA
Union Bank, NA 0.270000%
90527MUN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
15000000.00
15000000.00
0.0009
N
15000750.00
15000750.00
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
4000000.00
4000000.00
0.0002
N
3999880.00
3999880.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MXF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
46000000.00
46000000.00
0.0028
N
45980220.00
45980220.00
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
3000000.00
2999846.67
0.0002
N
2999880.00
2999880.00
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
13000000.00
12999324.72
0.0008
N
12999480.00
12999480.00
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
24000000.00
23990460.00
0.0015
N
23992320.00
23992320.00
Univ of California
Commerical Paper Notes Series B 0.270000%
91411SC16
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
17000000.00
16992350.00
0.0010
N
16996090.00
16996090.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.350000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2012-01-01
2012-07-01
N
N
N
35000000.00
35000000.00
0.0021
N
35001050.00
35001050.00
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
50000000.00
49991666.67
0.0030
N
49994500.00
49994500.00
Westpac Banking Corp
Westpac Banking Corp 0.356300%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
60000000.00
60000000.00
0.0036
N
59999400.00
59999400.00
Westpac Banking Corp
Westpac Banking Corp 0.360200%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-05-01
N
N
N
247000000.00
247000000.00
0.0150
N
246943190.00
246943190.00
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
36000000.00
35963340.00
0.0022
N
35978400.00
35978400.00
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
38000000.00
37956838.33
0.0023
N
37973780.00
37973780.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
835544.55
835544.55
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
726088.22
726088.22
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
676283.86
676283.86
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
587690.68
587690.68
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994403.85
994403.85
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
864136.94
864136.94
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1193303.47
1193303.47
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
1036980.72
1036980.72
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
2982989.67
2982989.67
0.0002
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
2592218.02
2592218.02
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1074026.84
1074026.84
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
933329.33
933329.33
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
377908.39
377908.39
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
328402.39
328402.39
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
596697.67
596697.67
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
518530.27
518530.27
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
179003.04
179003.04
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
155553.64
155553.64
Windmill Funding Corp
Windmill Funding Corp 0.320000%
97342GA56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
17000000.00
16999395.56
0.0010
N
16999490.00
16999490.00
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342GAC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
44000000.00
43995966.67
0.0027
N
43996920.00
43996920.00
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342GAJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999575.00
0.0002
N
2999640.00
2999640.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
33000000.00
32991786.66
0.0020
N
32991334.20
32991334.20
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
29000000.00
28999516.67
0.0018
N
28999710.00
28999710.00