0001145549-12-007394.txt : 20121001
0001145549-12-007394.hdr.sgml : 20121001
20120807135023
ACCESSION NUMBER: 0001145549-12-007394
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120731
FILED AS OF DATE: 20120807
DATE AS OF CHANGE: 20120807
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: 121012477
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2012-07-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
63
14300688757.48
4062289.19
678645.15
14304072401.52
0.0032
1.0001
2012-07-31
1.0001
2012-07-31
C000012373
1.00
14304072401.52
1.00
62253628.43
2651821767.95
2589568139.52
0.0001
1.0001
2012-07-31
1.0001
2012-07-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.300000%
02086LH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
14800000.00
14799383.33
0.0010
N
14799556.00
14799556.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
97000000.00
96955110.55
0.0068
N
96967990.00
96967990.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5997166.66
0.0004
N
5997960.00
5997960.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915TK43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
106000000.00
105943466.68
0.0074
N
105958660.00
105958660.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
73000000.00
72834492.78
0.0051
N
72861300.00
72861300.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
997644.44
0.0001
N
997960.00
997960.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.520000%
04915TNQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-24
2013-01-24
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
997457.78
0.0001
N
997580.00
997580.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.296800%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-11-26
N
N
N
27000000.00
27000000.00
0.0019
N
27000270.00
27000270.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
172000000.00
172000000.00
0.0120
Security is a time deposit.
N
172000000.00
172000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
137000000.00
137000000.00
0.0096
Security is a time deposit.
N
137000000.00
137000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NKF009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
27000000.00
27000000.00
0.0019
N
27019170.00
27019170.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
1000000.00
1000000.00
0.0001
N
1000040.00
1000040.00
Bank of Montreal
Bank of Montreal 0.210000%
06366VND4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-23
2012-08-23
N
N
N
7000000.00
7000170.81
0.0005
N
7000280.00
7000280.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
89000000.00
89000000.00
0.0062
N
89004450.00
89004450.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
21000000.00
21000000.00
0.0015
N
21001050.00
21001050.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
67000000.00
67000000.00
0.0047
N
67004020.00
67004020.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
44000000.00
44000000.00
0.0031
N
44002200.00
44002200.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VQN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
33000000.00
33000000.00
0.0023
N
33001980.00
33001980.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417E2V4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
3000000.00
2999930.02
0.0002
N
3000180.00
3000180.00
Bank of Nova Scotia
Bank of Nova Scotia 0.430000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2013-07-26
N
N
N
176000000.00
176000000.00
0.0123
N
176000000.00
176000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
41000000.00
41000000.00
0.0029
N
41010250.00
41010250.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417EP64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
7000000.00
7000000.00
0.0005
N
7002240.00
7002240.00
Bank of Nova Scotia
Bank of Nova Scotia 0.600000%
06417EPH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
49000000.00
49000000.00
0.0034
N
49009310.00
49009310.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-11-15
N
N
N
23000000.00
23000000.00
0.0016
N
22999770.00
22999770.00
Bank of the West
Bank of the West 0.450000%
0642G0XU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
27000000.00
27000000.00
0.0019
N
27008910.00
27008910.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538EC96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
61000000.00
61000000.00
0.0043
N
61010370.00
61010370.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538ED46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
80000000.00
80000000.00
0.0056
N
80013600.00
80013600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EUV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
33000000.00
33000000.00
0.0023
N
33000330.00
33000330.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
51000000.00
51000000.00
0.0036
N
51007650.00
51007650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
N
35000000.00
35000000.00
0.0024
N
35005250.00
35005250.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
9000000.00
9000000.00
0.0006
N
9001440.00
9001440.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
67000000.00
67000000.00
0.0047
N
67010720.00
67010720.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
8000000.00
8000000.00
0.0006
N
8001440.00
8001440.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
135000000.00
135000000.00
0.0094
N
135099900.00
135099900.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
24000000.00
24000000.00
0.0017
N
24022320.00
24022320.00
Barclays Bank Plc
Barclays Bank Plc 0.650000%
06741XCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
4000000.00
4000000.00
0.0003
N
4000360.00
4000360.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XDV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
23000000.00
23000000.00
0.0016
N
23006900.00
23006900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
00799J004_0.1800_M120801_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-05-01
5.841000
Government Agency Debt
47590392.00
17916234.54
Fannie Mae
2038-03-01
0.00
Government Agency Debt
16901140.00
18254786.10
Fannie Mae
2038-08-01
4.433000
Government Agency Debt
18852549.00
17608320.28
Fannie Mae
2040-05-01
3.658000
Government Agency Debt
35338722.00
18756274.91
Fannie Mae
2041-03-01
3.286000
Government Agency Debt
21211890.00
18046330.90
Fannie Mae
2041-03-01
3.547000
Government Agency Debt
20071743.00
17845135.30
Fannie Mae
2041-04-01
3.180000
Government Agency Debt
25130786.00
17722787.24
Fannie Mae
2042-04-01
2.401000
Government Agency Debt
13752151.00
14250130.99
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
135000000.00
135000000.00
0.0094
N
135000000.00
135000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120807_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-04-01
4.000000
Government Agency Debt
5190000.00
1294802.04
Fannie Mae
2022-01-01
4.500000
Government Agency Debt
4470000.00
1296922.90
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
2414890.00
2080524.06
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
80186.00
69083.44
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
638730.00
604620.69
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1268600.00
1342657.17
Fannie Mae
2030-09-01
9.500000
Government Agency Debt
1804574.00
1293472.81
Fannie Mae
2030-12-01
7.000000
Government Agency Debt
1590289.00
1347504.22
Fannie Mae
2030-12-01
8.000000
Government Agency Debt
2646642.00
1327536.42
Fannie Mae
2032-03-01
7.000000
Government Agency Debt
2140527.00
1301928.79
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
8800000.00
1261262.10
Fannie Mae
2032-08-01
7.000000
Government Agency Debt
9582100.00
1219959.72
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
4003820.00
1242058.63
Fannie Mae
2033-09-01
6.000000
Government Agency Debt
2626809.00
1230631.31
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
5490000.00
1255967.29
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
5144499.00
1373679.35
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
916331.00
442384.88
Fannie Mae
2035-08-01
6.500000
Government Agency Debt
7162191.00
1240528.61
Fannie Mae
2035-10-25
5.500000
Government Agency Debt
98609.00
107713.11
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
5120000.00
1276817.41
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
14834245.00
1311559.64
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3181832.00
1319005.57
Fannie Mae
2038-04-01
4.799000
Government Agency Debt
218667.00
62578.05
Fannie Mae
2038-04-01
4.799000
Government Agency Debt
181327.00
51892.10
Fannie Mae
2038-04-01
7.500000
Government Agency Debt
1850000.00
1232055.85
Fannie Mae
2038-07-01
5.250000
Government Agency Debt
2535307.00
905467.97
Fannie Mae
2038-07-01
5.250000
Government Agency Debt
2283648.00
815589.64
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
3461199.00
1341319.59
Fannie Mae
2039-05-25
6.500000
Government Agency Debt
860741.00
426127.26
Fannie Mae
2039-07-01
5.500000
Government Agency Debt
1630555.00
1369846.09
Fannie Mae
2040-05-01
4.367000
Government Agency Debt
2048916.00
1221801.40
Fannie Mae
2040-08-01
6.000000
Government Agency Debt
1274154.00
1332223.82
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
842293.00
823159.43
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1588006.00
1330272.22
Fannie Mae
2040-12-01
5.500000
Government Agency Debt
991137.00
732645.51
Fannie Mae
2040-12-01
5.500000
Government Agency Debt
816192.00
603326.69
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
938593.00
862654.74
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2142364.00
2148355.92
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1417025.00
1376307.25
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1181977.00
1233671.14
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1364077.00
1363061.82
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1363975.00
1338549.36
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1290826.00
1334590.59
Fannie Mae
2042-03-01
3.000000
Government Agency Debt
1315306.00
1364698.81
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1285570.00
1393396.83
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
1170564.00
1239179.77
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1251203.00
1389272.93
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1229172.00
1364814.24
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
1243130.00
1335813.39
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
1122715.00
1240005.04
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
1108125.00
1230633.33
Freddie Mac
2018-11-01
5.000000
Government Agency Debt
8200000.00
1241384.46
Freddie Mac
2020-10-01
5.000000
Government Agency Debt
7275000.00
1384040.08
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
3000000.00
1313759.78
Freddie Mac
2027-06-01
3.500000
Government Agency Debt
1276996.00
1372036.65
Freddie Mac
2031-03-01
7.500000
Government Agency Debt
5000000.00
1295263.83
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
4148751.00
829393.08
Freddie Mac
2036-08-01
7.000000
Government Agency Debt
1220216.00
1350837.55
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
3218142.00
1239812.74
Freddie Mac
2037-01-01
6.000000
Government Agency Debt
5920231.00
1287204.04
Freddie Mac
2038-01-01
7.000000
Government Agency Debt
5454284.00
1368195.42
Freddie Mac
2039-08-01
4.500000
Government Agency Debt
697362.00
457609.54
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
4945199.00
5008772.76
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
2000000.00
1403712.03
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
1299438.00
1375269.21
Freddie Mac
2041-11-01
4.500000
Government Agency Debt
1354217.00
1237503.34
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
1273742.00
1370081.50
Freddie Mac
2042-03-01
4.000000
Government Agency Debt
1161539.00
1252011.65
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
1240009.00
1335507.82
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
1169143.00
1290098.72
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
1277944.00
1368157.29
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
1240431.00
1357496.64
Freddie Mac
2042-06-01
4.500000
Government Agency Debt
1269849.00
1396852.89
Freddie Mac
2042-06-01
4.500000
Government Agency Debt
1231977.00
1365788.76
GNMA
2037-01-16
4.500000
Government Agency Debt
5544379.00
2221419.61
GNMA
2038-03-16
5.000000
Government Agency Debt
20645.00
13994.15
GNMA
2038-03-16
5.000000
Government Agency Debt
16067.00
10890.97
GNMA
2038-04-20
2.750000
Government Agency Debt
5615295.00
5186970.78
GNMA
2038-04-20
2.750000
Government Agency Debt
5283678.00
4880648.90
GNMA
2039-06-16
3.500000
Government Agency Debt
1432265.00
1263450.24
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
100000000.00
100000000.00
0.0070
N
99999500.00
99999500.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120807_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.424000
Government Agency Debt
4853776.00
4886703.86
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
250000.00
137934.20
Fannie Mae
2018-09-01
5.000000
Government Agency Debt
10000000.00
1603098.99
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
86050000.00
217595.84
Fannie Mae
2020-01-01
4.360000
Government Agency Debt
5923135.00
6562097.00
Fannie Mae
2021-05-01
4.000000
Government Agency Debt
4600000.00
1514812.44
Fannie Mae
2021-10-25
8.500000
Government Agency Debt
19000000.00
480333.91
Fannie Mae
2022-02-01
3.000000
Government Agency Debt
1508310.00
1277609.41
Fannie Mae
2022-03-25
4.250000
Government Agency Debt
50000000.00
750721.95
Fannie Mae
2022-10-25
4.000000
Government Agency Debt
2125000.00
119695.07
Fannie Mae
2023-02-01
5.178000
Government Agency Debt
1000.00
619.62
Fannie Mae
2023-07-25
4.750000
Government Agency Debt
2700000.00
185668.77
Fannie Mae
2023-08-25
4.250000
Government Agency Debt
8275000.00
683241.41
Fannie Mae
2023-10-25
5.000000
Government Agency Debt
8700000.00
721570.83
Fannie Mae
2023-12-25
4.500000
Government Agency Debt
370000.00
87241.38
Fannie Mae
2024-05-01
4.000000
Government Agency Debt
3110000.00
1588556.96
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
2250000.00
1508891.81
Fannie Mae
2025-09-01
5.000000
Government Agency Debt
6000000.00
1468996.03
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2223200.00
2119016.46
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1881662.00
1580326.36
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
407645.00
370324.22
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
475000.00
284660.13
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1590340.00
1558250.46
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1594243.00
1545410.24
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1456376.00
1562405.24
Fannie Mae
2027-06-25
4.500000
Government Agency Debt
1677000.00
787862.82
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
16307555.00
17257453.77
Fannie Mae
2027-12-01
5.500000
Government Agency Debt
8100000.00
1462979.35
Fannie Mae
2030-03-25
4.500000
Government Agency Debt
1600000.00
82730.15
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
3000000.00
274958.68
Fannie Mae
2030-04-25
5.500000
Government Agency Debt
5000000.00
459469.28
Fannie Mae
2030-08-25
5.500000
Government Agency Debt
3000000.00
132502.78
Fannie Mae
2031-03-25
5.000000
Government Agency Debt
21953155.00
216884.80
Fannie Mae
2031-07-25
5.000000
Government Agency Debt
2500000.00
664817.85
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
675443.00
706971.47
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
9329501.00
9708554.37
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
1591600.00
1678467.06
Fannie Mae
2032-04-01
7.500000
Government Agency Debt
1605983.00
1529520.21
Fannie Mae
2032-07-01
3.500000
Government Agency Debt
16443314.00
17588338.69
Fannie Mae
2032-09-25
7.000000
Government Agency Debt
4803000.00
295360.41
Fannie Mae
2033-03-25
5.000000
Government Agency Debt
700000.00
73630.75
Fannie Mae
2033-08-25
5.000000
Government Agency Debt
3050000.00
395719.56
Fannie Mae
2034-12-01
5.500000
Government Agency Debt
9000000.00
2059463.96
Fannie Mae
2035-02-25
5.000000
Government Agency Debt
2000000.00
286795.42
Fannie Mae
2035-04-01
2.399000
Government Agency Debt
4337792.00
1484701.22
Fannie Mae
2035-04-01
2.401000
Government Agency Debt
9103445.00
3133881.75
Fannie Mae
2035-04-25
5.000000
Government Agency Debt
1700000.00
390766.19
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
2857000.00
362797.29
Fannie Mae
2035-10-25
5.500000
Government Agency Debt
257002.00
280729.80
Fannie Mae
2036-09-25
4.500000
Government Agency Debt
3000000.00
471547.54
Fannie Mae
2036-10-25
0.645200
Government Agency Debt
4131000.00
786694.51
Fannie Mae
2036-10-25
0.745000
Government Agency Debt
1520000.00
517416.53
Fannie Mae
2036-10-25
6.000000
Government Agency Debt
1620493.00
216497.07
Fannie Mae
2037-02-25
0.575000
Government Agency Debt
1700000.00
310809.50
Fannie Mae
2037-03-01
7.500000
Government Agency Debt
10867317.00
2128683.04
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
11001425.00
1567833.98
Fannie Mae
2038-01-25
5.000000
Government Agency Debt
130000.00
145304.21
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
8696463.00
1436748.13
Fannie Mae
2038-03-25
0.945000
Government Agency Debt
573854.00
127403.88
Fannie Mae
2038-04-01
4.799000
Government Agency Debt
1015816.00
290705.89
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2795113.00
1649894.01
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
202940.00
98506.72
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
2031749.00
1625494.61
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2033750.00
2153612.15
Fannie Mae
2041-03-01
3.286000
Government Agency Debt
2012620.00
1712266.40
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
17389064.00
16855635.14
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
2008982.00
2201121.34
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
16924550.00
16911954.34
Fannie Mae
2041-09-01
3.392000
Government Agency Debt
4751229.00
4505399.31
Fannie Mae
2042-02-01
5.000000
Government Agency Debt
1524705.00
1681531.73
Fannie Mae
2042-03-01
2.606000
Government Agency Debt
3029854.00
3027931.99
Fannie Mae
2042-04-01
2.401000
Government Agency Debt
9531427.00
9876570.09
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
1721294.00
1819747.03
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1537741.00
1655443.28
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1999506.00
2258289.74
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1434335.00
1554605.50
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
15824949.00
16780825.77
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
1455426.00
1540739.72
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1442035.00
1564963.74
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1410295.00
1562963.07
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
812869.00
847406.73
Fannie Mae
2042-07-01
2.506000
Government Agency Debt
5543900.00
5816573.03
Freddie Mac
2013-03-15
0.850000
Government Agency Debt
2500000.00
515342.09
Freddie Mac
2016-09-15
6.000000
Government Agency Debt
780103.00
128950.56
Freddie Mac
2017-01-15
5.500000
Government Agency Debt
1910747.00
162901.86
Freddie Mac
2017-11-15
5.000000
Government Agency Debt
750000.00
29849.27
Freddie Mac
2018-03-15
4.000000
Government Agency Debt
2000000.00
421695.84
Freddie Mac
2018-04-15
4.500000
Government Agency Debt
10000000.00
42892.89
Freddie Mac
2018-05-15
4.500000
Government Agency Debt
7000000.00
511251.09
Freddie Mac
2018-06-15
2.250000
Government Agency Debt
1000000.00
438330.87
Freddie Mac
2018-09-01
4.500000
Government Agency Debt
5257687.00
1518295.94
Freddie Mac
2018-12-15
4.000000
Government Agency Debt
1502.00
125.71
Freddie Mac
2018-12-15
5.500000
Government Agency Debt
5500000.00
104758.84
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
5600000.00
184596.19
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
3400000.00
72190.48
Freddie Mac
2019-03-15
2.500000
Government Agency Debt
1000000.00
469291.11
Freddie Mac
2020-09-15
2.000000
Government Agency Debt
1000000.00
464629.50
Freddie Mac
2021-09-15
5.500000
Government Agency Debt
16000000.00
58080.63
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
1066000.00
603869.95
Freddie Mac
2022-06-15
4.000000
Government Agency Debt
1075000.00
374773.88
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
2500000.00
85710.48
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
2000000.00
533448.76
Freddie Mac
2022-08-15
8.000000
Government Agency Debt
1310000.00
59006.45
Freddie Mac
2022-09-15
4.000000
Government Agency Debt
932131.00
326601.39
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
1660390.00
641336.92
Freddie Mac
2022-12-15
4.250000
Government Agency Debt
3500000.00
248260.81
Freddie Mac
2023-03-15
4.250000
Government Agency Debt
10494970.00
410098.31
Freddie Mac
2023-05-15
5.000000
Government Agency Debt
10000000.00
80969.45
Freddie Mac
2023-11-15
2.000000
Government Agency Debt
1952148.00
688794.33
Freddie Mac
2023-12-15
6.500000
Government Agency Debt
200000.00
122173.73
Freddie Mac
2023-12-15
6.500000
Government Agency Debt
150000.00
81930.90
Freddie Mac
2024-02-15
5.000000
Government Agency Debt
80000.00
40055.98
Freddie Mac
2024-03-15
7.000000
Government Agency Debt
100000.00
56458.79
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
4700000.00
547401.82
Freddie Mac
2024-10-15
5.500000
Government Agency Debt
10000000.00
31643.25
Freddie Mac
2025-02-01
5.500000
Government Agency Debt
6000000.00
1562271.63
Freddie Mac
2025-02-15
3.000000
Government Agency Debt
1200000.00
782192.46
Freddie Mac
2025-09-15
7.000000
Government Agency Debt
8659218.00
518741.87
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
18164999.00
17405337.05
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
905000.00
351655.46
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
1000000.00
183658.76
Freddie Mac
2027-11-15
3.500000
Government Agency Debt
358091.00
197254.82
Freddie Mac
2028-10-15
0.442000
Government Agency Debt
3892254.00
56559.35
Freddie Mac
2028-12-15
5.000000
Government Agency Debt
237500.00
197743.67
Freddie Mac
2030-04-01
4.500000
Government Agency Debt
25000000.00
17109637.65
Freddie Mac
2030-04-15
8.000000
Government Agency Debt
1000000.00
163075.48
Freddie Mac
2031-09-15
5.000000
Government Agency Debt
1450000.00
444567.11
Freddie Mac
2032-01-01
3.500000
Government Agency Debt
16920140.00
17334686.07
Freddie Mac
2032-09-01
8.000000
Government Agency Debt
2000000.00
1510585.34
Freddie Mac
2034-06-15
5.000000
Government Agency Debt
500000.00
83005.02
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
10000000.00
323837.11
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
650000.00
89794.19
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
1550000.00
95900.69
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
4380000.00
397416.32
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
2540000.00
40250.31
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
8830000.00
530106.16
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
17391150.00
784687.63
Freddie Mac
2037-03-15
4.500000
Government Agency Debt
450000.00
170264.39
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
2002200.00
1318946.33
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
3038710.00
1509668.80
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
2508615.00
1488873.75
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
17750695.00
17007312.37
Freddie Mac
2041-03-15
2.500000
Government Agency Debt
1600000.00
793380.32
Freddie Mac
2041-04-15
4.000000
Government Agency Debt
377000.00
347054.97
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
550000.00
539018.50
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
2027332.00
2130200.07
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
15736407.00
16893671.87
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
1487791.00
1581108.56
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
1484165.00
1571618.32
Freddie Mac
2042-06-15
0.748700
Government Agency Debt
286025.00
285706.94
GNMA
2021-03-20
5.000000
Government Agency Debt
240000.00
217255.31
GNMA
2027-11-18
6.500000
Government Agency Debt
3200000.00
114467.53
GNMA
2032-10-20
4.500000
Government Agency Debt
4668840.00
170316.56
GNMA
2032-11-20
5.000000
Government Agency Debt
2350000.00
340537.94
GNMA
2034-10-16
0.638700
Government Agency Debt
828664.00
509327.37
GNMA
2036-10-20
5.500000
Government Agency Debt
2760622.00
483211.40
GNMA
2037-04-20
0.544000
Government Agency Debt
2355108.00
416940.61
GNMA
2037-04-20
0.546700
Government Agency Debt
1500000.00
282828.72
GNMA
2038-03-16
5.000000
Government Agency Debt
774613.00
525069.05
GNMA
2038-03-16
5.000000
Government Agency Debt
88036.00
59674.93
GNMA
2038-04-20
2.750000
Government Agency Debt
7386841.00
6823386.56
GNMA
2038-06-20
1.046700
Government Agency Debt
1400000.00
347370.41
GNMA
2038-07-20
1.096700
Government Agency Debt
1649680.00
321974.09
GNMA
2038-11-20
4.000000
Government Agency Debt
483262.00
477554.12
GNMA
2039-06-16
3.500000
Government Agency Debt
1000.00
882.13
GNMA
2039-10-16
3.000000
Government Agency Debt
36932.00
30880.79
GNMA
2040-09-20
0.746700
Government Agency Debt
159680.00
114338.21
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
314000000.00
314000000.00
0.0220
N
314000000.00
314000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.190000%
987WVU007_0.1900_M120801_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-02-01
3.192000
Government Agency Debt
33782110.00
27140443.92
GNMA
2040-07-15
4.500000
Government Agency Debt
104300582.00
95946504.82
GNMA
2042-06-20
4.000000
Government Agency Debt
150772740.00
166474545.40
GNMA
2042-07-20
3.000000
Government Agency Debt
51445352.00
54458506.27
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
334000000.00
334000000.00
0.0233
N
334000000.00
334000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
64000000.00
64000000.00
0.0045
N
64000640.00
64000640.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EHE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999819.44
0.0001
N
999920.00
999920.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EHH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8998000.00
0.0006
N
8999190.00
8999190.00
CAFCO, LLC
CAFCO, LLC 0.620000%
12476EJE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12990148.89
0.0009
N
12996100.00
12996100.00
CAFCO, LLC
CAFCO, LLC 0.610000%
12476EJH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5995221.66
0.0004
N
5998080.00
5998080.00
CAFCO, LLC
CAFCO, LLC 0.590000%
12476EJQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
76000000.00
75932740.00
0.0053
N
75971880.00
75971880.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YGQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
59000000.00
59000000.00
0.0041
N
59000590.00
59000590.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.417800%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-16
2013-04-16
N
N
N
170000000.00
170000000.00
0.0119
N
170028900.00
170028900.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.180000%
1491M0MF9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
31049000.00
31049000.00
0.0022
N
31048689.51
31048689.51
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963THV4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24995916.67
0.0017
N
24996500.00
24996500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
34000000.00
33993256.66
0.0024
N
33994560.00
33994560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21995508.33
0.0015
N
21996480.00
21996480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.200000%
15963TJA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
32000000.00
31992888.89
0.0022
N
31994560.00
31994560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TKC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20990760.00
0.0015
N
20993490.00
20993490.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TKK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
51000000.00
50975378.33
0.0036
N
50980620.00
50980620.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TKS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-26
2012-10-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24986861.11
0.0017
N
24988500.00
24988500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TKW8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14991750.00
0.0010
N
14992341.00
14992341.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
50000000.00
50000000.00
0.0035
N
50002000.00
50002000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RRU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
183000000.00
183000000.00
0.0128
N
183031110.00
183031110.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RRW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
40000000.00
40000000.00
0.0028
N
40007200.00
40007200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-26
2012-10-26
N
N
N
11000000.00
11000000.00
0.0008
N
10994390.00
10994390.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
2000000.00
2000000.00
0.0001
N
2000400.00
2000400.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
24000000.00
23998333.33
0.0017
N
23999280.00
23999280.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BHD0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37993540.00
0.0027
N
37997340.00
37997340.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BNR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
109000000.00
108464083.34
0.0076
N
108827780.00
108827780.00
Citibank, NA
Citibank, NA 0.520000%
1730D23Z3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
87000000.00
87000000.00
0.0061
N
87001740.00
87001740.00
Citibank, NA
Citibank, NA 0.520000%
1730D24B5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
28000000.00
28000000.00
0.0020
N
28003080.00
28003080.00
Citibank, NA
Citibank, NA 0.520000%
1730D24E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
N
48000000.00
48000000.00
0.0034
N
48006720.00
48006720.00
Citibank, NA
Citibank, NA 0.500000%
1730D24H2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
66000000.00
66000000.00
0.0046
N
66010560.00
66010560.00
Citibank, NA
Citibank, NA 0.530000%
1730D24N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
71000000.00
71000000.00
0.0050
N
71038340.00
71038340.00
Citibank, NA
Citibank, NA 0.180000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
90000000.00
90000000.00
0.0063
Security is a time deposit.
N
90000000.00
90000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.668100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-10-29
2013-08-27
N
N
N
150000000.00
150000000.00
0.0105
N
150103800.00
150103800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.205000%
20272DH94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
37350000.00
37348298.50
0.0026
N
37349253.00
37349253.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
17000000.00
16998016.67
0.0012
N
16998980.00
16998980.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.240000%
972WXS007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
96000000.00
96000000.00
0.0067
N
96003840.00
96003840.00
CRC Funding, LLC
CRC Funding, LLC 0.530000%
12622UH90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39995288.89
0.0028
N
39998400.00
39998400.00
CRC Funding, LLC
CRC Funding, LLC 0.610000%
12622UJE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
58000000.00
57956757.77
0.0041
N
57979120.00
57979120.00
CRC Funding, LLC
CRC Funding, LLC 0.700000%
12622UKN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13977677.78
0.0010
N
13987400.00
13987400.00
CRC Funding, LLC
CRC Funding, LLC 1.005000%
12622UNR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
34000000.00
33832833.33
0.0024
N
33883380.00
33883380.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DPT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
154000000.00
154000000.00
0.0108
N
154000000.00
154000000.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DTB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
2000000.00
2000000.00
0.0001
N
2000220.00
2000220.00
Credit Suisse AG
Credit Suisse AG 0.340000%
22550DTG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
10800000.00
10800000.00
0.0008
N
10801296.00
10801296.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799D001_0.1700_M120801_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-07-20
5.000000
Government Agency Debt
50000000.00
15207919.48
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
47530000.00
35592406.48
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
47870000.00
50913627.69
Freddie Mac
2042-02-20
4.000000
Government Agency Debt
3670000.00
3904198.85
Freddie Mac
2052-09-15
5.050000
Government Agency Debt
47708269.00
54666500.26
GNMA
2041-09-20
4.500000
Government Agency Debt
40249413.00
38112001.64
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
194506447.00
194506447.00
0.0136
N
194506447.00
194506447.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
22799E009_0.2000_M120820_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
48123611.00
33931929.43
Freddie Mac
2030-05-01
4.500000
Government Agency Debt
47092310.00
23283421.64
Freddie Mac
2032-04-01
7.500000
Government Agency Debt
50000000.00
1504893.32
Freddie Mac
2032-05-01
3.500000
Government Agency Debt
37725000.00
40052492.58
Freddie Mac
2036-07-01
6.500000
Government Agency Debt
31730000.00
7138974.63
Freddie Mac
2036-08-01
6.000000
Government Agency Debt
49200000.00
6891863.66
Freddie Mac
2037-01-01
5.500000
Government Agency Debt
46799651.00
15399910.74
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
47690899.00
46993225.69
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
45597009.00
28803635.08
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
200000000.00
200000000.00
0.0140
Y
200000000.00
200000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120913_2M54
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-02-01
3.500000
Government Agency Debt
22000000.00
22387442.59
Fannie Mae
2036-06-25
0.816200
Government Agency Debt
75898500.00
16310692.97
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
22000000.00
5590704.74
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
21807687.00
23726964.92
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
6175000.00
6677191.04
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
6638326.00
7471802.07
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
21851306.00
23636749.75
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
22028609.00
24983970.73
Freddie Mac
2035-02-15
0.548800
Government Agency Debt
6211566.00
1819139.40
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
130000000.00
130000000.00
0.0091
Y
130002600.00
130002600.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120914_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
28535000.00
29585044.55
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
29000000.00
29000000.00
0.0020
Y
29000580.00
29000580.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.160000%
992JYD004_0.1600_M120806_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2024-05-01
4.000000
Government Agency Debt
56137963.00
16754831.41
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
10040000.00
10409456.71
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
17404841.00
18736571.70
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
45000000.00
45000000.00
0.0031
N
45000000.00
45000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
992JYD004_0.2000_M120801_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
11810000.00
12244590.02
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
12000000.00
12000000.00
0.0008
N
12000000.00
12000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0HA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10998350.00
0.0008
N
10999340.00
10999340.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
89000000.00
88949566.66
0.0062
N
88980420.00
88980420.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0JC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
41000000.00
40978475.00
0.0029
N
40988110.00
40988110.00
Deutsche Bank AG
Deutsche Bank AG 0.420000%
25154U2Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
154000000.00
154000000.00
0.0108
N
153987680.00
153987680.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25154U3N2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
68000000.00
68000000.00
0.0048
N
67992520.00
67992520.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25154UA95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
N
71000000.00
71000000.00
0.0050
N
71006390.00
71006390.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154UM43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
71000000.00
71000000.00
0.0050
N
71019170.00
71019170.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154US88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
N
N
27000000.00
27000000.00
0.0019
N
27004320.00
27004320.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154UW83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
1000000.00
1000000.00
0.0001
N
1000190.00
1000190.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
21599B009_0.1700_M120801_2M54
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-07-31
0.125000
Treasury Debt
183973700.00
183600049.42
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
180000000.00
180000000.00
0.0126
N
180000000.00
180000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
21599B009_0.1900_M120801_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-04-25
0.00
Government Agency Debt
28399009.00
27273414.28
Fannie Mae
2042-08-25
3.500000
Government Agency Debt
22709429.00
24726586.46
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
50000000.00
50000000.00
0.0035
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.350000%
991JCA005_0.3500_M120801_2M54
0001074042
Other Repurchase Agreement
N
AEROFLEX HLDG CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
10741.38
ALPHA NATURAL RESOURCES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749992.10
AMERICAN SAFETY INS HLDGS LTORD
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
261740.16
APOLLO RESIDENTIAL MTG INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749993.15
BAKER MICHAEL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
336275.68
BANK OF AMERICA CORPORATION COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749992.88
BASIC ENERGY SVCS INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749994.81
BLUEGREEN CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
503746.00
BOSTON SCIENTIFIC CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749995.68
COEUR D ALENE MINES CORP IDACOM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749993.24
CRAWFORD & CO CL B
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
27288.00
CRYOLIFE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
340267.20
CUBIC CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
383777.58
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749941.50
ENTRAVISION COMMUNICATIONS CCL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
124825.56
FIVE STAR QUALITY CARE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
333468.00
IDT CORP CL B NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
47333.52
INDEPENDENCE HLDG CO NEW COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
111811.18
JPMORGAN CHASE & CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749977.28
KENEXA CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
68236.00
KEYCORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749999.12
KRATON PERFORMANCE POLYMERS COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
73280.00
MAXIMUS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749950.74
MOVADO GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749984.96
MYERS INDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
24645.00
NELNET INC CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
182436.69
PIONEER ENERGY SVCS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
674889.87
QUIKSILVER INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749998.11
REGIONS FINANCIAL CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749993.10
REX AMERICAN RESOURCES CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
29954.00
SAUER-DANFOSS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749969.29
SEACUBE CONTAINER LEASING LTSHS
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
34782.60
STANDARD MTR PRODS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
88231.04
UNIVERSAL AMERN SPIN CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
175846.72
UNIVERSAL INS HLDGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
49050.00
VENOCO INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
749999.04
VISHAY PRECISION GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
179520.00
VONAGE HLDGS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
438079.25
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
15000000.00
15000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M120807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
3700918.00
3811002.33
Fannie Mae
2027-07-01
3.500000
Government Agency Debt
3549237.00
3851956.41
Fannie Mae
2028-09-01
6.000000
Government Agency Debt
15846804.00
3829412.89
Fannie Mae
2028-09-01
7.000000
Government Agency Debt
13571960.00
3808059.41
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
120669896.00
3807424.60
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
10115965.00
3020717.76
Fannie Mae
2036-02-01
2.552000
Government Agency Debt
31914863.00
3870578.36
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
16445704.00
3826373.98
Fannie Mae
2040-04-01
4.000000
Government Agency Debt
4517012.00
3844349.72
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
4884000.00
3875485.65
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
4824881.00
3872199.05
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
276306.00
196444.60
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
4000000.00
3858061.08
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
3711235.00
3856542.91
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1147603.00
983484.83
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
3661187.00
3844037.52
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
3616974.00
3887066.82
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
1441901.00
1533802.96
Freddie Mac
2030-02-15
4.500000
Government Agency Debt
11636221.00
13120979.53
Freddie Mac
2030-06-15
4.500000
Government Agency Debt
22843000.00
25361829.08
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
5684202.00
5092635.30
Freddie Mac
2033-03-15
3.500000
Government Agency Debt
25981000.00
27259074.67
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
23262000.00
27058753.85
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
26607000.00
30682110.38
Freddie Mac
2040-10-15
0.598700
Government Agency Debt
37500000.00
26327260.40
Freddie Mac
2041-10-15
4.500000
Government Agency Debt
25826652.00
30431724.84
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
235000000.00
235000000.00
0.0164
N
235000000.00
235000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
3887149.00
3331249.62
Fannie Mae
2042-08-25
6.500000
Government Agency Debt
4905560.00
4989536.65
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
8000000.00
8000000.00
0.0006
N
7999360.00
7999360.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M120807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-05-01
4.500000
Government Agency Debt
1889396.00
326951.13
Fannie Mae
2026-10-01
4.000000
Government Agency Debt
1546720.00
1606211.19
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
13000000.00
5195530.44
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
13833052.00
5236773.50
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
7023638.00
5239715.91
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
104232.00
74105.57
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
356574.00
305580.52
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
4818161.00
5203131.39
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
2984378.00
3251900.98
Fannie Mae
2042-04-25
5.000000
Government Agency Debt
33303429.00
35530910.36
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4749415.00
5231042.12
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
4888118.00
5190026.00
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
148832.00
158211.36
GNMA
2041-10-20
3.500000
Government Agency Debt
42762362.00
46171723.09
GNMA
2042-01-20
4.000000
Government Agency Debt
11950.00
12441.81
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
114000000.00
114000000.00
0.0080
N
113996580.00
113996580.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
99ETSZ007_0.2800_M120807_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-03-25
6.000000
Government Agency Debt
103000000.00
20394521.20
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
27153644.00
12568997.86
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
26626.00
22818.23
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
33533726.00
38646892.65
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
234914.00
249718.23
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
69000000.00
69000000.00
0.0048
N
68994480.00
68994480.00
DNB Bank ASA
DNB Bank ASA 0.270000%
23330LDV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
71000000.00
71000000.00
0.0050
N
71003550.00
71003550.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LEA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
N
69000000.00
69000000.00
0.0048
N
69003450.00
69003450.00
DNB Bank ASA
DNB Bank ASA 0.520000%
23330LHP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
14000000.00
14000000.00
0.0010
N
14002520.00
14002520.00
DNB Bank ASA
DNB Bank ASA 0.470000%
23330LJN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
N
17000000.00
17000000.00
0.0012
N
16999150.00
16999150.00
Fannie Mae
Fannie Mae 1.750000%
31398AYM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
37000000.00
37014471.76
0.0026
N
37015022.00
37015022.00
Farm Credit System
Farm Credit System 0.105000%
313312B41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
3000000.00
2999930.00
0.0002
N
2999988.00
2999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384A41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
81142000.00
81141639.37
0.0057
N
81141918.86
81141918.86
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
51000000.00
50999759.17
0.0036
N
50999949.00
50999949.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384B57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
66000000.00
65998020.00
0.0046
N
65999670.00
65999670.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384C23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
25000000.00
24998833.33
0.0017
N
24999800.00
24999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384C49
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
65000000.00
64996533.33
0.0045
N
64999415.00
64999415.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384C98
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
N
66000000.00
65995764.99
0.0046
N
65999208.00
65999208.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384E21
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
86000000.00
85992833.32
0.0060
N
85998538.00
85998538.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384F87
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
39000000.00
38993803.34
0.0027
N
38996646.00
38996646.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384H28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
46000000.00
45992410.00
0.0032
N
45995170.00
45995170.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384H44
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-26
2012-09-26
N
N
N
20000000.00
19995644.45
0.0014
N
19997820.00
19997820.00
Freddie Mac
Freddie Mac 0.110000%
313396A94
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
4000000.00
3999938.89
0.0003
N
3999988.00
3999988.00
Freddie Mac
Freddie Mac 0.085000%
313396B28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
10000000.00
9999858.33
0.0007
N
9999970.00
9999970.00
Freddie Mac
Freddie Mac 0.407600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-10
2013-08-09
N
N
N
125000000.00
125000000.00
0.0087
N
125137000.00
125137000.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HHA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
35000000.00
34997375.00
0.0024
N
34998600.00
34998600.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HHT7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
2000000.00
1999581.11
0.0001
N
1999760.00
1999760.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HJ57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
8000000.00
7997744.44
0.0006
N
7998720.00
7998720.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
95000000.00
94935400.00
0.0066
N
94970550.00
94970550.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
33000000.00
32974892.50
0.0023
N
32985810.00
32985810.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
4000000.00
3996920.00
0.0003
N
3998240.00
3998240.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
34000000.00
33970684.45
0.0024
N
33980280.00
33980280.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
63000000.00
62945120.00
0.0044
N
62962830.00
62962830.00
General Electric Capital Corp
General Electric Capital Corp 0.350000%
36959HMB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
52000000.00
51933266.68
0.0036
N
51948520.00
51948520.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HMH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
31000000.00
30956031.67
0.0022
N
30967140.00
30967140.00
GFRE Holdings LLC
Taxable Demand Notes Series 2009A 0.250000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1875000.00
1875000.00
0.0001
N
1875000.00
1875000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
38399H002_0.1800_M120801_2M54
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-07-01
3.500000
Government Agency Debt
43651708.00
46656415.12
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
55014662.00
58343584.94
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120801_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
95012797.00
32938497.89
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
43600000.00
32889183.31
Freddie Mac
2034-05-01
5.000000
Government Agency Debt
81702665.00
22423777.23
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
1042430.00
998542.32
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
85000000.00
85000000.00
0.0059
N
85000000.00
85000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M120913_2M54
0000769993
Other Repurchase Agreement
N
3-D SYS CORP DEL COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
362943.36
AAR CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
173270.80
ABM INDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
133597.46
ADVANCED MICRO DEVICES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
309451.60
AIR LEASE CORP CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
69435.59
AIR PRODS & CHEMS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
272326.32
ALEXANDERS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
860.12
ALEXANDRIA REAL ESTATE EQ INCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
219457.50
ALLETE INC COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
37470.32
ALLIANT ENERGY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
40540.50
ALLIANT TECHSYSTEMS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
38449.02
AMERICAN DG ENERGY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
130672.00
AMERICAN FINL GROUP INC OHIOCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
73166.30
AMERICAN GREETINGS CORP CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
40263.98
AMERICAN WTR WKS CO INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
20741.15
ANIXTER INTL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
82699.06
ARROW ELECTRS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
606626.16
ASSURED GUARANTY LTD COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
71729.98
AVERY DENNISON CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
205772.40
AVG TECHNOLOGIES N V SHS
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
107460.00
BAKER MICHAEL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
398474.46
BARD C R INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
517921.28
BARNES & NOBLE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
272526.90
BARNES & NOBLE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
239445.60
BECTON DICKINSON & CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
20271.86
BELO CORP COM SER
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
43852.60
BEMIS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
14537.60
BIG LOTS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
86155.23
BIOTIME INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
11698.72
BLACK HILLS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
28432.80
BLOUNT INTL INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
214900.40
BLYTH INC COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
111221.61
BOOZ ALLEN HAMILTON HLDG CORCL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
966.56
BOSTON BEER INC CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
24648.19
BOYD GAMING CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
400780.80
BRANDYWINE RLTY TR SH BEN I
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
391109.25
BRIDGEPOINT ED INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
290708.55
BROWN FORMAN CORP CL B
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
355977.30
BUCKEYE TECHNOLOGIES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
213591.50
C&J ENERGY SVCS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
171550.62
CACI INTL INC CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
278847.38
CALGON CARBON CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
24303.24
CALIX INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
102757.90
CALLON PETE CO DEL COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
14877.30
CALPINE CORP COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
176058.75
CAMDEN PPTY TR SH BEN I
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
53305.98
CAREFUSION CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
211466.08
CARPENTER TECHNOLOGY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
253947.20
CELADON GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
280898.28
CENTRAL PAC FINL CORP COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
52320.25
CHIMERA INVT CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
517354.65
CHOICE HOTELS INTL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
26931.84
CINEMARK HOLDINGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
26108.09
CLEAR CHANNEL OUTDOOR HLDGS CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
10180.56
CLECO CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
112401.53
COLONIAL PPTYS TR COM SH B
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
43442.70
COMPASS MINERALS INTL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
387219.36
CONAGRA FOODS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
475020.60
CONSOL ENERGY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
278031.72
CONSOLIDATED GRAPHICS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
220604.96
CONVERGYS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
60466.50
COOPER COS INC COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
20003.70
COOPER TIRE & RUBR CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
285550.28
CORPORATE EXECUTIVE BRD CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
17298.99
COVANTA HLDG CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
325474.70
CPI AEROSTRUCTURES INC COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
25150.44
CRAWFORD & CO CL B
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
130959.66
CREXUS INVT CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
529052.66
CUBESMART COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
117684.98
DANAHER CORP DEL COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
44096.35
DELTIC TIMBER CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
137607.40
DIGITAL DOMAIN MEDIA GROUP ICOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
235605.60
DOMINION RES INC VA NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
118627.20
DOMTAR CORP COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
425579.10
DOVER CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
360533.88
DRIL-QUIP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
431262.00
EMERITUS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
11314.38
ENTRAVISION COMMUNICATIONS CCL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
234.78
ENVESTNET INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
1927.60
ESSEX PPTY TR INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
209714.40
EXCO RESOURCES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
300625.08
EXELIS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
465971.22
F M C CORP COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
92734.44
FAIR ISAAC CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
73226.90
FEDERAL REALTY INVT TR SH BEN I
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
170544.66
FELCOR LODGING TR INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
48835.93
FERRO CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
34715.56
FIRST BANCORP P R COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
446552.94
FLEETCOR TECHNOLOGIES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
334964.84
FORTEGRA FINL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
79094.80
FRONTLINE LTD SHS
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
113263.68
FXCM INC COM CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
58171.62
GALLAGHER ARTHUR J & CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
70205.92
GARDNER DENVER INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
445559.45
GENUINE PARTS CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
51665.02
GFI GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
11598.44
GLATFELTER COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
71354.14
GOLD RESV INC CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
50711.00
GOLDEN STAR RES LTD CDA COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
337359.60
GRAINGER W W INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
58529.10
GUIDEWIRE SOFTWARE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
160015.76
HCP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
84946.28
HEALTHCARE RLTY TR COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
15232.78
HHGREGG INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
243231.56
HILL ROM HLDGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
339388.16
HOST HOTELS & RESORTS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
547592.10
HUDSON VALLEY HOLDING CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
15778.76
HUNTINGTON INGALLS INDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
210483.00
INSPERITY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
1469.34
INTRALINKS HLDGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
326400.10
IRON MTN INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
173826.00
ISTAR FINL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
24416.44
ITC HLDGS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
321147.31
JABIL CIRCUIT INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
19470.78
JANUS CAP GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
54502.72
KANSAS CITY SOUTHERN COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
281699.53
KAPSTONE PAPER & PACKAGING CCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
101941.95
KB HOME COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
449682.50
KENNAMETAL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
336800.52
KEY ENERGY SVCS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
12287.01
KIMCO RLTY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
143835.02
KODIAK OIL & GAS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
469738.25
KOPPERS HOLDINGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
233409.42
KRATON PERFORMANCE POLYMERS COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
408215.40
KRISPY KREME DOUGHNUTS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
16458.12
KRONOS WORLDWIDE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
149181.78
LABORATORY CORP AMER HLDGS COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
49271.00
LACLEDE GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
103135.80
LADENBURG THALMAN FIN SVCS ICOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
41.70
LAREDO PETE HLDGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
19665.00
LAZARD LTD SHS A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
295.35
LEUCADIA NATL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
112116.08
MAGNUM HUNTER RES CORP DEL COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
1813.37
MAIDENFORM BRANDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
108634.34
MARKEL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
318326.58
MARSH & MCLENNAN COS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
147322.68
MATADOR RES CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
839.77
MATERION CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
43546.86
MCEWEN MNG INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
8848.32
MEADWESTVACO CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
203764.60
MEETME INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
43763.99
MERCURY GENL CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
296641.48
METTLER TOLEDO INTERNATIONALCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
174347.70
MINE SAFETY APPLIANCES CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
35234.28
MISTRAS GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
14241.40
MOLINA HEALTHCARE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
364941.54
NATIONAL FINL PARTNERS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
538.59
NEOPHOTONICS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
387.10
NETSUITE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
399667.98
NEW YORK CMNTY BANCORP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
376230.64
NEWELL RUBBERMAID INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
465231.48
NEWMARKET CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
117180.20
NISOURCE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
276932.15
NORANDA ALUM HLDG CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
502225.22
NORTHWESTERN CORP COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
57424.08
OFFICE DEPOT INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
362340.36
OFFICEMAX INC DEL COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
91886.76
OLD NATL BANCORP IND COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
173169.62
OLIN CORP COM PAR
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
175437.00
OM GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
30724.72
OMEGA PROTEIN CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
35102.62
ONE LIBERTY PPTYS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
28173.67
ORIENTAL FINL GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
32085.02
ORMAT TECHNOLOGIES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
129814.88
PARAMOUNT GOLD & SILVER CORPCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
215.38
PARK NATL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
208612.58
PARKER DRILLING CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
111808.30
PARKER HANNIFIN CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
47394.38
PENNYMAC MTG INVT TR COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
18590.52
PETROQUEST ENERGY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
417574.74
PILGRIMS PRIDE CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
76637.14
PINNACLE WEST CAP CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
136490.13
PLANTRONICS INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
46958.18
PNM RES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
769.60
POLYONE CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
19748.94
POST PPTYS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
139692.76
PPL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
2099976.40
PROVIDENT NEW YORK BANCORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
247152.00
PS BUSINESS PKS INC CALIF COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
393750.21
QUAKER CHEM CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
46862.79
RAYMOND JAMES FINANCIAL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
280405.65
REALD INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
239248.80
REGIS CORP MINN COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
307550.01
RESMED INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
358372.56
RLJ LODGING TR COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
275029.45
ROBBINS & MYERS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
197027.84
ROUNDYS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
109680.77
RPM INTL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
65428.50
RUBY TUESDAY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
98086.13
SAUER-DANFOSS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
317695.58
SCHLUMBERGER LTD COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
2099960.46
SCORPIO TANKERS INC SHS
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
114.40
SEABRIGHT HOLDINGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
13697.10
SENSIENT TECHNOLOGIES CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
60428.48
SHAW GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
2099974.86
SKILLED HEALTHCARE GROUP INCCL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
361771.27
SOUTHERN COPPER CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
459143.72
SOUTHWEST GAS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
123605.04
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
328134.87
ST JOE CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
458001.60
STARWOOD PPTY TR INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
119380.04
STIFEL FINL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
70995.60
STRYKER CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
198944.34
SYMETRA FINL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
95078.06
TEJON RANCH CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
38638.32
TITANIUM METALS CORP COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
16709.94
TMS INTL CORP CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
156267.36
TOOTSIE ROLL INDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
49357.08
TOWER INTL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
11326.20
TOWERS WATSON & CO CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
6060.52
TRC COS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
206976.40
TREDEGAR CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
447762.15
TRIPLE-S MGMT CORP CL B
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
94075.24
TRUEBLUE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
86175.00
TUTOR PERINI CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
12650.00
UGI CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
47414.07
UNIFIRST CORP MASS COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
47224.98
UNIT CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
41380.23
UNITED STATES CELLULAR CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
13605.90
UNITIL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
2048.97
UNIVERSAL TECHNICAL INST INCCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
33341.31
URANERZ ENERGY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
77.48
URANIUM ENERGY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
98.58
USANA HEALTH SCIENCES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
135855.00
VAALCO ENERGY INC COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
398077.20
VALMONT INDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
27060.34
VENOCO INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
415187.62
VERIFONE SYS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
408.76
VITAMIN SHOPPE INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
169903.59
WEBSTER FINL CORP CONN COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
214947.20
WEIS MKTS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
16979.85
WESCO AIRCRAFT HLDGS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
95150.00
WESCO INTL INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
153612.24
WESTAR ENERGY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
57170.62
WHITE MTNS INS GROUP LTD COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
135332.85
WISCONSIN ENERGY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
50056.60
WMS INDS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
94093.51
XEROX CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
476914.38
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
42000000.00
42000000.00
0.0029
Repurchase agreement collateralized by common stock and ETFs.
Y
42000000.00
42000000.00
Govco, LLC
Govco, LLC 0.530000%
38362VH97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
19000000.00
18997762.22
0.0013
N
18999050.00
18999050.00
Govco, LLC
Govco, LLC 0.500000%
38362VHG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999791.67
0.0001
N
999910.00
999910.00
Govco, LLC
Govco, LLC 0.620000%
38362VJE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32974993.33
0.0023
N
32989770.00
32989770.00
Govco, LLC
Govco, LLC 0.610000%
38362VJH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
32000000.00
31974515.55
0.0022
N
31989120.00
31989120.00
Govco, LLC
Govco, LLC 0.570000%
38362VJJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
60000000.00
59954400.00
0.0042
N
59979000.00
59979000.00
HSBC Bank Plc
HSBC Bank Plc 0.410000%
972VXH003
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
8000000.00
8000000.00
0.0006
N
7993120.00
7993120.00
HSBC USA, Inc
HSBC USA, Inc 0.315000%
40427RKB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
69000000.00
68957133.75
0.0048
N
68964120.00
68964120.00
HSBC USA, Inc
HSBC USA, Inc 0.320000%
40427RKP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
2000000.00
1998524.44
0.0001
N
1998720.00
1998720.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.380000%
4497W0K49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
Y
ING Bank NV
N/A
N/A
N
12000000.00
11991893.36
0.0008
N
11992560.00
11992560.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.380000%
4497W0K56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
Y
ING Bank NV
N/A
N/A
N
100000000.00
99931388.88
0.0070
N
99937000.00
99937000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.370000%
4497W0KH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
Y
ING Bank NV
N/A
N/A
N
14000000.00
13988920.55
0.0010
N
13988520.00
13988520.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.390000%
4497W0L14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
Y
ING Bank NV
N/A
N/A
N
19000000.00
18981063.39
0.0013
N
18979290.00
18979290.00
ING Bank NV
ING Bank NV 0.460000%
972ERF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
140000000.00
140000000.00
0.0098
N
140002800.00
140002800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.205000%
4662J0HM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
49000000.00
48994419.45
0.0034
N
48997060.00
48997060.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0J78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
83000000.00
82979526.67
0.0058
N
82986720.00
82986720.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.220000%
4662J0JK9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
N
3000000.00
2999101.66
0.0002
N
2999310.00
2999310.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0K27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
10000000.00
9995350.00
0.0007
N
9996800.00
9996800.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.190000%
46899T004_0.1900_M120801_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
55339887.00
57781750.21
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
42859349.00
45218250.17
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.300000%
992JYG007_0.3000_M120824_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
24458671.00
25804832.08
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
25000000.00
25000000.00
0.0017
Y
25001000.00
25001000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.366800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-08-21
2013-08-21
N
N
N
129000000.00
129000000.00
0.0090
N
129076497.00
129076497.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.240000%
4820P2HQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21996626.67
0.0015
N
21996920.00
21996920.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9998016.66
0.0007
N
9997800.00
9997800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2J71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40464000.00
40455682.40
0.0028
N
40453884.00
40453884.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2KS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-26
2012-10-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
86000000.00
85954802.22
0.0060
N
85928620.00
85928620.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
33000000.00
33000000.00
0.0023
N
33003300.00
33003300.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
58000000.00
58000000.00
0.0041
N
58006960.00
58006960.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LFD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
50000000.00
50000000.00
0.0035
N
50006000.00
50006000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.480000%
53944LFF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
1000000.00
1000010.82
0.0001
N
1000200.00
1000200.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LHM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
33000000.00
32995783.34
0.0023
N
32996040.00
32996040.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.270000%
56274LJD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
24000000.00
23992260.00
0.0017
N
23992800.00
23992800.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9999425.00
0.0007
N
9999400.00
9999400.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4HF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5999440.00
0.0004
N
5999520.00
5999520.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26996722.50
0.0019
N
26997030.00
26997030.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999744.44
0.0001
N
1999760.00
1999760.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5999195.00
0.0004
N
5999280.00
5999280.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998861.11
0.0003
N
3998920.00
3998920.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6997861.11
0.0005
N
6997900.00
6997900.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
23208000.00
23200425.17
0.0016
N
23200573.44
23200573.44
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4KC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
43000000.00
42978500.00
0.0030
N
42978500.00
42978500.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4KK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
13000000.00
12992868.06
0.0009
N
12992720.00
12992720.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4KP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999492.78
0.0001
N
999400.00
999400.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
06399U000_0.1800_M120801_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-11-25
1.750000
Government Agency Debt
34029038.00
20010926.17
Fannie Mae
2038-05-25
3.500000
Government Agency Debt
30000000.00
29829397.89
Fannie Mae
2039-03-25
3.000000
Government Agency Debt
29393000.00
30270968.91
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
27900000.00
31171870.20
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
37800000.00
30818771.31
Freddie Mac
2032-07-15
4.500000
Government Agency Debt
100000000.00
32292858.64
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
38139000.00
30909346.05
GNMA
2034-12-20
4.500000
Government Agency Debt
41803593.00
27493390.10
GNMA
2039-01-20
4.300000
Government Agency Debt
35000000.00
29852471.04
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
255000000.00
255000000.00
0.0178
N
255000000.00
255000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399V008_0.1900_M120807_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-03-25
4.000000
Government Agency Debt
23136287.00
25750001.05
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
25000000.00
25000000.00
0.0017
N
24999250.00
24999250.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
50000000.00
50000000.00
0.0035
N
50001000.00
50001000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6D1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
21000000.00
21000000.00
0.0015
N
21002940.00
21002940.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.370000%
60681P6E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
57000000.00
57000000.00
0.0040
N
57007980.00
57007980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6J8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.535000%
60681P6N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
61000000.00
61000000.00
0.0043
N
61001220.00
61001220.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.540000%
60681P6P4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
23000000.00
23000000.00
0.0016
N
23000920.00
23000920.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.500000%
60681P7A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
3000000.00
3000000.00
0.0002
N
2999580.00
2999580.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.350000%
60687GB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
70000000.00
70000000.00
0.0049
N
70007000.00
70007000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.400000%
60687GG77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
71000000.00
71000000.00
0.0050
N
71007810.00
71007810.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.190000%
60687GM54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
21000000.00
21000000.00
0.0015
N
20999790.00
20999790.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
970MPM003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
87000000.00
87000000.00
0.0061
N
87026100.00
87026100.00
National Australia Bank Ltd
National Australia Bank Ltd 0.335000%
972CAZ000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
55000000.00
55000000.00
0.0038
N
55016500.00
55016500.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
972QYG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
59000000.00
59000000.00
0.0041
N
59021830.00
59021830.00
National Australia Bank Ltd
National Australia Bank Ltd 0.410000%
972WCD003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
12000000.00
12000000.00
0.0008
N
12003240.00
12003240.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
Y
National Australia Bank Ltd
N/A
N/A
N
18000000.00
17999400.00
0.0013
N
17999640.00
17999640.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
Y
National Australia Bank Ltd
N/A
N/A
N
30000000.00
29998833.33
0.0021
N
29999100.00
29999100.00
Nationwide Building Society
Nationwide Building Society 0.580000%
6385E0HU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
44000000.00
43980860.00
0.0031
N
43992080.00
43992080.00
Nationwide Building Society
Nationwide Building Society 0.630000%
6385E0J46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
25000000.00
24985125.00
0.0017
N
24993750.00
24993750.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.350000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15060000.00
15060000.00
0.0011
N
15060000.00
15060000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.350000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
28000000.00
28000000.00
0.0020
N
28004200.00
28004200.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
8000000.00
8000000.00
0.0006
N
8001200.00
8001200.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-23
2012-08-23
N
Y
Nordea Bank AB
N/A
N/A
N
23000000.00
22995923.89
0.0016
N
22997700.00
22997700.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
Y
Nordea Bank AB
N/A
N/A
N
150000000.00
149972208.33
0.0105
N
149983500.00
149983500.00
NRW.BANK
NRW.BANK 0.290000%
62939LHT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
112000000.00
111976542.23
0.0078
N
111979840.00
111979840.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977JRQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
37000000.00
37000000.00
0.0026
N
36996300.00
36996300.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
140000000.00
140000000.00
0.0098
N
140064400.00
140064400.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.360000%
7562E0JL1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
9000000.00
8995500.00
0.0006
N
8996310.00
8996310.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0LD6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
16000000.00
15977351.11
0.0011
N
15984640.00
15984640.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.480000%
7562E0MB9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
4000000.00
3992960.00
0.0003
N
3994840.00
3994840.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.560000%
7562E0NP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24931944.44
0.0017
N
24952750.00
24952750.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
26000000.00
25898773.33
0.0018
N
25923300.00
25923300.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.620000%
7562E0QJ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
15325000.00
15264559.90
0.0011
N
15274427.50
15274427.50
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LHF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49994361.11
0.0035
N
49996000.00
49996000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LHG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
30000000.00
29996375.00
0.0021
N
29997600.00
29997600.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LHG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4999375.00
0.0003
N
4999600.00
4999600.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.320000%
82124LJA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49982222.22
0.0035
N
49987500.00
49987500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2997900.00
0.0002
N
2997750.00
2997750.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKW1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2997750.00
0.0002
N
2997480.00
2997480.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.410000%
83051A3X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
17000000.00
17000000.00
0.0012
N
17002380.00
17002380.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.510000%
83051AT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
39000000.00
39000000.00
0.0027
N
39003900.00
39003900.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.480000%
83051AZ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
57000000.00
57000000.00
0.0040
N
57015390.00
57015390.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2H68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
4000000.00
3999833.33
0.0003
N
3999880.00
3999880.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P06L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
2000000.00
2000000.00
0.0001
N
2000300.00
2000300.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.210000%
8574P06P8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
104000000.00
104000000.00
0.0073
N
104014560.00
104014560.00
State Street Corp
State Street Corp 0.250000%
85747JKB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
4000000.00
3998027.78
0.0003
N
3998560.00
3998560.00
State Street Corp
State Street Corp 0.270000%
85747JKF3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
66000000.00
65962875.00
0.0046
N
65974920.00
65974920.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FGZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
38753000.00
38752612.47
0.0027
N
38752612.47
38752612.47
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FHA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74998125.00
0.0052
N
74998500.00
74998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FHD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49997750.00
0.0035
N
49998000.00
49998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FJW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19992400.00
0.0014
N
19991000.00
19991000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FJY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
34114000.00
34100695.54
0.0024
N
34098307.56
34098307.56
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257G2B8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
57000000.00
56992305.00
0.0040
N
56993160.00
56993160.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K5X8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
36000000.00
35995320.00
0.0025
N
35996040.00
35996040.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K6B5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
7000000.00
6999020.00
0.0005
N
6999090.00
6999090.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257NAH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
38000000.00
37985180.00
0.0027
N
37987080.00
37987080.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YFB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7999160.00
0.0006
N
7999280.00
7999280.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.270000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-09-04
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
49000000.00
49000000.00
0.0034
N
49008330.00
49008330.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DEH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
49000000.00
49000000.00
0.0034
N
49000490.00
49000490.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
116000000.00
116000000.00
0.0081
N
116015080.00
116015080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DJA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
48000000.00
48000000.00
0.0034
N
48006240.00
48006240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.510000%
86562DKX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
59000000.00
59000000.00
0.0041
N
59005310.00
59005310.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.490000%
86562DMR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
17000000.00
16999599.62
0.0012
N
17000000.00
17000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DNU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
5000000.00
5000000.00
0.0003
N
4999500.00
4999500.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.370000%
86562WA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
70000000.00
70000000.00
0.0049
N
70009100.00
70009100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.385000%
86562WD70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
62000000.00
62000000.00
0.0043
N
62004960.00
62004960.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.390000%
86562WF37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
10000000.00
10000000.00
0.0007
N
10000000.00
10000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.280000%
86958CEY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
23000000.00
23000000.00
0.0016
N
23000000.00
23000000.00
Swedbank AB
Swedbank AB 0.440000%
87019QKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
11000000.00
11000000.00
0.0008
N
11001760.00
11001760.00
Swedbank AB
Swedbank AB 0.340000%
87019QMV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
44000000.00
44000000.00
0.0031
N
43992520.00
43992520.00
Swedbank AB
Swedbank AB 0.450000%
87019RK39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-03
2012-10-03
N
N
N
2000000.00
1998425.00
0.0001
N
1998780.00
1998780.00
Texas
TRAN Series 2011A 0.180000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.180000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
24750000.00
24750000.00
0.0017
N
24750000.00
24750000.00
Texas
TRAN Series 2011A 0.180000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
19845000.00
19845000.00
0.0014
N
19845000.00
19845000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.450000%
88324LHL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
71000000.00
70983137.50
0.0050
N
70991480.00
70991480.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TH63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1999936.11
0.0001
N
1999920.00
1999920.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602THD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15102000.00
15100791.84
0.0011
N
15100791.84
15100791.84
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602THL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
38000000.00
37995186.67
0.0027
N
37995440.00
37995440.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TK93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-09
2012-10-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
27018000.00
27007125.25
0.0019
N
27004761.18
27004761.18
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TKF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
34000000.00
33985125.00
0.0024
N
33981640.00
33981640.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TKF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
19333000.00
19324944.59
0.0014
N
19322560.18
19322560.18
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.205000%
88602TKN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9995330.56
0.0007
N
9994100.00
9994100.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.336800%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2013-04-22
N
N
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89112XT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
110000000.00
110000000.00
0.0077
N
110000000.00
110000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112XXP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
150000000.00
150000000.00
0.0105
N
150003000.00
150003000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
50000000.00
50000000.00
0.0035
N
50001500.00
50001500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
61000000.00
61000000.00
0.0043
N
61002440.00
61002440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
126000000.00
126000000.00
0.0088
N
126005040.00
126005040.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XZA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
40000000.00
40000000.00
0.0028
N
40002000.00
40002000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XZD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
52000000.00
52000000.00
0.0036
N
52002600.00
52002600.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
72000000.00
71967600.00
0.0050
N
71987040.00
71987040.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233GJD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
25000000.00
24993131.95
0.0017
N
24995000.00
24995000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
35000000.00
34952944.44
0.0024
N
34972350.00
34972350.00
UBS AG
UBS AG 0.470000%
90267RJD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
67000000.00
67000000.00
0.0047
N
67024790.00
67024790.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
145000000.00
145000000.00
0.0101
N
145029000.00
145029000.00
UBS Securities LLC
UBS Securities LLC 0.190000%
99EPPA003_0.1900_M120801_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-06-01
3.000000
Government Agency Debt
39669800.00
41102968.66
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
46261676.00
50697031.85
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
90000000.00
90000000.00
0.0063
N
90000000.00
90000000.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
2000000.00
2000000.00
0.0001
N
2000300.00
2000300.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MR73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
54000000.00
54000000.00
0.0038
N
54012420.00
54012420.00
Univ of California
CP Series B 0.200000%
91411SHG8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
N
20000000.00
19998333.33
0.0014
N
19998400.00
19998400.00
Univ of California
CP Series B 0.190000%
91411SJL5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
28000000.00
27992611.11
0.0020
N
27991880.00
27991880.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
96121TMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
4000000.00
4000000.00
0.0003
N
4000560.00
4000560.00
Westpac Banking Corp
Westpac Banking Corp 0.290000%
96121TNF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-11-26
N
N
N
79000000.00
79000000.00
0.0055
N
78998420.00
78998420.00
Westpac Banking Corp
Westpac Banking Corp 0.370000%
96121TPC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
6000000.00
6000000.00
0.0004
N
6001140.00
6001140.00
Westpac Banking Corp
Westpac Banking Corp 0.498800%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-13
2013-07-11
N
N
N
40000000.00
40000000.00
0.0028
N
40009600.00
40009600.00
Westpac Banking Corp
Westpac Banking Corp 0.540000%
9612C0H10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
17000000.00
17000000.00
0.0012
N
16999830.00
16999830.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
9612C0JE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
29000000.00
28991138.89
0.0020
N
28991880.00
28991880.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
5000000.00
4991444.44
0.0003
N
4990950.00
4990950.00
Westpac Banking Corp
Westpac Banking Corp 0.435800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2013-02-07
N
N
N
105000000.00
105000000.00
0.0073
N
104996850.00
104996850.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.245000%
96122GHA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
6000000.00
5999632.50
0.0004
N
5999700.00
5999700.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
630791.85
630791.85
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
139042.53
139042.53
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1069649.94
1069649.94
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
181753.40
181753.40
Windmill Funding Corp
Windmill Funding Corp 0.450000%
97342GHF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
86000000.00
85984950.00
0.0060
N
85993120.00
85993120.00