0001145549-14-002790.txt : 20140319
0001145549-14-002790.hdr.sgml : 20140319
20140319125157
ACCESSION NUMBER: 0001145549-14-002790
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120731
FILED AS OF DATE: 20140319
DATE AS OF CHANGE: 20140319
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14703442
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-07-31
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
65
15168869646.90
3889166.75
676721.55
15172082092.10
0.0033
1.0001
2012-07-31
1.0001
2012-07-31
C000012383
25000.00
10443839637.19
1.00
-119271130.76
116397427.76
235668558.52
0.0001
1.0001
2012-07-31
1.0001
2012-07-31
C000012384
1000000.00
1657120226.13
1.00
-48141544.70
26628782.45
74770327.15
0.0001
1.0001
2012-07-31
1.0001
2012-07-31
C000012385
3000000.00
1265099738.97
1.00
-52527452.11
32179577.39
84707029.50
0.0006
1.0001
2012-07-31
1.0001
2012-07-31
C000038267
10000000.00
1806022489.81
1.00
87376048.54
148734490.68
61358442.14
0.0012
1.0001
2012-07-31
1.0001
2012-07-31
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
2000000.00
1999916.67
0.0001
N
1999940.00
1999940.00
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
15000000.00
14993058.33
0.0010
N
14995050.00
14995050.00
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
57000000.00
56973083.33
0.0038
N
56980620.00
56980620.00
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
32000000.00
31982933.34
0.0021
N
31987520.00
31987520.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
28572000.00
28507220.93
0.0019
N
28517713.20
28517713.20
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
40000000.00
39905777.77
0.0026
N
39918400.00
39918400.00
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
131000000.00
131000000.00
0.0086
N
131001310.00
131001310.00
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
187000000.00
187000000.00
0.0123
Security is a time deposit.
N
187000000.00
187000000.00
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
16000000.00
16000000.00
0.0011
Security is a time deposit.
N
16000000.00
16000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NKF009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
24000000.00
24000000.00
0.0016
N
24017040.00
24017040.00
Bank of America, NA
Bank of America, NA 0.803100%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
N
149000000.00
149000000.00
0.0098
N
148998510.00
148998510.00
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
123000000.00
123000000.00
0.0081
N
123004920.00
123004920.00
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
76000000.00
76000000.00
0.0050
N
76003800.00
76003800.00
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
2000000.00
2000000.00
0.0001
N
2000100.00
2000100.00
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
12000000.00
12000000.00
0.0008
N
12000720.00
12000720.00
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
16000000.00
15999626.80
0.0011
N
16000960.00
16000960.00
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
127000000.00
127000000.00
0.0084
N
127000000.00
127000000.00
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
95000000.00
95000000.00
0.0063
N
95023750.00
95023750.00
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 0.270000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-11-15
N
N
N
57000000.00
57000000.00
0.0038
N
56999430.00
56999430.00
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
9000000.00
9000000.00
0.0006
N
9002970.00
9002970.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538EC96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
117000000.00
117000000.00
0.0077
N
117019890.00
117019890.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538ED46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
35000000.00
35000000.00
0.0023
N
35005950.00
35005950.00
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
37000000.00
37000000.00
0.0024
N
37000370.00
37000370.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
45000000.00
45000000.00
0.0030
N
45005850.00
45005850.00
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
111000000.00
111000000.00
0.0073
N
111016650.00
111016650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
28000000.00
28000000.00
0.0018
N
28004480.00
28004480.00
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
83000000.00
83000000.00
0.0055
N
83014940.00
83014940.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
54000000.00
54000000.00
0.0036
N
54059940.00
54059940.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
15000000.00
15000000.00
0.0010
N
15011100.00
15011100.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
138000000.00
138000000.00
0.0091
N
138128340.00
138128340.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
00799J004_0.1800_M120801_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-02-01
2.263000
Government Agency Debt
18843298.00
19838133.94
Fannie Mae
2040-04-01
3.791000
Government Agency Debt
36133023.00
17022395.54
Fannie Mae
2040-09-01
4.209000
Government Agency Debt
35210512.00
19241840.12
Fannie Mae
2041-03-01
3.286000
Government Agency Debt
1358666.00
1155905.31
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
21319212.00
21074024.66
Fannie Mae
2042-02-01
2.271000
Government Agency Debt
22239533.00
21471089.74
Fannie Mae
2042-08-01
2.023900
Government Agency Debt
19111030.00
19796611.13
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
115000000.00
115000000.00
0.0076
N
115000000.00
115000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120807_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-07-01
5.000000
Government Agency Debt
4090678.00
473061.31
Fannie Mae
2016-10-01
6.000000
Government Agency Debt
3227522.00
496723.15
Fannie Mae
2017-03-01
5.500000
Government Agency Debt
2909577.00
476666.15
Fannie Mae
2017-10-01
6.500000
Government Agency Debt
2130913.00
450554.80
Fannie Mae
2018-01-01
6.000000
Government Agency Debt
3068076.00
733718.77
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
2512262.00
441950.14
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
8000000.00
688561.21
Fannie Mae
2018-05-01
4.500000
Government Agency Debt
5500000.00
727478.23
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
6900000.00
1185482.66
Fannie Mae
2018-09-01
6.000000
Government Agency Debt
1864308.00
560568.07
Fannie Mae
2019-01-01
5.500000
Government Agency Debt
2812231.00
501059.23
Fannie Mae
2019-03-01
4.000000
Government Agency Debt
1340675.00
482679.69
Fannie Mae
2019-05-01
5.000000
Government Agency Debt
2910241.00
494588.96
Fannie Mae
2019-08-01
5.500000
Government Agency Debt
2500000.00
536251.11
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
2950000.00
512379.64
Fannie Mae
2019-11-01
4.000000
Government Agency Debt
1000000.00
436989.96
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
2820590.00
493437.01
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
2100000.00
553346.89
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
1850000.00
495337.07
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
1978000.00
418175.37
Fannie Mae
2021-11-01
3.500000
Government Agency Debt
1129600.00
1048524.03
Fannie Mae
2022-03-01
6.000000
Government Agency Debt
10000000.00
442770.83
Fannie Mae
2022-05-01
5.500000
Government Agency Debt
1023020.00
431061.70
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
1710801.00
468901.56
Fannie Mae
2023-02-01
4.500000
Government Agency Debt
2350000.00
705591.01
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
3145409.00
499856.68
Fannie Mae
2023-10-01
4.500000
Government Agency Debt
1068229.00
453181.29
Fannie Mae
2023-12-01
6.000000
Government Agency Debt
1336958.00
709061.92
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
3750000.00
731487.66
Fannie Mae
2024-03-01
4.500000
Government Agency Debt
1346000.00
708398.46
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
984062.00
342507.74
Fannie Mae
2024-04-01
5.000000
Government Agency Debt
5390431.00
1140434.02
Fannie Mae
2024-08-01
5.500000
Government Agency Debt
2190000.00
430098.66
Fannie Mae
2024-11-01
4.500000
Government Agency Debt
498724.00
233906.43
Fannie Mae
2025-01-01
5.500000
Government Agency Debt
540494.00
476589.34
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
767255.00
439372.91
Fannie Mae
2026-02-01
3.000000
Government Agency Debt
500000.00
458463.75
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
632176.00
508023.25
Fannie Mae
2026-04-01
5.500000
Government Agency Debt
2053000.00
448775.78
Fannie Mae
2026-06-01
4.500000
Government Agency Debt
582150.00
576743.53
Fannie Mae
2027-11-01
5.500000
Government Agency Debt
3500000.00
455572.30
Fannie Mae
2027-11-01
6.500000
Government Agency Debt
2000000.00
687260.57
Fannie Mae
2028-01-01
5.500000
Government Agency Debt
2340000.00
540373.24
Fannie Mae
2028-09-01
7.000000
Government Agency Debt
15000000.00
473191.29
Fannie Mae
2029-05-01
8.000000
Government Agency Debt
2500000.00
550985.69
Fannie Mae
2029-10-01
4.500000
Government Agency Debt
1897829.00
1153683.16
Fannie Mae
2031-04-01
6.000000
Government Agency Debt
25000000.00
484312.41
Fannie Mae
2032-01-01
6.000000
Government Agency Debt
1597261.00
450339.57
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
22608036.00
467681.41
Fannie Mae
2032-08-01
4.500000
Government Agency Debt
1023189.00
734858.73
Fannie Mae
2033-01-01
7.500000
Government Agency Debt
1000000.00
720634.86
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
854216.00
549717.41
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
7600000.00
468867.06
Fannie Mae
2033-07-01
6.000000
Government Agency Debt
1765246.00
433037.02
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
3955063.00
1135923.09
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
2804648.00
564495.26
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
2383594.00
528873.02
Fannie Mae
2034-03-01
6.000000
Government Agency Debt
1611014.00
734926.87
Fannie Mae
2034-06-01
6.500000
Government Agency Debt
2000000.00
444053.30
Fannie Mae
2034-08-01
5.000000
Government Agency Debt
3312070.00
1124974.19
Fannie Mae
2034-09-01
6.000000
Government Agency Debt
2333499.00
507475.05
Fannie Mae
2034-11-01
7.000000
Government Agency Debt
4483824.00
629324.92
Fannie Mae
2035-04-25
5.500000
Government Agency Debt
1370000.00
1648168.00
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
3538121.00
1708128.65
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
2254794.00
453343.16
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
878835.00
668669.52
Fannie Mae
2035-10-25
5.500000
Government Agency Debt
432653.00
472597.83
Fannie Mae
2035-11-01
2.769000
Government Agency Debt
1437322.00
1446696.46
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
1174357.00
483661.54
Fannie Mae
2036-03-01
8.500000
Government Agency Debt
1936701.00
502529.25
Fannie Mae
2036-04-01
5.000000
Government Agency Debt
1072462.00
485357.00
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4000000.00
515017.94
Fannie Mae
2036-09-01
2.602000
Government Agency Debt
7331224.00
702460.08
Fannie Mae
2037-02-01
2.965000
Government Agency Debt
60033581.00
11293975.53
Fannie Mae
2037-03-01
5.000000
Government Agency Debt
1214699.00
478559.73
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
1667938.00
536633.27
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
2804351.00
456727.17
Fannie Mae
2037-04-01
7.000000
Government Agency Debt
3000000.00
463781.75
Fannie Mae
2037-07-01
6.067000
Government Agency Debt
437519.00
70823.59
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
2316005.00
490523.53
Fannie Mae
2037-08-01
5.000000
Government Agency Debt
6250000.00
2120670.44
Fannie Mae
2037-08-25
4.000000
Government Agency Debt
436979.00
293468.93
Fannie Mae
2037-09-01
6.227000
Government Agency Debt
8774578.00
2602385.36
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
2060277.00
500118.78
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
5443000.00
1167145.17
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2364379.00
1164681.45
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
2235820.00
628830.63
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
1013671.00
452851.50
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
1844934.00
457740.12
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
963462.00
453894.23
Fannie Mae
2038-04-01
4.799000
Government Agency Debt
477611.00
136682.56
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1341598.00
503931.32
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1397790.00
442961.76
Fannie Mae
2038-07-01
2.568000
Government Agency Debt
26255941.00
11526781.08
Fannie Mae
2038-07-01
5.134000
Government Agency Debt
5563976.00
1870265.47
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
707855.00
571572.54
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
1369729.00
432883.92
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
2013798.00
677993.35
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2000000.00
1122732.63
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1043489.00
488996.17
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
821579.00
292212.97
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
600000.00
434876.72
Fannie Mae
2039-05-25
6.500000
Government Agency Debt
10156470.00
5028166.07
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
790313.00
536886.92
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
1600000.00
1223695.83
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
15000.00
8796.18
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
15113966.00
7336292.46
Fannie Mae
2040-06-01
6.500000
Government Agency Debt
526550.00
542859.88
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
1170000.00
1059603.51
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
920828.00
742690.64
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
700000.00
669252.05
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
500784.00
535657.42
Fannie Mae
2040-12-01
3.665000
Government Agency Debt
12946858.00
10486307.81
Fannie Mae
2041-01-01
3.448000
Government Agency Debt
12093000.00
11245106.48
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
1399000.00
1113003.25
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
1397608.00
1159223.94
Fannie Mae
2041-02-01
3.323000
Government Agency Debt
16058392.00
11435727.59
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
466941.00
461200.30
Fannie Mae
2041-06-01
4.108000
Government Agency Debt
2962625.00
2148665.51
Fannie Mae
2041-07-01
3.539000
Government Agency Debt
13794685.00
11268089.16
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
418757.00
447421.90
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
762520.00
736869.83
Fannie Mae
2041-12-01
3.321000
Government Agency Debt
2283170.00
2385031.55
Fannie Mae
2042-03-01
2.460000
Government Agency Debt
11137784.00
11267790.86
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
555526.00
586943.15
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
439042.00
464086.95
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
500000.00
538406.14
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
787850.00
744128.52
Fannie Mae
2042-03-01
5.000000
Government Agency Debt
663950.00
745699.07
Fannie Mae
2042-03-25
3.500000
Government Agency Debt
5848775.00
6218374.69
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1118591.00
1234300.51
Fannie Mae
2042-04-01
5.000000
Government Agency Debt
416212.00
468555.54
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
540727.00
577726.07
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
1335388.00
1442802.94
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
445004.00
481317.36
Fannie Mae
2042-06-01
2.282000
Government Agency Debt
1475482.00
1532407.15
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
1084142.00
1127353.29
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1067514.00
1154714.08
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1027522.00
1110999.48
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
501489.00
541837.26
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1077219.00
1196116.59
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1027291.00
1141033.22
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1008303.00
1121697.07
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1466667.00
1569288.94
Fannie Mae
2047-08-01
6.500000
Government Agency Debt
1810000.00
462679.90
Freddie Mac
2017-12-15
4.000000
Government Agency Debt
5000000.00
1559577.87
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
8000000.00
503517.59
Freddie Mac
2018-03-01
6.500000
Government Agency Debt
38000000.00
563966.72
Freddie Mac
2018-05-01
5.000000
Government Agency Debt
4220000.00
503842.09
Freddie Mac
2018-10-01
5.000000
Government Agency Debt
9000000.00
1146994.84
Freddie Mac
2018-11-01
4.500000
Government Agency Debt
2663377.00
503767.15
Freddie Mac
2018-12-01
4.500000
Government Agency Debt
6300000.00
1218694.33
Freddie Mac
2018-12-01
5.500000
Government Agency Debt
2000000.00
443050.67
Freddie Mac
2019-01-01
5.500000
Government Agency Debt
1800000.00
425706.97
Freddie Mac
2019-04-01
4.500000
Government Agency Debt
2000000.00
434085.30
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
4200000.00
1156382.17
Freddie Mac
2019-12-01
4.500000
Government Agency Debt
2658131.00
509586.58
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
5145014.00
1171862.36
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
4035000.00
704012.98
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
3139548.00
596993.48
Freddie Mac
2022-06-01
2.500000
Government Agency Debt
1013296.00
1048369.31
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
2360318.00
534987.75
Freddie Mac
2023-05-01
4.500000
Government Agency Debt
1837196.00
508938.59
Freddie Mac
2023-07-01
4.500000
Government Agency Debt
2672297.00
586873.40
Freddie Mac
2023-07-01
5.500000
Government Agency Debt
8000000.00
1221448.44
Freddie Mac
2023-08-01
5.000000
Government Agency Debt
2000000.00
458937.62
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
555509.00
446080.37
Freddie Mac
2024-02-01
4.500000
Government Agency Debt
2075000.00
516209.35
Freddie Mac
2024-05-01
3.500000
Government Agency Debt
1167859.00
461999.17
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
1220872.00
483546.61
Freddie Mac
2024-10-01
4.500000
Government Agency Debt
1065000.00
448702.31
Freddie Mac
2025-03-01
5.000000
Government Agency Debt
1484968.00
551917.74
Freddie Mac
2025-04-15
10.500000
Government Agency Debt
2000000.00
1035007.53
Freddie Mac
2025-07-01
5.000000
Government Agency Debt
811161.00
507078.23
Freddie Mac
2025-08-01
4.000000
Government Agency Debt
1767107.00
1123117.60
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
1279432.00
693306.17
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1015000.00
703130.65
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
634738.00
505151.07
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
779658.00
685119.81
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
573000.00
567682.20
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
932681.00
736048.56
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
1005936.00
515650.93
Freddie Mac
2026-06-01
5.500000
Government Agency Debt
2250000.00
423876.82
Freddie Mac
2026-07-01
3.500000
Government Agency Debt
429656.00
434874.99
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
946020.00
776284.47
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
574891.00
549010.89
Freddie Mac
2026-11-01
3.500000
Government Agency Debt
1500000.00
1180746.47
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
500000.00
517418.83
Freddie Mac
2027-12-01
6.500000
Government Agency Debt
2143093.00
722292.81
Freddie Mac
2028-03-15
4.000000
Government Agency Debt
3000000.00
1564287.58
Freddie Mac
2028-07-01
8.000000
Government Agency Debt
50000000.00
720394.88
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
1000000.00
569544.33
Freddie Mac
2031-12-15
3.500000
Government Agency Debt
954129.00
1020196.39
Freddie Mac
2032-03-01
6.500000
Government Agency Debt
10781205.00
1150846.54
Freddie Mac
2032-04-01
4.000000
Government Agency Debt
505997.00
543398.20
Freddie Mac
2033-01-01
7.000000
Government Agency Debt
6040000.00
485872.62
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
1609759.00
1223826.89
Freddie Mac
2033-09-01
5.000000
Government Agency Debt
1816400.00
487821.22
Freddie Mac
2034-07-01
7.500000
Government Agency Debt
705734.00
532359.16
Freddie Mac
2034-09-01
6.000000
Government Agency Debt
1934757.00
461125.49
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
4890133.00
1179348.71
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
1851249.00
370090.45
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
1665860.00
427589.62
Freddie Mac
2036-08-01
7.500000
Government Agency Debt
2558998.00
511694.06
Freddie Mac
2036-10-01
6.500000
Government Agency Debt
1600000.00
502045.23
Freddie Mac
2036-12-01
6.500000
Government Agency Debt
2208697.00
566650.53
Freddie Mac
2037-03-01
7.000000
Government Agency Debt
1899700.00
480020.97
Freddie Mac
2037-04-01
6.500000
Government Agency Debt
1444900.00
494285.70
Freddie Mac
2037-04-01
7.000000
Government Agency Debt
1500000.00
719182.81
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
2200000.00
739622.88
Freddie Mac
2037-08-01
7.000000
Government Agency Debt
1576565.00
689552.46
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
1932805.00
540489.14
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
50090.00
17599.67
Freddie Mac
2037-11-01
7.000000
Government Agency Debt
2001407.00
1191204.42
Freddie Mac
2038-05-01
6.000000
Government Agency Debt
1300430.00
487026.47
Freddie Mac
2039-01-01
6.500000
Government Agency Debt
611082.00
304789.40
Freddie Mac
2039-02-01
4.500000
Government Agency Debt
900000.00
431256.14
Freddie Mac
2039-04-01
6.500000
Government Agency Debt
2090577.00
738475.74
Freddie Mac
2039-07-01
5.000000
Government Agency Debt
1516065.00
642178.21
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
1280970.00
1221092.26
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
1000000.00
735669.51
Freddie Mac
2040-06-01
5.000000
Government Agency Debt
872180.00
487897.57
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
525000.00
463135.49
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
606356.00
437802.03
Freddie Mac
2040-09-01
4.000000
Government Agency Debt
1262945.00
1215171.83
Freddie Mac
2040-09-01
7.500000
Government Agency Debt
561545.00
532162.50
Freddie Mac
2040-09-01
9.000000
Government Agency Debt
1500000.00
1124990.05
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
1050133.00
737183.02
Freddie Mac
2041-02-01
5.000000
Government Agency Debt
949160.00
718322.96
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
575000.00
578395.71
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
337000.00
280491.98
Freddie Mac
2041-05-20
7.000000
Government Agency Debt
1148887.00
1123774.07
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
1010488.00
1088197.73
Freddie Mac
2042-03-01
4.000000
Government Agency Debt
1137358.00
1219060.26
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
1007715.00
1083471.57
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
1077636.00
1176942.54
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
1104443.00
1184269.57
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
1018547.00
1114678.84
GNMA
2037-01-16
4.500000
Government Agency Debt
4672984.00
1872285.12
GNMA
2038-03-16
5.000000
Government Agency Debt
970147.00
657611.18
GNMA
2038-03-16
5.000000
Government Agency Debt
430638.00
291906.65
GNMA
2038-04-20
2.750000
Government Agency Debt
4320779.00
3991198.04
GNMA
2038-04-20
2.750000
Government Agency Debt
1293918.00
1195220.35
GNMA
2039-06-16
3.500000
Government Agency Debt
1780968.00
1571053.16
GNMA
2042-05-20
3.500000
Government Agency Debt
1618684.00
1744876.30
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
261000000.00
261000000.00
0.0172
N
260999310.00
260999310.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120807_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
14238644.00
15048350.64
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
14000000.00
14615556.67
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
2505000.00
1368582.00
Fannie Mae
2032-01-01
3.500000
Government Agency Debt
13965148.00
14662333.97
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
13716776.00
14437971.21
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
14295752.00
14913665.41
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
14024938.00
14736821.50
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
13226838.00
14053023.31
Fannie Mae
2036-04-25
0.595200
Government Agency Debt
5000000.00
1173199.37
Fannie Mae
2036-05-25
0.645200
Government Agency Debt
5000000.00
1273691.89
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
1697020.00
1349774.29
Fannie Mae
2038-04-01
4.799000
Government Agency Debt
2549195.00
729527.78
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
19219335.00
15224286.63
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
15000000.00
14852019.08
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
14178386.00
14381766.34
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
15018630.00
14540960.11
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
14002350.00
15222457.53
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
1200000.00
1204043.91
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
13335766.00
14010301.29
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
13205458.00
14251178.14
Freddie Mac
2025-11-15
3.500000
Government Agency Debt
2000000.00
1405191.65
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
2175000.00
1443457.61
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
15500000.00
15096309.84
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
1750000.00
1422993.28
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
401207.00
305019.52
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
1481916.00
228267.71
Freddie Mac
2036-04-15
5.000000
Government Agency Debt
1959853.00
1248297.11
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
278862.00
259116.33
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
15028134.00
15092993.21
Freddie Mac
2042-05-01
3.000000
Government Agency Debt
14118928.00
14624531.05
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
13401175.00
14592964.79
GNMA
2038-04-20
2.750000
Government Agency Debt
3075444.00
2840854.87
GNMA
2040-07-20
0.696700
Government Agency Debt
46240006.00
32889087.85
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
301000000.00
301000000.00
0.0198
N
301000000.00
301000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.190000%
987WVU007_0.1900_M120801_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
100519398.00
81614346.68
GNMA
2040-12-20
4.000000
Government Agency Debt
120077711.00
116416881.10
GNMA
2041-01-15
4.000000
Government Agency Debt
199000000.00
187188772.46
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
374000000.00
374000000.00
0.0247
N
374000000.00
374000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DKT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-30
2012-08-30
N
N
N
41000000.00
41000000.00
0.0027
N
41005330.00
41005330.00
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
42000000.00
41992416.67
0.0028
N
41996640.00
41996640.00
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
15000000.00
14996666.67
0.0010
N
14998650.00
14998650.00
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
8000000.00
7993937.78
0.0005
N
7997600.00
7997600.00
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
4000000.00
3996814.45
0.0003
N
3998720.00
3998720.00
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
80000000.00
79929200.00
0.0053
N
79970400.00
79970400.00
CAFCO, LLC
CAFCO, LLC 1.005000%
12476ENR6
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
4000000.00
3980333.33
0.0003
N
3993680.00
3993680.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
3000000.00
3000000.00
0.0002
N
3002550.00
3002550.00
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
58000000.00
58000000.00
0.0038
N
58000580.00
58000580.00
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
124000000.00
124000000.00
0.0082
N
124021080.00
124021080.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
13738JJQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
28000000.00
27981100.00
0.0018
N
27988520.00
27988520.00
Chariot Funding, LLC
Chariot Funding, LLC 0.200000%
15963TJJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74980000.00
0.0049
N
74986500.00
74986500.00
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
60000000.00
60000000.00
0.0040
N
60002400.00
60002400.00
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
158000000.00
158000000.00
0.0104
N
158026860.00
158026860.00
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
0.0026
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
2000000.00
2000000.00
0.0001
N
1998980.00
1998980.00
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
43000000.00
43000000.00
0.0028
N
43008600.00
43008600.00
Ciesco, LLC
Ciesco, LLC 0.501300%
17178BH16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
19000000.00
0.0013
N
18999810.00
18999810.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
17000000.00
0.0011
N
16999830.00
16999830.00
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
3000000.00
2999791.67
0.0002
N
2999910.00
2999910.00
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
15000000.00
14997450.00
0.0010
N
14998950.00
14998950.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BNN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
52000000.00
51748666.66
0.0034
N
51919920.00
51919920.00
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
13000000.00
12936083.33
0.0009
N
12979460.00
12979460.00
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
48000000.00
48000000.00
0.0032
N
48000960.00
48000960.00
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
161000000.00
161000000.00
0.0106
N
161022540.00
161022540.00
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
87000000.00
87000000.00
0.0057
N
87013920.00
87013920.00
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
110000000.00
110000000.00
0.0073
Security is a time deposit.
N
110000000.00
110000000.00
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
50000000.00
50000000.00
0.0033
N
50034600.00
50034600.00
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
32000000.00
31996266.67
0.0021
N
31998080.00
31998080.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
66800000.00
66791037.66
0.0044
N
66794656.00
66794656.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
20272DM56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
79000000.00
78900460.00
0.0052
N
78929690.00
78929690.00
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
95000000.00
94988811.11
0.0063
N
94996200.00
94996200.00
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
38000000.00
37971668.89
0.0025
N
37986320.00
37986320.00
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
5000000.00
4992027.78
0.0003
N
4995500.00
4995500.00
CRC Funding, LLC
CRC Funding, LLC 0.680000%
12622UKQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43930186.67
0.0029
N
43958640.00
43958640.00
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
175000000.00
175000000.00
0.0115
N
175000000.00
175000000.00
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
8000000.00
8000000.00
0.0005
N
8000880.00
8000880.00
Credit Suisse AG
Credit Suisse AG 0.540000%
22550DVC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
48000000.00
48000000.00
0.0032
N
48000000.00
48000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799D001_0.1700_M120801_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-09-15
5.520000
Government Agency Debt
45718845.00
43185257.33
Freddie Mac
2038-10-15
6.000000
Government Agency Debt
45000000.00
9656805.40
Freddie Mac
2038-11-15
6.000000
Government Agency Debt
40000000.00
6918154.95
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
40044214.00
16432251.61
Freddie Mac
2040-05-20
6.500000
Government Agency Debt
43200000.00
19389406.16
Freddie Mac
2042-07-20
4.000000
Government Agency Debt
40759119.00
45122550.39
GNMA
2040-05-20
4.500000
Government Agency Debt
36470000.00
32411045.82
GNMA
2041-09-20
4.500000
Government Agency Debt
6855000.00
6490970.97
GNMA
2041-11-20
4.000000
Government Agency Debt
44315000.00
46014030.60
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
221192680.00
221192680.00
0.0146
N
221192680.00
221192680.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
22799E009_0.2000_M120820_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
11730000.00
12179562.88
Freddie Mac
2030-07-01
4.000000
Government Agency Debt
50170168.00
29294186.39
Freddie Mac
2030-12-01
4.500000
Government Agency Debt
50380856.00
46691254.29
Freddie Mac
2040-08-01
4.000000
Government Agency Debt
50013797.00
38316481.55
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
124000000.00
124000000.00
0.0082
Y
124000000.00
124000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120913_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
22202764.00
20903261.97
Fannie Mae
2027-03-01
2.500000
Government Agency Debt
22393364.00
22696245.13
Fannie Mae
2031-07-01
6.000000
Government Agency Debt
22525000.00
521714.86
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
22518000.00
20318590.02
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
18070000.00
19280328.68
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
15964317.00
17262638.78
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
99000000.00
99000000.00
0.0065
Y
99001980.00
99001980.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120914_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
49520000.00
39560941.03
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
30380816.00
7359504.91
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
46000000.00
46000000.00
0.0030
Y
46000920.00
46000920.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
992JYD004_0.1700_M120803_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2023-12-01
5.500000
Government Agency Debt
16750000.00
6947632.74
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
39019859.00
40515330.44
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
50984553.00
54537872.59
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
100000000.00
100000000.00
0.0066
N
100000000.00
100000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
992JYD004_0.2000_M120801_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
5480000.00
4377907.04
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
38575000.00
41526564.56
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
45000000.00
45000000.00
0.0030
N
45000000.00
45000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.570000%
2284K0J63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
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
50000000.00
49971500.00
0.0033
N
49988000.00
49988000.00
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
104000000.00
103945400.00
0.0069
N
103969840.00
103969840.00
Deutsche Bank AG
Deutsche Bank AG 0.420000%
25154U2Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
32000000.00
32000000.00
0.0021
N
31997440.00
31997440.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25154U3N2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
155000000.00
155000000.00
0.0102
N
154982950.00
154982950.00
Deutsche Bank AG
Deutsche Bank AG 0.390000%
25154U3S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
36000000.00
36000000.00
0.0024
N
35993880.00
35993880.00
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
133000000.00
133000000.00
0.0088
N
133011970.00
133011970.00
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
73000000.00
73000000.00
0.0048
N
73019710.00
73019710.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25154UZ49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
25000000.00
25000000.00
0.0016
N
25004750.00
25004750.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
21599B009_0.1700_M120801_2MN4
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-07-31
0.375000
Treasury Debt
54534000.00
54632161.20
United States Treasury Department
2017-05-31
0.625000
Treasury Debt
199848000.00
200367937.88
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
250000000.00
250000000.00
0.0165
N
250000000.00
250000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
21599B009_0.1900_M120801_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-05-25
3.500000
Government Agency Debt
24760378.00
16021117.95
Fannie Mae
2031-05-25
7.000000
Government Agency Debt
22616476.00
26196236.57
Fannie Mae
2039-04-25
0.00
Government Agency Debt
15600991.00
14982645.72
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
55000000.00
55000000.00
0.0036
N
55000000.00
55000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.350000%
991JCA005_0.3500_M120801_2MN4
0001074042
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999999.00
APOLLO RESIDENTIAL MTG INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999997.49
BANK OF AMERICA CORPORATION COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999995.36
BASIC ENERGY SVCS INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999993.08
BOSTON SCIENTIFIC CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999997.68
CAMPUS CREST CMNTYS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
109494.00
CEC ENTMT INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
27648.00
COEUR D ALENE MINES CORP IDACOM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999985.40
COOPER INDUSTRIES PLC SHS
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999961.10
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
125556.50
ENTRAVISION COMMUNICATIONS CCL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
124826.85
HUMANA INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999975.70
IDT CORP CL B NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
105121.38
INDEPENDENCE HLDG CO NEW COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
29912.48
JPMORGAN CHASE & CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999993.80
KEYCORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999996.14
LOWES COS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
580793.78
MARSH & MCLENNAN COS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999966.60
MAXIMUS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999985.14
MEAD JOHNSON NUTRITION CO COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999992.40
MERCK & CO INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999999.36
MOVADO GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999988.14
QUIKSILVER INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999997.48
REGIONS FINANCIAL CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999993.15
SAUER-DANFOSS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
896847.33
VALERO ENERGY CORP NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999985.44
VENOCO INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
999998.72
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
20000000.00
20000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M120824_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-06-01
4.500000
Government Agency Debt
5444764.00
4723040.01
Fannie Mae
2032-08-01
3.000000
Government Agency Debt
4552001.00
4791691.16
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
14364490.00
4868896.55
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
13500000.00
4880626.99
Fannie Mae
2036-11-01
6.071000
Government Agency Debt
25000191.00
4699844.33
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
18376190.00
3391887.01
Fannie Mae
2038-01-01
5.493000
Government Agency Debt
10282606.00
4728488.26
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
21447370.00
4704896.69
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
4892228.00
4746261.17
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
7181555.00
4710993.27
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
48504.00
34484.77
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
187231.00
160455.18
Fannie Mae
2042-01-01
3.363000
Government Agency Debt
2426713.00
2546018.05
GNMA
2026-11-20
3.000000
Government Agency Debt
27051379.00
20616380.25
GNMA
2038-08-20
7.000000
Government Agency Debt
42857142.00
48450803.87
GNMA
2042-01-20
7.000000
Government Agency Debt
10211272.00
12068434.39
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
125000000.00
125000000.00
0.0082
Y
125000000.00
125000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120820_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
5746141.00
6015142.21
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
5607602.00
5995314.76
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
27295162.00
5983336.41
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
24715651.00
5987724.97
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
24000000.00
5985081.63
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
34201893.00
6056874.45
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
26055592.00
6025608.16
Fannie Mae
2039-07-01
6.500000
Government Agency Debt
6889441.00
5981786.55
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
7877466.00
5962501.75
Fannie Mae
2040-04-01
3.770000
Government Agency Debt
12100000.00
5976385.08
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
9512355.00
6016197.04
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
233164.00
199819.32
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
1453057.00
1595666.62
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
5660365.00
6021137.80
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
4526476.00
4814978.49
GNMA
2037-10-16
2.250000
Government Agency Debt
92991000.00
82660663.35
GNMA
2041-10-20
3.500000
Government Agency Debt
1497817.00
1617235.08
GNMA
2042-01-20
7.000000
Government Agency Debt
12756627.00
15076722.66
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
171000000.00
171000000.00
0.0113
Y
170998290.00
170998290.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120924_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-25
6.500000
Government Agency Debt
20453556.00
20803693.61
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
20000000.00
20000000.00
0.0013
Y
19998400.00
19998400.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M120920_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
484225.00
297742.31
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
286257.00
241784.06
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
85034.00
67398.65
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
322482.00
312983.49
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
842583.00
802733.65
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
351722.00
311263.60
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
71727.00
67421.53
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
25431.00
25875.02
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
71087.00
74822.77
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
543582.00
15398.14
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
171000.00
44859.64
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
135000.00
42768.08
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
587000.00
148898.65
Fannie Mae
2037-04-01
5.526000
Government Agency Debt
2550000.00
627571.21
Fannie Mae
2039-04-01
4.000000
Government Agency Debt
76922.00
30836.18
Fannie Mae
2040-07-01
6.000000
Government Agency Debt
74912.00
72492.30
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
153789.00
117129.80
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
136773.00
107901.29
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
48397.00
34408.70
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
213304.00
166034.35
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
112990.00
65166.38
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
55074.00
46192.77
Fannie Mae
2041-04-25
4.500000
Government Agency Debt
4416931.00
5038163.51
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
7248630.00
6212006.78
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
3173448.00
3415957.61
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
187177.00
170794.15
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
499347.00
479927.15
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
67558.00
67515.31
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
930121.00
982363.80
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
7329.00
7585.40
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
53979.00
62209.63
Fannie Mae
2042-07-01
3.000000
Government Agency Debt
1428838.00
1487341.80
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
232225.00
246859.77
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
21747.00
25093.18
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
1316563.00
1348592.24
GNMA
2034-12-20
3.000000
Government Agency Debt
705392.00
717292.16
GNMA
2041-10-20
3.500000
Government Agency Debt
876412.00
946286.65
GNMA
2042-01-20
4.000000
Government Agency Debt
1068895.00
1112886.19
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
25000000.00
25000000.00
0.0016
Y
24999250.00
24999250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
99ETSZ007_0.2800_M120924_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-25
4.000000
Government Agency Debt
16736000.00
16584462.98
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
16539007.00
15901030.43
Fannie Mae
2032-12-25
3.500000
Government Agency Debt
8083903.00
8662521.83
Fannie Mae
2037-08-25
4.000000
Government Agency Debt
4717469.00
5095674.78
Fannie Mae
2040-03-25
0.746200
Government Agency Debt
32500000.00
18493546.62
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
96188.00
68386.55
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
346706.00
297123.74
Fannie Mae
2042-06-25
4.000000
Government Agency Debt
16900000.00
18502227.03
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
15504571.00
17890238.67
GNMA
2034-12-20
3.000000
Government Agency Debt
544139.00
553318.78
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
98000000.00
98000000.00
0.0065
Y
97992160.00
97992160.00
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
78000000.00
78000000.00
0.0051
N
78003900.00
78003900.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LED4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
9000000.00
9000000.00
0.0006
N
9000540.00
9000540.00
DNB Bank ASA
DNB Bank ASA 0.530000%
23330LHA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
18000000.00
18000000.00
0.0012
N
18003960.00
18003960.00
DNB Bank ASA
DNB Bank ASA 0.510000%
23330LJA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
57000000.00
57000000.00
0.0038
N
57007980.00
57007980.00
DNB Bank ASA
DNB Bank ASA 0.330000%
23330LJM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
20000000.00
20000000.00
0.0013
N
19999000.00
19999000.00
EMF LLC
Variable Rate Demand Bonds (One Workplace) Series 2012 0.380000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4600000.00
4600000.00
0.0003
N
4600000.00
4600000.00
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
117000000.00
116999447.50
0.0077
N
116999883.00
116999883.00
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
41000000.00
40998770.00
0.0027
N
40999795.00
40999795.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384B57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
2000000.00
1999955.00
0.0001
N
1999990.00
1999990.00
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
20000000.00
19999066.67
0.0013
N
19999840.00
19999840.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384C23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
1950000.00
1949931.75
0.0001
N
1949984.40
1949984.40
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
105000000.00
104994399.99
0.0069
N
104999055.00
104999055.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384C49
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
3000000.00
2999880.00
0.0002
N
2999973.00
2999973.00
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
31000000.00
30998010.83
0.0020
N
30999628.00
30999628.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384E70
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
3000000.00
2999650.00
0.0002
N
2999796.00
2999796.00
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
48250000.00
48242333.77
0.0032
N
48245850.50
48245850.50
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
32000000.00
31994720.00
0.0021
N
31996640.00
31996640.00
Freddie Mac
Freddie Mac 0.090000%
313396B51
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
5500000.00
5499876.25
0.0004
N
5499972.50
5499972.50
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
350000000.00
350000000.00
0.0231
N
350383600.00
350383600.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
96000000.00
95930186.67
0.0063
N
95965440.00
95965440.00
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
41000000.00
40968805.83
0.0027
N
40982370.00
40982370.00
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
25000000.00
24980750.00
0.0016
N
24989000.00
24989000.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
78000000.00
77932746.67
0.0051
N
77954760.00
77954760.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
100000000.00
99912888.90
0.0066
N
99941000.00
99941000.00
General Electric Capital Corp
General Electric Capital Corp 0.350000%
36959HMB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
15000000.00
14980750.00
0.0010
N
14985150.00
14985150.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HMH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
29000000.00
28958868.33
0.0019
N
28969260.00
28969260.00
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
2810000.00
2810000.00
0.0002
N
2810000.00
2810000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
38399H002_0.1800_M120801_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-05-01
5.500000
Government Agency Debt
212587396.00
55909575.69
Fannie Mae
2037-09-01
5.175000
Government Agency Debt
113736448.00
57470072.61
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
16959211.00
17870352.41
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
125000000.00
125000000.00
0.0082
N
125000000.00
125000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M120806_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-11-01
4.000000
Government Agency Debt
29223856.00
23396259.10
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
25073300.00
23600139.87
Fannie Mae
2035-01-01
4.500000
Government Agency Debt
4388728.00
2761769.89
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
110000000.00
23638167.80
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
17389856.00
18814827.46
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
21579525.00
23340069.93
Freddie Mac
2030-08-01
5.000000
Government Agency Debt
29877655.00
23624150.33
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
21934534.00
23574615.66
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
155000000.00
155000000.00
0.0102
N
155000000.00
155000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M120807_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
26306860.00
27332079.00
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
26795396.00
27302541.01
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
12080912.00
13183888.65
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
31090144.00
27343719.09
Freddie Mac
2035-06-01
6.000000
Government Agency Debt
37796389.00
21349378.51
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
25348025.00
27338394.17
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
137000000.00
137000000.00
0.0090
N
137000000.00
137000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120801_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
61000000.00
31996881.66
Fannie Mae
2040-02-01
5.000000
Government Agency Debt
14091361.00
10746133.08
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
31500000.00
31972548.92
Fannie Mae
2041-12-01
2.849000
Government Agency Debt
27015936.00
26084436.82
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
96000000.00
96000000.00
0.0063
N
96000000.00
96000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M120801_2MN4
0000769993
Other Repurchase Agreement
N
AFFILIATED MANAGERS GROUP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899945.62
ALLISON TRANSMISSION HLDGS ICOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
87757.08
AMDOCS LTD ORD
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
217397.73
AMERICAN EAGLE OUTFITTERS NECOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
140807.40
AMERICAN ELEC PWR INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
287645.49
AMPHENOL CORP NEW CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899974.40
COLE KENNETH PRODTNS INC CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
174671.64
CONOCOPHILLIPS COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899978.30
DIEBOLD INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
371032.40
ESTERLINE TECHNOLOGIES CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899950.26
FREESCALE SEMICONDUCTOR HLDGSHS OLD
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
414417.75
GAMESTOP CORP NEW CL A
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899987.58
GATX CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
287529.96
GENERAL GROWTH PPTYS INC NEWCOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
301852.34
HERBALIFE LTD COM USD
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899974.59
INVESCO LTD SHS
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899997.51
INVESTMENT TECHNOLOGY GRP NECOM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
296890.22
KBR INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899993.30
KILROY RLTY CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
110066.97
MERITOR INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
318626.00
MID-AMER APT CMNTYS INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899946.00
PPL CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899973.20
RALCORP HLDGS INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899996.06
SAFEWAY INC COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
171442.73
SCHLUMBERGER LTD COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899931.24
SCRIPPS NETWORKS INTERACT INCL A COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
284851.38
SHAW GROUP INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899959.59
SMUCKER J M CO COM NEW
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
178269.92
SPX CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899995.41
SUNOCO INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
149159.75
TJX COS INC NEW COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
309989.60
TUPPERWARE BRANDS CORP COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899999.10
UNIVERSAL HLTH SVCS INC CL B
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
398011.32
WALTER ENERGY INC COM
2012-07-31
N/A
Other Instrument
common stock or ETF
0.00
899990.25
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
18000000.00
18000000.00
0.0012
Repurchase agreement collateralized by common stock and ETFs.
N
18000000.00
18000000.00
Govco, LLC
Govco, LLC 0.530000%
38362VHA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
121000000.00
120983967.50
0.0080
N
120992740.00
120992740.00
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
16000000.00
15987875.56
0.0011
N
15995040.00
15995040.00
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
22000000.00
21982479.45
0.0014
N
21992520.00
21992520.00
HSBC Bank Plc
HSBC Bank Plc 0.425000%
972XGJ004
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
59000000.00
59001390.07
0.0039
N
59018290.00
59018290.00
HSBC USA, Inc
HSBC USA, Inc 0.320000%
40427RKW0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
75000000.00
74940000.00
0.0049
N
74946750.00
74946750.00
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
148000000.00
147882874.43
0.0097
N
147878640.00
147878640.00
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
155000000.00
155000000.00
0.0102
N
155003100.00
155003100.00
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
46000000.00
45994761.11
0.0030
N
45997240.00
45997240.00
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
43000000.00
42989393.33
0.0028
N
42993120.00
42993120.00
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
11000000.00
10994885.00
0.0007
N
10996480.00
10996480.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.190000%
46899T004_0.1900_M120801_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-02-25
1.035000
Government Agency Debt
8717880.00
3147017.99
GNMA
2038-04-20
2.750000
Government Agency Debt
81956524.00
74102982.57
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
75000000.00
75000000.00
0.0049
N
75000000.00
75000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.366800%
48125LBA9
Other Note
N
First Tier Security
N/A
N/A
2012-08-21
2012-12-21
N
N
N
500000000.00
500000000.00
0.0330
N
500062500.00
500062500.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2KJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
51000000.00
50975690.00
0.0034
N
50963790.00
50963790.00
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
90000000.00
90000000.00
0.0059
N
90009000.00
90009000.00
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
33000000.00
33000000.00
0.0022
N
33003960.00
33003960.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LHF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
9000000.00
8999195.00
0.0006
N
8999190.00
8999190.00
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
36000000.00
35995400.00
0.0024
N
35995680.00
35995680.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LHN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
15000000.00
14997987.50
0.0010
N
14998050.00
14998050.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4H72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7999693.33
0.0005
N
7999680.00
7999680.00
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
12000000.00
11999310.00
0.0008
N
11999280.00
11999280.00
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
6019000.00
6018438.23
0.0004
N
6018518.48
6018518.48
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4HH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999893.33
0.0001
N
999910.00
999910.00
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
9000000.00
8998907.50
0.0006
N
8999010.00
8999010.00
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
17000000.00
16997827.78
0.0011
N
16997960.00
16997960.00
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
5000000.00
4999329.16
0.0003
N
4999400.00
4999400.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
43000000.00
42993681.39
0.0028
N
42994410.00
42994410.00
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
20000000.00
19993888.89
0.0013
N
19994000.00
19994000.00
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
50463000.00
50446529.44
0.0033
N
50446851.84
50446851.84
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
06399U000_0.1800_M120801_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2029-03-15
4.500000
Government Agency Debt
25064824.00
17936836.63
GNMA
2034-12-20
4.500000
Government Agency Debt
50000000.00
32893496.41
GNMA
2034-12-20
4.500000
Government Agency Debt
8196407.00
5390613.55
GNMA
2037-03-20
2.000000
Government Agency Debt
34409000.00
35173939.34
GNMA
2037-06-16
0.578700
Government Agency Debt
110000000.00
33982066.82
GNMA
2037-07-20
0.546700
Government Agency Debt
125000000.00
35161523.66
GNMA
2037-07-20
0.546700
Government Agency Debt
125000000.00
35161523.66
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
190000000.00
190000000.00
0.0125
N
190000000.00
190000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399V008_0.1900_M120807_2MN4
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2033-01-20
5.000000
Government Agency Debt
18679718.00
10300000.16
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
10000000.00
10000000.00
0.0007
N
9999700.00
9999700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5G5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
47000000.00
47000000.00
0.0031
N
47000470.00
47000470.00
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
68000000.00
68000000.00
0.0045
N
68009520.00
68009520.00
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
20000000.00
20000000.00
0.0013
N
20002800.00
20002800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.535000%
60681P6N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
14000000.00
14000000.00
0.0009
N
14000280.00
14000280.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.360000%
60687GB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
76000000.00
76000000.00
0.0050
N
76008360.00
76008360.00
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
76000000.00
76000000.00
0.0050
N
76008360.00
76008360.00
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
70000000.00
70000000.00
0.0046
N
70021000.00
70021000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972CAZ000_M121022
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
4000000.00
4000000.00
0.0003
N
4001200.00
4001200.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972DLK009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
38000000.00
38000000.00
0.0025
N
38012540.00
38012540.00
National Australia Bank Ltd
National Australia Bank Ltd 0.410000%
972WCD003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
51000000.00
51000000.00
0.0034
N
51013770.00
51013770.00
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
57000000.00
56998100.00
0.0038
N
56998860.00
56998860.00
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
0.0020
N
29999100.00
29999100.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.350000%
63253JJH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
Y
National Australia Bank Ltd
N/A
N/A
N
47000000.00
46978523.61
0.0031
N
46993420.00
46993420.00
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
53000000.00
52976945.00
0.0035
N
52990460.00
52990460.00
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
0.0016
N
24993750.00
24993750.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.300000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-01
2012-09-04
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
200000.00
200000.00
0.0000
N
200000.00
200000.00
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
31000000.00
31000000.00
0.0020
N
31004650.00
31004650.00
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
11000000.00
11000000.00
0.0007
N
11001650.00
11001650.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
Y
Nordea Bank AB
N/A
N/A
N
10000000.00
9998308.33
0.0007
N
9999000.00
9999000.00
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
66000000.00
65988303.33
0.0043
N
65993400.00
65993400.00
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
110000000.00
109979619.44
0.0072
N
109987900.00
109987900.00
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
122000000.00
121974447.78
0.0080
N
121978040.00
121978040.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TH66
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
8031000.00
8030732.30
0.0005
N
8030839.38
8030839.38
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983THD1
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
80079000.00
80072593.68
0.0053
N
80075796.84
80075796.84
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983THL3
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
4000000.00
3999493.33
0.0003
N
3999720.00
3999720.00
PNC Bank NA
PNC Bank NA 0.230000%
69349JJC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
23000000.00
22993828.33
0.0015
N
22995630.00
22995630.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977JRQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
120000000.00
120000000.00
0.0079
N
119988000.00
119988000.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
159000000.00
159000000.00
0.0105
N
159073140.00
159073140.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0K54
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17983750.00
0.0012
N
17989920.00
17989920.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.480000%
7562E0MB9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
998240.00
0.0001
N
998710.00
998710.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0MC7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4990763.89
0.0003
N
4993500.00
4993500.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.540000%
7562E0MD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
13000000.00
12973870.00
0.0009
N
12982970.00
12982970.00
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
0.0016
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
28000000.00
27890986.67
0.0018
N
27917400.00
27917400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.310000%
82124LJC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
11000000.00
10996021.67
0.0007
N
10997030.00
10997030.00
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%
82124LKR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
30000000.00
29978750.00
0.0020
N
29976996.00
29976996.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-26
2012-10-26
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19985666.67
0.0013
N
19984388.00
19984388.00
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
44000000.00
43967000.00
0.0029
N
43963040.00
43963040.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.360000%
83050TKK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
12000000.00
11990520.00
0.0008
N
11991600.00
11991600.00
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
31000000.00
31000000.00
0.0020
N
31004340.00
31004340.00
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
16000000.00
16000000.00
0.0011
N
16001600.00
16001600.00
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
62000000.00
62000000.00
0.0041
N
62016740.00
62016740.00
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
22000000.00
21999083.33
0.0014
N
21999340.00
21999340.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.220000%
8342E2HW1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-30
2012-08-30
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
20000000.00
19996455.55
0.0013
N
19996834.00
19996834.00
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
58000000.00
57971402.77
0.0038
N
57979120.00
57979120.00
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
14000000.00
13992125.00
0.0009
N
13994680.00
13994680.00
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
13000000.00
12999870.00
0.0009
N
12999870.00
12999870.00
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
58403000.00
58401539.93
0.0038
N
58401831.94
58401831.94
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
25186000.00
25176429.32
0.0017
N
25174666.30
25174666.30
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JS32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49998250.00
0.0033
N
49998500.00
49998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JT56
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
40000000.00
39994400.00
0.0026
N
39994800.00
39994800.00
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
30000000.00
29996100.00
0.0020
N
29996700.00
29996700.00
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
7748000.00
7746915.28
0.0005
N
7746992.76
7746992.76
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
10000000.00
9998950.00
0.0007
N
9999100.00
9999100.00
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
55000000.00
55000000.00
0.0036
N
55009350.00
55009350.00
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
5000000.00
5000000.00
0.0003
N
5000050.00
5000050.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DEN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
55000000.00
55000000.00
0.0036
N
55000550.00
55000550.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
17000000.00
17000000.00
0.0011
N
17002040.00
17002040.00
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
154000000.00
154000000.00
0.0102
N
154020020.00
154020020.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.510000%
86562DLA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
104000000.00
104000000.00
0.0069
N
104009360.00
104009360.00
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
77000000.00
77000000.00
0.0051
N
77010010.00
77010010.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.390000%
86562WF37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
33000000.00
33000000.00
0.0022
N
33000000.00
33000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.380000%
86562WG77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
32000000.00
32000000.00
0.0021
N
31999040.00
31999040.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.290000%
86958CEM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
21000000.00
21000000.00
0.0014
N
20993910.00
20993910.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.280000%
86958CEY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
9000000.00
9000000.00
0.0006
N
9000000.00
9000000.00
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
16000000.00
16000000.00
0.0011
N
16002560.00
16002560.00
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
32000000.00
32000000.00
0.0021
N
32000000.00
32000000.00
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
63360000.00
63360000.00
0.0042
N
63360000.00
63360000.00
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
39690000.00
39690000.00
0.0026
N
39690000.00
39690000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.450000%
88324LHH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6998600.00
0.0005
N
6999300.00
6999300.00
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
145000000.00
144965562.50
0.0096
N
144982600.00
144982600.00
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
2000000.00
1999746.67
0.0001
N
1999760.00
1999760.00
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
74000000.00
74000000.00
0.0049
N
74000000.00
74000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89112XT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
96000000.00
96000000.00
0.0063
N
96000000.00
96000000.00
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
61000000.00
61000000.00
0.0040
N
61001220.00
61001220.00
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
8000000.00
8000000.00
0.0005
N
8000320.00
8000320.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
61000000.00
61000000.00
0.0040
N
61002440.00
61002440.00
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
291000000.00
291000000.00
0.0192
N
291014550.00
291014550.00
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
47000000.00
46978850.00
0.0031
N
46991540.00
46991540.00
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
75000000.00
74979395.84
0.0049
N
74985000.00
74985000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.400000%
89233GL79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
9000000.00
8990200.00
0.0006
N
8994150.00
8994150.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
30000000.00
29959666.67
0.0020
N
29976300.00
29976300.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
228000000.00
228000000.00
0.0150
N
228045600.00
228045600.00
UBS Securities LLC
UBS Securities LLC 0.190000%
99EPPA003_0.1900_M120801_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
61797361.00
63407473.98
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
10497395.00
7464167.99
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
29415039.00
31128358.93
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
100000000.00
100000000.00
0.0066
N
100000000.00
100000000.00
Union Bank, NA
Union Bank, NA 0.420000%
90527MN44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-26
2012-09-26
N
N
N
46000000.00
46000000.00
0.0030
N
46015180.00
46015180.00
Union Bank, NA
Union Bank, NA 0.420000%
90527MP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-25
2012-09-25
N
N
N
14000000.00
14000000.00
0.0009
N
14004620.00
14004620.00
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
12000000.00
11999000.00
0.0008
N
11999040.00
11999040.00
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
33000000.00
32991291.67
0.0022
N
32990430.00
32990430.00
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
116000000.00
116000000.00
0.0076
N
115997680.00
115997680.00
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
0.0019
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
72000000.00
71876800.00
0.0047
N
71869680.00
71869680.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
28000000.00
27951777.78
0.0018
N
27948760.00
27948760.00
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
118000000.00
118000000.00
0.0078
N
117996460.00
117996460.00
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
39000000.00
38997611.25
0.0026
N
38998050.00
38998050.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
449564.06
449564.06
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
418372.51
418372.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
363649.38
363649.38
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
534436.18
534436.18
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
737886.98
737886.98
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
641371.37
641371.37
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1602731.20
1602731.20
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
577375.21
577375.21
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
203177.06
203177.06
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
320806.07
320806.07
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
110703.48
110703.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
96223.46
96223.46
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
1000000.00
999825.00
0.0001
N
999920.00
999920.00