0001145549-14-002803.txt : 20140319
0001145549-14-002803.hdr.sgml : 20140319
20140319130644
ACCESSION NUMBER: 0001145549-14-002803
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
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: 14703491
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-06-30
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
42
55
14296832881.38
3868670.27
58882778.56
14241818773.09
0.0029
1.0001
2012-06-30
1.0001
2012-06-30
C000012373
1.00
14241818773.09
1.00
39913604.12
2577501156.85
2537587552.73
0.0001
1.0001
2012-06-30
1.0001
2012-06-30
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.300000%
02086LH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
14800000.00
14795683.33
0.0010
N
14796596.00
14796596.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
97000000.00
96927627.21
0.0068
N
96931130.00
96931130.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5995466.66
0.0004
N
5995680.00
5995680.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.320000%
04915TG22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915TK43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
106000000.00
105916966.68
0.0074
N
105906720.00
105906720.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.170000%
05253AGR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
16000000.00
15998262.22
0.0011
N
15998560.00
15998560.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.295300%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-11-26
N
N
N
27000000.00
27000000.00
0.0019
N
27000000.00
27000000.00
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
2012-07-02
2012-07-02
N
N
N
205000000.00
205000000.00
0.0144
Security is a time deposit.
N
205002050.00
205002050.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.200000%
972BSY006
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
124000000.00
124000000.00
0.0087
N
124008680.00
124008680.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NKF009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
27000000.00
27000000.00
0.0019
N
27013770.00
27013770.00
Bank of Montreal
Bank of Montreal 0.190000%
06366VDF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
32000000.00
32000000.00
0.0022
N
32000000.00
32000000.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
1000000.00
1000000.00
0.0001
N
1000040.00
1000040.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
89000000.00
89000000.00
0.0062
N
89004450.00
89004450.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
21000000.00
21000000.00
0.0015
N
21001050.00
21001050.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
67000000.00
67000000.00
0.0047
N
67004020.00
67004020.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
44000000.00
44000000.00
0.0031
N
44002200.00
44002200.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VQN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
33000000.00
33000000.00
0.0023
N
33001980.00
33001980.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417E2V4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
3000000.00
2999851.72
0.0002
N
2999940.00
2999940.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
41000000.00
41000000.00
0.0029
N
41005330.00
41005330.00
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
7001260.00
7001260.00
Bank of Nova Scotia
Bank of Nova Scotia 0.600000%
06417EPH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
49000000.00
49000000.00
0.0034
N
49026950.00
49026950.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417ES79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
48000000.00
48000000.00
0.0034
N
48000000.00
48000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-11-15
N
N
N
23000000.00
23000000.00
0.0016
N
23000000.00
23000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.325300%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
113000000.00
113000000.00
0.0079
N
113003390.00
113003390.00
Bank of the West
Bank of the West 0.440000%
0642G0XQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
41000000.00
41000000.00
0.0029
N
41008200.00
41008200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538EC96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
61000000.00
61000000.00
0.0043
N
60990240.00
60990240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538ED46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
80000000.00
80000000.00
0.0056
N
79987200.00
79987200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EUV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
33000000.00
33000000.00
0.0023
N
33003630.00
33003630.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
51000000.00
51000000.00
0.0036
N
50998980.00
50998980.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
N
35000000.00
35000000.00
0.0025
N
34999300.00
34999300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
9000000.00
9000000.00
0.0006
N
8999820.00
8999820.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
67000000.00
67000000.00
0.0047
N
66998660.00
66998660.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
8000000.00
8000000.00
0.0006
N
7999840.00
7999840.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
135000000.00
135000000.00
0.0095
N
135058050.00
135058050.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
24000000.00
24000000.00
0.0017
N
24014880.00
24014880.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120702_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-08-01
2.438000
Government Agency Debt
55581559.00
12418935.93
Fannie Mae
2036-10-01
2.534000
Government Agency Debt
50001885.00
13456795.84
Fannie Mae
2036-11-01
2.557000
Government Agency Debt
75014451.00
14056972.65
Fannie Mae
2038-05-01
4.701000
Government Agency Debt
6891093.00
3895843.73
Fannie Mae
2041-02-01
3.362000
Government Agency Debt
8229651.00
6184069.64
Fannie Mae
2042-07-01
2.574000
Government Agency Debt
11903848.00
12387382.31
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
60000000.00
60000000.00
0.0042
N
60000000.00
60000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.210000%
07699U005_0.2100_M120706_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
30000000.00
2962669.24
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
13622.00
15013.21
Fannie Mae
2020-03-01
5.500000
Government Agency Debt
3625722.00
669470.67
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
177728.00
83328.90
Fannie Mae
2021-09-01
5.500000
Government Agency Debt
1123867.00
653723.57
Fannie Mae
2021-11-01
3.000000
Government Agency Debt
2124679.00
1998361.92
Fannie Mae
2022-01-01
5.500000
Government Agency Debt
2500000.00
661691.83
Fannie Mae
2022-12-01
5.500000
Government Agency Debt
8000000.00
661367.17
Fannie Mae
2024-02-01
6.500000
Government Agency Debt
3888026.00
3009478.65
Fannie Mae
2024-09-01
4.500000
Government Agency Debt
800536.00
667233.29
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
913724.00
674749.95
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
3369313.00
2893219.85
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
4000000.00
2987263.97
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
5000000.00
3228565.29
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
3454280.00
3120950.92
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
3302087.00
3492597.44
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
646194.00
662814.71
Fannie Mae
2028-01-01
6.000000
Government Agency Debt
2000000.00
649260.82
Fannie Mae
2028-02-01
5.500000
Government Agency Debt
2500000.00
669933.45
Fannie Mae
2028-03-01
5.000000
Government Agency Debt
11467912.00
3161850.93
Fannie Mae
2029-01-01
5.690000
Government Agency Debt
3000000.00
2883529.61
Fannie Mae
2030-04-01
7.000000
Government Agency Debt
27892500.00
2268618.77
Fannie Mae
2030-10-01
4.000000
Government Agency Debt
4000000.00
2977161.96
Fannie Mae
2030-11-01
4.000000
Government Agency Debt
4000000.00
3119274.24
Fannie Mae
2030-12-07
5.000000
Government Agency Debt
3200000.00
3092845.29
Fannie Mae
2032-01-01
3.500000
Government Agency Debt
2892560.00
3017814.95
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
6293477.00
6543976.37
Fannie Mae
2032-02-01
4.000000
Government Agency Debt
2724195.00
2963893.83
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
3010359.00
3169356.49
Fannie Mae
2032-03-01
4.000000
Government Agency Debt
3045413.00
3321702.47
Fannie Mae
2032-03-01
4.000000
Government Agency Debt
2749821.00
2998887.46
Fannie Mae
2033-06-01
6.500000
Government Agency Debt
1728500.00
663628.86
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
10020133.00
3128765.13
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
2100000.00
649271.33
Fannie Mae
2035-04-01
2.279000
Government Agency Debt
13125840.00
4531940.87
Fannie Mae
2035-06-01
2.567000
Government Agency Debt
26918137.00
17616204.44
Fannie Mae
2035-06-01
7.000000
Government Agency Debt
4776228.00
665374.99
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
2052724.00
664625.96
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
57169.00
44384.05
Fannie Mae
2036-02-01
5.000000
Government Agency Debt
19543486.00
2908371.78
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
1000.00
390.74
Fannie Mae
2036-07-01
6.137000
Government Agency Debt
16922615.00
4139493.71
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
1120175.00
653549.55
Fannie Mae
2037-01-01
5.000000
Government Agency Debt
7290019.00
2873451.71
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
22914593.00
3271188.44
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
1000.00
241.40
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
2943828.00
666066.86
Fannie Mae
2037-06-01
6.500000
Government Agency Debt
12046000.00
3166049.42
Fannie Mae
2037-07-01
7.000000
Government Agency Debt
2400841.00
665323.03
Fannie Mae
2037-09-01
7.500000
Government Agency Debt
3800000.00
3000070.54
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
45199.00
18450.41
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
1636081.00
652292.39
Fannie Mae
2039-06-01
4.000000
Government Agency Debt
3372914.00
3171486.05
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
6465653.00
3864208.97
Fannie Mae
2040-04-01
4.769000
Government Agency Debt
3763977.00
3775526.13
Fannie Mae
2040-05-01
3.661000
Government Agency Debt
7180277.00
4137143.06
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
847777.00
663753.09
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
3800000.00
2910532.55
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
639897.00
665040.06
Fannie Mae
2040-09-01
4.755000
Government Agency Debt
2666414.00
2790237.47
Fannie Mae
2040-09-01
4.755000
Government Agency Debt
6535.00
6838.47
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
965209.00
653048.08
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
700000.00
665732.16
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
698715.00
673567.49
Fannie Mae
2041-01-01
2.970000
Government Agency Debt
27571558.00
17137985.27
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
703375.00
656256.73
Fannie Mae
2041-05-01
3.219000
Government Agency Debt
11653400.00
10718660.27
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
2810000.00
2935390.22
Fannie Mae
2041-08-01
2.909000
Government Agency Debt
26977217.00
21531701.10
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
3453684.00
3118875.63
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
4796227.00
3311659.49
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
702217.00
676253.12
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
700000.00
676168.39
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
750000.00
668607.38
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1024368.00
652771.77
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
90320.00
93867.33
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
2979776.00
3253555.00
Fannie Mae
2041-12-01
2.526000
Government Agency Debt
12226351.00
12108477.02
Fannie Mae
2041-12-01
3.321000
Government Agency Debt
6493.00
6773.88
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
3166894.00
3491977.55
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
595359.00
653745.33
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
3160730.00
3333305.22
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
2917138.00
3139481.73
Fannie Mae
2042-04-01
2.712000
Government Agency Debt
6644732.00
6875282.81
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
2842363.00
3013385.20
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
2725672.00
2889838.86
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
383650.00
411614.22
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
3050117.00
3225050.19
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
3636.00
3769.06
Fannie Mae
2042-06-01
2.763000
Government Agency Debt
10162511.00
10638083.32
Freddie Mac
2021-08-01
6.000000
Government Agency Debt
3907664.00
651491.30
Freddie Mac
2024-09-01
5.000000
Government Agency Debt
3350000.00
664787.71
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
3393128.00
2942747.41
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
1510481.00
1302113.18
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
92144.00
53687.53
Freddie Mac
2030-05-01
4.000000
Government Agency Debt
4286509.00
2790083.72
Freddie Mac
2030-10-01
4.000000
Government Agency Debt
85435.00
72674.22
Freddie Mac
2031-03-01
4.500000
Government Agency Debt
3919792.00
2942229.10
Freddie Mac
2032-05-01
7.500000
Government Agency Debt
2050000.00
661996.65
Freddie Mac
2032-08-01
8.500000
Government Agency Debt
1600000.00
649580.38
Freddie Mac
2033-11-01
6.500000
Government Agency Debt
1433763.00
408017.55
Freddie Mac
2035-01-01
5.500000
Government Agency Debt
11090000.00
2989524.51
Freddie Mac
2035-11-01
4.500000
Government Agency Debt
2075959.00
653731.47
Freddie Mac
2036-09-01
4.500000
Government Agency Debt
3229592.00
2920154.34
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
114178.00
59152.88
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
624925.00
172989.51
Freddie Mac
2037-10-01
7.000000
Government Agency Debt
3869308.00
2937295.37
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
2237059.00
658211.80
Freddie Mac
2038-03-01
6.000000
Government Agency Debt
11148956.00
3384544.45
Freddie Mac
2038-04-01
6.500000
Government Agency Debt
1626169.00
668302.10
Freddie Mac
2040-08-01
5.500000
Government Agency Debt
901195.00
659038.47
Freddie Mac
2041-01-01
5.500000
Government Agency Debt
3089808.00
2995849.71
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
3214272.00
3175281.58
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
2707748.00
2618873.56
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
15028134.00
15001337.91
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
415617.00
363111.03
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
3013460.00
3192392.57
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
2247702.00
2367594.36
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
114570.00
120037.61
Freddie Mac
2042-02-01
5.000000
Government Agency Debt
2838524.00
3055037.20
Freddie Mac
2042-03-01
5.000000
Government Agency Debt
625200.00
674032.14
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
2988764.00
3158765.48
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
1016736.00
1059837.62
Freddie Mac
2042-05-01
4.500000
Government Agency Debt
3063782.00
3292511.43
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
315000000.00
315000000.00
0.0221
N
314991550.00
314991550.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120706_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-11-01
4.500000
Government Agency Debt
1030000.00
95114.16
Fannie Mae
2017-07-01
5.500000
Government Agency Debt
750000.00
103143.05
Fannie Mae
2017-10-01
5.500000
Government Agency Debt
2089003.00
103930.17
Fannie Mae
2018-11-01
6.000000
Government Agency Debt
1035212.00
103362.66
Fannie Mae
2019-07-01
4.500000
Government Agency Debt
480000.00
100378.29
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
409799.00
99495.94
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
636513.00
100078.60
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
250000.00
106142.76
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
519290.00
104472.14
Fannie Mae
2021-02-01
3.000000
Government Agency Debt
122169.00
98961.39
Fannie Mae
2021-03-01
4.500000
Government Agency Debt
616681.00
93669.51
Fannie Mae
2021-07-01
5.000000
Government Agency Debt
380170.00
100328.05
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
594623.00
102068.39
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
622113.00
101684.42
Fannie Mae
2021-09-01
7.000000
Government Agency Debt
3544492.00
100222.45
Fannie Mae
2021-12-01
4.500000
Government Agency Debt
355000.00
100864.26
Fannie Mae
2023-02-01
5.185000
Government Agency Debt
1000.00
618.85
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
275000.00
103409.47
Fannie Mae
2023-12-01
5.000000
Government Agency Debt
325000.00
105105.60
Fannie Mae
2024-10-01
8.500000
Government Agency Debt
13650795.00
105831.89
Fannie Mae
2025-03-01
5.000000
Government Agency Debt
217169.00
97348.35
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
765059.00
458560.17
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
10999315.00
9628549.97
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
10210501.00
9430738.41
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
102899.00
97862.54
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
10047673.00
9452046.69
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
327057.00
101223.03
Fannie Mae
2033-09-01
6.000000
Government Agency Debt
776476.00
96343.97
Fannie Mae
2035-12-01
4.500000
Government Agency Debt
169360.00
73377.31
Fannie Mae
2036-07-01
2.534000
Government Agency Debt
164369.00
41554.79
Fannie Mae
2036-08-01
8.000000
Government Agency Debt
1358295.00
102315.48
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
510000.00
102890.86
Fannie Mae
2037-03-01
7.500000
Government Agency Debt
600000.00
101342.74
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
769387.00
185731.64
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
151000.00
102432.70
Fannie Mae
2037-10-01
6.234000
Government Agency Debt
30273046.00
9433892.96
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
243528.00
103229.61
Fannie Mae
2038-08-01
7.500000
Government Agency Debt
74290.00
22088.85
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
283000.00
103833.85
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
142959.00
105528.17
Fannie Mae
2040-04-01
3.784000
Government Agency Debt
35110650.00
16647341.17
Fannie Mae
2040-05-01
3.661000
Government Agency Debt
28158445.00
16224376.20
Fannie Mae
2040-09-01
4.201000
Government Agency Debt
17104791.00
9564254.91
Fannie Mae
2040-10-01
3.032000
Government Agency Debt
1000.00
725.96
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
2670.00
2565.20
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
111054.00
115415.66
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
10456637.00
9653506.06
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
9298952.00
9870460.46
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
9100363.00
9639129.71
Fannie Mae
2042-03-01
2.460000
Government Agency Debt
8887559.00
8980271.19
Fannie Mae
2042-03-01
2.495000
Government Agency Debt
10576362.00
10187720.16
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
9235093.00
9758847.72
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
500498.00
536979.27
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
6682290.00
98328.19
Freddie Mac
2018-06-01
5.500000
Government Agency Debt
1000000.00
99065.42
Freddie Mac
2018-10-01
4.000000
Government Agency Debt
50000000.00
9473112.92
Freddie Mac
2018-11-01
5.500000
Government Agency Debt
583000.00
94986.87
Freddie Mac
2019-10-01
7.500000
Government Agency Debt
4305716.00
102218.44
Freddie Mac
2019-11-01
5.500000
Government Agency Debt
293554.00
103197.41
Freddie Mac
2021-01-01
4.000000
Government Agency Debt
200774.00
100734.70
Freddie Mac
2021-07-01
5.000000
Government Agency Debt
489063.00
98853.84
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
435159.00
103629.12
Freddie Mac
2024-12-01
5.000000
Government Agency Debt
172000.00
95114.32
Freddie Mac
2026-02-01
6.000000
Government Agency Debt
505000.00
104376.77
Freddie Mac
2030-04-01
4.500000
Government Agency Debt
144692.00
101102.70
Freddie Mac
2030-04-01
7.000000
Government Agency Debt
12150000.00
101592.22
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
9207067.00
9696893.12
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
268634.00
105260.18
Freddie Mac
2039-01-01
5.000000
Government Agency Debt
34155641.00
9381794.11
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
2131424.00
2039903.12
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
10442300.00
9228468.80
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
177000000.00
177000000.00
0.0124
N
177000000.00
177000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120706_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-09-01
5.000000
Government Agency Debt
10000000.00
1623917.31
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
5923135.00
6528062.02
Fannie Mae
2021-05-01
4.000000
Government Agency Debt
4600000.00
1544279.60
Fannie Mae
2022-02-01
3.000000
Government Agency Debt
1508310.00
1541871.88
Fannie Mae
2023-02-01
5.185000
Government Agency Debt
1000.00
618.85
Fannie Mae
2024-05-01
4.000000
Government Agency Debt
3110000.00
1622162.00
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
2250000.00
1536560.13
Fannie Mae
2025-09-01
5.000000
Government Agency Debt
6000000.00
1520433.80
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2223200.00
2121936.48
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1881662.00
1574743.60
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
407645.00
368978.91
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1590340.00
1558390.87
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1594243.00
1544553.64
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1456376.00
1555815.98
Fannie Mae
2027-12-01
5.500000
Government Agency Debt
8100000.00
1511043.30
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
1591600.00
1672545.68
Fannie Mae
2032-04-01
7.500000
Government Agency Debt
1605983.00
1555839.09
Fannie Mae
2034-12-01
5.500000
Government Agency Debt
9000000.00
2117921.23
Fannie Mae
2035-04-01
2.234000
Government Agency Debt
9103445.00
3134629.81
Fannie Mae
2035-04-01
2.279000
Government Agency Debt
4337792.00
1497703.52
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
5350000.00
1514044.73
Fannie Mae
2037-03-01
7.500000
Government Agency Debt
10867317.00
2123867.92
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
11001425.00
1584523.92
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
8696463.00
1672142.61
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2795113.00
1652747.88
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
2031749.00
1615799.69
Fannie Mae
2040-09-01
4.755000
Government Agency Debt
1420027.00
1485970.50
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
2090000.00
1646897.38
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2033750.00
2141845.41
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
1560808.00
1608948.92
Fannie Mae
2041-03-01
3.286000
Government Agency Debt
2012620.00
1711944.62
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
2008982.00
2191934.12
Fannie Mae
2041-09-01
3.392000
Government Agency Debt
4751229.00
4614181.22
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
2097835.00
2205945.58
Fannie Mae
2042-02-01
5.000000
Government Agency Debt
1524705.00
1670480.94
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
1541443.00
1629197.23
Fannie Mae
2042-04-01
2.401000
Government Agency Debt
9874740.00
10195587.30
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
1721294.00
1815181.04
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1537741.00
1646754.44
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1999506.00
2220187.88
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1434335.00
1545998.27
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
1503823.00
1601572.43
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
1455426.00
1536811.23
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1442035.00
1556228.37
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1410295.00
1551719.71
Fannie Mae
2042-06-01
2.594000
Government Agency Debt
4071834.00
4236269.13
Freddie Mac
2018-09-01
4.500000
Government Agency Debt
5257687.00
1530708.73
Freddie Mac
2025-02-01
5.500000
Government Agency Debt
6000000.00
1585093.36
Freddie Mac
2032-09-01
8.000000
Government Agency Debt
2000000.00
1524294.79
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
2002200.00
1548081.99
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
3038710.00
1544825.35
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
2508615.00
1504129.04
Freddie Mac
2040-12-01
5.000000
Government Agency Debt
1719421.00
1639118.76
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
2027332.00
2120336.40
Freddie Mac
2042-01-01
5.000000
Government Agency Debt
1444802.00
1564832.67
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
1487791.00
1568278.18
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
1507368.00
1597933.34
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
1484165.00
1563578.17
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
110000000.00
110000000.00
0.0077
N
110000000.00
110000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.210000%
0554M2GH4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
Y
BHP Billiton Ltd
N/A
N/A
N
56000000.00
55995100.00
0.0039
N
55994400.00
55994400.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.190000%
987WVU007_0.1900_M120702_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
141429482.00
125352182.07
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
45178943.00
38245721.19
GNMA
2040-03-15
5.000000
Government Agency Debt
41179167.00
30719264.55
GNMA
2041-04-20
4.000000
Government Agency Debt
129650000.00
122322434.67
GNMA
2042-03-20
2.500000
Government Agency Debt
26283008.00
27380397.89
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
334000000.00
334000000.00
0.0235
N
334000000.00
334000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0G57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
Y
Bank of New Zealand
N/A
N/A
N
9400000.00
9399827.67
0.0007
N
9399718.00
9399718.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0GD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
Y
Bank of New Zealand
N/A
N/A
N
14000000.00
13999058.89
0.0010
N
13999020.00
13999020.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.235000%
0556X0GT5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
Y
Bank of New Zealand
N/A
N/A
N
10000000.00
9998368.05
0.0007
N
9998400.00
9998400.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
64000000.00
64000000.00
0.0045
N
64007680.00
64007680.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EG52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49998333.33
0.0035
N
49998500.00
49998500.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EGC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20997666.67
0.0015
N
20998530.00
20998530.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61000000.00
60986173.34
0.0043
N
60993900.00
60993900.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
53000000.00
52984232.50
0.0037
N
52993640.00
52993640.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.319800%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
44000000.00
44000000.00
0.0031
N
44000000.00
44000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YFL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
108000000.00
108000000.00
0.0076
N
108001080.00
108001080.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YGQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
59000000.00
59000000.00
0.0041
N
58999410.00
58999410.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.180000%
1491M0MF9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
31049000.00
31049000.00
0.0022
N
31044032.16
31044032.16
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963THV4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24991541.67
0.0018
N
24994750.00
24994750.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
34000000.00
33987306.66
0.0024
N
33991500.00
33991500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21991658.33
0.0015
N
21994280.00
21994280.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
40000000.00
40000000.00
0.0028
N
40002000.00
40002000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
12000000.00
12000000.00
0.0008
N
12000600.00
12000600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
50000000.00
50000000.00
0.0035
N
50004000.00
50004000.00
Ciesco, LLC
Ciesco, LLC 0.470000%
17178BGS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
85000000.00
84973366.67
0.0060
N
84988950.00
84988950.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
24000000.00
23988333.33
0.0017
N
23994960.00
23994960.00
Citibank, NA
Citibank, NA 0.370000%
1730D23A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
114000000.00
114000000.00
0.0080
N
114002280.00
114002280.00
Citibank, NA
Citibank, NA 0.400000%
1730D23B6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
50000000.00
49999512.65
0.0035
N
50004000.00
50004000.00
Citibank, NA
Citibank, NA 0.420000%
1730D23T7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
12000000.00
12000000.00
0.0008
N
12002400.00
12002400.00
Citibank, NA
Citibank, NA 0.500000%
1730D23V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
N
131000000.00
131000000.00
0.0092
N
131028820.00
131028820.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.615900%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-07-27
2013-07-26
N
N
N
150000000.00
150000000.00
0.0105
N
150124050.00
150124050.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272DG53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
29000000.00
28999589.17
0.0020
N
28999710.00
28999710.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
5000000.00
4999575.00
0.0004
N
4999700.00
4999700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.205000%
20272DH94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
37350000.00
37341917.88
0.0026
N
37343277.00
37343277.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
17000000.00
16995041.67
0.0012
N
16995920.00
16995920.00
CRC Funding, LLC
CRC Funding, LLC 0.450000%
12622UG59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999887.50
0.0002
N
2999910.00
2999910.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UG67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999822.22
0.0003
N
3999880.00
3999880.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19997733.33
0.0014
N
19999000.00
19999000.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29994050.00
0.0021
N
29997000.00
29997000.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
31000000.00
30993412.50
0.0022
N
30996900.00
30996900.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UGQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
45000000.00
44986250.00
0.0032
N
44992800.00
44992800.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DPT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
154000000.00
154000000.00
0.0108
N
154006160.00
154006160.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DTB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
2000000.00
2000000.00
0.0001
N
1999880.00
1999880.00
Credit Suisse AG
Credit Suisse AG 0.340000%
22550DTG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
10800000.00
10800000.00
0.0008
N
10799568.00
10799568.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M120702_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-05-15
4.000000
Government Agency Debt
30717000.00
24221828.69
Freddie Mac
2042-04-20
4.000000
Government Agency Debt
36150000.00
39711008.19
Freddie Mac
2042-06-20
3.500000
Government Agency Debt
50269679.00
54134231.05
Freddie Mac
2042-06-20
4.000000
Government Agency Debt
50807556.00
56106597.46
GNMA
2041-08-20
4.000000
Government Agency Debt
50784000.00
51140013.14
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
220893534.00
220893534.00
0.0155
N
220893534.00
220893534.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120913_2M54
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
2000000.00
5179.30
Fannie Mae
2019-11-25
4.000000
Government Agency Debt
2700000.00
740438.63
Fannie Mae
2022-10-25
6.000000
Government Agency Debt
75000.00
4494.81
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
2546000.00
172062.34
Fannie Mae
2035-01-25
0.595300
Government Agency Debt
45252854.00
2449236.20
Fannie Mae
2035-10-25
0.745300
Government Agency Debt
2900000.00
793896.28
Fannie Mae
2035-12-25
4.700000
Government Agency Debt
2000000.00
771418.93
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
32600000.00
37625.21
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
12150000.00
11269015.76
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
1000000.00
655982.08
Fannie Mae
2039-06-25
6.500000
Government Agency Debt
8500000.00
2784744.92
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
7000000.00
594806.62
Freddie Mac
2019-06-15
5.000000
Government Agency Debt
19000000.00
2460997.48
Freddie Mac
2031-07-15
4.000000
Government Agency Debt
84500000.00
14276001.04
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
50000000.00
25551876.43
Freddie Mac
2032-10-15
0.691800
Government Agency Debt
52820882.00
11638081.60
Freddie Mac
2034-02-15
0.641800
Government Agency Debt
50000000.00
9482041.00
Freddie Mac
2035-07-15
0.741800
Government Agency Debt
49460063.00
1077576.67
Freddie Mac
2036-11-15
5.500000
Government Agency Debt
39128005.00
20655523.82
Freddie Mac
2039-04-15
6.500000
Government Agency Debt
60095246.00
25421231.59
GNMA
2039-04-20
4.250000
Government Agency Debt
2600000.00
982705.75
GNMA
2039-05-20
4.500000
Government Agency Debt
2000000.00
775103.39
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
130000000.00
130000000.00
0.0091
Y
129992200.00
129992200.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120914_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
30260000.00
29581719.03
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
29000000.00
29000000.00
0.0020
Y
28998260.00
28998260.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
992JYD004_0.1800_M120706_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
115820000.00
113223882.94
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
111000000.00
111000000.00
0.0078
N
111000000.00
111000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0HA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
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
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
11000000.00
10992850.00
0.0008
N
10996920.00
10996920.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
89000000.00
88905066.66
0.0062
N
88951050.00
88951050.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0JC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
41000000.00
40963100.00
0.0029
N
40972940.00
40972940.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25154UA95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
N
71000000.00
71000000.00
0.0050
N
71010650.00
71010650.00
Deutsche Bank AG
Deutsche Bank AG 0.430000%
25154UC93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
105000000.00
105000000.00
0.0074
N
105016800.00
105016800.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154UM43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
71000000.00
71000000.00
0.0050
N
71004970.00
71004970.00
Deutsche Bank AG
Deutsche Bank AG 0.230000%
25154UR63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
153000000.00
153000000.00
0.0107
N
153000000.00
153000000.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154US88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
N
N
27000000.00
27000000.00
0.0019
N
26997030.00
26997030.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M120702_2M54
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2017-02-28
0.875000
Treasury Debt
60403300.00
61200021.82
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
60000000.00
60000000.00
0.0042
N
60000000.00
60000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
991JCA005_0.1900_M120702_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
15560486.00
13553657.90
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
991JCA005_0.3000_M120702_2M54
0001074042
Other Repurchase Agreement
N
AEROFLEX HLDG CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
5.74
ALPHA NATURAL RESOURCES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749992.32
ANADARKO PETE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749955.25
ASSURED GUARANTY LTD COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
630603.60
BASIC ENERGY SVCS INC NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749993.04
BAXTER INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749973.20
CENTERPOINT ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749990.64
COOPER INDUSTRIES PLC SHS
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749988.00
CUMMINS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749981.54
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749932.47
ENTRAVISION COMMUNICATIONS CCL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
119919.90
HERSHEY CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749957.73
HONEYWELL INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749982.24
MCDERMOTT INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749997.51
MOSAIC CO NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749997.80
NIKE INC CL B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749928.60
PEABODY ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749992.10
PPG INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749961.00
PRAXAIR INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749915.46
SPECTRA ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749984.20
TEEKAY CORPORATION COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749979.00
VALERO ENERGY CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749990.13
WALTER ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
749978.64
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
15000000.00
15000000.00
0.0011
Repurchase agreement collateralized by common stock and ETFs.
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120702_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
25873531.00
12124990.30
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
365435.00
318305.03
Fannie Mae
2042-05-25
7.000000
Government Agency Debt
31260.00
36705.19
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
12000000.00
12000000.00
0.0008
N
12000000.00
12000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120712_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-06-01
6.500000
Government Agency Debt
42443189.00
41002514.51
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
23513988.00
16430576.16
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
55000000.00
55000000.00
0.0039
Y
55000000.00
55000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M120920_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-07-25
4.500000
Government Agency Debt
38214297.00
36511827.94
Fannie Mae
2042-04-25
5.000000
Government Agency Debt
33303429.00
35883428.74
GNMA
2041-03-20
3.500000
Government Agency Debt
43317907.00
46215495.24
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
114000000.00
114000000.00
0.0080
Y
114000000.00
114000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
99ETSZ007_0.2800_M120924_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
68382884.00
33113051.41
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
33533726.00
38677646.80
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
69000000.00
69000000.00
0.0048
Y
69000000.00
69000000.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LCL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
20000000.00
20000000.00
0.0014
N
20000200.00
20000200.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
9000000.00
9000000.00
0.0006
N
9000360.00
9000360.00
DNB Bank ASA
DNB Bank ASA 0.270000%
23330LDV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
71000000.00
71000000.00
0.0050
N
71009230.00
71009230.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LEA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
N
69000000.00
69000000.00
0.0048
N
69008280.00
69008280.00
Fannie Mae
Fannie Mae 0.090000%
313588ZD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
5000000.00
4999912.50
0.0004
N
4999980.00
4999980.00
Fannie Mae
Fannie Mae 0.090000%
313588ZL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
2300000.00
2299919.50
0.0002
N
2299981.60
2299981.60
Fannie Mae
Fannie Mae 1.125000%
31398AT77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
30000000.00
30022869.00
0.0021
N
30023310.00
30023310.00
Fannie Mae
Fannie Mae 1.750000%
31398AYM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
37000000.00
37062710.95
0.0026
N
37063418.00
37063418.00
Farm Credit System
Farm Credit System 0.105000%
313312B41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
3000000.00
2999667.50
0.0002
N
2999874.00
2999874.00
Farm Credit System
Farm Credit System 0.100000%
313312ZV5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
10000000.00
9999361.11
0.0007
N
9999870.00
9999870.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
81142000.00
81136229.90
0.0057
N
81139078.89
81139078.89
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
51000000.00
50996146.64
0.0036
N
50998164.00
50998164.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384C49
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
65000000.00
64990033.34
0.0046
N
64996685.00
64996685.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384E21
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
86000000.00
85985666.67
0.0060
N
85994238.00
85994238.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
136000000.00
135999150.00
0.0095
N
135999728.00
135999728.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384ZA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
162000000.00
161998649.99
0.0114
N
161999676.00
161999676.00
Federal Home Loan Bank
Federal Home Loan Bank 0.084000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
57000000.00
56998803.00
0.0040
N
56999715.00
56999715.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
37000000.00
36998936.25
0.0026
N
36999815.00
36999815.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
50000000.00
49998548.61
0.0035
N
49999700.00
49999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
50000000.00
49998243.05
0.0035
N
49999700.00
49999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
46000000.00
45998735.00
0.0032
N
45999724.00
45999724.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
25000000.00
24999159.72
0.0018
N
24999850.00
24999850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
15000000.00
14999450.00
0.0011
N
14999910.00
14999910.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384ZN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
37000000.00
36998602.22
0.0026
N
36999667.00
36999667.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
1000000.00
999955.56
0.0001
N
999991.00
999991.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
30000000.00
29998275.00
0.0021
N
29999610.00
29999610.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
1000000.00
999936.11
0.0001
N
999987.00
999987.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
25000000.00
24998263.89
0.0018
N
24999650.00
24999650.00
Freddie Mac
Freddie Mac 0.085000%
313396B28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
10000000.00
9999150.00
0.0007
N
9999600.00
9999600.00
Freddie Mac
Freddie Mac 0.095000%
313396YW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
15928000.00
15928000.00
0.0011
N
15928000.00
15928000.00
Freddie Mac
Freddie Mac 0.110000%
313396ZL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
34000000.00
33998545.56
0.0024
N
33999728.00
33999728.00
Freddie Mac
Freddie Mac 0.115000%
313396ZL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
20000000.00
19999105.56
0.0014
N
19999840.00
19999840.00
Freddie Mac
Freddie Mac 0.080000%
313396ZV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
25000000.00
24998722.22
0.0018
N
24999675.00
24999675.00
Freddie Mac
Freddie Mac 0.369200%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-10
2013-05-10
N
N
N
125000000.00
125000000.00
0.0088
N
125168875.00
125168875.00
Freddie Mac
Freddie Mac 5.125000%
3134A4QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-15
2012-07-15
N
N
N
19000000.00
19033663.85
0.0013
N
19034979.00
19034979.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HHA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
35000000.00
34988625.00
0.0025
N
34995100.00
34995100.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HHT7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
2000000.00
1999097.78
0.0001
N
1999600.00
1999600.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HJ57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
8000000.00
7995811.11
0.0006
N
7997920.00
7997920.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
95000000.00
94908483.33
0.0067
N
94936350.00
94936350.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
33000000.00
32965817.50
0.0023
N
32972610.00
32972610.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
4000000.00
3995820.00
0.0003
N
3996600.00
3996600.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
34000000.00
33961617.78
0.0024
N
33964640.00
33964640.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
63000000.00
62928320.00
0.0044
N
62933850.00
62933850.00
General Electric Capital Corp
General Electric Capital Corp 0.350000%
36959HMB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
52000000.00
51918100.00
0.0036
N
51923560.00
51923560.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HMH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
31000000.00
30946473.33
0.0022
N
30952880.00
30952880.00
GFRE Holdings LLC
GFRE Holdings LLC 0.250000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1875000.00
1875000.00
0.0001
N
1875000.00
1875000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
38399H002_0.1800_M120702_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
61221897.00
64975567.41
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
42869080.00
40024433.28
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M120702_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
24224153.00
17256941.98
Fannie Mae
2038-10-01
5.500000
Government Agency Debt
88697491.00
33193206.59
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
35000000.00
33156897.23
Freddie Mac
2032-02-01
4.000000
Government Agency Debt
30978918.00
32952362.44
Freddie Mac
2032-06-01
4.000000
Government Agency Debt
17164255.00
18563315.33
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
34457783.00
33151826.93
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
33025692.00
33325449.98
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
192000000.00
192000000.00
0.0135
N
192000000.00
192000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M120913_2M54
0000769993
Other Repurchase Agreement
N
AAR CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
186408.68
ABM INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
64407.84
ACCURIDE CORP NEW COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
184843.20
ACTIVE NETWORK INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
62248.56
AFFILIATED MANAGERS GROUP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
25109.00
AIR LEASE CORP CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
740621.92
ALASKA AIR GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
165312.00
ALBANY INTL CORP CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
34234.97
ALERE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
418959.44
ALLETE INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
37596.97
ALLIANCE ONE INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
32878.00
ALLIANT ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
175265.70
ALLIANT TECHSYSTEMS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
309460.14
ALLSTATE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
236521.92
AMERICAN ASSETS TR INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
16496.40
AMERICAN DG ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
138815.00
ANADARKO PETE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
751346.75
APTARGROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
59928.58
ARABIAN AMERN DEV CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
517.44
ARCH COAL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
443774.50
ARLINGTON ASSET INVT CORP CL A NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
750.40
ASBURY AUTOMOTIVE GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
194647.50
ASSISTED LIVING CONCPT NEV NCL A NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
437906.40
ASSURANT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
43967.40
ATWOOD OCEANICS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
43604.88
BAKER MICHAEL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
407460.48
BEMIS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
155251.20
BEST BUY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
554802.48
BIOMED REALTY TRUST INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
407445.12
BLOUNT INTL INC NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
235521.06
BORGWARNER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
570332.91
BOSTON PROPERTIES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
143972.78
BOYD GAMING CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
260895.24
BPZ RESOURCES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
21467.16
C&J ENERGY SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
164187.18
CALIX INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
11453.31
CARRIAGE SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
22122.65
CATO CORP NEW CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
116.88
CHEMED CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
447080.80
CHIMERA INVT CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
395705.92
CLARCOR INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
21436.80
CLECO CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
128138.79
CLIFFS NATURAL RESOURCES INCCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
547977.30
CNA FINL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
123778.20
CNH GLOBAL N V SHS NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
68831.25
COACH INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
587351.92
COLONIAL PPTYS TR COM SH B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
118675.85
COLONY FINL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
96772.44
COMPASS MINERALS INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
98697.34
COMSTOCK RES INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
718362.72
CONSOLIDATED GRAPHICS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
47953.12
CONVERGYS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
44716.42
COOPER COS INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
213044.15
COOPER TIRE & RUBR CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
80905.50
COPA HOLDINGS SA CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
25347.27
CORPORATE OFFICE PPTYS TR SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
14805.92
COVANTA HLDG CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
122290.63
CUBIC CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
454481.44
CYTEC INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
84775.11
DCT INDUSTRIAL TRUST INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
24423.93
DEERE & CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
366554.40
DELTIC TIMBER CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
23332.08
DELUXE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
246770.68
DIEBOLD INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
290463.60
DIGITAL DOMAIN MEDIA GROUP ICOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
253051.68
DINEEQUITY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
13863.16
DONALDSON INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
993.86
DR PEPPER SNAPPLE GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
47469.24
DUKE REALTY CORP COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
744728.50
DUN & BRADSTREET CORP DEL NECOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
335439.48
DYNEX CAP INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
18220.70
EATON VANCE CORP COM NON
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
478832.65
ENERGEN CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
31240.94
ENERGYSOLUTIONS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
19057.25
ENVESTNET INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
12333.62
EQUIFAX INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
675170.80
ESSEX PPTY TR INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
195772.29
ESTERLINE TECHNOLOGIES CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
708425.26
EXCEL TR INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
18924.30
FEDERAL REALTY INVT TR SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
234104.88
FIRST BANCORP P R COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
528199.13
FIRST BANCORP P R COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
33489.52
FIRST COMWLTH FINL CORP PA COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
113582.82
FOREST CITY ENTERPRISES INC CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
143457.08
FORTEGRA FINL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
124359.08
FRANKLIN RES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
120691.80
FRONTLINE LTD SHS
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
213973.92
GAP INC DEL COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
19690.92
GARDNER DENVER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
152716.68
GLOBAL CASH ACCESS HLDGS INCCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
56019.84
GOLD RESOURCE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
268495.20
GOLDEN STAR RES LTD CDA COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
602904.60
GOODYEAR TIRE & RUBR CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
240607.20
GOVERNMENT PPTYS INCOME TR COM SHS
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
103708.80
GREEN DOT CORP CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
733709.02
GROUP 1 AUTOMOTIVE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
77061.44
GUIDEWIRE SOFTWARE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
59104.22
GULFMARK OFFSHORE INC CL A NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
465143.72
HAEMONETICS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
215949.71
HARRIS CORP DEL COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
54710.04
HARVEST NATURAL RESOURCES INCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
291920.20
HCC INS HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
2201.00
HEALTH CARE REIT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
33521.60
HEALTH MGMT ASSOC INC NEW CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
208948.53
HERSHA HOSPITALITY TR SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
194229.28
HILL ROM HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
189848.95
HILLENBRAND INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
116264.43
HUBBELL INC CL B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
436988.20
HUNTINGTON INGALLS INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
138166.29
INTERCONTINENTALEXCHANGE INCCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
21864.82
INTERMEC INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
87918.66
INTRALINKS HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
92548.52
ION GEOPHYSICAL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
62318.88
JONES LANG LASALLE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
129519.06
KADANT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
57640.64
KEYCORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
630924.58
KOHLS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
223774.65
KOPPERS HOLDINGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
154912.52
KORN FERRY INTL COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
620860.66
KOSMOS ENERGY LTD SHS
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
246558.04
LACLEDE GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
81909.69
LEGGETT & PLATT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
13973.82
LEUCADIA NATL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1447.60
LIFE TIME FITNESS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
13928.59
LIVE NATION ENTERTAINMENT INCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
17851.28
LSB INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
65171.26
LSI CORPORATION COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
491020.80
M/I HOMES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
24327.88
MAIDENFORM BRANDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
91937.82
MAIN STREET CAPITAL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
436532.95
MARCUS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
31454.50
MCCLATCHY CO CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
173178.72
MCCORMICK & CO INC COM NON
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
131880.98
MCDERMOTT INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
90575.97
MCEWEN MNG INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
228821.11
MEETME INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
30388.85
MEREDITH CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
82812.40
METROPCS COMMUNICATIONS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
523521.35
METROPOLITAN HEALTH NETWORKSCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
204204.12
MGM RESORTS INTERNATIONAL COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
446511.78
MOHAWK INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
276755.55
MOLYCORP INC DEL COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
16540.20
MOVADO GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
75168.58
MSCI INC CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
98625.73
NATIONAL RETAIL PROPERTIES ICOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
146890.31
NCR CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
319667.40
NEOPHOTONICS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
26823.96
NEWELL RUBBERMAID INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
591621.55
NORDSTROM INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
208826.00
NORTHROP GRUMMAN CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
319946.59
NORTHWESTERN CORP COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
107150.12
OCEANEERING INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
73614.24
OFFICE DEPOT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
632984.65
OFFICEMAX INC DEL COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
27803.15
OM GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
66008.85
OMNOVA SOLUTIONS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
157986.16
ONE LIBERTY PPTYS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
314.67
OPKO HEALTH INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
14567.60
ORMAT TECHNOLOGIES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
147655.25
PALL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
129731.70
PARAMOUNT GOLD & SILVER CORPCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
42834.33
PILGRIMS PRIDE CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
169356.20
PNM RES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
383192.89
PRESTIGE BRANDS HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
32901.12
PRINCIPAL FINL GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
380692.62
PROSPERITY BANCSHARES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
18259.24
PROVIDENT NEW YORK BANCORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
39863.52
QUAKER CHEM CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
54363.39
QUEST DIAGNOSTICS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
372149.25
REGENCY CTRS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
52753.68
REPUBLIC SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
509671.00
RESMED INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
44286.95
RESOURCE CAP CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
110240.00
RLJ LODGING TR COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
281196.48
ROBBINS & MYERS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
161705.55
ROBERT HALF INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
43798.68
ROCKWELL AUTOMATION INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
282950.22
ROLLINS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
757129.89
RPC INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
114708.88
RUBY TUESDAY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
129135.80
SAIC INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
98010.59
SALLY BEAUTY HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
232849.26
SCANA CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
41113.14
SCHAWK INC CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
2574.18
SCHWAB CHARLES CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
729338.94
SCRIPPS NETWORKS INTERACT INCL A COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
590908.15
SEALED AIR CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
40365.00
SENSIENT TECHNOLOGIES CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
36597.76
SKILLED HEALTHCARE GROUP INCCL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
169055.57
SM ENERGY CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
71907.27
SMITHFIELD FOODS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
719469.39
SNAP ON INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
22174.85
SOUTHERN COPPER CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
125000.73
SOUTHWEST AIRLS CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
476728.02
SOUTHWEST GAS CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
272674.40
SPANSION INC COM CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
57442.50
STANLEY BLACK & DECKER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
133839.16
STEELCASE INC CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
103.56
STEWART INFORMATION SVCS CORCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
233032.32
STILLWATER MNG CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
480539.51
SUNCOKE ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
43780.36
SWS GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
46822.93
SYSTEMAX INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
68.46
TAHOE RES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
22982.24
TARGA RES CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
39564.00
TEAVANA HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
651457.95
TECO ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
212123.60
TEEKAY TANKERS LTD CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
22.40
TENNANT CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
34094.70
TIDEWATER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
5017.60
TMS INTL CORP CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
13376.40
TORCHMARK CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
248595.20
TOTAL SYS SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
651467.52
TRANSDIGM GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
582612.19
UGI CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
54563.20
UNITED STATES CELLULAR CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
75654.28
UNIVERSAL TECHNICAL INST INCCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
41147.10
UNS ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
54144.00
URS CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
38862.66
VALMONT INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1049.04
VANGUARD HEALTH SYS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
13844.40
VECTREN CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
15301.78
VISTA GOLD CORP COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
3691.38
VORNADO RLTY TR SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
338547.76
VULCAN MATLS CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
140092.65
WEIS MKTS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
12689.83
WISCONSIN ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
14740.96
XYLEM INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
385226.94
ZEP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
13956.93
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
42000000.00
42000000.00
0.0029
Repurchase agreement collateralized by common stock and ETFs.
Y
42023100.00
42023100.00
Govco, LLC
Govco, LLC 0.450000%
38362VG23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
17256000.00
17256000.00
0.0012
N
17255654.88
17255654.88
Govco, LLC
Govco, LLC 0.400000%
38362VGB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
67000000.00
66993300.00
0.0047
N
66995310.00
66995310.00
Govco, LLC
Govco, LLC 0.500000%
38362VGG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
32000000.00
31993777.78
0.0022
N
31996800.00
31996800.00
Govco, LLC
Govco, LLC 0.500000%
38362VGJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26994000.00
0.0019
N
26996760.00
26996760.00
Govco, LLC
Govco, LLC 0.500000%
38362VGR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
82000000.00
81973805.54
0.0058
N
81986880.00
81986880.00
ING Bank NV
ING Bank NV 0.460000%
972ERF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
140000000.00
140000000.00
0.0098
N
140016800.00
140016800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.205000%
4662J0HM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
49000000.00
48986048.61
0.0034
N
48987260.00
48987260.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0J78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
83000000.00
82962926.67
0.0058
N
82969290.00
82969290.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.220000%
4662J0JK9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
N
3000000.00
2998551.66
0.0002
N
2998620.00
2998620.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0K27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
10000000.00
9993100.00
0.0007
N
9994300.00
9994300.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.300000%
992JYG007_0.3000_M120724_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
24059299.00
25324580.40
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
667712.00
576748.60
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
25000000.00
25000000.00
0.0018
Y
25000500.00
25000500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.363800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-07-23
2013-07-19
N
N
N
129000000.00
129000000.00
0.0091
N
129094944.00
129094944.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11999933.33
0.0008
N
11999760.00
11999760.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999416.67
0.0011
N
14999100.00
14999100.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.240000%
4820P2HQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21992226.67
0.0015
N
21990760.00
21990760.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9996266.66
0.0007
N
9994500.00
9994500.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
33000000.00
33000000.00
0.0023
N
32990430.00
32990430.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
58000000.00
58000000.00
0.0041
N
57982020.00
57982020.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LGJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
24000000.00
23997333.33
0.0017
N
23997120.00
23997120.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4G65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
35000000.00
34999144.44
0.0025
N
34998600.00
34998600.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4GC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5999633.33
0.0004
N
5999580.00
5999580.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9997508.33
0.0007
N
9997500.00
9997500.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4HF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5998240.00
0.0004
N
5998260.00
5998260.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26991547.50
0.0019
N
26991360.00
26991360.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999361.11
0.0001
N
1999360.00
1999360.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5998045.00
0.0004
N
5998020.00
5998020.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998027.78
0.0003
N
3998120.00
3998120.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6996402.78
0.0005
N
6996570.00
6996570.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
23208000.00
23195590.17
0.0016
N
23195931.84
23195931.84
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399U000_0.1700_M120702_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
7564060.87
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
100000000.00
7706167.21
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
9026596.61
Fannie Mae
2023-09-25
4.000000
Government Agency Debt
8533000.00
8454608.28
Fannie Mae
2027-02-25
4.500000
Government Agency Debt
20000000.00
7710413.50
Fannie Mae
2027-03-25
4.000000
Government Agency Debt
15000000.00
6734498.35
Fannie Mae
2027-04-25
4.500000
Government Agency Debt
20116930.00
9233212.33
Fannie Mae
2027-04-25
4.500000
Government Agency Debt
25000000.00
7120772.29
Fannie Mae
2028-02-25
4.000000
Government Agency Debt
20594395.00
10115450.81
Fannie Mae
2031-10-25
0.589000
Government Agency Debt
42784500.00
8027043.03
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
23090000.00
8057495.57
Fannie Mae
2034-05-25
4.000000
Government Agency Debt
8396000.00
9318049.65
Fannie Mae
2036-02-25
5.000000
Government Agency Debt
40000000.00
10085178.07
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
7455587.00
9021019.21
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9978826.06
Fannie Mae
2036-03-25
6.000000
Government Agency Debt
10000000.00
9007530.27
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
25000000.00
8738252.13
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
6892256.44
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8428554.00
10044009.99
Fannie Mae
2038-02-25
3.500000
Government Agency Debt
12000000.00
7310529.29
Fannie Mae
2038-05-25
3.000000
Government Agency Debt
7000000.00
6878838.77
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
9337942.07
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
50000000.00
8519032.78
Fannie Mae
2040-07-25
3.250000
Government Agency Debt
10000000.00
10251031.71
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
6150000.00
6733561.88
Fannie Mae
2051-10-25
7.000000
Government Agency Debt
10000000.00
8972912.87
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
19095000.00
7741600.93
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
45000000.00
9278360.15
Freddie Mac
2027-03-15
4.500000
Government Agency Debt
22275000.00
10002469.54
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
8000000.00
9190630.22
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
8723174.63
Freddie Mac
2027-08-15
4.500000
Government Agency Debt
25000000.00
7687782.26
Freddie Mac
2027-10-15
4.000000
Government Agency Debt
15000000.00
7661194.44
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
10000000.00
6793659.36
Freddie Mac
2029-01-15
3.500000
Government Agency Debt
10845000.00
8807041.75
Freddie Mac
2029-01-15
3.500000
Government Agency Debt
7599000.00
8083027.59
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
7530043.60
Freddie Mac
2029-12-15
3.500000
Government Agency Debt
10533434.00
10039344.05
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
75000000.00
9770329.52
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
10219981.17
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
10175618.99
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
20830255.00
6815683.17
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
28700000.00
7626757.55
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
11692000.00
10097684.22
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6222000.00
6830714.85
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
99942000.00
7373136.22
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
7023029.33
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
6767000.00
8038538.10
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
7069144.00
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
9299164.09
Freddie Mac
2042-05-15
4.000000
Government Agency Debt
2758567.00
3041530.08
Freddie Mac
2042-06-15
4.000000
Government Agency Debt
6109000.00
6779451.21
GNMA
2023-03-16
4.000000
Government Agency Debt
13000000.00
7697203.73
GNMA
2028-11-20
3.500000
Government Agency Debt
6897000.00
7503158.17
GNMA
2034-06-20
4.500000
Government Agency Debt
15000000.00
9474878.58
GNMA
2034-07-20
0.540000
Government Agency Debt
40000000.00
9314737.60
GNMA
2034-12-20
5.000000
Government Agency Debt
15000000.00
7500742.93
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7752807.83
GNMA
2039-03-20
0.893700
Government Agency Debt
15000000.00
6831209.11
GNMA
2039-06-16
4.500000
Government Agency Debt
25000000.00
8793513.76
GNMA
2041-09-20
0.643700
Government Agency Debt
12388200.00
8778353.04
GNMA
2051-02-16
3.945600
Government Agency Debt
8000000.00
8815014.40
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
500000000.00
500000000.00
0.0351
N
500000000.00
500000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
50000000.00
50000000.00
0.0035
N
50007500.00
50007500.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6D1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
21000000.00
21000000.00
0.0015
N
21000000.00
21000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.370000%
60681P6E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
57000000.00
57000000.00
0.0040
N
56998860.00
56998860.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6J8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
13000000.00
13000000.00
0.0009
N
12998700.00
12998700.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.350000%
60687GB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
70000000.00
70000000.00
0.0049
N
69998600.00
69998600.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GZT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
71000000.00
71000000.00
0.0050
N
71000000.00
71000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
970MPM003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
87000000.00
87000000.00
0.0061
N
87029580.00
87029580.00
National Australia Bank Ltd
National Australia Bank Ltd 0.335000%
972CAZ000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
55000000.00
55000000.00
0.0039
N
55012650.00
55012650.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
972QYG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
59000000.00
59000000.00
0.0041
N
58997050.00
58997050.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
Y
National Australia Bank Ltd
N/A
N/A
N
18000000.00
17996400.00
0.0013
N
17998200.00
17998200.00
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
29993833.33
0.0021
N
29997000.00
29997000.00
Nationwide Building Society
Nationwide Building Society 0.580000%
6385E0HU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
44000000.00
43959593.33
0.0031
N
43975800.00
43975800.00
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
24972000.00
0.0018
N
24983250.00
24983250.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.340000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15060000.00
15060000.00
0.0011
N
15060000.00
15060000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.340000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409RGG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
15000000.00
14998541.67
0.0011
N
14998650.00
14998650.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
28000000.00
28000000.00
0.0020
N
28000000.00
28000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
8000000.00
8000000.00
0.0006
N
8000000.00
8000000.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-23
2012-08-23
N
Y
Nordea Bank AB
N/A
N/A
N
23000000.00
22990365.56
0.0016
N
22992410.00
22992410.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
Y
Nordea Bank AB
N/A
N/A
N
150000000.00
149935958.34
0.0105
N
149949000.00
149949000.00
NRW.BANK
NRW.BANK 0.290000%
62939LHT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
112000000.00
111949475.55
0.0079
N
111941760.00
111941760.00
Rabobank Nederland
Rabobank Nederland 0.330000%
74977JQW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
140000000.00
140000000.00
0.0098
N
140002800.00
140002800.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
140000000.00
140000000.00
0.0098
N
140049000.00
140049000.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0G26
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
999980.00
999980.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.650000%
7562E0G91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24996840.28
0.0018
N
24998750.00
24998750.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.360000%
7562E0JL1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
9000000.00
8992800.00
0.0006
N
8993160.00
8993160.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0LD6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
16000000.00
15970817.78
0.0011
N
15975520.00
15975520.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.480000%
7562E0MB9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
4000000.00
3991360.00
0.0003
N
3992320.00
3992320.00
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
24920277.78
0.0017
N
24932500.00
24932500.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
26000000.00
25884906.66
0.0018
N
25887940.00
25887940.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LGP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
44000000.00
43992556.67
0.0031
N
43994280.00
43994280.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LGR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
31000000.00
30994256.39
0.0022
N
30995660.00
30995660.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LHF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49982277.78
0.0035
N
49984500.00
49984500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LHG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
30000000.00
29989125.00
0.0021
N
29990700.00
29990700.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LHG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4998125.00
0.0004
N
4998450.00
4998450.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.320000%
82124LJA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49968888.89
0.0035
N
49970500.00
49970500.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.500000%
83050TG96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
16000000.00
15998444.44
0.0011
N
15999360.00
15999360.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.510000%
83051AT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
39000000.00
39000000.00
0.0027
N
39010530.00
39010530.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.480000%
83051AZ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
57000000.00
57000000.00
0.0040
N
57009120.00
57009120.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2GR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
50000000.00
49990416.67
0.0035
N
49993000.00
49993000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2H68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
4000000.00
3998833.34
0.0003
N
3999120.00
3999120.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.190000%
8574P05M6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
106000000.00
106000000.00
0.0074
N
106001060.00
106001060.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P06L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
2000000.00
2000000.00
0.0001
N
2000260.00
2000260.00
State Street Corp
State Street Corp 0.250000%
85747JKB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
4000000.00
3997194.45
0.0003
N
3997480.00
3997480.00
State Street Corp
State Street Corp 0.270000%
85747JKF3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
66000000.00
65948025.00
0.0046
N
65955780.00
65955780.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EJJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7999400.00
0.0006
N
7999520.00
7999520.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FGZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
38753000.00
38746799.52
0.0027
N
38747187.05
38747187.05
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FHA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74986875.00
0.0053
N
74987250.00
74987250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FHD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49990250.00
0.0035
N
49990000.00
49990000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257G2B8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
57000000.00
56983755.00
0.0040
N
56981760.00
56981760.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JQ75
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15427000.00
15426922.87
0.0011
N
15426845.73
15426845.73
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K4D3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
13834000.00
13832754.94
0.0010
N
13833031.62
13833031.62
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K5X8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
36000000.00
35989920.00
0.0025
N
35988840.00
35988840.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K6B5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
7000000.00
6997970.00
0.0005
N
6997760.00
6997760.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YFB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7997960.00
0.0006
N
7997760.00
7997760.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-08-03
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
49000000.00
49000000.00
0.0034
N
49011270.00
49011270.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DEH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
49000000.00
49000000.00
0.0034
N
49004410.00
49004410.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
116000000.00
116000000.00
0.0081
N
115993040.00
115993040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DJA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
48000000.00
48000000.00
0.0034
N
47997120.00
47997120.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.370000%
86562WA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
70000000.00
70000000.00
0.0049
N
69998600.00
69998600.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.190000%
86562WB31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
54000000.00
54000000.00
0.0038
N
53999460.00
53999460.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.160000%
86562WC89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
64000000.00
64000000.00
0.0045
N
64000000.00
64000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.260000%
86959B6K6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
70000000.00
70000000.00
0.0049
N
70002100.00
70002100.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.265000%
86959B6N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.265000%
86959B6P5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
35000000.00
35000000.00
0.0025
N
35001400.00
35001400.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.255000%
86959B7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
32000000.00
32000000.00
0.0022
N
32001600.00
32001600.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86959B7H2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
57000000.00
57000000.00
0.0040
N
57002850.00
57002850.00
Swedbank AB
Swedbank AB 0.440000%
87019QKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
11000000.00
11000000.00
0.0008
N
11001760.00
11001760.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
24750000.00
24750000.00
0.0017
N
24750000.00
24750000.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
19845000.00
19845000.00
0.0014
N
19845000.00
19845000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.430000%
88324LG68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
82000000.00
81996082.22
0.0058
N
81996720.00
81996720.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.450000%
88324LGJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
60000000.00
59988000.00
0.0042
N
59992800.00
59992800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TGG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9999261.11
0.0007
N
9998900.00
9998900.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TGR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
11000000.00
10998313.33
0.0008
N
10998240.00
10998240.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TH63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1999552.78
0.0001
N
1999500.00
1999500.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602THD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15102000.00
15097771.44
0.0011
N
15097469.40
15097469.40
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602THL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
38000000.00
37987586.67
0.0027
N
37986700.00
37986700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
N
89000000.00
89000000.00
0.0062
N
89001780.00
89001780.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XTH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
23000000.00
23000000.00
0.0016
N
23000690.00
23000690.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112XXP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
150000000.00
150000000.00
0.0105
N
150000000.00
150000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
50000000.00
50000000.00
0.0035
N
50001000.00
50001000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
61000000.00
61000000.00
0.0043
N
60997560.00
60997560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
126000000.00
126000000.00
0.0088
N
125994960.00
125994960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XZA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
40000000.00
40000000.00
0.0028
N
39998400.00
39998400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XZD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
52000000.00
52000000.00
0.0037
N
51997920.00
51997920.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
72000000.00
71940600.00
0.0051
N
71977680.00
71977680.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233GJD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
25000000.00
24988340.28
0.0018
N
24990750.00
24990750.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
35000000.00
34940111.11
0.0025
N
34954500.00
34954500.00
UBS AG
UBS AG 0.470000%
90267RJD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
67000000.00
67000000.00
0.0047
N
66997990.00
66997990.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
145000000.00
145000000.00
0.0102
N
145000000.00
145000000.00
UBS Securities LLC
UBS Securities LLC 0.200000%
936991009_0.2000_M120706_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
14712756.00
15300000.53
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
UBS Securities LLC
N/A
N/A
N
N
15000000.00
15000000.00
0.0011
N
15000000.00
15000000.00
UBS Securities LLC
UBS Securities LLC 0.190000%
99EPPA003_0.1900_M120702_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
39343578.00
42661150.90
Freddie Mac
2041-11-01
3.500000
Government Agency Debt
61423008.00
62823800.53
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
20909324.00
22015049.40
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
125000000.00
125000000.00
0.0088
N
125000000.00
125000000.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
2000000.00
2000000.00
0.0001
N
2000340.00
2000340.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MR73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
54000000.00
54000000.00
0.0038
N
53989200.00
53989200.00
Univ of California
CP Series B 0.180000%
91411SGH7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
11000000.00
10999175.00
0.0008
N
10999010.00
10999010.00
Univ of California
CP Series B 0.180000%
91411SGJ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
21000000.00
20998320.00
0.0015
N
20998110.00
20998110.00
Univ of California
CP Series B 0.190000%
91411SGK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
7000000.00
6999371.94
0.0005
N
6999300.00
6999300.00
Univ of California
CP Series B 0.170000%
91411SGK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
6000000.00
5999518.33
0.0004
N
5999400.00
5999400.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217LGR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
90000000.00
89988500.00
0.0063
N
89987400.00
89987400.00
Westpac Banking Corp
Westpac Banking Corp 0.328800%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
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
3999120.00
3999120.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
96121TNF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-11-26
N
N
N
79000000.00
79000000.00
0.0055
N
79000000.00
79000000.00
Westpac Banking Corp
Westpac Banking Corp 0.370000%
96121TPC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
6000000.00
6000000.00
0.0004
N
5998620.00
5998620.00
Westpac Banking Corp
Westpac Banking Corp 0.540000%
9612C0H10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
17000000.00
16992350.00
0.0012
N
16997280.00
16997280.00
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
28985097.22
0.0020
N
28983760.00
28983760.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
5000000.00
4989777.77
0.0004
N
4988150.00
4988150.00
Westpac Banking Corp
Westpac Banking Corp 0.429800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-07
2013-02-07
N
N
N
105000000.00
105000000.00
0.0074
N
105000000.00
105000000.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.230000%
96122GGB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
28000000.00
27998390.00
0.0020
N
27998600.00
27998600.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.245000%
96122GHA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
6000000.00
5998407.50
0.0004
N
5998620.00
5998620.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
725715.43
725715.43
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
610689.53
610689.53
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
159966.09
159966.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
134611.46
134611.46
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1230614.29
1230614.29
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1035561.92
1035561.92
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
209104.23
209104.23
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
175961.21
175961.21
Windmill Funding Corp
Windmill Funding Corp 0.400000%
97342GGB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
89000000.00
88991100.00
0.0062
N
88994660.00
88994660.00