0001145549-14-002813.txt : 20140319
0001145549-14-002813.hdr.sgml : 20140319
20140319131830
ACCESSION NUMBER: 0001145549-14-002813
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120531
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: 14703532
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
2012-05-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
38
52
14244047318.39
2689243.70
44831393.12
14201905168.97
0.0027
1.0000
2012-05-31
1.0000
2012-05-31
C000012373
1.00
14201905168.97
1.00
66503844.72
2974116613.05
2907612768.33
0.0001
1.0000
2012-05-31
1.0000
2012-05-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.180000%
02086LFD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
10000000.00
9999400.00
0.0007
N
9999200.00
9999200.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LFJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
98000000.00
97991207.22
0.0069
N
97989220.00
97989220.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086LFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5999300.00
0.0004
N
5999220.00
5999220.00
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
14791860.00
0.0010
N
14792156.00
14792156.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AF65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
36000000.00
35998500.00
0.0025
N
35998560.00
35998560.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.370000%
04014AFU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-28
2012-06-28
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
37000000.00
36989732.50
0.0026
N
36992970.00
36992970.00
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
999724.44
0.0001
N
999850.00
999850.00
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
15995920.00
0.0011
N
15995520.00
15995520.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.289800%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
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 0.200000%
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
124014880.00
124014880.00
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
27009720.00
27009720.00
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
0.0023
N
32000640.00
32000640.00
Bank of Montreal
Bank of Montreal 0.170000%
06366VDP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
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
1000050.00
1000050.00
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
0.0063
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
21000000.00
21000000.00
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
67000000.00
67000000.00
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
44000000.00
44000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EF73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
23000000.00
23000000.00
0.0016
N
23000230.00
23000230.00
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
41004100.00
41004100.00
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
7001050.00
7001050.00
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
0.0035
N
49040180.00
49040180.00
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
48000960.00
48000960.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
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 0.318800%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-26
2012-07-26
N
N
N
113000000.00
113000000.00
0.0080
N
113006780.00
113006780.00
Bank of Nova Scotia
Bank of Nova Scotia 0.160000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
120000000.00
120000000.00
0.0084
Security is a time deposit.
N
120000000.00
120000000.00
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
41011480.00
41011480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.590000%
06538EDW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
9000000.00
9001108.42
0.0006
N
9001260.00
9001260.00
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
32999340.00
32999340.00
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
134993250.00
134993250.00
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
24003360.00
24003360.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120601_2M54
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
126363417.00
107633473.93
GNMA
2039-06-20
2.600000
Government Agency Debt
58777999.00
55116526.88
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
155000000.00
155000000.00
0.0109
N
155000000.00
155000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120604_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-09-01
3.500000
Government Agency Debt
1958000.00
79437.69
Fannie Mae
2014-06-01
4.500000
Government Agency Debt
900000.00
70481.42
Fannie Mae
2014-09-01
7.000000
Government Agency Debt
4884162.00
71617.50
Fannie Mae
2014-12-01
8.000000
Government Agency Debt
1251987.00
69680.37
Fannie Mae
2015-02-01
6.000000
Government Agency Debt
635537.00
63514.66
Fannie Mae
2015-03-01
4.500000
Government Agency Debt
720200.00
77096.55
Fannie Mae
2015-03-01
5.500000
Government Agency Debt
917324.00
67244.18
Fannie Mae
2016-01-01
6.500000
Government Agency Debt
13000000.00
67588.37
Fannie Mae
2016-01-01
6.500000
Government Agency Debt
5000000.00
65005.05
Fannie Mae
2016-05-01
7.000000
Government Agency Debt
2628252.00
72963.73
Fannie Mae
2016-11-01
7.000000
Government Agency Debt
1455940.00
63780.06
Fannie Mae
2017-11-01
5.500000
Government Agency Debt
1072000.00
63438.00
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
159000.00
64237.57
Fannie Mae
2018-03-01
6.000000
Government Agency Debt
707917.00
69950.77
Fannie Mae
2018-03-01
6.500000
Government Agency Debt
1000000.00
80229.86
Fannie Mae
2018-05-01
5.000000
Government Agency Debt
355000.00
62911.60
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
417748.00
75404.36
Fannie Mae
2018-09-01
5.500000
Government Agency Debt
500000.00
77538.94
Fannie Mae
2018-10-01
6.500000
Government Agency Debt
5104119.00
71168.82
Fannie Mae
2018-12-01
6.000000
Government Agency Debt
2488098.00
80370.04
Fannie Mae
2019-01-01
5.000000
Government Agency Debt
471060.00
81852.45
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
586890.00
63156.21
Fannie Mae
2019-07-01
4.500000
Government Agency Debt
257930.00
77229.46
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
427931.00
73098.03
Fannie Mae
2019-08-01
5.000000
Government Agency Debt
400000.00
76429.73
Fannie Mae
2019-11-01
5.000000
Government Agency Debt
424228.00
67885.00
Fannie Mae
2019-12-01
5.000000
Government Agency Debt
210000.00
72464.60
Fannie Mae
2019-12-01
5.500000
Government Agency Debt
500000.00
81438.09
Fannie Mae
2020-01-01
4.000000
Government Agency Debt
156682.00
75553.59
Fannie Mae
2020-03-01
4.000000
Government Agency Debt
225960.00
67655.10
Fannie Mae
2020-05-01
5.000000
Government Agency Debt
268145.00
69875.31
Fannie Mae
2020-06-01
4.000000
Government Agency Debt
222454.00
65567.35
Fannie Mae
2020-06-01
5.000000
Government Agency Debt
260970.00
71932.15
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
1016732.00
81085.66
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
339215.00
77658.97
Fannie Mae
2020-11-01
5.000000
Government Agency Debt
282000.00
62561.88
Fannie Mae
2021-01-01
5.500000
Government Agency Debt
276000.00
69489.10
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
212401.00
75182.90
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
363423.00
76269.35
Fannie Mae
2021-06-01
4.500000
Government Agency Debt
291507.00
77677.80
Fannie Mae
2021-07-01
5.000000
Government Agency Debt
250000.00
76874.48
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
381576.00
80928.75
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
548144.00
68918.87
Fannie Mae
2021-10-01
5.000000
Government Agency Debt
407589.00
81417.66
Fannie Mae
2023-02-01
5.500000
Government Agency Debt
234000.00
67125.27
Fannie Mae
2023-05-01
6.000000
Government Agency Debt
150000.00
73521.62
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
180000.00
66357.69
Fannie Mae
2023-08-01
5.500000
Government Agency Debt
500000.00
80703.82
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
1047303.00
72902.90
Fannie Mae
2024-02-01
5.000000
Government Agency Debt
152833.00
64597.04
Fannie Mae
2024-02-01
5.500000
Government Agency Debt
375000.00
71782.52
Fannie Mae
2024-03-01
6.000000
Government Agency Debt
259621.00
65624.53
Fannie Mae
2025-04-01
5.000000
Government Agency Debt
147562.00
82177.58
Fannie Mae
2026-12-01
5.500000
Government Agency Debt
375446.00
76354.61
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
63359.00
66250.23
Fannie Mae
2027-09-01
5.500000
Government Agency Debt
384400.00
80440.72
Fannie Mae
2029-09-01
7.000000
Government Agency Debt
4131868.00
68538.52
Fannie Mae
2029-10-01
4.500000
Government Agency Debt
102171.00
65171.82
Fannie Mae
2030-02-01
5.000000
Government Agency Debt
110495.00
80407.45
Fannie Mae
2030-05-01
8.000000
Government Agency Debt
9800966.00
78152.90
Fannie Mae
2032-01-01
7.000000
Government Agency Debt
1300000.00
74867.14
Fannie Mae
2032-02-01
3.000000
Government Agency Debt
2556167.00
2644106.29
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
1110000.00
73806.80
Fannie Mae
2033-05-01
6.500000
Government Agency Debt
4755505.00
73120.64
Fannie Mae
2033-06-01
7.000000
Government Agency Debt
1288652.00
72327.96
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
300000.00
70280.05
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
515579.00
63955.92
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
306339.00
70576.87
Fannie Mae
2033-12-01
6.500000
Government Agency Debt
702475.00
62300.05
Fannie Mae
2034-02-01
6.000000
Government Agency Debt
225336.00
66383.90
Fannie Mae
2034-02-01
6.500000
Government Agency Debt
1522927.00
67413.72
Fannie Mae
2034-03-01
5.000000
Government Agency Debt
314000.00
79951.82
Fannie Mae
2034-05-01
6.500000
Government Agency Debt
959320.00
74118.85
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
609223.00
80420.21
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
199678.00
73249.69
Fannie Mae
2034-08-01
3.988000
Government Agency Debt
194713772.00
14399665.75
Fannie Mae
2035-01-01
8.000000
Government Agency Debt
2233253.00
68754.01
Fannie Mae
2035-04-01
2.135000
Government Agency Debt
39880197.00
13759493.02
Fannie Mae
2035-06-01
5.500000
Government Agency Debt
203000.00
69634.37
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
200000.00
63198.58
Fannie Mae
2035-09-01
6.000000
Government Agency Debt
319375.00
69251.66
Fannie Mae
2035-09-01
6.000000
Government Agency Debt
647162.00
66280.19
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
273209.00
72422.91
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
302517.00
74677.55
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
364000.00
64079.77
Fannie Mae
2036-10-01
2.534000
Government Agency Debt
50001885.00
13446092.09
Fannie Mae
2036-11-01
2.557000
Government Agency Debt
75014451.00
14045629.17
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
180000.00
69090.54
Fannie Mae
2037-01-01
6.000000
Government Agency Debt
157522.00
63267.71
Fannie Mae
2037-02-01
2.980000
Government Agency Debt
60033581.00
12366122.53
Fannie Mae
2037-03-01
6.500000
Government Agency Debt
209840.00
66726.65
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
482461.00
121101.07
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
217111.00
72046.90
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
250000.00
75009.33
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
773677.00
78143.64
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
155000.00
63048.52
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
208792.00
74604.16
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
217746.00
81814.05
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
269803.00
77062.42
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
530204.00
79217.46
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
168000.00
71079.16
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
214700.00
66534.68
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
382678.00
65591.65
Fannie Mae
2037-12-01
5.604000
Government Agency Debt
40568538.00
11307712.16
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
175000.00
63885.16
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
416776.00
63896.09
Fannie Mae
2038-02-01
4.500000
Government Agency Debt
112571.00
63256.44
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
151825.00
79909.67
Fannie Mae
2038-04-01
4.783000
Government Agency Debt
38638567.00
12915556.95
Fannie Mae
2038-05-01
4.694000
Government Agency Debt
7735951.00
4471070.34
Fannie Mae
2038-07-01
2.581000
Government Agency Debt
26255941.00
12266837.41
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
241319.00
62869.00
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
196525.00
76938.03
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
102000.00
67238.72
Fannie Mae
2039-03-01
4.000000
Government Agency Debt
74321.00
66531.27
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
105509.00
64192.71
Fannie Mae
2039-07-01
4.000000
Government Agency Debt
102320.00
64305.08
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
100878.00
80969.78
Fannie Mae
2039-08-01
6.500000
Government Agency Debt
181956.00
74534.31
Fannie Mae
2039-10-01
4.000000
Government Agency Debt
103060.00
82464.69
Fannie Mae
2040-03-01
4.263000
Government Agency Debt
18022694.00
13756737.32
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
68187.00
69385.94
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
109117.00
73165.51
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
84000.00
78853.16
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
79963.00
74121.92
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
97782.00
69044.19
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
82920.00
75910.87
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
96857.00
70333.93
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
73004.00
72076.27
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
75000.00
71122.99
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
83425.00
75760.61
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
86589.00
75965.37
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
86928.00
75645.13
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
68622.00
70623.22
Fannie Mae
2041-01-01
2.523000
Government Agency Debt
25000000.00
14452100.57
Fannie Mae
2041-01-01
3.500000
Government Agency Debt
85388.00
79931.47
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
67705.00
66758.73
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
71369.00
65842.02
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
71093.00
65311.73
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
61377.00
63996.95
Fannie Mae
2041-02-01
3.364000
Government Agency Debt
16336202.00
13045924.68
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
67918.00
71681.77
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
75461.00
68300.67
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
2677871.00
2676926.17
Fannie Mae
2041-03-01
3.500000
Government Agency Debt
71951.00
71981.11
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
78322.00
77758.31
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
74768.00
76942.39
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
70125.00
69722.67
Fannie Mae
2041-05-01
3.219000
Government Agency Debt
9370173.00
9048098.85
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
2008982.00
2193411.22
Fannie Mae
2041-06-01
4.000000
Government Agency Debt
92077.00
77447.16
Fannie Mae
2041-07-01
3.542000
Government Agency Debt
13380250.00
11404466.72
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
78156.00
66251.54
Fannie Mae
2041-08-01
2.906000
Government Agency Debt
17000000.00
14162063.28
Fannie Mae
2041-08-01
3.127000
Government Agency Debt
14000000.00
12532079.15
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
80629.00
80280.17
Fannie Mae
2041-09-01
3.500000
Government Agency Debt
67002.00
69614.91
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
62465.00
66837.83
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
75839.00
75582.29
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1999506.00
2211716.90
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
2520545.00
2658044.93
Freddie Mac
2013-09-01
5.500000
Government Agency Debt
10000000.00
79214.36
Freddie Mac
2014-05-01
7.500000
Government Agency Debt
24485871.00
77708.51
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
8430395.00
68991.14
Freddie Mac
2016-12-01
5.500000
Government Agency Debt
500000.00
78107.05
Freddie Mac
2017-02-01
6.000000
Government Agency Debt
2519054.00
72442.36
Freddie Mac
2017-12-01
5.500000
Government Agency Debt
645607.00
74455.81
Freddie Mac
2018-03-01
6.000000
Government Agency Debt
1040000.00
80634.14
Freddie Mac
2018-04-01
5.000000
Government Agency Debt
525000.00
62918.03
Freddie Mac
2018-11-01
4.500000
Government Agency Debt
57579.00
9543.22
Freddie Mac
2018-12-01
5.500000
Government Agency Debt
487000.00
75910.67
Freddie Mac
2018-12-01
6.000000
Government Agency Debt
2012326.00
70852.11
Freddie Mac
2019-03-01
7.500000
Government Agency Debt
10944849.00
69759.32
Freddie Mac
2019-06-01
5.500000
Government Agency Debt
460000.00
73721.60
Freddie Mac
2020-04-01
4.000000
Government Agency Debt
265000.00
66646.11
Freddie Mac
2020-04-01
5.500000
Government Agency Debt
504854.00
67407.39
Freddie Mac
2020-07-01
5.500000
Government Agency Debt
263000.00
63339.75
Freddie Mac
2020-10-01
8.000000
Government Agency Debt
3262034.00
80971.14
Freddie Mac
2021-02-01
5.500000
Government Agency Debt
338000.00
79924.27
Freddie Mac
2021-05-01
5.000000
Government Agency Debt
350000.00
72065.39
Freddie Mac
2021-05-01
5.000000
Government Agency Debt
255000.00
64545.81
Freddie Mac
2021-06-01
5.000000
Government Agency Debt
320117.00
68644.01
Freddie Mac
2021-09-01
5.000000
Government Agency Debt
247738.00
64391.58
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
506000.00
75242.66
Freddie Mac
2021-10-01
6.000000
Government Agency Debt
452596.00
63509.81
Freddie Mac
2021-11-01
5.000000
Government Agency Debt
385000.00
82165.31
Freddie Mac
2022-06-01
6.000000
Government Agency Debt
195000.00
80986.75
Freddie Mac
2022-07-01
6.500000
Government Agency Debt
1462845.00
64319.48
Freddie Mac
2022-08-01
6.000000
Government Agency Debt
459015.00
71600.23
Freddie Mac
2022-09-01
6.000000
Government Agency Debt
275761.00
77364.29
Freddie Mac
2022-11-01
5.500000
Government Agency Debt
585223.00
79748.07
Freddie Mac
2022-12-01
5.000000
Government Agency Debt
309572.00
81763.87
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
250000.00
68312.04
Freddie Mac
2023-10-01
3.500000
Government Agency Debt
169050.00
69676.63
Freddie Mac
2023-10-01
6.000000
Government Agency Debt
183425.00
64436.03
Freddie Mac
2024-08-01
8.000000
Government Agency Debt
4480435.00
65556.91
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
166304.00
82183.78
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
77042.00
81017.68
Freddie Mac
2025-07-01
5.000000
Government Agency Debt
116222.00
64807.44
Freddie Mac
2026-11-01
5.000000
Government Agency Debt
275000.00
78340.31
Freddie Mac
2029-01-01
6.000000
Government Agency Debt
187090.00
65732.83
Freddie Mac
2036-06-01
6.500000
Government Agency Debt
309980.00
74366.14
Freddie Mac
2036-07-01
5.500000
Government Agency Debt
84000.00
75198.17
Freddie Mac
2036-12-01
6.000000
Government Agency Debt
250000.00
63775.53
Freddie Mac
2037-07-01
5.625000
Government Agency Debt
253323.00
79863.85
Freddie Mac
2038-01-01
6.500000
Government Agency Debt
240000.00
65644.10
Freddie Mac
2038-01-01
7.000000
Government Agency Debt
451000.00
77076.38
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
155000.00
66821.54
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
179515.00
78904.84
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
464086.00
64433.67
Freddie Mac
2039-03-01
6.500000
Government Agency Debt
276049.00
66640.71
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
78816.00
81871.06
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
639879.00
665151.63
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
3205928.00
2993458.69
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
2496449.00
2645913.11
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
78947.00
82363.89
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
930395.00
976778.60
GNMA
2042-05-20
3.500000
Government Agency Debt
1990541.00
2120496.79
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
224000000.00
224000000.00
0.0158
N
223997760.00
223997760.00
Barclays Capital, Inc
Barclays Capital, Inc 0.210000%
07699U005_0.2100_M120607_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
177728.00
84074.19
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
57169.00
45445.40
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
1000.00
251.01
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
45199.00
19806.13
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
15505.00
15777.63
Fannie Mae
2042-04-01
2.803000
Government Agency Debt
48598700.00
50387369.82
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
92144.00
55638.34
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
114178.00
59539.83
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
624925.00
180285.62
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
114570.00
119670.31
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
1016736.00
1055374.24
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
50000000.00
50000000.00
0.0035
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120607_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-11-01
4.500000
Government Agency Debt
1030000.00
99825.95
Fannie Mae
2017-07-01
5.500000
Government Agency Debt
750000.00
107246.99
Fannie Mae
2017-10-01
5.500000
Government Agency Debt
2089003.00
105152.60
Fannie Mae
2018-11-01
6.000000
Government Agency Debt
1035212.00
104667.61
Fannie Mae
2019-07-01
4.500000
Government Agency Debt
480000.00
103272.74
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
409799.00
100687.65
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
636513.00
101488.62
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
250000.00
107458.62
Fannie Mae
2020-01-01
6.500000
Government Agency Debt
515215.00
99333.76
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
519290.00
108189.70
Fannie Mae
2021-02-01
3.000000
Government Agency Debt
122169.00
101317.06
Fannie Mae
2021-03-01
4.500000
Government Agency Debt
616681.00
100152.04
Fannie Mae
2021-07-01
5.000000
Government Agency Debt
380170.00
101178.72
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
594623.00
103200.83
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
622113.00
102719.42
Fannie Mae
2021-09-01
7.000000
Government Agency Debt
3544492.00
102577.85
Fannie Mae
2021-12-01
4.500000
Government Agency Debt
355000.00
101699.32
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
275000.00
105784.08
Fannie Mae
2023-12-01
5.000000
Government Agency Debt
325000.00
108206.39
Fannie Mae
2024-10-01
8.500000
Government Agency Debt
13650795.00
106793.88
Fannie Mae
2025-03-01
5.000000
Government Agency Debt
217169.00
101515.29
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
126278.00
77427.00
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
10999315.00
9759378.67
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
10210501.00
9520664.30
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
102899.00
99292.08
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
10047673.00
9490549.02
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
123521.00
108983.90
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
102188.00
107320.90
Fannie Mae
2031-08-01
6.500000
Government Agency Debt
2671700.00
100578.61
Fannie Mae
2031-12-01
7.000000
Government Agency Debt
3170000.00
104212.92
Fannie Mae
2032-02-01
4.000000
Government Agency Debt
8817968.00
9493031.38
Fannie Mae
2032-11-01
5.500000
Government Agency Debt
1652753.00
100521.63
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
847994.00
107601.78
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
327057.00
101585.60
Fannie Mae
2033-09-01
6.000000
Government Agency Debt
776476.00
104142.23
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
439952.00
65305.31
Fannie Mae
2033-11-01
4.000000
Government Agency Debt
220470.00
103639.98
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1196867.00
99492.41
Fannie Mae
2034-07-01
5.000000
Government Agency Debt
23454208.00
6587233.81
Fannie Mae
2034-07-01
7.000000
Government Agency Debt
1898710.00
104726.02
Fannie Mae
2035-04-01
6.500000
Government Agency Debt
609001.00
102217.82
Fannie Mae
2035-12-01
4.500000
Government Agency Debt
169360.00
77064.36
Fannie Mae
2036-08-01
8.000000
Government Agency Debt
1358295.00
102504.02
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
510000.00
105099.42
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
986949.00
106665.43
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
317811.00
98531.75
Fannie Mae
2037-03-01
7.500000
Government Agency Debt
600000.00
104601.80
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
769387.00
193121.50
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
151000.00
105813.90
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
395906.00
108702.33
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
314305.00
107214.54
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
442992.00
99527.39
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
475300.00
107270.97
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
243528.00
107504.11
Fannie Mae
2038-08-01
7.500000
Government Agency Debt
74290.00
22114.01
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
283000.00
107619.86
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
142959.00
105206.50
Fannie Mae
2040-04-01
3.785000
Government Agency Debt
36214061.00
17495485.32
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
262765.00
267385.24
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
116090.00
108684.13
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
119757.00
107554.88
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
111112.00
101331.46
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
100431.00
105256.04
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
108706.00
107681.27
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
115108.00
99042.21
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
109836.00
105627.05
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
120424.00
102532.73
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
99455.00
101896.31
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
118159.00
99951.69
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
104000.00
98906.45
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
123565.00
106380.59
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
125426.00
106925.26
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
113230.00
99965.86
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
113966.00
107822.00
Fannie Mae
2041-03-01
3.500000
Government Agency Debt
101062.00
103689.64
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
107905.00
98488.16
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
100001.00
102869.27
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
109245.00
107220.29
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
10456637.00
9655496.41
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
9298952.00
9860017.35
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
9100363.00
9632244.04
Fannie Mae
2042-02-01
2.571000
Government Agency Debt
2339879.00
2159822.30
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
3695750.00
3886734.51
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
9235093.00
9721015.27
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
8967332.00
9448215.60
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
8983380.00
9480454.37
Freddie Mac
2012-10-01
5.000000
Government Agency Debt
20000000.00
100293.56
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
6682290.00
100782.94
Freddie Mac
2017-04-01
6.000000
Government Agency Debt
3999600.00
102397.55
Freddie Mac
2017-12-01
6.000000
Government Agency Debt
1129223.00
101359.72
Freddie Mac
2018-06-01
5.500000
Government Agency Debt
1000000.00
100646.59
Freddie Mac
2018-10-01
4.000000
Government Agency Debt
50000000.00
9862487.22
Freddie Mac
2018-11-01
5.500000
Government Agency Debt
583000.00
98323.79
Freddie Mac
2019-05-01
4.000000
Government Agency Debt
420000.00
101342.92
Freddie Mac
2019-05-01
5.000000
Government Agency Debt
562000.00
104342.21
Freddie Mac
2019-10-01
7.500000
Government Agency Debt
4305716.00
103859.68
Freddie Mac
2019-11-01
5.500000
Government Agency Debt
293554.00
103573.33
Freddie Mac
2021-01-01
4.000000
Government Agency Debt
200774.00
101484.72
Freddie Mac
2021-07-01
5.000000
Government Agency Debt
489063.00
102373.72
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
435159.00
108478.56
Freddie Mac
2024-12-01
5.000000
Government Agency Debt
172000.00
98473.66
Freddie Mac
2026-02-01
6.000000
Government Agency Debt
505000.00
107186.66
Freddie Mac
2026-06-01
7.500000
Government Agency Debt
5991538.00
108927.31
Freddie Mac
2030-04-01
4.500000
Government Agency Debt
144692.00
103883.50
Freddie Mac
2030-04-01
7.000000
Government Agency Debt
12150000.00
103460.63
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
9207067.00
9712909.49
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
268634.00
105829.37
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
468321.00
105352.03
Freddie Mac
2039-01-01
5.000000
Government Agency Debt
34155641.00
9741549.93
Freddie Mac
2039-09-01
4.500000
Government Agency Debt
176904.00
105612.75
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
116447.00
99908.38
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
10442300.00
9509281.60
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
9145740.00
9572051.72
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
177000000.00
177000000.00
0.0125
N
177000000.00
177000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
992JYM004_0.1800_M120605_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-01
4.360000
Government Agency Debt
14325290.00
15807913.47
Fannie Mae
2038-02-01
5.841000
Government Agency Debt
28785484.00
29083176.02
Fannie Mae
2041-07-01
3.194000
Government Agency Debt
2250972.00
2029190.90
Fannie Mae
2041-10-01
2.901000
Government Agency Debt
35037761.00
29997297.10
Fannie Mae
2042-04-01
2.401000
Government Agency Debt
26275716.00
27208437.76
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
100000000.00
100000000.00
0.0070
N
99999000.00
99999000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.155000%
0554M2FC6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
Y
BHP Billiton Ltd
N/A
N/A
N
10000000.00
9999526.39
0.0007
N
9999400.00
9999400.00
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
55984973.33
0.0039
N
55977600.00
55977600.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987WVU007_0.2200_M120601_2M54
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-08-15
4.500000
Government Agency Debt
5000000.00
4351415.23
Freddie Mac
2039-09-15
4.500000
Government Agency Debt
4750000.00
4502786.80
Freddie Mac
2039-10-15
4.500000
Government Agency Debt
4949085.00
4782293.91
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
3275423.00
3276415.16
Freddie Mac
2040-11-15
4.500000
Government Agency Debt
4518738.00
4584579.17
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
4057817.00
4324471.60
Freddie Mac
2041-09-15
4.500000
Government Agency Debt
3986426.00
4293441.92
Freddie Mac
2041-10-15
4.500000
Government Agency Debt
3818766.00
4219903.28
GNMA
2026-11-20
4.000000
Government Agency Debt
4198627.00
4356916.83
GNMA
2026-12-15
3.000000
Government Agency Debt
4752170.00
4673516.69
GNMA
2027-01-15
3.000000
Government Agency Debt
4187693.00
4383723.13
GNMA
2027-02-15
3.000000
Government Agency Debt
4138313.00
4355609.90
GNMA
2027-06-15
3.150000
Government Agency Debt
4116900.00
4400867.29
GNMA
2030-09-20
4.000000
Government Agency Debt
4495437.00
4203113.02
GNMA
2034-04-15
2.720000
Government Agency Debt
4400000.00
4547931.29
GNMA
2039-03-15
4.500000
Government Agency Debt
8301942.00
4598368.69
GNMA
2039-03-15
4.500000
Government Agency Debt
6803320.00
4529409.40
GNMA
2039-05-15
4.500000
Government Agency Debt
4904833.00
4483270.50
GNMA
2039-05-15
4.500000
Government Agency Debt
6695332.00
4333839.66
GNMA
2039-05-15
4.500000
Government Agency Debt
4845564.00
4220387.50
GNMA
2039-06-15
4.500000
Government Agency Debt
5000000.00
4718565.13
GNMA
2039-07-15
4.500000
Government Agency Debt
6218893.00
4489495.25
GNMA
2039-08-15
5.000000
Government Agency Debt
5443865.00
4518874.19
GNMA
2039-09-15
4.500000
Government Agency Debt
4765254.00
4418795.24
GNMA
2039-10-15
4.500000
Government Agency Debt
4591346.00
4447873.38
GNMA
2039-11-15
4.500000
Government Agency Debt
4468319.00
4188424.54
GNMA
2039-12-15
4.500000
Government Agency Debt
3876337.00
3870357.19
GNMA
2040-01-15
3.500000
Government Agency Debt
4034117.00
4426118.87
GNMA
2040-01-15
3.500000
Government Agency Debt
3849081.00
4223102.62
GNMA
2040-04-15
4.500000
Government Agency Debt
6336482.00
4693468.42
GNMA
2040-05-15
4.500000
Government Agency Debt
5521696.00
4792611.30
GNMA
2040-05-15
4.500000
Government Agency Debt
5845971.00
4684482.73
GNMA
2040-05-15
4.500000
Government Agency Debt
6117117.00
4520790.95
GNMA
2040-05-15
5.000000
Government Agency Debt
4900000.00
4575359.58
GNMA
2040-07-15
4.500000
Government Agency Debt
4817543.00
4207216.23
GNMA
2040-09-20
4.500000
Government Agency Debt
5975495.00
4726375.72
GNMA
2040-10-15
4.500000
Government Agency Debt
5121986.00
4372303.52
GNMA
2040-12-15
4.000000
Government Agency Debt
4107933.00
4356176.73
GNMA
2040-12-15
4.000000
Government Agency Debt
4039191.00
4332353.52
GNMA
2040-12-20
4.500000
Government Agency Debt
4278723.00
4482895.81
GNMA
2041-02-20
4.500000
Government Agency Debt
4999440.00
4270928.06
GNMA
2041-04-15
4.000000
Government Agency Debt
4318033.00
4450666.93
GNMA
2041-04-15
4.500000
Government Agency Debt
4584568.00
4740130.07
GNMA
2041-04-20
5.000000
Government Agency Debt
4605737.00
4653591.21
GNMA
2041-05-15
4.500000
Government Agency Debt
4801514.00
4794282.53
GNMA
2041-05-15
4.500000
Government Agency Debt
4403819.00
4769674.72
GNMA
2041-05-15
4.500000
Government Agency Debt
3970777.00
4334687.39
GNMA
2041-06-15
4.500000
Government Agency Debt
4495762.00
4599855.43
GNMA
2041-06-15
4.500000
Government Agency Debt
4174161.00
4569204.98
GNMA
2041-06-15
4.500000
Government Agency Debt
4046012.00
4311042.34
GNMA
2041-06-15
4.500000
Government Agency Debt
10313108.00
4195903.82
GNMA
2041-07-15
4.500000
Government Agency Debt
4140721.00
4547225.99
GNMA
2041-07-15
4.500000
Government Agency Debt
4151306.00
4485162.77
GNMA
2041-07-15
5.000000
Government Agency Debt
4265121.00
4554584.55
GNMA
2041-09-15
4.000000
Government Agency Debt
4306659.00
4574495.78
GNMA
2041-09-15
4.500000
Government Agency Debt
3999242.00
4346207.25
GNMA
2041-10-15
4.500000
Government Agency Debt
4314427.00
4617911.16
GNMA
2041-11-15
4.500000
Government Agency Debt
3966486.00
4372813.10
GNMA
2041-12-20
4.000000
Government Agency Debt
4276106.00
4603171.30
GNMA
2042-03-20
4.000000
Government Agency Debt
4348157.00
4781088.13
GNMA
2042-03-20
4.500000
Government Agency Debt
4002217.00
4462499.29
GNMA
2042-04-15
4.000000
Government Agency Debt
4217414.00
4625672.57
GNMA
2042-05-15
4.000000
Government Agency Debt
3805297.00
4193217.86
GNMA
2047-01-15
4.000000
Government Agency Debt
4204634.00
4584166.36
GNMA
2047-04-15
2.700000
Government Agency Debt
4613121.00
4698620.58
GNMA
2047-06-15
3.070000
Government Agency Debt
4308100.00
4483540.19
GNMA
2054-05-15
3.890000
Government Agency Debt
4326558.00
4611754.61
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
290000000.00
290000000.00
0.0204
N
290000000.00
290000000.00
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
9398046.89
0.0007
N
9398120.00
9398120.00
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
13996406.67
0.0010
N
13996360.00
13996360.00
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
9996344.44
0.0007
N
9996000.00
9996000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.330000%
10513DJM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
20000000.00
20000000.00
0.0014
N
20002400.00
20002400.00
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
64011520.00
64011520.00
CAFCO, LLC
CAFCO, LLC 0.330000%
12476EF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
57000000.00
56996865.00
0.0040
N
56998290.00
56998290.00
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
60959384.16
0.0043
N
60982920.00
60982920.00
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
52960956.67
0.0037
N
52983570.00
52983570.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.318800%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-07
2012-07-09
N
N
N
44000000.00
44000000.00
0.0031
N
44001320.00
44001320.00
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
108000000.00
108000000.00
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
0.0042
N
58998820.00
58998820.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.350000%
13738JFL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
138000000.00
137974508.33
0.0097
N
137982060.00
137982060.00
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
31033785.99
31033785.99
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999169.44
0.0007
N
9999600.00
9999600.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9998913.89
0.0007
N
9999500.00
9999500.00
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
24987020.83
0.0018
N
24988125.00
24988125.00
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
40002800.00
40002800.00
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
12000960.00
12000960.00
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
50000000.00
50000000.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BFK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
41000000.00
40992415.00
0.0029
N
40996720.00
40996720.00
Ciesco, LLC
Ciesco, LLC 0.350000%
17178BFS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999513.89
0.0001
N
1999760.00
1999760.00
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
23978000.00
0.0017
N
23990640.00
23990640.00
Citibank, NA
Citibank, NA 0.340000%
1730D22Y7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
55000000.00
55000000.00
0.0039
N
55008800.00
55008800.00
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
114020520.00
114020520.00
Citibank, NA
Citibank, NA 0.600000%
1730D2S94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
11000000.00
11000000.00
0.0008
N
11002860.00
11002860.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.615900%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-07-27
2013-06-27
N
N
N
150000000.00
150000000.00
0.0106
N
150128100.00
150128100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
31000000.00
30992405.00
0.0022
N
30998760.00
30998760.00
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
28995343.89
0.0020
N
28996810.00
28996810.00
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
4998800.00
0.0004
N
4999100.00
4999100.00
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
37335324.57
0.0026
N
37336927.50
37336927.50
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
16991967.50
0.0012
N
16992010.00
16992010.00
CRC Funding, LLC
CRC Funding, LLC 0.350000%
12622UF19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
5000000.00
0.0004
N
5000000.00
5000000.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622UF50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29998900.00
0.0021
N
29999400.00
29999400.00
CRC Funding, LLC
CRC Funding, LLC 0.350000%
12622UFE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
23000000.00
22997093.06
0.0016
N
22998160.00
22998160.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UFE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999732.78
0.0001
N
1999840.00
1999840.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999588.89
0.0001
N
1999760.00
1999760.00
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
19988950.00
0.0014
N
19993800.00
19993800.00
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
29980875.00
0.0021
N
29988300.00
29988300.00
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
30979798.33
0.0022
N
30987600.00
30987600.00
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
44966875.00
0.0032
N
44977500.00
44977500.00
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
153992300.00
153992300.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
22799D001_0.2000_M120601_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-09-15
4.000000
Government Agency Debt
12225000.00
10640439.76
Freddie Mac
2025-09-20
4.000000
Government Agency Debt
12711877.00
10586421.25
Freddie Mac
2036-03-15
5.000000
Government Agency Debt
12634185.00
5196080.00
Freddie Mac
2036-05-20
5.000000
Government Agency Debt
11750000.00
4546082.79
Freddie Mac
2036-06-15
6.000000
Government Agency Debt
12367152.00
2564139.72
Freddie Mac
2036-12-15
5.500000
Government Agency Debt
12412963.00
5636305.67
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
12107883.00
3485283.98
Freddie Mac
2038-08-20
6.500000
Government Agency Debt
12100000.00
1002228.45
Freddie Mac
2038-09-20
5.500000
Government Agency Debt
11698971.00
4716062.47
Freddie Mac
2038-10-20
6.000000
Government Agency Debt
13275881.00
3691375.40
Freddie Mac
2038-11-15
5.500000
Government Agency Debt
12157736.00
4802800.07
Freddie Mac
2039-01-15
5.500000
Government Agency Debt
11720000.00
5741148.35
Freddie Mac
2039-06-20
4.500000
Government Agency Debt
11991582.00
9852587.78
Freddie Mac
2039-08-20
5.500000
Government Agency Debt
13094242.00
2172528.40
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
13339091.00
5739087.70
Freddie Mac
2040-01-20
4.500000
Government Agency Debt
11967000.00
10417514.21
Freddie Mac
2040-03-20
5.000000
Government Agency Debt
12581296.00
11149478.66
Freddie Mac
2040-10-15
4.500000
Government Agency Debt
11725908.00
12078446.73
Freddie Mac
2040-11-20
4.500000
Government Agency Debt
12155000.00
10139049.98
Freddie Mac
2041-02-20
4.000000
Government Agency Debt
12458966.00
11610826.33
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
12000000.00
11724438.43
Freddie Mac
2042-01-20
5.000000
Government Agency Debt
1216868.00
1313199.30
Freddie Mac
2042-04-20
4.000000
Government Agency Debt
12664151.00
13944790.65
Freddie Mac
2047-04-15
2.920000
Government Agency Debt
12325400.00
12698295.67
Freddie Mac
2047-06-15
2.860000
Government Agency Debt
11680000.00
12006762.89
Freddie Mac
2047-06-15
3.190000
Government Agency Debt
12225000.00
12810504.16
Freddie Mac
2051-09-15
5.130000
Government Agency Debt
12723250.00
14535408.18
Freddie Mac
2051-09-15
5.625000
Government Agency Debt
13186380.00
14615432.88
Freddie Mac
2052-04-15
5.000000
Government Agency Debt
12308984.00
13991354.01
Freddie Mac
2052-09-15
4.400000
Government Agency Debt
12587644.00
13801039.14
Freddie Mac
2052-10-15
4.400000
Government Agency Debt
12816019.00
14031752.13
Freddie Mac
2053-01-15
4.550000
Government Agency Debt
12409530.00
13776122.90
GNMA
2041-04-20
5.000000
Government Agency Debt
11730448.00
10138418.00
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
289364924.00
289364924.00
0.0204
N
289364924.00
289364924.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
992JYD004_0.1800_M120601_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-09-20
4.500000
Government Agency Debt
54690000.00
49843453.31
GNMA
2041-04-20
5.000000
Government Agency Debt
7240000.00
6257403.49
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
55000000.00
55000000.00
0.0039
N
55000000.00
55000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.420000%
2284K0F59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Cash
Canadian Imperial Bank of Commerce
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
Barclays Bank Plc
N/A
N/A
2000000.00
1999906.67
0.0001
N
1999940.00
1999940.00
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
Cash
Canadian Imperial Bank of Commerce
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
Barclays Bank Plc
N/A
N/A
11000000.00
10987166.66
0.0008
N
10993180.00
10993180.00
Danaher Corp
Danaher Corp 0.140000%
23585LFE3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
17500000.00
17499115.28
0.0012
N
17498600.00
17498600.00
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
71001420.00
71001420.00
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
105013650.00
105013650.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UD35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
71000000.00
71000000.00
0.0050
N
71000000.00
71000000.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UH64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
152000000.00
152000000.00
0.0107
N
152001520.00
152001520.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UJ54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
25000000.00
25000000.00
0.0018
N
25000250.00
25000250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M120601_2M54
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-03-31
0.250000
Treasury Debt
234593800.00
234600055.84
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
230000000.00
230000000.00
0.0162
N
230000000.00
230000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
21599B009_0.2200_M120601_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
60699814.00
65832610.50
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
37218705.00
17959242.94
Fannie Mae
2041-09-25
3.000000
Government Agency Debt
59693410.00
61808147.49
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
140000000.00
140000000.00
0.0099
N
140000000.00
140000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.370000%
991JCA005_0.3700_M120601_2M54
0001074042
Other Repurchase Agreement
N
BOEING CO COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249991.46
CAPITAL ONE FINL CORP COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249978.62
CBS CORP NEW CL B
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249961.74
CF INDS HLDGS INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249996.94
CIGNA CORP COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249976.00
CITIGROUP INC COM NEW
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249976.00
CONAGRA FOODS INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249991.33
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1250000.00
ENTERGY CORP NEW COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249942.68
ENTRAVISION COMMUNICATIONS CCL A
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
121869.68
FREEPORT-MCMORAN COPPER & GOCOM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249988.88
INVESCO LTD SHS
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249986.20
KRAFT FOODS INC CL A
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249976.63
MARATHON PETE CORP COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249975.18
MEAD JOHNSON NUTRITION CO COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249979.85
MEADWESTVACO CORP COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249999.65
MEDTRONIC INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249984.90
NOBLE ENERGY INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249926.92
PROGRESS ENERGY INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249978.68
SPECTRA ENERGY CORP COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249977.24
SUNOCO INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1128556.80
TRAVELERS COMPANIES INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
1249992.33
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
25000000.00
25000000.00
0.0018
Repurchase agreement collateralized by common stock and ETFs.
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120621_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
407484055.00
109610084.51
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
371079.00
140057.67
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
N
105000000.00
105000000.00
0.0074
Y
105000000.00
105000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120625_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
87838010.00
44359116.65
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
275000.00
78690.50
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
3898.00
4108.25
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
7186933.00
7623183.34
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
N
50000000.00
50000000.00
0.0035
Y
50000000.00
50000000.00
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
12484825.27
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
12000000.00
12000000.00
0.0008
Y
12000000.00
12000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120611_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.143000
Government Agency Debt
1426387.00
416913.93
Fannie Mae
2037-01-01
6.072000
Government Agency Debt
8312438.00
1307545.86
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
31465648.00
27436224.84
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
62810000.00
67338182.27
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
153425.00
57907.75
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
74054.00
35733.48
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
34328834.00
30551650.01
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
388516.00
414788.14
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
49731.00
53583.06
Fannie Mae
2042-05-25
7.000000
Government Agency Debt
374699.00
432679.30
GNMA
2037-03-20
4.000000
Government Agency Debt
38405.00
35061.41
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
123000000.00
123000000.00
0.0087
Y
122998770.00
122998770.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120612_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.143000
Government Agency Debt
1115391.00
326013.94
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
376148.00
141970.88
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
23883102.00
11524378.16
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
3439.00
2405.29
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
131419.00
111579.32
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
30340.00
26220.40
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
539812.00
444852.75
Fannie Mae
2041-09-25
3.000000
Government Agency Debt
31241251.00
32348023.84
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
53979.00
56438.96
GNMA
2037-03-20
4.000000
Government Agency Debt
7718455.00
7046475.96
GNMA
2041-03-20
3.500000
Government Agency Debt
37428.00
40065.97
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
50000000.00
50000000.00
0.0035
Y
50000000.00
50000000.00
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
20001400.00
20001400.00
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
9000810.00
9000810.00
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
70997160.00
70997160.00
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
0.0049
N
68995860.00
68995860.00
Fannie Mae
Fannie Mae 0.090000%
313588XU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
30000000.00
29999625.00
0.0021
N
29999970.00
29999970.00
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
4999525.00
0.0004
N
4999840.00
4999840.00
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
30048188.25
0.0021
N
30049140.00
30049140.00
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
37112558.12
0.0026
N
37115181.00
37115181.00
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
9998500.00
0.0007
N
9999550.00
9999550.00
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
64983316.67
0.0046
N
64991680.00
64991680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384XP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
15000000.00
15000000.00
0.0011
N
15000000.00
15000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
62000000.00
61999181.95
0.0044
N
61999938.00
61999938.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
25000000.00
24999618.05
0.0018
N
24999975.00
24999975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
20000000.00
19999750.00
0.0014
N
19999980.00
19999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384XW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
160000000.00
159997044.45
0.0113
N
159999680.00
159999680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384YB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
48000000.00
47998320.00
0.0034
N
47999856.00
47999856.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384YB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
5000000.00
4999850.00
0.0004
N
4999985.00
4999985.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
51000000.00
50997917.50
0.0036
N
50999796.00
50999796.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
50000000.00
49997861.11
0.0035
N
49999800.00
49999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384YJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
38000000.00
37998195.00
0.0027
N
37999810.00
37999810.00
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
36995272.22
0.0026
N
36998779.00
36998779.00
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
49993291.67
0.0035
N
49998250.00
49998250.00
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
24996791.66
0.0018
N
24999125.00
24999125.00
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
14997900.00
0.0011
N
14999475.00
14999475.00
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
5000000.00
4999475.00
0.0004
N
4999825.00
4999825.00
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
29995950.00
0.0021
N
29998650.00
29998650.00
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
999850.00
0.0001
N
999955.00
999955.00
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
24996111.11
0.0018
N
24998825.00
24998825.00
Freddie Mac
Freddie Mac 0.100000%
313396XP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
75000000.00
75000000.00
0.0053
N
75000000.00
75000000.00
Freddie Mac
Freddie Mac 0.100000%
313396XS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
80000000.00
79999333.33
0.0056
N
79999920.00
79999920.00
Freddie Mac
Freddie Mac 0.092500%
313396XS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
4000000.00
3999969.17
0.0003
N
3999996.00
3999996.00
Freddie Mac
Freddie Mac 0.090000%
313396XT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
48000000.00
47999520.00
0.0034
N
47999952.00
47999952.00
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
15926697.00
0.0011
N
15927585.87
15927585.87
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
33995325.00
0.0024
N
33998708.00
33998708.00
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
19997125.00
0.0014
N
19999240.00
19999240.00
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
24997000.00
0.0018
N
24998875.00
24998875.00
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
125191375.00
125191375.00
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
19113939.20
0.0013
N
19118427.00
19118427.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.240000%
3686M0FN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
4000000.00
3999440.00
0.0003
N
3999400.00
3999400.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HFB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
47000000.00
46995822.22
0.0033
N
46998590.00
46998590.00
General Electric Capital Corp
General Electric Capital Corp 0.170000%
36959HFK8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
30000000.00
29997450.00
0.0021
N
29998500.00
29998500.00
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
34979583.33
0.0025
N
34988100.00
34988100.00
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
1998598.33
0.0001
N
1999080.00
1999080.00
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
7993813.33
0.0006
N
7995600.00
7995600.00
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
94880669.44
0.0067
N
94903100.00
94903100.00
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
32956440.00
0.0023
N
32961060.00
32961060.00
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
3994683.33
0.0003
N
3995240.00
3995240.00
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
33952248.89
0.0024
N
33953080.00
33953080.00
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
62910960.00
0.0044
N
62912430.00
62912430.00
General Electric Co
General Electric Co 0.150000%
36960LFD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
90000000.00
89995500.00
0.0063
N
89996400.00
89996400.00
General Electric Co
General Electric Co 0.150000%
36960LFE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
1000000.00
999945.83
0.0001
N
999960.00
999960.00
General Electric Co
General Electric Co 0.150000%
36960LFK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
170000000.00
169987250.00
0.0120
N
169991500.00
169991500.00
General Electric Co
General Electric Co 0.150000%
36960LFT7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
20000000.00
19997833.33
0.0014
N
19998600.00
19998600.00
GFRE Holdings LLC
GFRE Holdings LLC 0.240000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1925000.00
1925000.00
0.0001
N
1925000.00
1925000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
38399H002_0.2200_M120601_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
58953383.00
63000000.68
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
60000000.00
60000000.00
0.0042
N
60000000.00
60000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120605_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-03-01
4.500000
Government Agency Debt
42799760.00
39798848.08
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
26474923.00
7777573.35
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
57855723.00
17072702.67
Fannie Mae
2040-05-01
2.690000
Government Agency Debt
50472827.00
39554799.96
Freddie Mac
2026-09-01
4.000000
Government Agency Debt
39830269.00
39779016.14
Freddie Mac
2042-05-01
4.500000
Government Agency Debt
35984219.00
39767060.02
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
175000000.00
175000000.00
0.0123
N
174998250.00
174998250.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120607_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
34678853.00
27616213.20
Fannie Mae
2041-04-01
3.354000
Government Agency Debt
42072053.00
35383787.12
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
60000000.00
60000000.00
0.0042
N
60000000.00
60000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M120913_2M54
0000769993
Other Repurchase Agreement
N
ALTRIA GROUP INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
2099999.68
CITIGROUP INC COM NEW
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
2099994.00
United States Treasury Department
2013-07-15
1.875000
Treasury Debt
24471500.00
31781761.26
United States Treasury Department
2015-07-15
1.875000
Treasury Debt
3796700.00
4938454.13
VISA INC COM CL A
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
2099898.77
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
42000000.00
42000000.00
0.0030
Repurchase agreement collateralized by common stock and ETFs.
Y
42000000.00
42000000.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346LFJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
6289000.00
6288406.04
0.0004
N
6288245.32
6288245.32
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LFK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
12000000.00
11998860.00
0.0008
N
11998440.00
11998440.00
Govco, LLC
Govco, LLC 0.350000%
38362VF81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62587000.00
62582740.60
0.0044
N
62583870.65
62583870.65
Govco, LLC
Govco, LLC 0.600000%
38362VFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2999350.00
0.0002
N
2999730.00
2999730.00
Govco, LLC
Govco, LLC 0.420000%
38362VFF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
34000000.00
33994446.67
0.0024
N
33996600.00
33996600.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
47000000.00
46985430.00
0.0033
N
46993890.00
46993890.00
Govco, LLC
Govco, LLC 0.370000%
38362VFL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
76000000.00
75985158.89
0.0054
N
75990120.00
75990120.00
Govco, LLC
Govco, LLC 0.630000%
38362VFL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
63000000.00
62979052.50
0.0044
N
62991810.00
62991810.00
Govco, LLC
Govco, LLC 0.620000%
38362VFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
31000000.00
30989322.22
0.0022
N
30995660.00
30995660.00
Govco, LLC
Govco, LLC 0.520000%
38362VFU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-28
2012-06-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32987130.00
0.0023
N
32993730.00
32993730.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.180000%
75914UAW0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
40000000.00
40000000.00
0.0028
N
40000000.00
40000000.00
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
0.0099
N
139997200.00
139997200.00
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
48977398.75
0.0034
N
48975010.00
48975010.00
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
82945773.33
0.0058
N
82946050.00
82946050.00
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
9990775.00
0.0007
N
9991300.00
9991300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.359800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-06-21
2013-06-21
N
N
N
129000000.00
129000000.00
0.0091
N
129098556.00
129098556.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2F42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
41059000.00
41058349.90
0.0029
N
41057768.23
41057768.23
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2FB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
41775000.00
41772911.25
0.0029
N
41772075.75
41772075.75
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2FK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24997500.00
0.0018
N
24996750.00
24996750.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2FL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
18000000.00
17998100.00
0.0013
N
17997660.00
17997660.00
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
11997866.67
0.0008
N
11997240.00
11997240.00
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
14996833.33
0.0011
N
14995800.00
14995800.00
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
21987680.00
0.0015
N
21982400.00
21982400.00
Lehigh Univ
Taxable CP Notes Series A 0.150000%
52501PFC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
5000000.00
4999770.83
0.0004
N
4999300.00
4999300.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LF17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
13000000.00
13000000.00
0.0009
N
12999870.00
12999870.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LFC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9999327.78
0.0007
N
9999200.00
9999200.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LFJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
33000000.00
32996571.66
0.0023
N
32996040.00
32996040.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4F74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999923.33
0.0001
N
1999940.00
1999940.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3999720.00
0.0003
N
3999760.00
3999760.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18997783.33
0.0013
N
18998290.00
18998290.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26996692.50
0.0019
N
26997300.00
26997300.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7998880.00
0.0006
N
7999120.00
7999120.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999562.50
0.0002
N
2999640.00
2999640.00
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
34992513.89
0.0025
N
34993700.00
34993700.00
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
5998496.67
0.0004
N
5998620.00
5998620.00
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
9995527.77
0.0007
N
9995800.00
9995800.00
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
5997000.00
0.0004
N
5997300.00
5997300.00
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
26986200.00
0.0019
N
26986770.00
26986770.00
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
1998965.00
0.0001
N
1999020.00
1999020.00
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
5996856.66
0.0004
N
5997000.00
5997000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.210000%
06399U000_0.2100_M120601_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-07-25
2.000000
Government Agency Debt
25000000.00
17587573.15
Fannie Mae
2031-10-25
3.000000
Government Agency Debt
16501000.00
17170576.19
Fannie Mae
2039-12-25
3.000000
Government Agency Debt
27900000.00
18917066.28
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
20000000.00
17799410.26
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
16917000.00
18467550.19
Freddie Mac
2024-11-15
3.500000
Government Agency Debt
25000000.00
17223077.09
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
19150000.00
16732432.74
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
38796980.00
12978210.39
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
13600000.00
16414683.20
Freddie Mac
2037-11-15
1.238700
Government Agency Debt
40885660.00
11027081.69
Freddie Mac
2038-04-15
4.000000
Government Agency Debt
32546456.00
18927919.55
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
22810000.00
17491431.75
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
20675000.00
18918018.39
Freddie Mac
2042-03-15
3.500000
Government Agency Debt
16600000.00
17537728.47
GNMA
2032-10-20
6.000000
Government Agency Debt
15023753.00
18197070.11
GNMA
2037-02-20
4.500000
Government Agency Debt
25000000.00
17621988.00
GNMA
2037-04-20
0.639700
Government Agency Debt
100000000.00
16880804.89
GNMA
2038-08-20
5.500000
Government Agency Debt
15750000.00
18228173.25
GNMA
2039-11-16
0.838700
Government Agency Debt
50000000.00
17033746.54
GNMA
2040-01-20
4.500000
Government Agency Debt
25000000.00
17761839.51
GNMA
2040-12-20
4.500000
Government Agency Debt
21563000.00
17583618.62
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
350000000.00
350000000.00
0.0246
N
350000000.00
350000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399V008_0.1700_M120601_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
24001900.00
25008939.72
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
23791219.00
23740576.18
Freddie Mac
2042-03-15
4.000000
Government Agency Debt
640402.00
690484.21
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
48000000.00
48000000.00
0.0034
N
48000000.00
48000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
50000000.00
50000000.00
0.0035
N
50001000.00
50001000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P5W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
66000000.00
66000000.00
0.0046
N
65999340.00
65999340.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P5Y6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
19000000.00
19000000.00
0.0013
N
18999810.00
18999810.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GXT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
69000000.00
69000000.00
0.0049
N
69000000.00
69000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GXZ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
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
70995030.00
70995030.00
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
87036540.00
87036540.00
National Australia Bank Ltd
National Australia Bank Ltd 0.600000%
971LQB007
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
57000000.00
57000000.00
0.0040
N
57008550.00
57008550.00
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
55013750.00
55013750.00
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
17993300.00
0.0013
N
17995320.00
17995320.00
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
29988666.67
0.0021
N
29991900.00
29991900.00
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
43937617.78
0.0031
N
43949400.00
43949400.00
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
24958437.50
0.0018
N
24967250.00
24967250.00
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
2012-06-07
2012-06-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15060000.00
15060000.00
0.0011
N
15060000.00
15060000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.340000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.270000%
65409RFJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
1000000.00
999872.50
0.0001
N
999890.00
999890.00
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
22984621.95
0.0016
N
22985740.00
22985740.00
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
149898500.01
0.0106
N
149905500.00
149905500.00
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
111921506.66
0.0079
N
111918240.00
111918240.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983TF50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14000000.00
13999704.44
0.0010
N
13999860.00
13999860.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LF49
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
1000000.00
999987.50
0.0001
N
999980.00
999980.00
PNC Bank NA
PNC Bank NA 0.240000%
69349JFE8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
27000000.00
26997660.00
0.0019
N
26998650.00
26998650.00
PNC Bank NA
PNC Bank NA 0.225000%
69349JFM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
N
30000000.00
29996250.00
0.0021
N
29997300.00
29997300.00
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
0.0099
N
140015400.00
140015400.00
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
0.0099
N
139994400.00
139994400.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0F19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
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
999483.33
0.0001
N
999760.00
999760.00
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
24982847.22
0.0018
N
24992250.00
24992250.00
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
8990010.00
0.0006
N
8989290.00
8989290.00
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
15964066.67
0.0011
N
15970080.00
15970080.00
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
3989706.66
0.0003
N
3990720.00
3990720.00
Royal Bank of Canada
Royal Bank of Canada 0.150000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
85000000.00
85000000.00
0.0060
Security is a time deposit.
N
85000000.00
85000000.00
Sanofi
Sanofi 0.170000%
8010M2FN7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
69000000.00
68993157.50
0.0049
N
68995170.00
68995170.00
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
43981568.89
0.0031
N
43983280.00
43983280.00
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
30986515.00
0.0022
N
30987600.00
30987600.00
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
49969791.66
0.0035
N
49968000.00
49968000.00
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
29981633.33
0.0021
N
29980500.00
29980500.00
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
4996833.34
0.0004
N
4996750.00
4996750.00
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
15991555.56
0.0011
N
15996000.00
15996000.00
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
39006630.00
39006630.00
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
56993730.00
56993730.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E2FB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
45000000.00
44997500.00
0.0032
N
44997300.00
44997300.00
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
49977500.00
0.0035
N
49980500.00
49980500.00
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
0.0075
N
106001060.00
106001060.00
State Street Corp
State Street Corp 0.190000%
85747JFD4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
3000000.00
2999810.00
0.0002
N
2999820.00
2999820.00
State Street Corp
State Street Corp 0.240000%
85747JFF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
66000000.00
65993840.00
0.0046
N
65995380.00
65995380.00
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
7998160.00
0.0006
N
7998080.00
7998080.00
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
38740792.81
0.0027
N
38739823.98
38739823.98
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
74975250.00
0.0053
N
74973750.00
74973750.00
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
49982500.00
0.0035
N
49981000.00
49981000.00
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
56974920.00
0.0040
N
56973210.00
56973210.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GV26
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998800.00
0.0007
N
9999100.00
9999100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JP43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10999285.00
0.0008
N
10999560.00
10999560.00
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
15424531.68
0.0011
N
15424840.22
15424840.22
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K2F0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47748000.00
47747283.78
0.0034
N
47747522.52
47747522.52
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
13830610.67
0.0010
N
13830541.50
13830541.50
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
35984340.00
0.0025
N
35983440.00
35983440.00
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
7996720.00
0.0006
N
7996480.00
7996480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-07-05
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
49000000.00
49000000.00
0.0035
N
49012740.00
49012740.00
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
0.0035
N
48998040.00
48998040.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.170000%
86562WZM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
4000000.00
4000000.00
0.0003
N
3999960.00
3999960.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.170000%
86562WZT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
65000000.00
65000000.00
0.0046
N
64999350.00
64999350.00
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
70004200.00
70004200.00
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
2000140.00
2000140.00
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
35002450.00
35002450.00
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
0.0023
N
32002240.00
32002240.00
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
57003990.00
57003990.00
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
10999230.00
10999230.00
Texas
TRAN Series 2011A 0.200000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.200000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
24750000.00
24750000.00
0.0017
N
24750000.00
24750000.00
Texas
TRAN Series 2011A 0.200000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
19845000.00
19845000.00
0.0014
N
19845000.00
19845000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LF85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
67294000.00
67289420.27
0.0047
N
67290635.30
67290635.30
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.360000%
88324LF85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
12000000.00
11999160.00
0.0008
N
11999400.00
11999400.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.360000%
88324LFB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
60000000.00
59994000.00
0.0042
N
59995800.00
59995800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TF40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9999841.67
0.0007
N
9999700.00
9999700.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TF57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
13000000.00
12999725.55
0.0009
N
12999610.00
12999610.00
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
9997625.00
0.0007
N
9996700.00
9996700.00
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
10996040.00
0.0008
N
10995600.00
10995600.00
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
1999156.67
0.0001
N
1999040.00
1999040.00
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
15094650.36
0.0011
N
15093995.94
15093995.94
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
37979733.34
0.0027
N
37977960.00
37977960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112XGJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
10000000.00
10000000.00
0.0007
N
10000000.00
10000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112XQH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
43000000.00
43000000.00
0.0030
N
43000430.00
43000430.00
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
0.0063
N
89002670.00
89002670.00
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
23000920.00
23000920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112XWJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
190000000.00
190000000.00
0.0134
N
190000000.00
190000000.00
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
0.0106
N
150007500.00
150007500.00
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
50003500.00
50003500.00
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
71912700.00
0.0051
N
71955360.00
71955360.00
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
34926850.00
0.0025
N
34944000.00
34944000.00
UBS Securities LLC
UBS Securities LLC 0.220000%
99EPPA003_0.2200_M120601_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-05-01
4.000000
Government Agency Debt
26007137.00
28029305.24
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
70038522.00
28071520.35
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
27249561.00
27643623.55
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
26814762.00
28210515.05
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
20877327.00
22494442.99
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
8316618.00
8350592.87
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
140000000.00
140000000.00
0.0099
N
140000000.00
140000000.00
Union Bank, NA
Union Bank, NA 0.440000%
90527MA63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
53000000.00
53000000.00
0.0037
N
53007950.00
53007950.00
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
1999900.00
1999900.00
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
10997470.00
0.0008
N
10997360.00
10997360.00
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
20995065.00
0.0015
N
20994960.00
20994960.00
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
6998226.67
0.0005
N
6998110.00
6998110.00
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
5998640.00
0.0004
N
5998380.00
5998380.00
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
89973000.00
0.0063
N
89964900.00
89964900.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KF56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
20000000.00
19999555.56
0.0014
N
19999400.00
19999400.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KFE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
69000000.00
68995016.67
0.0049
N
68993790.00
68993790.00
Westpac Banking Corp
Westpac Banking Corp 0.328800%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-06
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
12998960.00
12998960.00
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
3999280.00
3999280.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
96121TNF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-11-26
N
N
N
79000000.00
79000000.00
0.0056
N
79000000.00
79000000.00
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
16984445.00
0.0012
N
16991160.00
16991160.00
Westpac Banking Corp
Westpac Banking Corp 0.428800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
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
27992844.44
0.0020
N
27990480.00
27990480.00
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
5997141.67
0.0004
N
5995980.00
5995980.00
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
607641.53
607641.53
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
133939.61
133939.61
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
1030393.34
1030393.34
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
175082.97
175082.97
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342GF44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
13000000.00
12999675.00
0.0009
N
12999740.00
12999740.00
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342GFC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
86000000.00
85992116.67
0.0061
N
85994840.00
85994840.00