0001145549-14-002836.txt : 20140325
0001145549-14-002836.hdr.sgml : 20140325
20140325114350
ACCESSION NUMBER: 0001145549-14-002836
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120430
FILED AS OF DATE: 20140325
DATE AS OF CHANGE: 20140325
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: 14715022
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-04-30
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
36
51
16129958853.84
2489365.49
159518380.53
15972929838.80
0.0024
1.0000
2012-04-30
1.0000
2012-04-30
C000012383
25000.00
11022568284.86
1.00
-27401853.90
283572700.90
310974554.80
0.0001
1.0000
2012-04-30
1.0000
2012-04-30
C000012384
1000000.00
1755748161.14
1.00
-29699089.01
49306888.89
79005977.90
0.0001
1.0000
2012-04-30
1.0000
2012-04-30
C000012385
3000000.00
1427028634.71
1.00
-55849420.86
36395829.37
92245250.23
0.0001
1.0000
2012-04-30
1.0000
2012-04-30
C000038267
10000000.00
1767584758.09
1.00
187013569.77
323488595.75
136475025.98
0.0003
1.0000
2012-04-30
1.0000
2012-04-30
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LE36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
12000000.00
11999873.33
0.0008
N
11999880.00
11999880.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LE44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999968.33
0.0001
N
1999960.00
1999960.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
19000000.00
18998395.56
0.0012
N
18998290.00
18998290.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LEN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
60000000.00
59993350.01
0.0038
N
59992800.00
59992800.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LF19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
50000000.00
49991819.45
0.0031
N
49991500.00
49991500.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.310000%
03221LEV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
46000000.00
45988908.89
0.0029
N
45992180.00
45992180.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221LEW6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
11000000.00
10997341.67
0.0007
N
10998075.00
10998075.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
11000000.00
11000000.00
0.0007
N
11000330.00
11000330.00
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
17000000.00
16993176.39
0.0011
N
16992350.00
16992350.00
Bank of America, NA
Bank of America, NA 0.815700%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-07-23
2012-08-22
N
N
N
149000000.00
149000000.00
0.0093
N
149026820.00
149026820.00
Bank of Montreal
Bank of Montreal 0.160000%
06366VCE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
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
70000000.00
70000000.00
0.0044
N
69988100.00
69988100.00
Bank of Montreal
Bank of Montreal 0.170000%
06366VFB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
96000000.00
96000000.00
0.0060
N
95997120.00
95997120.00
Bank of Montreal
Bank of Montreal 0.150000%
06366VGS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
12000000.00
12000000.00
0.0008
N
11999400.00
11999400.00
Bank of Montreal
Bank of Montreal 0.160000%
06366VHM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
39000000.00
39000000.00
0.0024
N
38998830.00
38998830.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EG31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
58000000.00
58000000.00
0.0036
N
57999420.00
57999420.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417EM67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
3000000.00
3000000.00
0.0002
N
2999790.00
2999790.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
95000000.00
95000000.00
0.0059
N
95003800.00
95003800.00
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
0.0004
N
7000630.00
7000630.00
Bank of Nova Scotia
Bank of Nova Scotia 0.140000%
06417EQ89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
37000000.00
37000000.00
0.0023
N
36999630.00
36999630.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
25000000.00
25000000.00
0.0016
N
25005250.00
25005250.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
19000000.00
19000000.00
0.0012
N
19003800.00
19003800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
15000000.00
15000000.00
0.0009
N
15003300.00
15003300.00
Bank of Nova Scotia
Bank of Nova Scotia 0.318800%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-07-26
N
N
N
95000000.00
95000000.00
0.0059
N
95008550.00
95008550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EYW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
104000000.00
104000000.00
0.0065
N
104001040.00
104001040.00
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
47000000.00
47000000.00
0.0029
N
47007520.00
47007520.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.510000%
06538EFG7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
3000000.00
3000549.42
0.0002
N
3000600.00
3000600.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538ERL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
78000000.00
78000000.00
0.0049
N
78000000.00
78000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.180000%
06538ESA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
30000000.00
30000000.00
0.0019
N
30000000.00
30000000.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XAE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
5000000.00
5000000.00
0.0003
N
5000200.00
5000200.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XAG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
10000000.00
10000000.00
0.0006
N
10000300.00
10000300.00
Barclays Bank Plc
Barclays Bank Plc 0.290000%
06741XAR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
1000000.00
1000000.00
0.0001
N
1000020.00
1000020.00
Barclays Bank Plc
Barclays Bank Plc 0.280000%
06741XAV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
138000000.00
138000000.00
0.0086
N
138000000.00
138000000.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
54000000.00
54000000.00
0.0034
N
54000000.00
54000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120501_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-02-01
2.126000
Government Agency Debt
117231632.00
24711419.37
Fannie Mae
2038-11-01
4.674000
Government Agency Debt
128294601.00
37553625.16
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
58926523.00
39944026.12
Fannie Mae
2040-03-01
3.634000
Government Agency Debt
39536736.00
30809307.85
Fannie Mae
2040-07-01
3.819000
Government Agency Debt
50739892.00
35934423.72
Fannie Mae
2041-03-01
3.546000
Government Agency Debt
31299348.00
28781193.96
Fannie Mae
2041-06-01
3.542000
Government Agency Debt
46474108.00
42053719.36
Fannie Mae
2042-04-01
2.401000
Government Agency Debt
14474860.00
15012284.61
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
245000000.00
245000000.00
0.0153
N
245000000.00
245000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M120501_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-07-01
4.000000
Government Agency Debt
6989483.00
589704.34
Fannie Mae
2017-05-01
1.844000
Government Agency Debt
12118861.00
83735.54
Fannie Mae
2017-07-01
3.998000
Government Agency Debt
27500000.00
241057.08
Fannie Mae
2018-06-01
1.811000
Government Agency Debt
16588606.00
135352.82
Fannie Mae
2018-09-01
1.365000
Government Agency Debt
21393912.00
117112.45
Fannie Mae
2018-09-01
2.213000
Government Agency Debt
13400000.00
157654.43
Fannie Mae
2020-01-01
3.411000
Government Agency Debt
312935.00
227535.11
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
2902369.00
3175267.10
Fannie Mae
2021-10-01
3.420000
Government Agency Debt
4808200.00
5060512.92
Fannie Mae
2024-02-01
5.569000
Government Agency Debt
4500000.00
4923363.11
Fannie Mae
2025-03-01
6.929000
Government Agency Debt
15794116.00
43194.88
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
8309605.00
7687397.77
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
7435276.00
7622713.46
Fannie Mae
2027-01-01
5.797000
Government Agency Debt
26985034.00
174650.57
Fannie Mae
2027-03-01
5.796000
Government Agency Debt
66512384.00
209583.41
Fannie Mae
2029-02-01
2.125000
Government Agency Debt
71137334.00
182193.02
Fannie Mae
2029-11-01
2.638000
Government Agency Debt
5681329.00
1918254.24
Fannie Mae
2030-10-01
3.898000
Government Agency Debt
14875710.00
211578.73
Fannie Mae
2030-12-01
3.205000
Government Agency Debt
1000000.00
75055.96
Fannie Mae
2031-12-01
2.353000
Government Agency Debt
15563214.00
270794.91
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
7296830.00
7771673.06
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
7279472.00
7753303.92
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
7138337.00
7604546.57
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
6443642.00
6675491.10
Fannie Mae
2032-03-01
2.090000
Government Agency Debt
6000000.00
73061.68
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
6799926.00
7145231.30
Fannie Mae
2032-04-01
2.676000
Government Agency Debt
6000000.00
46418.60
Fannie Mae
2032-06-01
2.213000
Government Agency Debt
43000000.00
380849.33
Fannie Mae
2032-06-01
2.330000
Government Agency Debt
230000.00
32009.78
Fannie Mae
2032-10-01
2.258000
Government Agency Debt
1215000.00
192027.03
Fannie Mae
2033-04-01
2.351000
Government Agency Debt
956025.00
97982.90
Fannie Mae
2033-05-01
2.450000
Government Agency Debt
3819902.00
90004.86
Fannie Mae
2033-06-01
1.909000
Government Agency Debt
7000993.00
223294.22
Fannie Mae
2033-07-01
2.530000
Government Agency Debt
38167888.00
4948928.72
Fannie Mae
2033-10-01
2.520000
Government Agency Debt
3884261.00
332890.87
Fannie Mae
2033-12-01
2.506000
Government Agency Debt
5948416.00
374192.85
Fannie Mae
2034-02-01
2.910000
Government Agency Debt
35701567.00
5083401.90
Fannie Mae
2034-07-01
2.482000
Government Agency Debt
989545.00
167498.45
Fannie Mae
2034-09-01
2.423000
Government Agency Debt
6200000.00
335719.41
Fannie Mae
2034-10-01
2.250000
Government Agency Debt
650000.00
202071.27
Fannie Mae
2034-10-01
5.094000
Government Agency Debt
2544000.00
316972.91
Fannie Mae
2035-05-01
2.375000
Government Agency Debt
536598.00
122249.44
Fannie Mae
2035-05-01
2.801000
Government Agency Debt
6543526.00
175418.03
Fannie Mae
2035-06-01
2.505000
Government Agency Debt
548971.00
365985.54
Fannie Mae
2035-07-01
2.312000
Government Agency Debt
965070.00
312200.53
Fannie Mae
2035-07-01
2.380000
Government Agency Debt
1695000.00
355023.66
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
251955.00
201665.92
Fannie Mae
2035-11-01
2.125000
Government Agency Debt
200000.00
42522.24
Fannie Mae
2035-11-01
2.126000
Government Agency Debt
300000.00
49911.21
Fannie Mae
2035-11-01
2.127000
Government Agency Debt
300000.00
55717.62
Fannie Mae
2035-11-01
2.132000
Government Agency Debt
700000.00
146229.81
Fannie Mae
2035-11-01
2.146000
Government Agency Debt
300000.00
46961.19
Fannie Mae
2036-01-01
2.319000
Government Agency Debt
9187809.00
1911989.47
Fannie Mae
2036-03-01
2.203000
Government Agency Debt
790000.00
61151.83
Fannie Mae
2036-04-01
2.452000
Government Agency Debt
1700000.00
380865.77
Fannie Mae
2036-07-01
2.487000
Government Agency Debt
325933.00
82239.90
Fannie Mae
2036-10-01
2.464000
Government Agency Debt
2800000.00
318778.54
Fannie Mae
2036-10-01
2.721000
Government Agency Debt
350020.00
336483.08
Fannie Mae
2036-11-01
2.462000
Government Agency Debt
757469.00
155180.25
Fannie Mae
2036-11-01
2.777000
Government Agency Debt
9380842.00
1568622.57
Fannie Mae
2037-01-01
2.190000
Government Agency Debt
4329375.00
51932.21
Fannie Mae
2037-08-01
5.123000
Government Agency Debt
1000000.00
244187.53
Fannie Mae
2037-08-01
5.499000
Government Agency Debt
200000.00
57171.73
Fannie Mae
2037-08-01
5.638000
Government Agency Debt
248077.00
50208.64
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
75326.00
79406.97
Fannie Mae
2038-02-01
2.654000
Government Agency Debt
13080400.00
5079440.88
Fannie Mae
2038-03-25
0.942000
Government Agency Debt
573854.00
134612.71
Fannie Mae
2038-06-01
2.474000
Government Agency Debt
844977.00
85877.29
Fannie Mae
2038-07-01
4.903000
Government Agency Debt
605125.00
91465.82
Fannie Mae
2038-08-01
5.175000
Government Agency Debt
1950429.00
150701.12
Fannie Mae
2038-10-01
5.383000
Government Agency Debt
660000.00
118935.85
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
15758423.00
6558184.00
Fannie Mae
2039-05-01
5.000000
Government Agency Debt
12110770.00
7786904.64
Fannie Mae
2040-01-01
3.539000
Government Agency Debt
400000.00
176125.50
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-01-01
3.877000
Government Agency Debt
2981753.00
1912380.90
Fannie Mae
2040-02-01
3.275000
Government Agency Debt
618425.00
272978.35
Fannie Mae
2040-05-01
3.536000
Government Agency Debt
1340600.00
22116.07
Fannie Mae
2040-07-01
4.312000
Government Agency Debt
539754.00
364048.19
Fannie Mae
2040-10-01
1.419000
Government Agency Debt
4849067.00
309300.37
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
7895420.00
7596115.33
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
212471.00
221882.59
Fannie Mae
2041-02-01
3.100000
Government Agency Debt
11479.00
7929.52
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
7851522.00
6622520.39
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
7337348.00
7760069.82
Fannie Mae
2041-06-01
3.452000
Government Agency Debt
400395.00
356219.63
Fannie Mae
2041-09-01
1.369000
Government Agency Debt
12005617.00
305701.81
Fannie Mae
2041-09-01
2.421000
Government Agency Debt
2000000.00
1904776.39
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
210390.00
184706.99
Fannie Mae
2042-01-01
2.317000
Government Agency Debt
1815792.00
1863727.35
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
1000.00
1028.18
Fannie Mae
2042-03-01
2.675000
Government Agency Debt
1587461.00
1651241.19
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
168156.00
173814.07
Fannie Mae
2042-04-01
2.842000
Government Agency Debt
170281.00
177697.30
Fannie Mae
2042-04-01
3.025000
Government Agency Debt
1874799.00
1955683.09
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
6436686.00
6697721.04
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
944500.00
984490.55
Fannie Mae
2042-07-01
1.369000
Government Agency Debt
4716258.00
176149.86
Fannie Mae
2043-05-01
1.369000
Government Agency Debt
10065889.00
253311.48
Freddie Mac
2019-06-01
4.000000
Government Agency Debt
3690000.00
1034172.07
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
1000.00
220.94
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
317070.00
166781.72
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
6043241.00
5442781.33
Freddie Mac
2032-01-01
3.500000
Government Agency Debt
7431279.00
7757544.65
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
128981.00
17985.66
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
19893038.00
7245895.64
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
6950320.00
6766144.50
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
6343276.00
6685004.39
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
180000000.00
180000000.00
0.0113
N
180000000.00
180000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120504_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
119510.00
130747.05
Fannie Mae
2022-09-01
6.500000
Government Agency Debt
1000000.00
48522.37
Fannie Mae
2024-10-01
5.000000
Government Agency Debt
5729909.00
672744.11
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
427821.00
356842.16
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
244590.00
237228.60
Fannie Mae
2026-04-01
6.000000
Government Agency Debt
2000000.00
542278.26
Fannie Mae
2027-02-01
3.000000
Government Agency Debt
21973.00
22550.53
Fannie Mae
2031-03-01
4.500000
Government Agency Debt
105963.00
97422.42
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
209525.00
216930.38
Fannie Mae
2031-12-01
3.500000
Government Agency Debt
195971.00
200380.03
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
274221.00
291882.45
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
70743.00
75316.24
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
37477.00
39291.77
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
107415.00
112608.24
Fannie Mae
2032-09-01
7.500000
Government Agency Debt
464135.00
398509.10
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
5875000.00
1066605.70
Fannie Mae
2035-05-01
6.000000
Government Agency Debt
75000.00
19193.85
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
458000.00
142528.30
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
79488.00
63622.55
Fannie Mae
2036-04-01
5.000000
Government Agency Debt
559713.00
215873.10
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
407472.00
175018.35
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
57004.00
20344.53
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
535254.00
564252.69
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
853858.00
227006.28
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
376390.00
149139.59
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
210710.00
70617.45
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
1249519.00
526834.93
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
233536.00
113284.63
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
1382500.00
546787.72
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
34809.00
28260.12
Fannie Mae
2039-06-01
5.500000
Government Agency Debt
267147.00
152946.96
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
299524.00
203183.12
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
52628.00
35674.50
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
431917.00
270527.73
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
92047.00
75923.77
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
26815.00
25198.05
Fannie Mae
2041-01-01
2.968000
Government Agency Debt
10000444.00
6498029.26
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
449875.00
402061.55
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
176000.00
159535.50
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
204059.00
215815.32
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
2000.00
2063.70
Fannie Mae
2041-06-01
3.194000
Government Agency Debt
45729947.00
39645860.41
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
193818.00
200448.26
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
364149.00
319696.12
Fannie Mae
2041-10-01
3.061000
Government Agency Debt
1231557.00
1213565.99
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
50457.00
49993.03
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
5254.00
5104.19
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
487156.00
518751.21
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
135773.00
140752.27
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
257039.00
270568.95
Fannie Mae
2042-03-01
3.000000
Government Agency Debt
93041.00
94129.88
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
197675.00
205419.69
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
126906.00
131981.61
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
824082.00
851810.51
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
380992.00
404059.99
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
338211.00
358692.04
Fannie Mae
2042-04-01
6.500000
Government Agency Debt
436777.00
495755.05
Freddie Mac
2021-12-17
7.750000
Government Agency Debt
837331.00
26220.41
Freddie Mac
2022-05-17
9.500000
Government Agency Debt
1770.00
34.19
Freddie Mac
2022-07-01
6.500000
Government Agency Debt
1462845.00
66595.23
Freddie Mac
2026-04-01
6.500000
Government Agency Debt
73030.00
22297.18
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
248893.00
172050.91
Freddie Mac
2026-05-01
5.000000
Government Agency Debt
1050000.00
229247.77
Freddie Mac
2026-06-01
6.500000
Government Agency Debt
108848.00
28582.85
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
944936.00
978606.27
Freddie Mac
2029-01-01
6.000000
Government Agency Debt
7595648.00
297179.25
Freddie Mac
2029-02-01
6.000000
Government Agency Debt
1849732.00
46084.36
Freddie Mac
2031-11-01
6.000000
Government Agency Debt
475055.00
14453.66
Freddie Mac
2032-01-01
6.000000
Government Agency Debt
79063.00
1121.31
Freddie Mac
2034-10-01
6.000000
Government Agency Debt
148280.00
29535.66
Freddie Mac
2035-07-01
6.000000
Government Agency Debt
810000.00
297696.46
Freddie Mac
2035-08-01
5.000000
Government Agency Debt
195000.00
70065.24
Freddie Mac
2035-10-01
6.500000
Government Agency Debt
988500.00
114014.40
Freddie Mac
2036-09-01
6.000000
Government Agency Debt
1060855.00
399883.76
Freddie Mac
2036-10-01
5.500000
Government Agency Debt
1334182.00
329061.17
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
1000.00
295.89
Freddie Mac
2036-12-01
6.000000
Government Agency Debt
431973.00
74904.60
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
1730959.00
397721.87
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
2778450.00
495564.15
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
1746651.00
401747.02
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
3151512.00
883697.27
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
1932805.00
544829.49
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
1633062.00
402735.60
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
636645.00
300054.34
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
694279.00
107534.55
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
1911956.00
555516.14
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
1210500.00
269335.17
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
5089092.00
839213.44
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
2629651.00
536559.51
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
1116131.00
368636.64
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
1287521.00
298425.97
Freddie Mac
2038-03-01
6.000000
Government Agency Debt
175000.00
50573.04
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
1189170.00
300473.71
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
703879.00
291761.94
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
1085392.00
226403.04
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
462053.00
108585.39
Freddie Mac
2038-05-01
5.000000
Government Agency Debt
1285709.00
295905.09
Freddie Mac
2038-05-01
6.000000
Government Agency Debt
1217181.00
341509.90
Freddie Mac
2038-05-01
6.000000
Government Agency Debt
139730.00
58069.21
Freddie Mac
2038-05-01
6.000000
Government Agency Debt
93047.00
26114.08
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
1018299.00
263096.78
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
228639.00
49120.47
Freddie Mac
2038-09-01
5.000000
Government Agency Debt
907784.00
328641.56
Freddie Mac
2038-09-01
5.000000
Government Agency Debt
100061.00
35449.55
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
1950000.00
420822.65
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
468321.00
112595.01
Freddie Mac
2038-12-01
5.500000
Government Agency Debt
514770.00
117180.84
Freddie Mac
2039-03-01
4.500000
Government Agency Debt
148660.00
65741.18
Freddie Mac
2039-04-01
5.000000
Government Agency Debt
1853172.00
488530.57
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
1426878.00
713241.64
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
329624.00
247202.03
Freddie Mac
2040-05-01
4.500000
Government Agency Debt
152265.00
107029.66
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
349877.00
196355.63
Freddie Mac
2040-09-01
7.500000
Government Agency Debt
238455.00
225338.69
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
209000.00
181433.73
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
16000.00
13508.68
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
13000.00
8828.05
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
205550.00
204590.53
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
51000.00
44370.08
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
1158845.00
740835.83
Freddie Mac
2041-06-01
4.000000
Government Agency Debt
634100.00
572049.23
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
196473.00
170559.28
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
47656.00
45761.10
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
115571.00
122104.31
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
461237.00
479628.81
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
85117.00
88488.18
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
319760.00
338427.37
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
75000000.00
75000000.00
0.0047
N
75000000.00
75000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120507_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
1291189.00
1046571.08
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
4999615.00
5469708.71
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
2959748.00
1029859.46
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
3000000.00
2438245.43
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2452497.00
2234195.31
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
891575.00
864741.36
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
2381951.00
2493489.28
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
1000.00
1047.00
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1268600.00
1352535.27
Fannie Mae
2033-04-01
2.334000
Government Agency Debt
28760869.00
1982091.95
Fannie Mae
2034-01-01
4.500000
Government Agency Debt
2274173.00
1109996.70
Fannie Mae
2034-04-01
5.500000
Government Agency Debt
10000000.00
2171587.78
Fannie Mae
2034-08-01
2.775000
Government Agency Debt
11455904.00
2081675.66
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
11564331.00
2585487.59
Fannie Mae
2034-12-01
5.000000
Government Agency Debt
12717564.00
4772642.06
Fannie Mae
2036-07-01
2.487000
Government Agency Debt
37931203.00
9570857.48
Fannie Mae
2036-08-01
4.500000
Government Agency Debt
2520790.00
2602501.61
Fannie Mae
2036-09-01
2.571000
Government Agency Debt
19689482.00
7603898.94
Fannie Mae
2036-10-01
2.499000
Government Agency Debt
44000000.00
9086895.88
Fannie Mae
2036-10-01
2.721000
Government Agency Debt
1698256.00
1632576.43
Fannie Mae
2037-02-01
2.797000
Government Agency Debt
36390968.00
8363213.43
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
3398693.00
1746595.44
Fannie Mae
2037-08-01
6.219000
Government Agency Debt
20928062.00
7570014.00
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
1000.00
1054.18
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
1000.00
1054.18
Fannie Mae
2037-10-01
5.774000
Government Agency Debt
6480000.00
2017456.74
Fannie Mae
2037-11-01
5.892000
Government Agency Debt
42417933.00
8557850.11
Fannie Mae
2038-04-01
4.238000
Government Agency Debt
20995990.00
9038229.01
Fannie Mae
2038-09-01
2.154000
Government Agency Debt
18372437.00
10384218.10
Fannie Mae
2038-09-25
4.500000
Government Agency Debt
216171.00
126183.27
Fannie Mae
2038-10-01
2.116000
Government Agency Debt
21661850.00
8466571.87
Fannie Mae
2039-03-01
4.782000
Government Agency Debt
19995950.00
9650219.16
Fannie Mae
2039-10-01
3.717000
Government Agency Debt
3205702.00
1330575.40
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1183668.00
802363.06
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-01-01
3.663000
Government Agency Debt
14680062.00
10009069.91
Fannie Mae
2040-01-01
3.703000
Government Agency Debt
5200000.00
1986017.54
Fannie Mae
2040-01-01
3.877000
Government Agency Debt
1813274.00
1162963.72
Fannie Mae
2040-04-01
3.785000
Government Agency Debt
83316.00
41575.20
Fannie Mae
2040-06-01
3.542000
Government Agency Debt
15033020.00
8303766.40
Fannie Mae
2040-06-01
3.882000
Government Agency Debt
9666287.00
8160638.60
Fannie Mae
2040-07-01
3.783000
Government Agency Debt
8393713.00
7542922.28
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
37869.00
39546.44
Fannie Mae
2041-01-01
2.968000
Government Agency Debt
7187815.00
4670455.85
Fannie Mae
2041-06-01
3.622000
Government Agency Debt
7945340.00
8287453.84
Fannie Mae
2041-08-01
2.908000
Government Agency Debt
11500000.00
10025899.58
Fannie Mae
2041-09-01
2.696000
Government Agency Debt
2000000.00
2009094.93
Fannie Mae
2041-11-01
3.170000
Government Agency Debt
42711.00
42045.22
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
4275567.00
4766534.02
Fannie Mae
2042-03-01
2.908000
Government Agency Debt
2548250.00
2646019.89
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1138649.00
1254051.28
Fannie Mae
2042-04-01
2.076000
Government Agency Debt
8865582.00
9141925.15
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
3327673.00
3439641.71
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
1964614.00
2052896.92
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
1245773.00
1300406.52
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1684350.00
1801157.01
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1634000.00
1745686.34
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1406876.00
1515301.84
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1372048.00
1467472.74
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1321350.00
1411002.58
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1125918.00
1211594.97
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
2242595.00
2411557.14
Fannie Mae
2048-02-01
5.016000
Government Agency Debt
27853907.00
7955609.77
Freddie Mac
2021-07-15
6.950000
Government Agency Debt
6920976.00
128332.29
Freddie Mac
2022-04-01
3.000000
Government Agency Debt
2165345.00
2272076.93
Freddie Mac
2022-04-01
3.000000
Government Agency Debt
1065000.00
1107622.83
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
1000.00
526.01
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
1764679.00
1854652.32
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
1160862.00
1218801.88
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
8101.00
5073.84
Freddie Mac
2031-02-01
4.500000
Government Agency Debt
1653348.00
1552989.71
Freddie Mac
2034-08-01
6.000000
Government Agency Debt
10761144.00
1350806.55
Freddie Mac
2036-12-01
6.000000
Government Agency Debt
10920060.00
1547568.73
Freddie Mac
2037-03-01
6.000000
Government Agency Debt
4255183.00
1030874.60
Freddie Mac
2037-06-01
5.000000
Government Agency Debt
3630000.00
1270882.07
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
4974882.00
1204469.00
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
319855.00
95291.55
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
208332.00
62066.49
Freddie Mac
2037-10-01
6.500000
Government Agency Debt
3779901.00
1135802.05
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
3523905.00
1152315.00
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
3400647.00
1357646.17
Freddie Mac
2038-04-01
6.500000
Government Agency Debt
5899313.00
1110385.84
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
9065002.00
2502344.13
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
7750024.00
1638813.35
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
2670571.00
2260736.25
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
3118044.00
1507154.86
Freddie Mac
2039-10-01
4.500000
Government Agency Debt
3055742.00
1981550.43
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
2447378.00
1180919.86
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
5000000.00
4792204.88
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
4593009.00
4765591.28
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
2284204.00
2351116.20
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
1652569.00
1749889.15
GNMA
2029-01-16
4.384000
Government Agency Debt
36357.00
36874.85
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
940.26
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
270000000.00
270000000.00
0.0169
N
269996000.00
269996000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120507_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
14000000.00
2266085.32
Fannie Mae
2025-03-01
3.500000
Government Agency Debt
2556572.00
1633739.35
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2540719.00
2367681.30
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
2262799.00
2377289.43
Fannie Mae
2033-10-01
2.525000
Government Agency Debt
8373561.00
1236005.82
Fannie Mae
2034-05-01
5.500000
Government Agency Debt
11586039.00
2303826.16
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
51833.00
41487.37
Fannie Mae
2037-11-01
5.992000
Government Agency Debt
21483468.00
4964632.31
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
2500000.00
2333566.39
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
1434718.00
1259577.21
Fannie Mae
2042-05-01
2.385000
Government Agency Debt
1049533.00
1086778.04
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
3892100.00
3022049.72
Freddie Mac
2031-01-01
4.000000
Government Agency Debt
1873480.00
1757014.85
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
28533.00
3978.76
Freddie Mac
2034-04-01
6.500000
Government Agency Debt
688628.00
385395.05
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
940.26
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
26000000.00
26000000.00
0.0016
N
26000000.00
26000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E86
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
Y
BHP Billiton Ltd
N/A
N/A
N
23000000.00
22999239.72
0.0014
N
22999080.00
22999080.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E94
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
Y
BHP Billiton Ltd
N/A
N/A
N
51000000.00
50998073.33
0.0032
N
50997960.00
50997960.00
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
17000000.00
16992364.16
0.0011
N
16984870.00
16984870.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987WVU007_0.2200_M120501_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-08-15
4.500000
Government Agency Debt
5146980.00
4865264.15
Freddie Mac
2039-10-15
4.500000
Government Agency Debt
4949085.00
4773287.58
Freddie Mac
2040-07-20
5.000000
Government Agency Debt
8289970.00
5621306.18
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
4798729.00
4862281.01
Freddie Mac
2040-11-15
4.500000
Government Agency Debt
1956889.00
1981292.57
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
6065952.00
5594764.73
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
4821176.00
4855963.90
Freddie Mac
2041-07-15
4.500000
Government Agency Debt
5253845.00
5156079.24
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
4943013.00
5208758.54
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
4606464.00
5088410.00
GNMA
2026-12-15
3.000000
Government Agency Debt
4752170.00
4710785.04
GNMA
2027-02-20
4.000000
Government Agency Debt
4679788.00
5034069.19
GNMA
2027-03-15
3.000000
Government Agency Debt
5206915.00
5544522.60
GNMA
2027-04-15
3.000000
Government Agency Debt
5016275.00
5354922.05
GNMA
2039-01-15
5.000000
Government Agency Debt
7015112.00
5104402.86
GNMA
2039-03-15
4.500000
Government Agency Debt
8301942.00
4737669.34
GNMA
2039-04-15
4.500000
Government Agency Debt
5883639.00
4828995.28
GNMA
2039-05-15
4.500000
Government Agency Debt
8950575.00
5597550.58
GNMA
2039-06-15
4.500000
Government Agency Debt
5939204.00
4994381.88
GNMA
2039-06-15
4.500000
Government Agency Debt
5000000.00
4760305.26
GNMA
2039-06-15
5.000000
Government Agency Debt
9223532.00
5693900.32
GNMA
2039-09-15
4.500000
Government Agency Debt
6000000.00
4873997.20
GNMA
2039-09-15
5.000000
Government Agency Debt
6091610.00
5351002.63
GNMA
2039-09-15
5.500000
Government Agency Debt
7126740.00
5314579.74
GNMA
2040-03-15
4.500000
Government Agency Debt
6405138.00
5705118.88
GNMA
2040-04-15
4.500000
Government Agency Debt
5792112.00
5705365.83
GNMA
2040-04-15
4.500000
Government Agency Debt
6336482.00
4928211.36
GNMA
2040-05-15
4.500000
Government Agency Debt
7104458.00
5716164.88
GNMA
2040-05-15
4.500000
Government Agency Debt
5845971.00
5005558.64
GNMA
2040-05-15
4.500000
Government Agency Debt
5521696.00
4951208.13
GNMA
2040-05-15
4.500000
Government Agency Debt
6117117.00
4778178.96
GNMA
2040-05-15
5.000000
Government Agency Debt
4900000.00
4612152.06
GNMA
2040-07-15
4.500000
Government Agency Debt
6202354.00
5636240.09
GNMA
2040-07-15
4.500000
Government Agency Debt
520689.00
559948.68
GNMA
2040-08-15
4.500000
Government Agency Debt
5447337.00
5412731.34
GNMA
2040-08-15
5.000000
Government Agency Debt
5934388.00
5445120.65
GNMA
2040-09-15
4.500000
Government Agency Debt
5029249.00
5143841.53
GNMA
2040-09-20
4.500000
Government Agency Debt
5975495.00
4710022.69
GNMA
2040-10-15
5.000000
Government Agency Debt
4815136.00
5003884.85
GNMA
2040-10-20
4.000000
Government Agency Debt
4889499.00
4969389.96
GNMA
2040-12-20
5.000000
Government Agency Debt
4825106.00
5182372.14
GNMA
2041-01-15
4.500000
Government Agency Debt
4566055.00
4866514.76
GNMA
2041-02-15
4.000000
Government Agency Debt
5025548.00
5369243.80
GNMA
2041-02-20
4.500000
Government Agency Debt
4999440.00
4593918.21
GNMA
2041-02-20
5.000000
Government Agency Debt
5413803.00
5361849.79
GNMA
2041-03-15
4.000000
Government Agency Debt
4887464.00
4644256.31
GNMA
2041-04-15
4.500000
Government Agency Debt
6401034.00
5445777.76
GNMA
2041-04-15
4.500000
Government Agency Debt
5393134.00
4763751.00
GNMA
2041-04-20
5.000000
Government Agency Debt
4930348.00
5010291.09
GNMA
2041-04-20
5.000000
Government Agency Debt
4605737.00
4653656.01
GNMA
2041-05-15
4.500000
Government Agency Debt
6010410.00
5635570.45
GNMA
2041-05-15
4.500000
Government Agency Debt
4403819.00
4830457.42
GNMA
2041-05-15
4.500000
Government Agency Debt
4801514.00
4784076.39
GNMA
2041-05-15
4.500000
Government Agency Debt
6180464.00
4740174.25
GNMA
2041-06-15
4.500000
Government Agency Debt
5222461.00
4961507.12
GNMA
2041-06-15
4.500000
Government Agency Debt
10313108.00
4915488.41
GNMA
2041-06-15
4.500000
Government Agency Debt
4495762.00
4590817.11
GNMA
2041-06-20
5.000000
Government Agency Debt
5071590.00
5448290.68
GNMA
2041-08-15
4.500000
Government Agency Debt
4779934.00
5076904.96
GNMA
2041-09-20
5.000000
Government Agency Debt
5270149.00
5648130.04
GNMA
2041-10-15
4.500000
Government Agency Debt
4961948.00
5475233.08
GNMA
2041-10-15
4.500000
Government Agency Debt
4314427.00
4613617.49
GNMA
2041-11-15
4.000000
Government Agency Debt
5149212.00
5364291.25
GNMA
2041-12-15
4.000000
Government Agency Debt
4979688.00
5382833.43
GNMA
2041-12-15
4.000000
Government Agency Debt
4658131.00
4920190.95
GNMA
2041-12-20
4.000000
Government Agency Debt
4276106.00
4644428.09
GNMA
2042-01-15
4.000000
Government Agency Debt
4609720.00
4992720.81
GNMA
2042-03-20
4.000000
Government Agency Debt
4348157.00
4745675.30
GNMA
2042-04-15
4.000000
Government Agency Debt
4217414.00
4578935.88
GNMA
2042-06-15
3.550000
Government Agency Debt
4938500.00
5090777.80
GNMA
2042-08-15
3.300000
Government Agency Debt
5118300.00
5318202.03
GNMA
2043-04-15
2.720000
Government Agency Debt
5400000.00
5439561.00
GNMA
2045-04-15
2.720000
Government Agency Debt
5344000.00
5376876.88
GNMA
2047-03-15
3.270000
Government Agency Debt
4864874.00
5032158.37
GNMA
2047-04-15
3.300000
Government Agency Debt
5210700.00
5399375.97
GNMA
2047-04-15
3.550000
Government Agency Debt
4520000.00
4747169.42
GNMA
2053-05-15
4.980000
Government Agency Debt
4812117.00
5383275.19
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
374000000.00
374000000.00
0.0234
N
374000000.00
374000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.230000%
0556X0FU3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-28
2012-06-28
N
Y
Bank of New Zealand
N/A
N/A
N
32000000.00
31988142.22
0.0020
N
31983360.00
31983360.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.230000%
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
6000000.00
5997201.67
0.0004
N
5995500.00
5995500.00
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
54000000.00
54000000.00
0.0034
N
54012960.00
54012960.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DKT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-30
2012-08-30
N
N
N
41000000.00
41000000.00
0.0026
N
41000000.00
41000000.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476EE39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12999790.56
0.0008
N
12999870.00
12999870.00
CAFCO, LLC
CAFCO, LLC 0.340000%
12476EEG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
94000000.00
93986683.34
0.0059
N
93994360.00
93994360.00
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
4000000.00
3995580.00
0.0003
N
3998560.00
3998560.00
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
69000000.00
68918867.51
0.0043
N
68973090.00
68973090.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
3000000.00
3000000.00
0.0002
N
3005730.00
3005730.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.220000%
13606YBG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
183000000.00
183000000.00
0.0115
N
183001830.00
183001830.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.210000%
13606YBK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
59000000.00
59000000.00
0.0037
N
59001180.00
59001180.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YFK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
150000000.00
150000000.00
0.0094
N
150000000.00
150000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
13738JEG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
186000000.00
185978300.01
0.0116
N
185983260.00
185983260.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738JEQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9998275.00
0.0006
N
9998600.00
9998600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
N
55000000.00
55000000.00
0.0034
N
55001650.00
55001650.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
N
55000000.00
55000000.00
0.0034
N
55001650.00
55001650.00
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
0.0025
N
40000000.00
40000000.00
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
45000000.00
45000000.00
0.0028
N
45000000.00
45000000.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BE35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16999707.22
0.0011
N
16999830.00
16999830.00
Ciesco, LLC
Ciesco, LLC 0.300000%
17178BEN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24995625.00
0.0016
N
24998000.00
24998000.00
Ciesco, LLC
Ciesco, LLC 0.320000%
17178BEQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999386.67
0.0002
N
2999730.00
2999730.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGA7
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
16000000.00
15984133.33
0.0010
N
15995040.00
15995040.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGQ2
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
44000000.00
43947640.00
0.0028
N
43982840.00
43982840.00
Ciesco, LLC
Ciesco, LLC 0.501300%
17178BH16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18975722.22
0.0012
N
18991640.00
18991640.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16978277.78
0.0011
N
16992520.00
16992520.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995958.33
0.0002
N
2998560.00
2998560.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
146000000.00
146000000.00
0.0091
N
146046720.00
146046720.00
Citibank, NA
Citibank, NA 0.600000%
1730D2S94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
32000000.00
32000000.00
0.0020
N
32019520.00
32019520.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.615900%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-07-27
2013-05-24
N
N
N
50000000.00
50000000.00
0.0031
N
50044550.00
50044550.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DEM8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
38000000.00
37995988.89
0.0024
N
37998100.00
37998100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DER7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
55000000.00
54993400.00
0.0034
N
54996700.00
54996700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.185000%
20272DEV8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
27000000.00
26996115.00
0.0017
N
26998110.00
26998110.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DEX4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
68000000.00
67989233.33
0.0043
N
67994560.00
67994560.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
41000000.00
40967712.50
0.0026
N
40994670.00
40994670.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG61
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
8000000.00
7997360.00
0.0005
N
7997920.00
7997920.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
56000000.00
55980680.00
0.0035
N
55984320.00
55984320.00
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
26000000.00
25989730.00
0.0016
N
25990900.00
25990900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
971WCA000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
29000000.00
29000000.00
0.0018
N
29002610.00
29002610.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622UE10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
86000000.00
86000000.00
0.0054
N
86000000.00
86000000.00
CRC Funding, LLC
CRC Funding, LLC 0.320000%
12622UEJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
31000000.00
30995315.55
0.0019
N
30996900.00
30996900.00
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
37000000.00
36959639.17
0.0023
N
36967070.00
36967070.00
Credit Suisse AG
Credit Suisse AG 0.170000%
22550DMX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
75000000.00
75000000.00
0.0047
N
75000000.00
75000000.00
Credit Suisse AG
Credit Suisse AG 0.170000%
22550DMY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0063
N
100000000.00
100000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M120501_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
56502000.00
37785961.04
Freddie Mac
2040-09-20
4.500000
Government Agency Debt
108700000.00
99966423.47
GNMA
2041-02-20
4.500000
Government Agency Debt
112313389.00
104347582.27
GNMA
2041-08-20
4.000000
Government Agency Debt
18005000.00
18430424.22
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
255417923.00
255417923.00
0.0160
N
255417923.00
255417923.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
992JYD004_0.1700_M120503_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
2000000.00
5381.04
Fannie Mae
2019-11-25
4.000000
Government Agency Debt
2700000.00
814306.10
Fannie Mae
2022-10-25
6.000000
Government Agency Debt
75000.00
4742.64
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
2546000.00
194147.38
Fannie Mae
2035-01-25
0.588800
Government Agency Debt
45252854.00
3755495.50
Fannie Mae
2035-10-25
0.738800
Government Agency Debt
2900000.00
839412.92
Fannie Mae
2035-12-25
4.700000
Government Agency Debt
2000000.00
839501.80
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
32600000.00
1698512.43
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
41535000.00
41057857.45
Fannie Mae
2037-08-25
0.888800
Government Agency Debt
10264000.00
204285.54
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
1000000.00
764357.69
Fannie Mae
2039-06-25
6.500000
Government Agency Debt
8500000.00
3067187.06
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
3500000.00
330951.59
Freddie Mac
2019-06-15
5.000000
Government Agency Debt
19000000.00
2712973.56
Freddie Mac
2031-07-15
4.000000
Government Agency Debt
84500000.00
14786204.08
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
50000000.00
27250343.56
Freddie Mac
2034-02-15
0.640300
Government Agency Debt
50000000.00
9961881.49
Freddie Mac
2035-07-15
0.740300
Government Agency Debt
49460063.00
2595670.60
Freddie Mac
2036-11-15
5.500000
Government Agency Debt
60899025.00
32461448.53
Freddie Mac
2039-04-15
6.500000
Government Agency Debt
60095246.00
27221474.21
GNMA
2035-01-20
4.500000
Government Agency Debt
5300000.00
1302284.25
GNMA
2039-04-20
4.250000
Government Agency Debt
2600000.00
1025780.55
GNMA
2039-05-20
4.500000
Government Agency Debt
2000000.00
820125.40
GNMA
2040-05-20
4.500000
Government Agency Debt
20000000.00
6825854.78
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
177000000.00
177000000.00
0.0111
N
177000000.00
177000000.00
Danaher Corp
Danaher Corp 0.140000%
23585LEP9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
10000000.00
9999144.44
0.0006
N
9998600.00
9998600.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25154UA95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
N
133000000.00
133000000.00
0.0083
N
133000000.00
133000000.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UXL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
7000000.00
7000000.00
0.0004
N
7000000.00
7000000.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25154UYW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
111000000.00
111000000.00
0.0069
N
111000000.00
111000000.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154UZL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
140000000.00
140000000.00
0.0088
N
139998600.00
139998600.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
21599B009_0.2100_M120501_2MN4
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2041-10-20
3.500000
Government Agency Debt
96219371.00
104000000.76
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0063
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
21599B009_0.3600_M120501_2MN4
0001074042
Other Repurchase Agreement
N
AMERICAN ELEC PWR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499973.30
AMERICAN INTL GROUP INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
413.52
BAXTER INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499990.52
CAPITAL ONE FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499997.42
CENTERPOINT ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499980.60
DOVER CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499997.00
EL PASO CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499999.76
EOG RES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499897.16
GENON ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499999.00
GOODRICH CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499977.44
HERBALIFE LTD COM USD
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499953.95
LOEWS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499981.76
MACYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499981.50
MARATHON PETE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499983.12
MARSH & MCLENNAN COS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499976.00
NEWELL RUBBERMAID INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499991.75
PENNEY J C INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499975.28
POLARIS INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1500000.00
PROCTER & GAMBLE CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499969.88
PUBLIC SVC ENTERPRISE GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499989.48
REGIONS FINANCIAL CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499998.24
SUNTRUST BKS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499978.40
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
30000000.00
30000000.00
0.0019
Repurchase agreement collateralized by common stock and ETFs.
N
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120501_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-11-01
5.000000
Government Agency Debt
11245000.00
1830244.28
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
4765470.00
4305707.72
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
2044128.00
1958498.60
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
2004577.00
2023208.43
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
1905175.00
2002867.93
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
1937662.00
2057908.08
Fannie Mae
2028-05-01
2.375000
Government Agency Debt
16769731.00
877428.44
Fannie Mae
2028-10-01
2.465000
Government Agency Debt
37850360.00
1893274.98
Fannie Mae
2032-06-01
2.312000
Government Agency Debt
10004457.00
881044.45
Fannie Mae
2033-07-01
2.376000
Government Agency Debt
20117730.00
935763.57
Fannie Mae
2033-07-01
2.417000
Government Agency Debt
24919056.00
1009952.47
Fannie Mae
2033-10-01
2.250000
Government Agency Debt
35610083.00
1066301.88
Fannie Mae
2033-10-01
4.597000
Government Agency Debt
2846775.00
1007102.19
Fannie Mae
2033-12-01
2.181000
Government Agency Debt
25000666.00
902606.22
Fannie Mae
2035-01-01
2.483000
Government Agency Debt
17834229.00
1771887.35
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
1190888.00
561690.79
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
1033052.00
306055.63
Fannie Mae
2035-06-01
2.470000
Government Agency Debt
5444330.00
1069446.19
Fannie Mae
2036-01-01
2.309000
Government Agency Debt
314462.00
50740.50
Fannie Mae
2036-03-01
3.007000
Government Agency Debt
5411755.00
1061182.26
Fannie Mae
2036-11-01
6.198000
Government Agency Debt
10447163.00
1963619.86
Fannie Mae
2037-01-01
2.257000
Government Agency Debt
4798409.00
1047992.25
Fannie Mae
2037-02-01
2.780000
Government Agency Debt
5632317.00
1471822.21
Fannie Mae
2037-04-01
4.864000
Government Agency Debt
4112000.00
880084.05
Fannie Mae
2037-07-01
5.625000
Government Agency Debt
4874401.00
1513104.09
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
15229252.00
1896133.27
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
3575000.00
1973283.22
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
5963144.00
2038488.34
Fannie Mae
2038-08-01
7.500000
Government Agency Debt
584641.00
140733.21
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
870309.00
433264.32
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
2643.00
1938.98
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
3825000.00
1830369.71
Fannie Mae
2040-01-01
4.031000
Government Agency Debt
1067271.00
1128408.19
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
2130490.00
1966605.96
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
3725573.00
1896614.02
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
2000000.00
1878260.81
Fannie Mae
2040-06-01
3.422000
Government Agency Debt
1900000.00
1095208.90
Fannie Mae
2040-06-01
3.974000
Government Agency Debt
1526299.00
1112872.93
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2099134.00
2060202.69
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2136682.00
2022010.85
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1998319.00
1897023.68
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2107002.00
1996426.17
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1878089.00
1928515.87
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1834437.00
1908055.49
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1919287.00
1861185.52
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1056398.00
1044271.60
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1978850.00
2023143.58
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2012834.00
2009981.28
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1900128.00
1900202.06
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1903257.00
1971220.59
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1895159.00
1896969.84
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1174700.00
1223105.37
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
9946266.00
9223582.17
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
2342863.00
1756932.95
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
2261715.00
1997758.63
Fannie Mae
2041-08-01
3.013000
Government Agency Debt
1500000.00
1398260.99
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
3813459.00
3883229.31
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
8826104.00
9317847.11
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
1912043.00
1989283.19
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
1921005.00
2034804.83
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1840525.00
1953436.66
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
1892007.00
2030059.67
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
5239368.00
5621455.89
Fannie Mae
2047-06-01
6.044000
Government Agency Debt
5777503.00
894451.12
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
115000000.00
115000000.00
0.0072
N
115000000.00
115000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120530_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
158696.00
47015.84
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
26780465.00
5413814.80
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
3335783.00
1660646.68
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
129842.00
95255.59
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
3100787.00
2603524.47
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
9869.00
10092.64
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
4276663.00
4181924.55
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
17325.00
16718.00
Fannie Mae
2042-02-01
2.810000
Government Agency Debt
47403.00
48469.54
Freddie Mac
2019-08-01
5.500000
Government Agency Debt
2300000.00
479198.93
Freddie Mac
2020-09-01
5.500000
Government Agency Debt
3187701.00
491186.51
Freddie Mac
2021-09-01
5.000000
Government Agency Debt
2081000.00
475255.07
Freddie Mac
2025-08-01
4.000000
Government Agency Debt
778299.00
530798.63
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
4924831.00
536421.67
Freddie Mac
2033-10-01
5.500000
Government Agency Debt
2982495.00
480030.36
Freddie Mac
2033-12-01
6.500000
Government Agency Debt
1517000.00
534299.05
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
3841486.00
514890.52
Freddie Mac
2036-08-01
7.500000
Government Agency Debt
1815349.00
515834.00
Freddie Mac
2036-11-01
5.500000
Government Agency Debt
993047.00
545795.52
Freddie Mac
2037-02-01
6.500000
Government Agency Debt
1678488.00
530340.90
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
1058664.00
487624.93
Freddie Mac
2037-08-01
7.000000
Government Agency Debt
1150670.00
493377.04
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
2541381.00
546431.82
Freddie Mac
2037-11-01
7.000000
Government Agency Debt
1293263.00
542130.52
Freddie Mac
2037-12-01
5.500000
Government Agency Debt
2641439.00
496906.64
Freddie Mac
2038-01-01
6.500000
Government Agency Debt
321051.00
151009.19
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
1397342.00
537558.33
Freddie Mac
2038-02-01
7.000000
Government Agency Debt
5666076.00
481484.14
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
1383320.00
526297.96
Freddie Mac
2038-04-01
6.000000
Government Agency Debt
335026.00
99379.75
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
624266.00
552935.86
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
1355309.00
497655.14
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
1500906.00
479480.52
Freddie Mac
2038-10-01
7.000000
Government Agency Debt
1816503.00
542521.09
Freddie Mac
2039-01-01
7.000000
Government Agency Debt
933549.00
549070.82
Freddie Mac
2047-11-01
6.500000
Government Agency Debt
805465.00
501151.01
GNMA
2037-10-16
2.250000
Government Agency Debt
6400274.00
5851051.95
GNMA
2041-01-20
3.000000
Government Agency Debt
5259582.00
5454389.60
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
37000000.00
37000000.00
0.0023
Y
37000000.00
37000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120611_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-10-01
2.465000
Government Agency Debt
20875873.00
1044211.15
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
57641390.00
60998725.57
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
1176758.00
348630.47
Fannie Mae
2037-12-01
5.918000
Government Agency Debt
2136095.00
773786.87
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
17127.00
8526.30
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
86142934.00
50351785.45
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
109000000.00
109000000.00
0.0068
Y
109000000.00
109000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120612_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
20160119.00
7525604.98
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
14898.00
10929.57
Fannie Mae
2040-02-25
3.500000
Government Agency Debt
3793585.00
3952055.34
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
410820.00
396426.42
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
6801205.00
6723083.66
Freddie Mac
2035-12-01
5.500000
Government Agency Debt
1056705.00
473296.51
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
16610253.00
6886208.82
Freddie Mac
2038-04-01
6.000000
Government Agency Debt
11500000.00
6830392.87
Freddie Mac
2040-12-01
5.000000
Government Agency Debt
7085013.00
6844853.68
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
1853622.00
2018102.78
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
40000000.00
40000000.00
0.0025
Y
40000000.00
40000000.00
DNB Bank ASA
DNB Bank ASA 0.160000%
23330LCD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
38000000.00
38000000.00
0.0024
N
38000000.00
38000000.00
DNB Bank ASA
DNB Bank ASA 0.160000%
23330LCF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
50000000.00
50000000.00
0.0031
N
50000000.00
50000000.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
23000000.00
23000000.00
0.0014
N
23000460.00
23000460.00
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
2000000.00
2000000.00
0.0001
N
2000040.00
2000040.00
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
77000000.00
77000000.00
0.0048
N
77000000.00
77000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.160000%
30601VEE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
8000000.00
7999537.78
0.0005
N
7999440.00
7999440.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.140000%
30601VEN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
55000000.00
54995508.34
0.0034
N
54993400.00
54993400.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VEP2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
32642000.00
32637810.94
0.0020
N
32638082.96
32638082.96
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VEQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
17228000.00
17225688.58
0.0011
N
17225760.36
17225760.36
Fannie Mae
Fannie Mae 0.080000%
313588XC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
5000000.00
4999777.78
0.0003
N
4999915.00
4999915.00
Fannie Mae
Fannie Mae 0.110000%
313588YB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
25000000.00
24996715.28
0.0016
N
24998200.00
24998200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384WQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
100000000.00
99997777.78
0.0063
N
99999300.00
99999300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384WQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
30000000.00
29999466.67
0.0019
N
29999790.00
29999790.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384WS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
125000000.00
124996701.38
0.0078
N
124999000.00
124999000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384XC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
125450000.00
125445121.40
0.0079
N
125447867.35
125447867.35
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384XG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
30000000.00
29997800.00
0.0019
N
29999400.00
29999400.00
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
21900000.00
21897591.00
0.0014
N
21898686.00
21898686.00
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
14000000.00
13998740.00
0.0009
N
13999160.00
13999160.00
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
45000000.00
44995487.48
0.0028
N
44997165.00
44997165.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384XW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
25000000.00
24997361.11
0.0016
N
24998425.00
24998425.00
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
125000000.00
124984322.90
0.0078
N
124991000.00
124991000.00
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
55415000.00
55407726.78
0.0035
N
55410843.88
55410843.88
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
49993125.00
0.0031
N
49996250.00
49996250.00
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
73000000.00
72983443.19
0.0046
N
72991386.00
72991386.00
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
31000000.00
30993085.28
0.0019
N
30996218.00
30996218.00
Freddie Mac
Freddie Mac 0.070000%
313396WW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
45000000.00
44998775.00
0.0028
N
44999460.00
44999460.00
Freddie Mac
Freddie Mac 0.080000%
313396XL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
31505000.00
31503039.69
0.0020
N
31504275.39
31504275.39
Freddie Mac
Freddie Mac 0.090000%
313396XS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
50000000.00
49995750.00
0.0031
N
49997150.00
49997150.00
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
45000000.00
44996068.75
0.0028
N
44997435.00
44997435.00
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
32450000.00
32446935.28
0.0020
N
32448150.35
32448150.35
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
10000000.00
9998363.89
0.0006
N
9998970.00
9998970.00
Freddie Mac
Freddie Mac 0.105000%
313396YW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
3535000.00
3534360.75
0.0002
N
3534635.90
3534635.90
Freddie Mac
Freddie Mac 0.090000%
313396ZF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
2000000.00
1999645.00
0.0001
N
1999764.00
1999764.00
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
30000000.00
29994333.34
0.0019
N
29995740.00
29995740.00
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
350000000.00
350000000.00
0.0219
N
350492450.00
350492450.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
95000000.00
94998786.12
0.0059
N
94998100.00
94998100.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
47000000.00
46998198.33
0.0029
N
46998120.00
46998120.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HE37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
12000000.00
11999853.33
0.0008
N
11999880.00
11999880.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HE86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
1000000.00
999957.22
0.0001
N
999970.00
999970.00
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
55000000.00
54979955.56
0.0034
N
54990650.00
54990650.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
96000000.00
95846773.34
0.0060
N
95847360.00
95847360.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
41000000.00
40934229.17
0.0026
N
40930710.00
40930710.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
25000000.00
24959666.67
0.0016
N
24957500.00
24957500.00
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
220000000.00
219955083.33
0.0138
N
219953800.00
219953800.00
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
22000000.00
21994775.00
0.0014
N
21994280.00
21994280.00
GFRE Holdings LLC
GFRE Holdings LLC 0.240000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2885000.00
2885000.00
0.0002
N
2885000.00
2885000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
38399H002_0.2100_M120501_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
3808817.00
3943472.71
Fannie Mae
2030-09-01
4.500000
Government Agency Debt
83266172.00
68016789.26
Fannie Mae
2035-04-01
5.000000
Government Agency Debt
213209144.00
68375934.69
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
12842220.00
13651565.03
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
74685563.00
67562239.12
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
211000000.00
211000000.00
0.0132
N
211000000.00
211000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M120501_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-07-01
5.000000
Government Agency Debt
33446517.00
35326585.41
Freddie Mac
2035-11-01
5.500000
Government Agency Debt
54156991.00
42373415.62
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
74000000.00
74000000.00
0.0046
N
74000000.00
74000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M120502_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-03-01
4.000000
Government Agency Debt
19818873.00
21166431.23
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
44099945.00
41833569.57
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
60000000.00
60000000.00
0.0038
N
60000000.00
60000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M120503_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
55000000.00
47242403.07
Freddie Mac
2038-04-01
5.000000
Government Agency Debt
12966186.00
5311643.00
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
13986156.00
14645954.69
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
64000000.00
64000000.00
0.0040
N
64000000.00
64000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120507_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
32401873.00
33757662.39
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
20003756.00
21516674.25
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
16885518.00
17046381.23
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
32412895.00
33708109.16
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
39233576.00
33621173.98
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
133000000.00
133000000.00
0.0083
N
133000000.00
133000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M120801_2MN4
0000769993
Other Repurchase Agreement
N
AMERISOURCEBERGEN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899991.00
BAXTER INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899950.24
CONAGRA FOODS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899994.24
CUBIC CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
450493.13
ESTERLINE TECHNOLOGIES CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899995.47
FLUOR CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899945.01
GRAFTECH INTL LTD COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899995.27
HARMAN INTL INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899972.18
INVESTMENT TECHNOLOGY GRP NECOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899996.88
LOCKHEED MARTIN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899944.10
MCCORMICK & CO INC COM NON
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899990.46
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899949.60
PEPSICO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899951.50
PORTLAND GEN ELEC CO COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
450061.29
PROGRESSIVE CORP OHIO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899999.91
ROCKWELL COLLINS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899982.38
ST JUDE MED INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899963.11
STARWOOD HOTELS&RESORTS WRLDCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899960.88
THOMAS & BETTS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899958.07
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899982.16
VENOCO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899997.86
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
899943.66
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
18000000.00
18000000.00
0.0011
Repurchase agreement collateralized by common stock and ETFs.
Y
18000000.00
18000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2MN4
0000769993
Other Repurchase Agreement
N
ALEXANDRIA REAL ESTATE EQ INCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1184880.19
AUTOLIV INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1307832.75
BROADRIDGE FINL SOLUTIONS INCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1198741.28
BROWN FORMAN CORP CL B
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1149159.78
CAPITAL ONE FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1266227.22
CIMAREX ENERGY CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1071343.22
CORE LABORATORIES N V COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
465324.42
COVANTA HLDG CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1271527.04
DISNEY WALT CO COM DISN
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1319227.20
DOMTAR CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1326513.84
EMERSON ELEC CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1326967.98
FIDELITY NATL INFORMATION SVCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1083395.52
FIRSTENERGY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1159031.55
FLOWERS FOODS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1077004.35
FRANKLIN RES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1090741.95
GLOBAL CASH ACCESS HLDGS INCCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1151587.50
HARLEY DAVIDSON INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1147342.77
HECKMANN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1227000.00
HOME DEPOT INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1041545.55
INVENSENSE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1309555.20
KAMAN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1108529.48
LEAR CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1099574.78
LIN TV CORP CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
302353.25
MCCLATCHY CO CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1287438.56
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1949963.40
PIEDMONT OFFICE REALTY TR INCOM CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1215901.50
PROTECTIVE LIFE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1164555.31
SCANA CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
919125.48
STARWOOD PPTY TR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1037451.24
THOMSON REUTERS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1098100.20
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1949975.50
UNUM GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1327884.00
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1949944.92
YUM BRANDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1364265.24
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
39000000.00
39000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
39000000.00
39000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120514_2MN4
0000769993
Other Repurchase Agreement
N
AFFILIATED MANAGERS GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449927.90
AMERISOURCEBERGEN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
199776.60
ASHLAND INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
276046.64
BAXTER INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
32007.29
BUCKLE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449957.43
CONAGRA FOODS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
144089.28
DISCOVER FINL SVCS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449988.00
ESTERLINE TECHNOLOGIES CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
54778.08
FLUOR CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
100555.47
GRAFTECH INTL LTD COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
193635.31
HARMAN INTL INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
76088.60
INVESTMENT TECHNOLOGY GRP NECOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
126461.28
LOCKHEED MARTIN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449926.40
MARATHON PETE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449978.42
MAXIMUS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449971.20
MCCORMICK & CO INC COM NON
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
24519.24
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449974.80
PEPSICO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
23928.20
PORTLAND GEN ELEC CO COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449983.92
PROGRESSIVE CORP OHIO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
41299.20
QUICKSILVER RESOURCES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449999.40
RALPH LAUREN CORP CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449973.60
ROCKWELL COLLINS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449991.19
SIMON PPTY GROUP INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449991.01
ST JUDE MED INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449962.24
STARWOOD HOTELS&RESORTS WRLDCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449980.44
THOMAS & BETTS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449943.12
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449991.08
VENOCO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
57335.30
VULCAN MATLS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449990.28
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
449971.83
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
9000000.00
9000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
9000000.00
9000000.00
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LEP7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
1000000.00
999883.89
0.0001
N
999870.00
999870.00
Govco, LLC
Govco, LLC 0.300000%
38362VEB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5999500.00
0.0004
N
5999640.00
5999640.00
Govco, LLC
Govco, LLC 0.320000%
38362VEV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
165000000.00
164958933.31
0.0103
N
164971950.00
164971950.00
Govco, LLC
Govco, LLC 0.460000%
38362VFB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19989522.22
0.0013
N
19994400.00
19994400.00
Govco, LLC
Govco, LLC 0.600000%
38362VFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3997066.67
0.0003
N
3998760.00
3998760.00
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
3000000.00
2998425.00
0.0002
N
2999040.00
2999040.00
Govco, LLC
Govco, LLC 0.630000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
75000000.00
74935687.50
0.0047
N
74972250.00
74972250.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49957805.55
0.0031
N
49981500.00
49981500.00
Govco, LLC
Govco, LLC 0.630000%
38362VFL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
28000000.00
27975500.00
0.0018
N
27989360.00
27989360.00
Govco, LLC
Govco, LLC 0.620000%
38362VFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26976285.00
0.0017
N
26989470.00
26989470.00
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
12000000.00
11989946.66
0.0008
N
11994360.00
11994360.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.205000%
4662J0HM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
46000000.00
45970662.23
0.0029
N
45967340.00
45967340.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.359800%
48125LBA9
Other Note
N
First Tier Security
N/A
N/A
2012-05-21
2012-12-21
N
N
N
500000000.00
500000000.00
0.0313
N
500111000.00
500111000.00
Lehigh Univ
Taxable CP Notes Series A 0.190000%
52501PGH6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
5000000.00
4997968.05
0.0003
N
4992850.00
4992850.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LE26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999988.33
0.0001
N
1999980.00
1999980.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LE34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
6000000.00
5999926.67
0.0004
N
5999880.00
5999880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LEH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
35000000.00
34996422.22
0.0022
N
34996500.00
34996500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LEJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9998913.89
0.0006
N
9999000.00
9999000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LEJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9998866.67
0.0006
N
9999000.00
9999000.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
13000000.00
12999458.33
0.0008
N
12999610.00
12999610.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7999611.11
0.0005
N
7999760.00
7999760.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4EA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9000000.00
8999437.50
0.0006
N
8999640.00
8999640.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4EB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6999552.78
0.0004
N
6999720.00
6999720.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4EG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4999562.50
0.0003
N
4999700.00
4999700.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4EN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
49033000.00
49026993.46
0.0031
N
49029077.36
49029077.36
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4EN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
13000000.00
12998483.33
0.0008
N
12998960.00
12998960.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4FE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
28000000.00
27993155.57
0.0018
N
27994680.00
27994680.00
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
5000000.00
4998395.83
0.0003
N
4998850.00
4998850.00
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
2000000.00
1999346.67
0.0001
N
1999520.00
1999520.00
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
9000000.00
8996040.00
0.0006
N
8997120.00
8997120.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4GT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19988883.34
0.0013
N
19991800.00
19991800.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.210000%
06399U000_0.2100_M120501_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-15
0.791700
Government Agency Debt
33544225.00
24205753.09
GNMA
2038-10-20
2.500000
Government Agency Debt
77877079.00
78794247.48
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0063
N
100000000.00
100000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P4T8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
59000000.00
59000000.00
0.0037
N
59000000.00
59000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P4Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
17000000.00
17000000.00
0.0011
N
16999830.00
16999830.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.175000%
60681P5A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5G5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
47000000.00
47000000.00
0.0029
N
47000000.00
47000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GUR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
78000000.00
78000000.00
0.0049
N
77999220.00
77999220.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GWS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
30000000.00
30000000.00
0.0019
N
29999700.00
29999700.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GWU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
50000000.00
50000000.00
0.0031
N
49999500.00
49999500.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.210000%
55799C003_0.2100_M120501_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
26832890.00
26383338.31
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
24252025.00
25317532.88
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
43629878.00
14357574.18
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
23882609.00
24420607.13
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
20781263.00
22313081.38
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
34704098.00
23549167.59
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
20958221.00
22078174.15
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
4954046.00
5253974.83
Fannie Mae
2047-10-01
6.500000
Government Agency Debt
102004219.00
26682684.45
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
127597293.00
130943865.17
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
315000000.00
315000000.00
0.0197
N
315000000.00
315000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.510000%
971ANG003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
43000000.00
43000000.00
0.0027
N
43003870.00
43003870.00
National Australia Bank Ltd
National Australia Bank Ltd 0.335000%
972CAZ000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
70000000.00
70000000.00
0.0044
N
70000000.00
70000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972CAZ000_M121022
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972DLK009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
38000000.00
38000000.00
0.0024
N
38000000.00
38000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973HTX003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
27000000.00
27000000.00
0.0017
N
27000540.00
27000540.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.350000%
63253JJH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
Y
National Australia Bank Ltd
N/A
N/A
N
47000000.00
46936484.73
0.0029
N
46954410.00
46954410.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
400000.00
400000.00
0.0000
N
400000.00
400000.00
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
6000000.00
5997840.00
0.0004
N
5998020.00
5998020.00
Northern Trust Co
Northern Trust Co 0.140000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
75000000.00
75000000.00
0.0047
Security is a time deposit.
N
75000000.00
75000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983TER3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
9000000.00
8998860.00
0.0006
N
8999370.00
8999370.00
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
16000000.00
15997044.44
0.0010
N
15998240.00
15998240.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15762000.00
15756640.92
0.0010
N
15759162.84
15759162.84
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TGR1
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
75000000.00
74957500.00
0.0047
N
74975250.00
74975250.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TGS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
31000000.00
30982226.66
0.0019
N
30989460.00
30989460.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8031000.00
8025806.64
0.0005
N
8027626.98
8027626.98
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983THD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
80079000.00
80023478.56
0.0050
N
80040562.08
80040562.08
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983THL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3997040.00
0.0003
N
3997800.00
3997800.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LEA6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
18000000.00
17999325.00
0.0011
N
17999100.00
17999100.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.180000%
71838LEN8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
23000000.00
22997585.00
0.0014
N
22996780.00
22996780.00
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
4000000.00
3999433.34
0.0003
N
3999000.00
3999000.00
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
70000000.00
69979466.66
0.0044
N
69985300.00
69985300.00
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
144000000.00
144000000.00
0.0090
N
144017280.00
144017280.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
159000000.00
159000000.00
0.0100
N
159000000.00
159000000.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.350000%
74977KG29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
Y
Rabobank Nederland
N/A
N/A
N
13275000.00
13266998.13
0.0008
N
13269291.75
13269291.75
RBS Holdings USA Inc
RBS Holdings USA Inc 0.280000%
74927JER0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
55000000.00
54989733.34
0.0034
N
54991200.00
54991200.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.180000%
7562E0E10
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
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%
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
24971250.00
0.0016
N
24984250.00
24984250.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0K54
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17960750.00
0.0011
N
17968680.00
17968680.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0MC7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4984375.00
0.0003
N
4984450.00
4984450.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.540000%
7562E0MD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
13000000.00
12955930.00
0.0008
N
12959050.00
12959050.00
Roche Holdings Inc.
Roche Holdings Inc. 0.150000%
77119LFC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
Y
Roche Holding LTD
N/A
N/A
N
39000000.00
38993175.00
0.0024
N
38992980.00
38992980.00
Royal Bank of Canada
Royal Bank of Canada 0.140000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
273000000.00
273000000.00
0.0171
Security is a time deposit.
N
273000000.00
273000000.00
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
5000000.00
4996576.38
0.0003
N
4996150.00
4996150.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.280000%
82124LGT3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
96000000.00
95935039.99
0.0060
N
95923200.00
95923200.00
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
46000000.00
45955916.67
0.0029
N
45965960.00
45965960.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.510000%
83051AT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
16000000.00
16000000.00
0.0010
N
15997280.00
15997280.00
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
120000000.00
120000000.00
0.0075
N
119997600.00
119997600.00
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
64000000.00
63985475.56
0.0040
N
63986560.00
63986560.00
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
14000000.00
13995800.00
0.0009
N
13996920.00
13996920.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EGR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
9226000.00
9225584.83
0.0006
N
9225815.48
9225815.48
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
74000000.00
73992230.00
0.0046
N
73995560.00
73995560.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
13000000.00
12995970.00
0.0008
N
12997010.00
12997010.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24991250.00
0.0016
N
24993000.00
24993000.00
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
40000000.00
39984600.00
0.0025
N
39986800.00
39986800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
23000000.00
22999310.00
0.0014
N
22999540.00
22999540.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEW1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74997375.00
0.0047
N
74998500.00
74998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
21000000.00
20998215.00
0.0013
N
20999160.00
20999160.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25296000.00
25293343.92
0.0016
N
25294482.24
25294482.24
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
85000000.00
84990650.00
0.0053
N
84994900.00
84994900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFG5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
98564000.00
98549708.22
0.0062
N
98555129.24
98555129.24
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FGQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25096000.00
25086087.08
0.0016
N
25087216.40
25087216.40
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
146000000.00
145994160.00
0.0091
N
145997080.00
145997080.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GT60
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49990500.00
0.0031
N
49993500.00
49993500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JL88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34998425.00
0.0022
N
34999300.00
34999300.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JM38
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
26346000.00
26343365.40
0.0016
N
26344682.70
26344682.70
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JN52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
41091000.00
41084630.90
0.0026
N
41086890.90
41086890.90
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K2C7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998600.00
0.0006
N
9999100.00
9999100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K2J2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74986125.00
0.0047
N
74991000.00
74991000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257KZ23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
42523000.00
42518747.70
0.0027
N
42520873.85
42520873.85
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-06-04
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
55000000.00
55000000.00
0.0034
N
55015400.00
55015400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562DDC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
19000000.00
19000000.00
0.0012
N
18999620.00
18999620.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
38000000.00
38000000.00
0.0024
N
37999620.00
37999620.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
N
40000000.00
40000000.00
0.0025
N
39999600.00
39999600.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
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
57000000.00
57000000.00
0.0036
N
56999430.00
56999430.00
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
1000000.00
1000000.00
0.0001
N
999960.00
999960.00
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
164000000.00
164000000.00
0.0103
N
163991800.00
163991800.00
Texas
TRAN Series 2011A 0.250000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
32000000.00
32000000.00
0.0020
N
32000000.00
32000000.00
Texas
TRAN Series 2011A 0.250000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
63360000.00
63360000.00
0.0040
N
63360000.00
63360000.00
Texas
TRAN Series 2011A 0.250000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
39690000.00
39690000.00
0.0025
N
39690000.00
39690000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
29831000.00
29828099.78
0.0019
N
29829210.14
29829210.14
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
14000000.00
13998230.56
0.0009
N
13998880.00
13998880.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
114000000.00
113984483.35
0.0071
N
113989740.00
113989740.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TF65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
78098000.00
78078475.50
0.0049
N
78079256.48
78079256.48
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TFL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
64000000.00
63977777.78
0.0040
N
63977600.00
63977600.00
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
13000000.00
12994785.56
0.0008
N
12992720.00
12992720.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602THL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1998520.00
0.0001
N
1998380.00
1998380.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
48000000.00
48000000.00
0.0030
N
48000480.00
48000480.00
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
16000000.00
16001651.10
0.0010
N
16001920.00
16001920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112XJW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
206000000.00
206000000.00
0.0129
N
206004120.00
206004120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
64000000.00
64000000.00
0.0040
N
64001280.00
64001280.00
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
218000000.00
218000000.00
0.0136
N
218000000.00
218000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
111000000.00
111000000.00
0.0069
N
111003330.00
111003330.00
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
55000000.00
55000000.00
0.0034
N
55000000.00
55000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.570000%
89233GEG7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
14000000.00
13996675.00
0.0009
N
13999300.00
13999300.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
19000000.00
18993033.33
0.0012
N
18998290.00
18998290.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
12000000.00
11995400.00
0.0008
N
11998920.00
11998920.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
47000000.00
46924800.00
0.0029
N
46954880.00
46954880.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.400000%
89233GL79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
9000000.00
8981000.00
0.0006
N
8983287.90
8983287.90
UBS Securities LLC
UBS Securities LLC 0.210000%
99EPPA003_0.2100_M120501_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
31397770.00
26732029.34
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
70965739.00
75267971.00
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0063
N
100000000.00
100000000.00
Union Bank, NA
Union Bank, NA 0.440000%
90527MB21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
2000000.00
2000000.00
0.0001
N
2000560.00
2000560.00
Union Bank, NA
Union Bank, NA 0.440000%
90527MYW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
14000000.00
14000000.00
0.0009
N
14001400.00
14001400.00
Univ of California
CP Series B 0.200000%
91411SE89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
11000000.00
10999572.22
0.0007
N
10999230.00
10999230.00
Univ of California
CP Series B 0.170000%
91411SE97
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
2000000.00
1999924.44
0.0001
N
1999880.00
1999880.00
Univ of California
CP Series B 0.150000%
91411SEA4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
25000000.00
24999062.50
0.0016
N
24998250.00
24998250.00
Univ of California
CP Series B 0.170000%
91411SFE5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
17000000.00
16996467.78
0.0011
N
16995410.00
16995410.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.321000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-07-01
N
N
N
35000000.00
35000000.00
0.0022
N
35000350.00
35000350.00
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
63000000.00
62970250.00
0.0039
N
62952750.00
62952750.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KE40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
48000000.00
47999240.00
0.0030
N
47999040.00
47999040.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KEQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
1000000.00
999872.22
0.0001
N
999860.00
999860.00
Westpac Banking Corp
Westpac Banking Corp 0.331300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
247000000.00
247000000.00
0.0155
N
247000000.00
247000000.00
Westpac Banking Corp
Westpac Banking Corp 0.220000%
96121TLD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
89000000.00
89000000.00
0.0056
N
89001780.00
89001780.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.245000%
96122GHA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
39000000.00
38973192.92
0.0024
N
38962560.00
38962560.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
430892.56
430892.56
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
418372.51
418372.51
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
348546.13
348546.13
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
512239.74
512239.74
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
737886.98
737886.98
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
614733.64
614733.64
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1536165.85
1536165.85
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
664260.48
664260.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
553395.41
553395.41
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
194738.63
194738.63
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
369082.00
369082.00
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
307482.22
307482.22
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
110703.48
110703.48
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
92227.07
92227.07
Windmill Funding Corp
Windmill Funding Corp 0.330000%
97342GEH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
53393000.00
53385169.03
0.0033
N
53387660.70
53387660.70
Windmill Funding Corp
Windmill Funding Corp 0.330000%
97342GEM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999633.33
0.0001
N
1999740.00
1999740.00
Windmill Funding Corp
Windmill Funding Corp 0.310000%
97342GEV5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
51000000.00
50987703.34
0.0032
N
50990310.00
50990310.00