0001145549-14-002837.txt : 20140325
0001145549-14-002837.hdr.sgml : 20140325
20140325114353
ACCESSION NUMBER: 0001145549-14-002837
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: 14715023
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
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-04-30
0000857156
S000004505
2
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
42
19294420561.87
2704253.43
188957106.82
19108167708.48
0.0024
1.0000
2012-04-30
1.0000
2012-04-30
C000012379
1.00
5352501758.24
1.00
-112897690.75
1456889082.92
1569786773.67
0.0001
1.0000
2012-04-30
1.0000
2012-04-30
C000012380
1.00
13755665950.24
1.00
126095702.55
5356132950.80
5230037248.25
0.0001
1.0000
2012-04-30
1.0000
2012-04-30
Abbott Laboratories
Abbott Laboratories 0.140000%
00282CFK3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
20000000.00
19996188.89
0.0010
N
19998000.00
19998000.00
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
33000000.00
32999651.67
0.0017
N
32999670.00
32999670.00
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
9000000.00
8999240.00
0.0005
N
8999190.00
8999190.00
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
127000000.00
126985924.18
0.0066
N
126984760.00
126984760.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.330000%
03221LEM8
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
97000000.00
96982216.66
0.0051
N
96988360.00
96988360.00
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
25000000.00
24993958.33
0.0013
N
24995625.00
24995625.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.320000%
04915TG22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
23000000.00
22987324.44
0.0012
N
22990110.00
22990110.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
71000000.00
71000000.00
0.0037
N
71000710.00
71000710.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
43000000.00
43000000.00
0.0023
N
43001290.00
43001290.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
05253AEV8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
67300000.00
67290578.00
0.0035
N
67295289.00
67295289.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
970LVS005
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
119000000.00
119000000.00
0.0062
N
119007140.00
119007140.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.200000%
972BSY006
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
90000000.00
90000000.00
0.0047
N
90001800.00
90001800.00
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
147000000.00
147000000.00
0.0077
N
147026460.00
147026460.00
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
5000000.00
5000000.00
0.0003
N
5000000.00
5000000.00
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
5000000.00
5000000.00
0.0003
N
4999150.00
4999150.00
Bank of Montreal
Bank of Montreal 0.170000%
06366VFA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
296000000.00
296000000.00
0.0155
N
295988160.00
295988160.00
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
5000000.00
5000000.00
0.0003
N
4999850.00
4999850.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EF73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
27000000.00
27000000.00
0.0014
N
26999730.00
26999730.00
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
87000000.00
87000000.00
0.0046
N
86993910.00
86993910.00
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
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
33000000.00
33000000.00
0.0017
N
33003960.00
33003960.00
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
48000000.00
48000000.00
0.0025
N
48004320.00
48004320.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EPL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
123000000.00
123000000.00
0.0064
N
123018450.00
123018450.00
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
144000000.00
144000000.00
0.0075
N
143998560.00
143998560.00
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
5000000.00
5000000.00
0.0003
N
5001100.00
5001100.00
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
113000000.00
113000000.00
0.0059
N
113010170.00
113010170.00
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
56000000.00
56000000.00
0.0029
N
56008960.00
56008960.00
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
52000000.00
52000000.00
0.0027
N
52000000.00
52000000.00
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
75000000.00
75000000.00
0.0039
N
75003000.00
75003000.00
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
72000000.00
72000000.00
0.0038
N
72002160.00
72002160.00
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
25000000.00
25000000.00
0.0013
N
25000500.00
25000500.00
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
50000000.00
50000000.00
0.0026
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120501_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-02-01
2.126000
Government Agency Debt
82774336.00
17448117.84
Fannie Mae
2036-08-25
3.000000
Government Agency Debt
197191920.00
204776893.01
Fannie Mae
2041-06-01
3.194000
Government Agency Debt
85253375.00
73910940.78
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
52249860.00
54007950.23
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
5672000.00
6014500.57
Freddie Mac
2042-01-15
2.000000
Government Agency Debt
11000000.00
11223697.22
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
1730000.00
1792727.11
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
1538000.00
1644568.70
Freddie Mac
2042-04-15
3.500000
Government Agency Debt
9205732.00
9798612.85
Freddie Mac
2042-04-15
3.500000
Government Agency Debt
400000.00
430016.18
Freddie Mac
2042-04-15
4.000000
Government Agency Debt
2511000.00
2699581.68
GNMA
2038-04-20
2.750000
Government Agency Debt
485806.00
462780.57
GNMA
2039-07-20
5.000000
Government Agency Debt
7770000.00
4201687.52
GNMA
2039-07-20
5.500000
Government Agency Debt
3000000.00
2097371.98
GNMA
2039-12-20
5.000000
Government Agency Debt
30000000.00
9029860.45
GNMA
2042-04-16
3.500000
Government Agency Debt
14670000.00
15167891.65
GNMA
2042-04-20
3.500000
Government Agency Debt
9000000.00
9356413.00
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
405000000.00
405000000.00
0.0212
N
405000000.00
405000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M120501_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-12-01
3.647000
Government Agency Debt
2000000.00
2148541.72
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
4850946.00
4817336.96
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
10047673.00
9547999.62
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
9584313.00
9760187.81
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
2457770.00
2575514.79
Fannie Mae
2033-09-15
7.846000
Government Agency Debt
1118464.00
295935.42
Fannie Mae
2034-03-01
2.875000
Government Agency Debt
11700000.00
2155981.91
Fannie Mae
2034-11-01
7.000000
Government Agency Debt
521772.00
73915.97
Fannie Mae
2035-10-01
2.907000
Government Agency Debt
1510704.00
445403.93
Fannie Mae
2036-07-01
2.367000
Government Agency Debt
17597665.00
3395294.74
Fannie Mae
2036-11-01
6.006000
Government Agency Debt
12581000.00
2135608.66
Fannie Mae
2037-04-01
5.738000
Government Agency Debt
25000000.00
4680853.78
Fannie Mae
2037-06-01
5.792000
Government Agency Debt
16836063.00
4546333.58
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
44000000.00
9790633.17
Fannie Mae
2038-01-01
6.121000
Government Agency Debt
14559302.00
4506240.35
Fannie Mae
2038-05-01
4.687000
Government Agency Debt
10500000.00
2157511.77
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
29249372.00
9802647.85
Fannie Mae
2039-03-01
3.908000
Government Agency Debt
843384.00
418192.43
Fannie Mae
2039-10-01
3.717000
Government Agency Debt
1894298.00
786257.21
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-07-01
3.767000
Government Agency Debt
2225108.00
2135825.95
Fannie Mae
2040-10-01
3.128000
Government Agency Debt
8175000.00
4483968.38
Fannie Mae
2041-02-01
3.264000
Government Agency Debt
5977936.00
4638548.74
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
1000.00
1028.18
Fannie Mae
2042-03-01
2.675000
Government Agency Debt
2908733.00
3025598.58
Fannie Mae
2042-05-01
2.711000
Government Agency Debt
8893949.00
9269681.53
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
1000.00
526.01
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
36141.00
22635.94
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
3034200.00
3189756.76
Freddie Mac
2034-04-01
6.500000
Government Agency Debt
1184296.00
662798.80
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
2986949.00
2528561.82
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
100000000.00
100000000.00
0.0052
N
100000000.00
100000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120507_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-08-25
8.600000
Government Agency Debt
14677000.00
200551.57
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
1000.00
1094.03
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
4916450.00
5221250.10
Fannie Mae
2021-01-01
4.000000
Government Agency Debt
2500000.00
2067740.66
Fannie Mae
2021-09-25
8.000000
Government Agency Debt
15000000.00
262952.58
Fannie Mae
2022-02-01
3.000000
Government Agency Debt
1508310.00
1576365.68
Fannie Mae
2022-03-01
2.500000
Government Agency Debt
1963209.00
2030231.04
Fannie Mae
2022-11-01
6.500000
Government Agency Debt
216953.00
238637.17
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
3720692.00
1917016.54
Fannie Mae
2024-11-01
4.000000
Government Agency Debt
4000000.00
2062621.23
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
2250000.00
1613935.34
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
3500000.00
1972111.79
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2223200.00
2140658.37
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
2217847.00
1954515.57
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1999187.00
2050276.39
Fannie Mae
2026-07-01
3.500000
Government Agency Debt
2013225.00
2025531.78
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
1944370.00
2037875.95
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
367521.00
384793.45
Fannie Mae
2032-01-01
4.500000
Government Agency Debt
1888377.00
2012567.72
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
1517844.00
1586130.57
Fannie Mae
2034-04-01
2.536000
Government Agency Debt
10898684.00
1809162.62
Fannie Mae
2035-03-01
2.610000
Government Agency Debt
9000000.00
1819415.98
Fannie Mae
2036-01-01
4.500000
Government Agency Debt
4500000.00
1877878.40
Fannie Mae
2036-05-01
2.600000
Government Agency Debt
10058924.00
2161355.72
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
3532268.00
724402.85
Fannie Mae
2036-10-25
0.742000
Government Agency Debt
200336.00
72910.40
Fannie Mae
2036-10-25
6.000000
Government Agency Debt
1620493.00
260130.16
Fannie Mae
2036-11-01
2.777000
Government Agency Debt
1785715.00
298599.30
Fannie Mae
2036-12-01
5.830000
Government Agency Debt
1063096.00
328155.68
Fannie Mae
2037-03-01
7.500000
Government Agency Debt
10867317.00
2114746.41
Fannie Mae
2037-08-01
5.000000
Government Agency Debt
4340000.00
1994759.35
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
1000.00
1054.18
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
9591106.00
1866072.80
Fannie Mae
2037-12-25
5.500000
Government Agency Debt
683068.00
125901.30
Fannie Mae
2038-03-01
4.137000
Government Agency Debt
13985509.00
5286858.18
Fannie Mae
2038-03-01
4.536000
Government Agency Debt
3496555.00
1775148.98
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
2878072.00
2062384.92
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
3379517.00
2045293.10
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
2500000.00
2114931.55
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
213972.00
145043.40
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
2172919.00
1872731.81
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
2383211.00
2113280.01
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
2000000.00
2058105.58
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2033750.00
2139997.28
Fannie Mae
2040-12-01
2.711000
Government Agency Debt
1935577.00
881458.95
Fannie Mae
2040-12-01
3.753000
Government Agency Debt
1847564.00
1804813.69
Fannie Mae
2041-01-01
2.852000
Government Agency Debt
2000000.00
1848969.87
Fannie Mae
2041-06-01
2.766000
Government Agency Debt
2000000.00
1762760.08
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
550530.00
559262.21
Fannie Mae
2041-07-01
3.456000
Government Agency Debt
1984528.00
1847517.03
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1895223.00
1904052.32
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
1944568.00
1707188.13
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1600520.00
1649856.18
Fannie Mae
2041-11-01
3.170000
Government Agency Debt
715005.00
703859.53
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
2071183.00
2141228.60
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
1905491.00
2036132.23
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
1627468.00
1683825.93
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
1935982.00
2009519.28
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
1192294.00
1261721.62
Fannie Mae
2042-04-01
2.076000
Government Agency Debt
1000.00
1031.17
Freddie Mac
2019-04-15
4.000000
Government Agency Debt
200000.00
215116.04
Freddie Mac
2019-09-01
4.500000
Government Agency Debt
8100000.00
1927234.11
Freddie Mac
2023-06-01
6.000000
Government Agency Debt
5380000.00
1523833.59
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
1000.00
526.01
Freddie Mac
2025-06-01
4.500000
Government Agency Debt
2586521.00
2077803.57
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
2192751.00
2013472.11
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
2214730.00
2085607.80
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
2024262.00
2073954.07
Freddie Mac
2028-03-15
7.500000
Government Agency Debt
300000.00
162235.66
Freddie Mac
2030-04-15
8.000000
Government Agency Debt
1000000.00
173286.73
Freddie Mac
2036-11-01
7.500000
Government Agency Debt
2600000.00
2060700.13
Freddie Mac
2036-11-01
8.000000
Government Agency Debt
3243924.00
2123072.13
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
368068.00
109655.22
Freddie Mac
2039-09-01
6.500000
Government Agency Debt
1945210.00
2016166.90
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
2000000.00
1535065.13
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
2100000.00
1941936.60
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
5255517.00
4562342.98
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
2027332.00
2097429.85
Freddie Mac
2042-01-01
5.000000
Government Agency Debt
235490.00
255159.44
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
2071300.00
2155548.09
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
2007831.00
2085918.02
GNMA
2029-01-16
4.384000
Government Agency Debt
311687.00
316126.53
GNMA
2038-01-16
3.250000
Government Agency Debt
227444.00
198364.82
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
123000000.00
123000000.00
0.0064
N
122997540.00
122997540.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120507_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
1050274.00
851297.83
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
5948946.00
4539884.47
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
5500000.00
4448799.31
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1861394.00
1739483.43
Fannie Mae
2026-02-01
3.000000
Government Agency Debt
2398386.00
2273080.78
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
1000.00
1047.00
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
4409937.00
4623481.32
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
90286.00
72265.32
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
1896301.00
1765729.05
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
4305895.00
4574340.31
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
8571177.00
4404179.55
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
19121.00
11975.92
Freddie Mac
2031-08-01
4.000000
Government Agency Debt
4028079.00
4249325.71
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
8408.00
1172.45
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
95853.00
78386.65
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
2541018.00
2676900.63
GNMA
2029-01-16
4.384000
Government Agency Debt
108786.00
110335.50
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
35000000.00
35000000.00
0.0018
N
34999650.00
34999650.00
Barclays Capital, Inc
Barclays Capital, Inc 0.130000%
992JYM004_0.1300_M120501_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-02-01
5.189000
Government Agency Debt
31103951.00
20108662.92
Fannie Mae
2035-04-01
2.122000
Government Agency Debt
59936088.00
20662074.21
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
7124.00
5702.08
Fannie Mae
2038-04-01
4.366000
Government Agency Debt
41865283.00
22083197.78
Fannie Mae
2040-04-01
3.785000
Government Agency Debt
41227462.00
20572758.67
Fannie Mae
2040-07-01
4.312000
Government Agency Debt
10950041.00
7385480.45
Fannie Mae
2041-04-01
3.158000
Government Agency Debt
17572556.00
17719963.65
Fannie Mae
2041-07-01
3.614000
Government Agency Debt
11513062.00
10095477.64
Fannie Mae
2041-10-01
3.297000
Government Agency Debt
13705065.00
13040836.49
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
20550272.00
21129452.42
Fannie Mae
2042-02-01
3.050000
Government Agency Debt
18037051.00
18796394.24
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
165000000.00
165000000.00
0.0086
N
165000000.00
165000000.00
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
17000000.00
16999357.78
0.0009
N
16999320.00
16999320.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.200000%
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
27500000.00
27488236.11
0.0014
N
27475525.00
27475525.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987WVU007_0.2200_M120501_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-12-20
5.500000
Government Agency Debt
10400000.00
8200418.18
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
7800000.00
7428488.88
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
9645000.00
6450134.59
Freddie Mac
2039-08-15
4.500000
Government Agency Debt
7598802.00
7336119.03
Freddie Mac
2040-07-15
4.500000
Government Agency Debt
6321543.00
6573061.57
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
7763125.00
7789451.62
Freddie Mac
2040-11-15
4.500000
Government Agency Debt
3816332.00
4003726.15
Freddie Mac
2041-02-20
5.000000
Government Agency Debt
7861790.00
7856645.04
Freddie Mac
2041-03-15
4.500000
Government Agency Debt
7992074.00
8164777.05
Freddie Mac
2041-03-20
5.000000
Government Agency Debt
8054779.00
8185602.08
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
7907554.00
8391507.95
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
5870987.00
6422373.61
Freddie Mac
2041-05-20
5.000000
Government Agency Debt
8157195.00
7968626.73
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
7730657.00
7835203.89
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
5967979.00
6499201.13
Freddie Mac
2041-07-15
4.500000
Government Agency Debt
5837072.00
5831019.93
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
6133247.00
6644126.54
Freddie Mac
2042-01-15
4.000000
Government Agency Debt
7654250.00
8291121.94
GNMA
2026-07-20
4.000000
Government Agency Debt
7060000.00
6290922.50
GNMA
2027-02-15
8.000000
Government Agency Debt
300102190.00
5849969.69
GNMA
2027-02-20
3.500000
Government Agency Debt
6067189.00
6527328.67
GNMA
2037-05-20
5.500000
Government Agency Debt
20000000.00
6725437.32
GNMA
2038-04-15
4.500000
Government Agency Debt
15153189.00
6106147.50
GNMA
2038-07-15
5.500000
Government Agency Debt
9892457.00
6678225.63
GNMA
2038-08-15
5.500000
Government Agency Debt
12177078.00
8184011.18
GNMA
2038-11-15
5.500000
Government Agency Debt
15366112.00
5908033.55
GNMA
2039-01-15
5.500000
Government Agency Debt
10798198.00
7587107.67
GNMA
2039-02-15
5.500000
Government Agency Debt
11499647.00
8225719.54
GNMA
2039-05-15
4.500000
Government Agency Debt
9743084.00
6588702.92
GNMA
2039-06-15
4.500000
Government Agency Debt
8636648.00
6663986.29
GNMA
2039-06-15
4.500000
Government Agency Debt
6958069.00
6444899.43
GNMA
2039-06-15
4.500000
Government Agency Debt
8330000.00
6379359.91
GNMA
2039-07-15
4.500000
Government Agency Debt
8094311.00
7158779.46
GNMA
2039-07-15
4.500000
Government Agency Debt
7337346.00
6135768.31
GNMA
2039-09-15
5.500000
Government Agency Debt
9081228.00
7505100.35
GNMA
2039-09-15
5.500000
Government Agency Debt
9500000.00
7129476.78
GNMA
2039-12-15
4.500000
Government Agency Debt
9746183.00
7645366.53
GNMA
2040-05-15
4.500000
Government Agency Debt
8305399.00
7698987.82
GNMA
2040-05-15
4.500000
Government Agency Debt
5668622.00
5873593.35
GNMA
2040-06-15
4.500000
Government Agency Debt
6120000.00
6108022.69
GNMA
2040-07-15
4.500000
Government Agency Debt
6000000.00
5885817.27
GNMA
2040-07-15
4.500000
Government Agency Debt
4808620.00
5171187.41
GNMA
2040-08-15
5.000000
Government Agency Debt
7225617.00
7546152.94
GNMA
2041-02-15
4.500000
Government Agency Debt
7093485.00
6322879.02
GNMA
2041-02-15
4.500000
Government Agency Debt
7614183.00
6018342.37
GNMA
2041-03-15
4.500000
Government Agency Debt
8591573.00
6426636.46
GNMA
2041-04-15
4.500000
Government Agency Debt
6727640.00
7339723.44
GNMA
2041-04-15
4.500000
Government Agency Debt
7109550.00
6301719.97
GNMA
2041-04-20
5.000000
Government Agency Debt
6359554.00
6518269.12
GNMA
2041-05-15
4.500000
Government Agency Debt
8692186.00
6927633.20
GNMA
2041-05-15
4.500000
Government Agency Debt
6098251.00
6542145.67
GNMA
2041-05-20
5.000000
Government Agency Debt
9702483.00
6926268.95
GNMA
2041-05-20
5.000000
Government Agency Debt
6243471.00
6468522.11
GNMA
2041-06-15
4.500000
Government Agency Debt
7325597.00
6739127.63
GNMA
2041-06-15
5.000000
Government Agency Debt
5777419.00
5939211.22
GNMA
2041-06-20
5.000000
Government Agency Debt
6049399.00
6424396.77
GNMA
2041-06-20
5.000000
Government Agency Debt
5821444.00
6302166.31
GNMA
2041-06-20
5.000000
Government Agency Debt
5372069.00
5906367.33
GNMA
2041-07-15
4.500000
Government Agency Debt
5932869.00
6499108.20
GNMA
2041-07-15
4.500000
Government Agency Debt
6162914.00
5932988.08
GNMA
2041-09-20
5.000000
Government Agency Debt
5560878.00
6006896.78
GNMA
2041-12-15
4.000000
Government Agency Debt
6699306.00
7246876.49
GNMA
2042-03-15
4.000000
Government Agency Debt
5793781.00
6281912.55
GNMA
2042-03-20
6.000000
Government Agency Debt
6096817.00
6886784.70
GNMA
2042-05-15
3.250000
Government Agency Debt
6716800.00
6843868.80
GNMA
2043-04-15
2.720000
Government Agency Debt
7232000.00
7284982.44
GNMA
2044-05-15
3.300000
Government Agency Debt
6698600.00
6952472.47
GNMA
2047-04-15
3.300000
Government Agency Debt
6499800.00
6735153.42
GNMA
2047-05-15
2.770000
Government Agency Debt
5920000.00
5955836.06
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
454000000.00
454000000.00
0.0238
N
454000000.00
454000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0GD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
Y
Bank of New Zealand
N/A
N/A
N
29000000.00
28987062.77
0.0015
N
28978250.00
28978250.00
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
29000000.00
29000000.00
0.0015
N
29006960.00
29006960.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
35000000.00
35000000.00
0.0018
N
34998950.00
34998950.00
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
51000000.00
51000000.00
0.0027
N
51000000.00
51000000.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.240000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
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
8000000.00
7999871.11
0.0004
N
7999920.00
7999920.00
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
47000000.00
46993341.67
0.0025
N
46997180.00
46997180.00
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
31000000.00
30963549.17
0.0016
N
30987910.00
30987910.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EH28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49935416.67
0.0026
N
49977500.00
49977500.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EH77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18974138.89
0.0010
N
18990880.00
18990880.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.329800%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-21
2012-07-23
N
N
N
92000000.00
92000000.00
0.0048
N
92004600.00
92004600.00
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
181000000.00
181000000.00
0.0095
N
181001810.00
181001810.00
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
20000000.00
20000000.00
0.0010
N
20000400.00
20000400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YFL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
9000000.00
9000000.00
0.0005
N
9000000.00
9000000.00
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
239000000.00
238972116.68
0.0125
N
238978490.00
238978490.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.200000%
1491M0ME2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
23000000.00
23000000.00
0.0012
N
22988960.00
22988960.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TE70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
57000000.00
56997625.00
0.0030
N
56998860.00
56998860.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TE88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999854.17
0.0002
N
2999910.00
2999910.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TE96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
85000000.00
84995277.77
0.0044
N
84997450.00
84997450.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TEJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999910.28
0.0001
N
999940.00
999940.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8998242.50
0.0005
N
8998650.00
8998650.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TF87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
110100000.00
110070945.83
0.0058
N
110083485.00
110083485.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6998032.22
0.0004
N
6998670.00
6998670.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39000000.00
38988040.00
0.0020
N
38991810.00
38991810.00
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
145000000.00
145000000.00
0.0076
N
145004350.00
145004350.00
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
112000000.00
112000000.00
0.0059
N
112003360.00
112003360.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
24000000.00
24000000.00
0.0013
N
24001200.00
24001200.00
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
0.0021
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
15000000.00
15000000.00
0.0008
N
15000000.00
15000000.00
Ciesco, LLC
Ciesco, LLC 0.550000%
17178BEG6
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
19000000.00
18995645.83
0.0010
N
18998860.00
18998860.00
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
14000000.00
13986116.67
0.0007
N
13995660.00
13995660.00
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
139000000.00
138812736.11
0.0073
N
138933280.00
138933280.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
54000000.00
54000000.00
0.0028
N
54016740.00
54016740.00
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
5000000.00
5000000.00
0.0003
N
5001600.00
5001600.00
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
2000000.00
2000000.00
0.0001
N
2001220.00
2001220.00
Citibank, NA
Citibank, NA 0.250000%
1730D2Z96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
101000000.00
101000000.00
0.0053
N
101000000.00
101000000.00
Cleveland
Airport System Taxable Revenue Bonds Series 2008F 0.250000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
29000000.00
29000000.00
0.0015
N
29000000.00
29000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.513100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
135000000.00
135000000.00
0.0071
N
135000675.00
135000675.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.516700%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
123000000.00
122985763.05
0.0064
N
122975400.00
122975400.00
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
25000000.00
24980312.50
0.0013
N
24996750.00
24996750.00
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
128100000.00
128057727.00
0.0067
N
128066694.00
128066694.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
80000000.00
79971600.00
0.0042
N
79976800.00
79976800.00
CRC Funding, LLC
CRC Funding, LLC 0.580000%
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
73000000.00
72981182.22
0.0038
N
72992700.00
72992700.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3996033.33
0.0002
N
3996960.00
3996960.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UH17
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
184000000.00
183764888.89
0.0096
N
183781040.00
183781040.00
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
88000000.00
88000000.00
0.0046
N
88000000.00
88000000.00
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
118000000.00
118000000.00
0.0062
N
118000000.00
118000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M120501_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-01-20
4.000000
Government Agency Debt
118565695.00
124938379.48
GNMA
2041-08-20
4.000000
Government Agency Debt
98085000.00
100402563.72
GNMA
2042-01-20
4.500000
Government Agency Debt
3570000.00
3895111.59
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
224736153.00
224736153.00
0.0118
N
224736153.00
224736153.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
992JYD004_0.1700_M120503_2M47
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
44370000.00
43860289.76
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
43000000.00
43000000.00
0.0023
N
43000000.00
43000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.420000%
2284K0E84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Cash
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
82000000.00
81993303.34
0.0043
N
81996720.00
81996720.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.420000%
2284K0EA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Cash
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
13000000.00
12998635.00
0.0007
N
12999350.00
12999350.00
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
237000000.00
237000000.00
0.0124
N
237000000.00
237000000.00
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
67000000.00
67000000.00
0.0035
N
67000000.00
67000000.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25154UZJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
66000000.00
66000000.00
0.0035
N
65999340.00
65999340.00
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
30000000.00
30000000.00
0.0016
N
29999700.00
29999700.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
21599B009_0.2100_M120501_2M47
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2041-03-20
3.500000
Government Agency Debt
166911497.00
180260985.80
GNMA
2041-10-20
3.500000
Government Agency Debt
25663755.00
27739014.63
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
200000000.00
200000000.00
0.0105
N
200000000.00
200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
21599B009_0.3600_M120501_2M47
0001074042
Other Repurchase Agreement
N
AMERICAN ELEC PWR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749975.30
AMERICAN INTL GROUP INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
379.06
BAXTER INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749988.94
CAPITAL ONE FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749968.96
CENTERPOINT ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749984.05
DOVER CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.50
EL PASO CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749975.12
EOG RES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749989.04
GENON ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.13
GOODRICH CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749911.04
HERBALIFE LTD COM USD
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749981.51
LOEWS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749978.72
MACYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749985.28
MARATHON PETE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749994.07
MARSH & MCLENNAN COS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749972.00
NEWELL RUBBERMAID INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.66
PENNEY J C INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749965.04
POLARIS INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1750000.00
PROCTER & GAMBLE CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749997.08
PUBLIC SVC ENTERPRISE GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749977.33
REGIONS FINANCIAL CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.80
SUNTRUST BKS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1749987.20
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
35000000.00
35000000.00
0.0018
Repurchase agreement collateralized by common stock and ETFs.
N
35000000.00
35000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120501_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
863936.00
50940.08
Fannie Mae
2023-02-01
5.000000
Government Agency Debt
8226968.00
1043541.05
Fannie Mae
2024-12-01
5.000000
Government Agency Debt
5512667.00
1354605.03
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1421743.00
1529985.66
Fannie Mae
2027-09-01
7.000000
Government Agency Debt
2383786.00
1190618.08
Fannie Mae
2028-06-01
5.000000
Government Agency Debt
1024869.00
287006.10
Fannie Mae
2028-09-01
5.500000
Government Agency Debt
4412594.00
1237119.00
Fannie Mae
2028-12-01
6.500000
Government Agency Debt
2600000.00
1245811.79
Fannie Mae
2029-04-01
5.500000
Government Agency Debt
2206456.00
1084570.15
Fannie Mae
2029-11-25
3.000000
Government Agency Debt
825389.00
749265.04
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
1500000.00
1553015.45
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
1442726.00
1511462.95
Fannie Mae
2032-03-01
3.000000
Government Agency Debt
1453932.00
1499158.72
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
1352547.00
1420152.37
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
1271103.00
1321335.37
Fannie Mae
2032-04-01
3.500000
Government Agency Debt
1225633.00
1277526.85
Fannie Mae
2032-04-01
4.000000
Government Agency Debt
1149555.00
1238779.28
Fannie Mae
2032-10-01
5.500000
Government Agency Debt
15306676.00
1344357.08
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
1171165.00
1196566.58
Fannie Mae
2033-10-01
5.000000
Government Agency Debt
4126526.00
1047128.97
Fannie Mae
2034-01-01
4.500000
Government Agency Debt
3743992.00
1518279.43
Fannie Mae
2034-02-01
5.000000
Government Agency Debt
4235150.00
1254866.08
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
4900000.00
1208383.81
Fannie Mae
2034-12-01
6.000000
Government Agency Debt
4000000.00
1521996.20
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
3925000.00
1329861.36
Fannie Mae
2035-05-01
4.000000
Government Agency Debt
1473250.00
1407759.78
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
1248309.00
369828.42
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
3759001.00
1463518.69
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
3675000.00
1340372.23
Fannie Mae
2036-01-01
2.309000
Government Agency Debt
6912272.00
1115340.33
Fannie Mae
2036-03-01
5.000000
Government Agency Debt
3641273.00
1248984.04
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
4017946.00
1109213.37
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
5155930.00
1153519.07
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
4592574.00
1128490.10
Fannie Mae
2036-09-01
2.405000
Government Agency Debt
13414656.00
1367214.96
Fannie Mae
2036-10-01
5.500000
Government Agency Debt
4711246.00
1069989.63
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
4122014.00
1444261.69
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
4335130.00
1508329.25
Fannie Mae
2037-05-01
5.000000
Government Agency Debt
3048936.00
1054827.03
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
4911505.00
1404536.94
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
4263405.00
1341997.75
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
4258344.00
1278868.23
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
2720029.00
1305255.48
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
5497477.00
1370286.21
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
3367908.00
1510031.72
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
4252834.00
1544814.42
Fannie Mae
2037-08-25
4.000000
Government Agency Debt
619867.00
662241.25
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
5018315.00
1347875.51
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
5036314.00
1457655.10
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
6382823.00
1194776.97
Fannie Mae
2038-01-01
5.000000
Government Agency Debt
4448353.00
1375278.43
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
4613647.00
1205582.27
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
4000000.00
1063246.81
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
5217322.00
1523184.22
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
4625031.00
1362328.32
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
4546532.00
1460389.47
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
4204662.00
1292404.80
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
4160000.00
1521722.34
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
3646829.00
1302147.69
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
4522763.00
1151626.28
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
3634366.00
1057737.34
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
3198791.00
1051871.34
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
2371091.00
1216779.57
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
5552765.00
1225204.33
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
2816657.00
1309952.71
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
4372787.00
1090537.94
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
2501408.00
1048241.55
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
3365959.00
1137659.29
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
7553400.00
1273221.01
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
2557992.00
1153986.24
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
3942802.00
1205878.75
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
2756183.00
1273659.29
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
4393487.00
1374274.09
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
4204487.00
1342274.79
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
2819252.00
1252090.04
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
2670910.00
1083372.01
Fannie Mae
2038-07-01
5.000000
Government Agency Debt
5111931.00
1211939.50
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
3357434.00
1436268.97
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
1661969.00
1418727.36
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
1328127.00
1160012.75
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
6066691.00
1156129.67
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
3293081.00
1184831.21
Fannie Mae
2038-08-01
7.500000
Government Agency Debt
723477.00
174153.43
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
4528524.00
1102233.96
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
4716846.00
1065461.80
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
8557594.00
1512634.77
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
4655729.00
1326714.25
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
5236627.00
1474269.52
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
2621639.00
833424.52
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
1949190.00
1145167.32
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
2000000.00
1325143.93
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
2168236.00
1042632.87
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
2571617.00
1467016.59
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
2546261.00
1163295.67
Fannie Mae
2039-05-01
5.500000
Government Agency Debt
2054178.00
1286506.93
Fannie Mae
2039-05-01
5.500000
Government Agency Debt
1837906.00
1169947.51
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
8817077.00
4389389.13
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
1972547.00
1563322.94
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
49874.00
36588.91
Fannie Mae
2039-07-01
5.500000
Government Agency Debt
2824542.00
1096056.87
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
1242442.00
1231049.37
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
2315624.00
1425522.77
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
2160162.00
1042091.95
Fannie Mae
2039-10-01
5.500000
Government Agency Debt
2382766.00
1524367.26
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
1650978.00
1194615.94
Fannie Mae
2040-01-01
4.000000
Government Agency Debt
1342565.00
1365220.79
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
1652509.00
1238821.83
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
2291260.00
1438186.25
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
1882496.00
1334164.69
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
1473060.00
1071720.00
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1360230.00
1176915.81
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1580000.00
1158847.28
Fannie Mae
2040-06-01
6.000000
Government Agency Debt
1585181.00
1108754.91
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
1929324.00
1278531.79
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
2319846.00
1576724.84
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1415234.00
1274592.79
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1276715.00
1096951.60
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
2165683.00
1386042.96
Fannie Mae
2040-09-01
3.661000
Government Agency Debt
1748356.00
1233638.28
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1469495.00
1511857.92
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1550082.00
1453419.25
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1654080.00
1281271.11
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1223000.00
1243966.46
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
1254000.00
1268961.68
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1431957.00
1440085.63
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1496496.00
1369142.85
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1544966.00
1230265.99
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1542380.00
1530096.30
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1558667.00
1508676.86
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1183989.00
1228077.67
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1593553.00
1573397.93
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1485430.00
1478688.85
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1261077.00
1302042.70
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
1196596.00
1160531.51
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1514266.00
1522588.93
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
230739.00
205430.21
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1738697.00
1416176.05
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1360694.00
1263435.75
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1577084.00
1370893.24
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1607805.00
1361600.13
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
4779724.00
3584355.80
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1344380.00
1137682.99
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
1094107.00
1198179.60
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
1357758.00
1386555.42
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1461339.00
1347198.99
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1074846.00
1124822.28
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1400718.00
1417075.81
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1427858.00
1424431.67
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
51106.00
51814.23
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1551815.00
1461891.77
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
961303.00
1043472.83
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
109441.00
105418.22
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1166591.00
1225784.06
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1187503.00
1197145.57
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1119698.00
1152396.49
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
1128170.00
1216015.17
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
1426572.00
1482719.73
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
1147089.00
1220872.87
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1339569.00
1435569.15
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1200728.00
1275015.15
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1105335.00
1181403.68
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1066455.00
1131792.56
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1056987.00
1122349.78
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
1293853.00
1388269.19
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
1066075.00
1143946.47
Fannie Mae
2042-03-01
5.000000
Government Agency Debt
1114924.00
1216837.81
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1301132.00
1399506.69
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1125426.00
1208924.79
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
1048961.00
1150231.89
Freddie Mac
2035-04-01
4.500000
Government Agency Debt
1230193.00
481734.39
Freddie Mac
2036-11-01
6.000000
Government Agency Debt
3257292.00
713268.29
Freddie Mac
2037-01-01
5.500000
Government Agency Debt
2275000.00
706835.99
Freddie Mac
2037-10-01
6.500000
Government Agency Debt
18621878.00
5032823.99
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
9561887.00
2322713.11
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
1472000.00
715237.15
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
3447280.00
628545.21
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
9596403.00
3886358.61
GNMA
2058-12-20
0.917000
Government Agency Debt
1758867.00
1369381.98
GNMA
2061-01-20
1.520000
Government Agency Debt
315555.00
304954.92
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
220000000.00
220000000.00
0.0115
N
220000000.00
220000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120530_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
276803.00
82006.63
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
21589545.00
22758432.48
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
63747.00
53887.63
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
46958.00
49996.94
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
22000000.00
22000000.00
0.0012
Y
22000000.00
22000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120611_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-08-01
7.500000
Government Agency Debt
2307.00
555.33
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
10419152.00
5186947.17
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
40766.00
29907.04
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
3312729.00
2987835.81
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
3765.00
3996.65
GNMA
2037-10-16
2.250000
Government Agency Debt
125040.00
114310.03
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
8000000.00
8000000.00
0.0004
Y
8000000.00
8000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120612_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
75490.00
22364.93
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
5888058.00
6206845.51
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
17386.00
14697.01
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
12807.00
13635.82
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
6000000.00
6000000.00
0.0003
Y
6000000.00
6000000.00
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
49000000.00
49000000.00
0.0026
N
49000000.00
49000000.00
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
89000000.00
89000000.00
0.0047
N
89001780.00
89001780.00
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
96000000.00
96000000.00
0.0050
N
96000000.00
96000000.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.240000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VE80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
23000000.00
22999060.83
0.0012
N
22999080.00
22999080.00
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
17000000.00
16999017.78
0.0009
N
16998810.00
16998810.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VEG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
20000000.00
19998250.00
0.0010
N
19998400.00
19998400.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.250000%
30601VF48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
6500000.00
6498465.28
0.0003
N
6498700.00
6498700.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VGB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
8256000.00
8252580.64
0.0004
N
8251128.96
8251128.96
Fannie Mae
Fannie Mae 0.105000%
313588XU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
40000000.00
39995800.00
0.0021
N
39997600.00
39997600.00
Fannie Mae
Fannie Mae 0.095000%
313588XU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
25000000.00
24997625.00
0.0013
N
24998500.00
24998500.00
Fannie Mae
Fannie Mae 0.090000%
313588XU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
5000000.00
4999550.00
0.0003
N
4999700.00
4999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384WH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
25000000.00
24999930.56
0.0013
N
24999975.00
24999975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384WK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
70000000.00
69999475.00
0.0037
N
69999790.00
69999790.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384WK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
33290000.00
33289778.07
0.0017
N
33289900.13
33289900.13
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
90000000.00
89998000.00
0.0047
N
89999370.00
89999370.00
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
0.0016
N
29999790.00
29999790.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384WQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
14170000.00
14169653.62
0.0007
N
14169900.81
14169900.81
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384WS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
119000000.00
118996363.89
0.0062
N
118999048.00
118999048.00
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
70000000.00
69997277.78
0.0037
N
69998810.00
69998810.00
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
33000000.00
32997580.00
0.0017
N
32999340.00
32999340.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384XL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
11000000.00
10999401.11
0.0006
N
10999747.00
10999747.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384XM6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
13000000.00
12998952.78
0.0007
N
12999688.00
12999688.00
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
30000000.00
29997300.00
0.0016
N
29998200.00
29998200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
25000000.00
24997250.00
0.0013
N
24998500.00
24998500.00
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
50000000.00
49994986.11
0.0026
N
49996850.00
49996850.00
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
120000000.00
119984949.99
0.0063
N
119991360.00
119991360.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
84000000.00
83988450.00
0.0044
N
83993700.00
83993700.00
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
10000000.00
9998687.50
0.0005
N
9999250.00
9999250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
67000000.00
66986693.06
0.0035
N
66992764.00
66992764.00
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
55000000.00
54987525.69
0.0029
N
54993510.00
54993510.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
50000000.00
49988166.67
0.0026
N
49994100.00
49994100.00
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
0.0016
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
85000000.00
84997686.11
0.0044
N
84998980.00
84998980.00
Freddie Mac
Freddie Mac 0.085000%
313396XC2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
26000000.00
25998772.22
0.0014
N
25999558.00
25999558.00
Freddie Mac
Freddie Mac 0.100000%
313396XP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
214000000.00
213981572.20
0.0112
N
213988872.00
213988872.00
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
85000000.00
84992574.30
0.0044
N
84995155.00
84995155.00
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
73000000.00
72993105.56
0.0038
N
72995839.00
72995839.00
Freddie Mac
Freddie Mac 0.090000%
313396XT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
15000000.00
14998687.50
0.0008
N
14999130.00
14999130.00
Freddie Mac
Freddie Mac 0.105000%
313396XU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
50000000.00
49994750.00
0.0026
N
49997000.00
49997000.00
Freddie Mac
Freddie Mac 0.095000%
313396YW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
6000000.00
5999018.33
0.0003
N
5999382.00
5999382.00
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
31000000.00
30994144.45
0.0016
N
30995598.00
30995598.00
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
100000000.00
100000000.00
0.0052
N
100140700.00
100140700.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
40000000.00
39999744.44
0.0021
N
39999600.00
39999600.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
82000000.00
81996332.78
0.0043
N
81996720.00
81996720.00
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
107000000.00
106998692.22
0.0056
N
106998930.00
106998930.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HEH6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
N
195000000.00
194982666.65
0.0102
N
194988300.00
194988300.00
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
100000000.00
99963555.56
0.0052
N
99983000.00
99983000.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HFN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
19000000.00
18991766.67
0.0010
N
18995630.00
18995630.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HJ57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
49000000.00
48949870.27
0.0026
N
48957370.00
48957370.00
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
8000000.00
7987231.11
0.0004
N
7987280.00
7987280.00
General Electric Co
General Electric Co 0.170000%
36960LEB7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
209000000.00
208990130.56
0.0109
N
208991640.00
208991640.00
General Electric Co
General Electric Co 0.140000%
36960LF42
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
138000000.00
137981753.34
0.0072
N
137982060.00
137982060.00
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
45000000.00
44989312.50
0.0024
N
44988300.00
44988300.00
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_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-10-15
0.00
Government Agency Debt
3122000.00
3120407.78
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M120501_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
21288145.00
17570972.90
Fannie Mae
2040-09-01
4.171000
Government Agency Debt
18812140.00
15202612.14
Freddie Mac
2024-08-01
4.000000
Government Agency Debt
80395000.00
45976415.75
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
75000000.00
75000000.00
0.0039
N
75000000.00
75000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M120502_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
45742756.00
37803498.91
Fannie Mae
2042-02-01
2.550000
Government Agency Debt
40253104.00
41503299.22
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
25898933.00
25693202.52
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0052
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M120503_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
34449812.00
28434450.87
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
73493000.00
46270661.33
Freddie Mac
2035-11-01
5.500000
Government Agency Debt
5169727.00
4044888.51
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
75000000.00
75000000.00
0.0039
N
75000000.00
75000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120507_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
10388293.00
9901403.29
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
66083629.00
22356659.26
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
50000000.00
22282608.49
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
20578842.00
22103869.42
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
21194703.00
22099526.47
Freddie Mac
2036-12-01
6.000000
Government Agency Debt
31397391.00
6892200.76
Freddie Mac
2039-04-01
5.500000
Government Agency Debt
50000000.00
22172223.90
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
27300000.00
22222622.07
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
20931242.00
22181401.59
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
20868358.00
22037485.15
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
185000000.00
185000000.00
0.0097
N
185000000.00
185000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M120801_2M47
0000769993
Other Repurchase Agreement
N
ACUITY BRANDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499962.05
APOLLO RESIDENTIAL MTG INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499985.96
AUTONATION INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
89967.57
BLOCK H & R INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
22903.76
CALPINE CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
16836.00
CHIMERA INVT CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499999.59
CUBIC CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
387197.60
FELCOR LODGING TR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
41697.82
FORD MTR CO DEL COM PAR
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
145278.40
FORTUNE BRANDS HOME & SEC INCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499979.81
FRONTLINE LTD SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
35948.08
GENCO SHIPPING & TRADING LTDSHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499998.05
INVENSENSE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499990.64
KROGER CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
379063.90
LYONDELLBASELL INDUSTRIES N SHS - A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499989.73
MBIA INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
25406.04
MORGAN STANLEY COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
55392.60
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499988.60
NATIONAL FINL PARTNERS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499991.06
NEWELL RUBBERMAID INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
111809.97
NV ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499999.76
PINNACLE WEST CAP CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499957.73
PIONEER NAT RES CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499966.44
PRUDENTIAL FINL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499944.17
SANDRIDGE ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
53586.78
STRATEGIC HOTELS & RESORTS ICOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499998.50
SYNNEX CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499998.50
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499984.42
TORO CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499987.12
UNIFIRST CORP MASS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499969.25
VENTAS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
135272.00
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499973.09
WILLIAMS COS INC DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499998.89
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
30000000.00
30000000.00
0.0016
Repurchase agreement collateralized by common stock and ETFs.
Y
30000000.00
30000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2M47
0000769993
Other Repurchase Agreement
N
ACCRETIVE HEALTH INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
662.43
AFFILIATED MANAGERS GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99933.16
AMERICAN TOWER CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99993.60
ASHLAND INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99941.07
BUCKLE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99959.40
DISCOVER FINL SVCS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99985.97
GEO GROUP INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99985.60
LOCKHEED MARTIN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99973.50
MARATHON PETE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99963.09
MAXIMUS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99993.60
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99970.20
PORTLAND GEN ELEC CO COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99987.83
QUICKSILVER RESOURCES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99998.39
RALPH LAUREN CORP CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99936.40
ROCKWELL COLLINS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99991.79
SIMON PPTY GROUP INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99877.19
ST JUDE MED INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99974.44
STARWOOD HOTELS&RESORTS WRLDCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99975.59
THOMAS & BETTS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99987.36
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99993.30
VULCAN MATLS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99969.60
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
99949.08
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
2000000.00
2000000.00
0.0001
Repurchase agreement collateralized by common stock and ETFs.
Y
2000000.00
2000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120514_2M47
0000769993
Other Repurchase Agreement
N
AARONS INC COM PAR
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
125159.40
ABM INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
305.11
ACCURIDE CORP NEW COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
380329.04
ACE LTD SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
611032.72
ACTUANT CORP CL A NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
97974.63
AETNA INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
453434.88
AG MTG INVT TR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
17702.10
AIR LEASE CORP CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
242073.68
ALLEGHANY CORP DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
16043.45
ALLETE INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
26432.00
ALLIANCE ONE INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
76696.65
ALLIANT ENERGY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
560514.53
ALLIANT TECHSYSTEMS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
508131.04
ALLIED NEVADA GOLD CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
299414.88
ALLIED WRLD ASSUR COM HLDG ASHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
582481.68
AMEREN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
358656.48
AMERICAN FINL GROUP INC OHIOCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
177003.20
AMERICAN STS WTR CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
78575.70
AMERICAN WTR WKS CO INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
379861.30
ANTARES PHARMA INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
43893.54
ANWORTH MORTGAGE ASSET CP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
246881.07
APARTMENT INVT & MGMT CO CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
72380.88
AQUA AMERICA INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
13513.44
ARBITRON INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
40838.80
ASPEN INSURANCE HOLDINGS LTDSHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
408430.84
ASSURED GUARANTY LTD COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
679754.88
AVNET INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
661789.05
AZZ INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
18756.27
BABCOCK & WILCOX CO NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
322329.42
BAKER MICHAEL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
213632.37
BALL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
540507.86
BANCORPSOUTH INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
107458.96
BANK HAWAII CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
42391.65
BEAZER HOMES USA INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
630556.35
BECTON DICKINSON & CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
694478.79
BELDEN INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
55249.92
BIGLARI HLDGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
102161.67
BIO RAD LABS INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
45893.21
BOSTON BEER INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
28688.52
BRANDYWINE RLTY TR SH BEN I
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
30442.65
BRINKS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
143019.90
BUILD A BEAR WORKSHOP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
73175.64
BUNGE LIMITED COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
260709.00
CABOT CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
133533.82
CAI INTERNATIONAL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
237488.56
CALGON CARBON CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
168042.03
CALIX INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
123776.80
CAMDEN PPTY TR SH BEN I
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
160702.76
CAMPBELL SOUP CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
237085.40
CARLISLE COS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
14516.82
CARMAX INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
52316.88
CBIZ INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
157441.06
CBL & ASSOC PPTYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
106544.97
CENVEO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
28157.30
CHATHAM LODGING TR COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
211685.40
CHECKPOINT SYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
68756.76
CHEMED CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
222365.30
CHIQUITA BRANDS INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
532994.01
CHRISTOPHER & BANKS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
45417.60
CIGNA CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
202947.10
CIRCOR INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
163324.80
CLARCOR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
96882.44
CLEAR CHANNEL OUTDOOR HLDGS CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
94480.32
CLEARWATER PAPER CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
23356.65
CNA FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
103504.95
CNH GLOBAL N V SHS NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
101153.43
COLONY FINL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
64067.08
COMMERCIAL METALS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
341865.68
COMMUNITY BK SYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
917.76
COMPUTER SCIENCES CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
179651.84
CONSOLIDATED GRAPHICS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
295298.85
CONTINENTAL RESOURCES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
173792.33
CONVERGYS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
424905.28
CON-WAY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
676506.00
COPA HOLDINGS SA CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
262887.90
CORELOGIC INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
5071.04
CORN PRODS INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
675354.10
COVENTRY HEALTH CARE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
55617.92
CREXUS INVT CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
289741.84
D R HORTON INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
688450.49
DARLING INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
54447.58
DCT INDUSTRIAL TRUST INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
30190.30
DELEK US HLDGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
382709.48
DELUXE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
204260.36
DORAL FINL CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
15813.63
DOUGLAS EMMETT INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
48607.02
DRIL-QUIP INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
235947.45
DUFF & PHELPS CORP NEW CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
20454.40
DYNEX CAP INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
35824.26
EMAGIN CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
220647.63
EMPLOYERS HOLDINGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
27831.24
ENERGY PARTNERS LTD COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
209238.66
ENTERCOM COMMUNICATIONS CORPCL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
11749.04
ENTRAVISION COMMUNICATIONS CCL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
3621.86
ENVESTNET INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
307049.40
ESSEX PPTY TR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
186202.02
EVOLUTION PETROLEUM CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
372.96
EXELIS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
110585.30
FACTSET RESH SYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
632367.45
FBL FINL GROUP INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
119667.36
FEDERAL REALTY INVT TR SH BEN I
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
138137.10
FIDELITY NATIONAL FINANCIAL CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
119985.36
FIRST INDUSTRIAL REALTY TRUSCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
23439.60
FLEETCOR TECHNOLOGIES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
42725.28
FMC TECHNOLOGIES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
518520.30
FOREST CITY ENTERPRISES INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
33111.84
FORTEGRA FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
163395.90
FRESH DEL MONTE PRODUCE INC ORD
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
537821.64
FURNITURE BRANDS INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
12523.50
GALLAGHER ARTHUR J & CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
10860.62
GAMESTOP CORP NEW CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
210810.60
GAP INC DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
116973.00
GENERAL GROWTH PPTYS INC NEWCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
10595.35
GENIE ENERGY LTD CL B
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
42468.23
GENUINE PARTS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
154174.43
GLATFELTER COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
43753.50
GOLD RESOURCE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
327030.48
GOODRICH PETE CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
235355.70
GRAY TELEVISION INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
279768.08
GREENBRIER COS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
583756.36
HANESBRANDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
895.59
HAWAIIAN ELEC INDUSTRIES COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
79201.92
HEALTHCARE RLTY TR COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
10657.35
HEINZ H J CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
76284.60
HERSHA HOSPITALITY TR SH BEN I
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
196030.08
HHGREGG INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
345663.50
HOME PROPERTIES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
36603.58
HORMEL FOODS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
87669.42
HUBBELL INC CL B
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
391813.20
INTERCONTINENTALEXCHANGE INCCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
84378.12
INTERMEC INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
174024.80
INTL PAPER CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
390324.35
INVACARE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
64351.04
ISHARES INC MSCI MEX
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
14049.03
ITT CORP NEW COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
190225.92
JACOBS ENGR GROUP INC DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
69263.80
JAGUAR MNG INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
65880.44
JANUS CAP GROUP INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
239277.50
JARDEN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
401198.60
JONES LANG LASALLE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
52243.75
KADANT INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
98607.60
KAPSTONE PAPER & PACKAGING CCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
159593.54
KEMET CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
10745.28
KEMPER CORP DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
35006.34
KIMCO RLTY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
552732.75
KOPPERS HOLDINGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
368283.74
KOSMOS ENERGY LTD SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
165148.02
KRISPY KREME DOUGHNUTS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
44186.16
LABORATORY CORP AMER HLDGS COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
331762.08
LANDAUER INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
385799.75
LEUCADIA NATL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
11691.94
LOUISIANA PAC CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
92293.41
M & T BK CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
20184.78
MACK CALI RLTY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
237291.10
MARINEMAX INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1087.80
MARKEL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2211.25
MARRIOTT INTL INC NEW CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
212038.92
MCGRAW HILL COS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
69400.20
MEDICIS PHARMACEUTICAL CORP CL A NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
542860.80
MERITAGE HOMES CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
52809.00
METHODE ELECTRS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
118343.19
MFA FINANCIAL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
405689.75
MGM RESORTS INTERNATIONAL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
85739.16
MID-AMER APT CMNTYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
646438.35
MOLSON COORS BREWING CO CL B
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
38502.72
MONTPELIER RE HOLDINGS LTD SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
148170.60
MOODYS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
143458.07
MOOG INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
472227.12
MUELLER INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
35277.32
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2849967.45
NATURAL GAS SERVICES GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
138726.00
NAVIGANT CONSULTING INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
530841.40
NAVISTAR INTL CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
294980.60
NEUSTAR INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
28836.16
NEXTERA ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
21556.36
NORANDA ALUM HLDG CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
19113.60
NORTHEAST UTILS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
35457.66
NRG ENERGY INC
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
208523.57
OFFICEMAX INC DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
260325.85
OGE ENERGY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
78265.44
OLD REP INTL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
204109.37
OMEGA PROTEIN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
16698.00
ORIENT-EXPRESS HOTELS LTD CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
17391.33
ORMAT TECHNOLOGIES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
225649.62
OXFORD INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49.24
PALL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
63974.19
PARAMOUNT GOLD & SILVER CORPCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
50014.30
PARKER DRILLING CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
43988.49
PENNYMAC MTG INVT TR COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
42152.22
PEP BOYS MANNY MOE & JACK COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
581285.52
PIPER JAFFRAY COS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
206504.78
PLANTRONICS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
23229.84
PROVIDENT NEW YORK BANCORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
265104.56
QUIKSILVER INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
31579.42
RADIAN GROUP INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
27625.00
RADIOSHACK CORP
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
25192.00
RAIT FINANCIAL TRUST COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
3223.44
REDWOOD TR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
10739.50
REGENCY CTRS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
46951.85
REINSURANCE GROUP AMER INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
117619.59
RENTECH INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
168603.68
REPUBLIC SVCS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
62960.31
ROBERT HALF INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
483454.34
ROCK-TENN CO CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
28685.60
ROLLINS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
234851.90
RUBY TUESDAY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
146025.40
SAFEWAY INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
490844.38
SAIC INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
445236.26
SARA LEE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
33816.05
SCORPIO TANKERS INC SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
11669.00
SCOTTS MIRACLE GRO CO CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
14639.13
SEACOR HOLDINGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
622190.52
SEMGROUP CORP CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
98876.61
SENSIENT TECHNOLOGIES CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
200332.08
SKILLED HEALTHCARE GROUP INCCL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
362566.48
SMITHFIELD FOODS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
11458.80
SMUCKER J M CO COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
168581.88
SOLARWINDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
323637.00
SOUTHERN COPPER CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
25805.70
SOUTHWEST AIRLS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
149894.25
SOUTHWEST GAS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
14196.00
SPARTECH CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
36051.96
SPECTRUM BRANDS HLDGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
5681.34
ST JOE CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
686719.00
STAGE STORES INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
227671.92
STANDARD MTR PRODS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2227.96
STIFEL FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
121461.60
STILLWATER MNG CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
231537.04
SUPERIOR ENERGY SVCS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
601428.40
SWS GROUP INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
113794.80
SYSCO CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
163462.50
TALBOTS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
164886.56
TAUBMAN CTRS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
193547.55
TE CONNECTIVITY LTD REG SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
573562.56
TEAVANA HLDGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
69979.90
TELEFLEX INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
112156.24
TELEPHONE & DATA SYS INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
657496.12
THOR INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
193859.28
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2849957.66
TORCHMARK CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
86103.86
TOWERS WATSON & CO CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
462707.00
TREDEGAR CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
10483.64
TRUEBLUE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
274090.74
TUPPERWARE BRANDS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
77346.09
UGI CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
20006.54
UNISOURCE ENERGY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
613512.42
UNITED RENTALS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
634551.46
UR ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
143471.52
VAIL RESORTS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
186060.24
VANTAGE DRILLING COMPANY ORD SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
17935.32
VARIAN MED SYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
105687.80
VECTREN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
155008.88
VERIFONE SYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
394581.12
VISTA GOLD CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
8261.37
VITAMIN SHOPPE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
196137.90
VONAGE HLDGS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
27780.72
WABASH NATL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
321529.40
WADDELL & REED FINL INC CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
285015.90
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2849955.57
WALTER INVT MGMT CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
15137.75
WARNACO GROUP INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
73790.64
WATTS WATER TECHNOLOGIES INCCL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
408106.11
WEINGARTEN RLTY INVS SH BEN I
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
174790.24
WESCO AIRCRAFT HLDGS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
8403.56
WILLBROS GROUP INC DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
566168.46
WINTHROP RLTY TR SH BEN I
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
11577.75
WISCONSIN ENERGY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
279730.55
WORLD FUEL SVCS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
354205.44
XYLEM INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
677004.90
ZALE CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
27671.81
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
57000000.00
57000000.00
0.0030
Repurchase agreement collateralized by common stock and ETFs.
Y
57000000.00
57000000.00
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LEF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
33000000.00
32997561.67
0.0017
N
32997030.00
32997030.00
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
2500000.00
2499709.73
0.0001
N
2499675.00
2499675.00
Govco, LLC
Govco, LLC 0.520000%
38362VE74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19998266.67
0.0010
N
19999200.00
19999200.00
Govco, LLC
Govco, LLC 0.300000%
38362VE74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2999850.00
0.0002
N
2999880.00
2999880.00
Govco, LLC
Govco, LLC 0.340000%
38362VEG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
35000000.00
34995041.67
0.0018
N
34996850.00
34996850.00
Govco, LLC
Govco, LLC 0.320000%
38362VEW9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49987111.11
0.0026
N
49991500.00
49991500.00
Govco, LLC
Govco, LLC 0.320000%
38362VEX7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
61000000.00
60983733.33
0.0032
N
60989020.00
60989020.00
Govco, LLC
Govco, LLC 0.520000%
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
45000000.00
44967500.00
0.0024
N
44982900.00
44982900.00
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
1000000.00
999125.00
0.0001
N
999620.00
999620.00
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
10000000.00
9991216.67
0.0005
N
9996100.00
9996100.00
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
15000000.00
14987433.33
0.0008
N
14992950.00
14992950.00
Govco, LLC
Govco, LLC 0.510000%
38362VGJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
65000000.00
64928175.00
0.0034
N
64953200.00
64953200.00
HSBC USA, Inc
HSBC USA, Inc 0.240000%
40427RE80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
6000000.00
5999720.00
0.0003
N
5999760.00
5999760.00
Indiana Health & Educational Facility Financing Auth
Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.240000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12545000.00
12545000.00
0.0007
N
12545000.00
12545000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0FE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
104000000.00
103977120.00
0.0054
N
103978160.00
103978160.00
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
38000000.00
37975764.44
0.0020
N
37973020.00
37973020.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.359800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-05-21
2013-05-21
N
N
N
47000000.00
47000000.00
0.0025
N
47037130.00
47037130.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.535700%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-07-18
2013-05-17
N
N
N
90000000.00
90000000.00
0.0047
N
90139230.00
90139230.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2E35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74999208.33
0.0039
N
74998500.00
74998500.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2E76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8999625.00
0.0005
N
8999640.00
8999640.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23000000.00
22998300.55
0.0012
N
22997930.00
22997930.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EG6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
48060000.00
48056195.25
0.0025
N
48055674.60
48055674.60
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
44430000.00
44425310.17
0.0023
N
44424668.40
44424668.40
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2F42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39000000.00
38993001.67
0.0020
N
38991420.00
38991420.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2F59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
44000000.00
43991872.22
0.0023
N
43989880.00
43989880.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2FB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999385.00
0.0002
N
2999160.00
2999160.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2FK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6032000.00
6030357.96
0.0003
N
6029768.16
6029768.16
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2FL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3998888.89
0.0002
N
3998480.00
3998480.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50032000.00
50014488.80
0.0026
N
50005483.04
50005483.04
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12071000.00
12066641.03
0.0006
N
12064360.95
12064360.95
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19992333.33
0.0010
N
19988000.00
19988000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2GB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
16000000.00
15993688.89
0.0008
N
15989920.00
15989920.00
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 0.230000%
56274LE75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
10000000.00
9999616.67
0.0005
N
9999600.00
9999600.00
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
20000000.00
19997827.78
0.0010
N
19998000.00
19998000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LEP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
23000000.00
22996907.78
0.0012
N
22997010.00
22997010.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LEQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
20000000.00
19997188.92
0.0010
N
19997200.00
19997200.00
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
10000000.00
9999583.33
0.0005
N
9999700.00
9999700.00
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
10000000.00
9999513.89
0.0005
N
9999700.00
9999700.00
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
14852000.00
14851071.75
0.0008
N
14851405.92
14851405.92
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X4F17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
13000000.00
12998208.89
0.0007
N
12998440.00
12998440.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4F74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13996690.56
0.0007
N
13997900.00
13997900.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
25536000.00
25529296.80
0.0013
N
25531148.16
25531148.16
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
31000000.00
30991320.00
0.0016
N
30993800.00
30993800.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
35031000.00
35020782.63
0.0018
N
35023643.49
35023643.49
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
13000000.00
12996132.50
0.0007
N
12997140.00
12997140.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999393.33
0.0001
N
1999560.00
1999560.00
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
19000000.00
18993904.17
0.0010
N
18995630.00
18995630.00
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
5000000.00
4998366.67
0.0003
N
4998800.00
4998800.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4G65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6997176.67
0.0004
N
6997970.00
6997970.00
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
11000000.00
10995160.00
0.0006
N
10996480.00
10996480.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.210000%
06399U000_0.2100_M120501_2M47
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-03-15
2.750000
Government Agency Debt
127178735.00
105029558.46
Freddie Mac
2041-04-15
0.791700
Government Agency Debt
107444912.00
77533018.28
Freddie Mac
2041-06-15
0.792000
Government Agency Debt
152101363.00
119155039.99
GNMA
2041-09-20
0.640000
Government Agency Debt
116023755.00
110282383.94
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
400000000.00
400000000.00
0.0209
N
400000000.00
400000000.00
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
32000000.00
32000000.00
0.0017
N
32000000.00
32000000.00
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
41000000.00
41000000.00
0.0021
N
40999590.00
40999590.00
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
114000000.00
114000000.00
0.0060
N
114000000.00
114000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GTU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
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
83000000.00
83000000.00
0.0043
N
82999170.00
82999170.00
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
55000000.00
55000000.00
0.0029
N
54999450.00
54999450.00
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
48000000.00
48000000.00
0.0025
N
47999520.00
47999520.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.210000%
55799C003_0.2100_M120501_2M47
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
20000000.00
5659417.61
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
50000000.00
7392631.75
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
13409380.00
6040661.44
Fannie Mae
2020-10-01
3.000000
Government Agency Debt
5000000.00
4915455.85
Fannie Mae
2021-03-01
4.500000
Government Agency Debt
21109229.00
7453719.11
Fannie Mae
2021-05-01
3.500000
Government Agency Debt
6100000.00
5088331.78
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
11205696.00
5652288.71
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
11268848.00
7406985.64
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
10514050.00
6051949.65
Fannie Mae
2025-08-01
3.500000
Government Agency Debt
10000000.00
7224985.17
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
1494848.00
1457037.92
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
6149105.00
4437636.19
Fannie Mae
2025-09-01
4.500000
Government Agency Debt
1343500.00
1272509.86
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
3291183.00
3193331.93
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
946000.00
805461.84
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
6930541.00
6354086.53
Fannie Mae
2026-09-01
5.500000
Government Agency Debt
10583134.00
5827160.41
Fannie Mae
2027-03-01
2.500000
Government Agency Debt
5700000.00
5824337.00
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
136204.00
135361.85
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
50000000.00
6892783.91
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
6083348.00
5766761.92
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
2998687.00
2623796.97
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
13000000.00
5206828.74
Fannie Mae
2035-04-01
5.500000
Government Agency Debt
9336109.00
6939716.87
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
762668.00
229978.65
Fannie Mae
2035-09-01
5.500000
Government Agency Debt
8000551.00
3753725.61
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
3580000.00
1264340.90
Fannie Mae
2036-02-01
5.000000
Government Agency Debt
4400000.00
1534026.29
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
24001928.00
5505050.41
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
25127619.00
6794005.81
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
676708.00
290344.98
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
18409328.00
6703770.51
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
29380454.00
5242508.62
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
17957075.00
5213193.43
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
1100000.00
1087362.78
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
3906033.00
1727454.51
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
13529068.00
5149705.61
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
3545756.00
1114356.41
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
14500000.00
5660154.87
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
12187401.00
6803333.35
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
3935000.00
2536855.95
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
2521804.00
836242.38
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
7000000.00
5538620.88
Fannie Mae
2040-02-01
5.000000
Government Agency Debt
234146.00
175157.35
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
4397462.00
3250885.27
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
662860.00
572658.80
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
5659687.00
5593230.66
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
5979728.00
5871302.50
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
5115411.00
5179739.83
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
5000000.00
5050604.43
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
386208.00
403813.24
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
358262.00
374693.01
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
129728.00
135183.10
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
7005008.00
7445107.67
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
149949.00
159103.94
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
3285550.00
3154840.28
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
7000000.00
6920686.20
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
3922494.00
3941944.21
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1143801.00
1128331.32
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
800967.00
820195.26
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
6290000.00
6076670.05
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
5849759.00
6067670.12
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
7000000.00
7378956.13
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
5100000.00
5092808.85
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
6500000.00
6706857.79
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
3869000.00
4086169.11
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
6499664.00
6872219.33
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
6410000.00
6623793.52
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
4585968.00
5009107.41
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
285000000.00
285000000.00
0.0149
N
285000000.00
285000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
970MPM003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
100000000.00
100000000.00
0.0052
N
100052000.00
100052000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.630000%
971DYK006
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
23000000.00
23000000.00
0.0012
N
23009660.00
23009660.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.270000%
65409RFK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
82019000.00
81988858.02
0.0043
N
81991113.54
81991113.54
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
85000000.00
85000000.00
0.0044
Security is a time deposit.
N
85000000.00
85000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TEN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
32000000.00
31995520.00
0.0017
N
31998080.00
31998080.00
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
10000000.00
9998733.33
0.0005
N
9999300.00
9999300.00
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
12000000.00
11992240.00
0.0006
N
11994960.00
11994960.00
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
50000000.00
49965333.34
0.0026
N
49976000.00
49976000.00
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
26096000.00
26076688.96
0.0014
N
26081647.20
26081647.20
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
11000000.00
10999587.50
0.0006
N
10999450.00
10999450.00
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
7000000.00
6999265.00
0.0004
N
6999020.00
6999020.00
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
11000000.00
10998441.67
0.0006
N
10997250.00
10997250.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.190000%
71838LF56
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
20000000.00
19996305.56
0.0010
N
19994800.00
19994800.00
PNC Bank NA
PNC Bank NA 0.225000%
69349JFM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
N
64000000.00
63979600.00
0.0033
N
63983360.00
63983360.00
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
70000000.00
70000000.00
0.0037
N
70008400.00
70008400.00
Rabobank Nederland
Rabobank Nederland 0.311300%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0052
N
100000000.00
100000000.00
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
188000000.00
188000000.00
0.0098
N
188000000.00
188000000.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.310000%
74977KH10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
Y
Rabobank Nederland
N/A
N/A
N
60000000.00
59952466.66
0.0031
N
59954400.00
59954400.00
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
67000000.00
66987493.34
0.0035
N
66989280.00
66989280.00
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
42000000.00
42000000.00
0.0022
N
41999580.00
41999580.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0F19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
27000000.00
26986050.00
0.0014
N
26993520.00
26993520.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0G26
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2000000.00
1997933.33
0.0001
N
1998880.00
1998880.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0K96
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-09
2012-10-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5075000.00
5063651.74
0.0003
N
5065915.75
5065915.75
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
1000000.00
996875.00
0.0001
N
996890.00
996890.00
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
1500000.00
1499737.50
0.0001
N
1499730.00
1499730.00
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
275000000.00
275000000.00
0.0144
Security is a time deposit.
N
275000000.00
275000000.00
Sanofi
Sanofi 0.180000%
8010M2EB4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
60000000.00
59997000.00
0.0031
N
59998800.00
59998800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LG55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
31000000.00
30983208.34
0.0016
N
30983880.00
30983880.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LGB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49970416.66
0.0026
N
49970500.00
49970500.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.500000%
83050TG96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
13000000.00
12987541.66
0.0007
N
12990380.00
12990380.00
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
62000000.00
62000000.00
0.0032
N
61989460.00
61989460.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E2EA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
33000000.00
32998350.00
0.0017
N
32998350.00
32998350.00
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
148000000.00
148000000.00
0.0077
N
147997040.00
147997040.00
State Street Corp
State Street Corp 0.230000%
85747JFD4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
96000000.00
95973626.67
0.0050
N
95979840.00
95979840.00
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
1000000.00
999700.00
0.0001
N
999780.00
999780.00
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
16000000.00
15995040.00
0.0008
N
15996320.00
15996320.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257EHW1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75268000.00
75248095.80
0.0039
N
75252946.40
75252946.40
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30000000.00
29989650.00
0.0016
N
29991600.00
29991600.00
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
28000000.00
27990200.00
0.0015
N
27992160.00
27992160.00
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
15000000.00
14999550.00
0.0008
N
14999700.00
14999700.00
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
25000000.00
24997375.00
0.0013
N
24998500.00
24998500.00
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
100000000.00
99989000.00
0.0052
N
99994000.00
99994000.00
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
82000000.00
81967610.00
0.0043
N
81971300.00
81971300.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR70
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34997725.00
0.0018
N
34998950.00
34998950.00
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
41000000.00
40992210.00
0.0021
N
40994670.00
40994670.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GV26
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
13000000.00
12996425.00
0.0007
N
12997400.00
12997400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257GV67
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
36120000.00
36110277.70
0.0019
N
36112414.80
36112414.80
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
0.0018
N
34999300.00
34999300.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JP43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
13996920.00
0.0007
N
13997900.00
13997900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JQ75
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19993700.00
0.0010
N
19995200.00
19995200.00
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
15000000.00
14997900.00
0.0008
N
14998650.00
14998650.00
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
97000000.00
96982055.00
0.0051
N
96988360.00
96988360.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257KZ80
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
75000000.00
74989500.00
0.0039
N
74993250.00
74993250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YCN2
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
20024000.00
20021096.52
0.0010
N
20022197.84
20022197.84
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YCU6
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
45000000.00
44991675.00
0.0024
N
44994600.00
44994600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YDR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25085000.00
25076721.95
0.0013
N
25078477.90
25078477.90
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
68000000.00
68000000.00
0.0036
N
68019040.00
68019040.00
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
28000000.00
28000000.00
0.0015
N
27999440.00
27999440.00
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
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
18000000.00
18000000.00
0.0009
N
18000000.00
18000000.00
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
78000000.00
78000000.00
0.0041
N
77999220.00
77999220.00
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
16000000.00
16000000.00
0.0008
N
15999840.00
15999840.00
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
3000000.00
3000000.00
0.0002
N
2999970.00
2999970.00
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
178000000.00
178000000.00
0.0093
N
177992880.00
177992880.00
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
83000000.00
83000000.00
0.0043
N
82995850.00
82995850.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.240000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0002
N
2885000.00
2885000.00
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
38000000.00
38000000.00
0.0020
N
38000000.00
38000000.00
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
74245000.00
74245000.00
0.0039
N
74245000.00
74245000.00
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
26790000.00
26790000.00
0.0014
N
26790000.00
26790000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0004
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.280000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Texas
N/A
N/A
N
N
1070000.00
1070000.00
0.0001
N
1070000.00
1070000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.260000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12930000.00
12930000.00
0.0007
N
12930000.00
12930000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LE94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
26000000.00
25997977.78
0.0014
N
25998700.00
25998700.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
30000000.00
29997375.00
0.0016
N
29998500.00
29998500.00
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
80000000.00
79989888.88
0.0042
N
79993600.00
79993600.00
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
19000000.00
18997413.89
0.0010
N
18998290.00
18998290.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
40386000.00
40380110.37
0.0021
N
40382365.26
40382365.26
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TEM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
9000000.00
8998750.00
0.0005
N
8998920.00
8998920.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TEM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8700000.00
8699033.33
0.0005
N
8698956.00
8698956.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TF40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9998205.55
0.0005
N
9997800.00
9997800.00
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
11073000.00
11069155.21
0.0006
N
11069124.45
11069124.45
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TFT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10018000.00
10014986.25
0.0005
N
10013792.44
10013792.44
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
11000000.00
10995587.77
0.0006
N
10993840.00
10993840.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TGQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19988800.00
0.0010
N
19987800.00
19987800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TGS6
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
50000000.00
49971333.34
0.0026
N
49968500.00
49968500.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602THD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
85000000.00
84941066.66
0.0044
N
84935400.00
84935400.00
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
100000000.00
100000000.00
0.0052
N
100001000.00
100001000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112XGJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
10000000.00
10001031.94
0.0005
N
10001200.00
10001200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112XJV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
202000000.00
202000000.00
0.0106
N
202004040.00
202004040.00
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
56000000.00
56000000.00
0.0029
N
56001120.00
56001120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
286000000.00
286000000.00
0.0150
N
286005720.00
286005720.00
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
20000000.00
20000000.00
0.0010
N
20000000.00
20000000.00
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
5000000.00
5000000.00
0.0003
N
5000150.00
5000150.00
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
43000000.00
43000000.00
0.0023
N
43000000.00
43000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.160000%
89112XUR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
N
137000000.00
137000000.00
0.0072
N
137002740.00
137002740.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.550000%
89233GEE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
80000000.00
79984111.11
0.0042
N
79996000.00
79996000.00
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
43000000.00
42984233.33
0.0022
N
42996130.00
42996130.00
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
190000000.00
189598888.90
0.0099
N
189647189.00
189647189.00
UBS Securities LLC
UBS Securities LLC 0.210000%
99EPPA003_0.2100_M120501_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
236330239.00
91639374.46
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
24934597.00
25660625.86
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
115000000.00
115000000.00
0.0060
N
115000000.00
115000000.00
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
37000000.00
37000000.00
0.0019
N
37010360.00
37010360.00
Union Bank, NA
Union Bank, NA 0.430000%
90527MD45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
14000000.00
14000000.00
0.0007
N
14001820.00
14001820.00
Union Bank, NA
Union Bank, NA 0.420000%
90527MD94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
24000000.00
24000000.00
0.0013
N
24002880.00
24002880.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
2000000.00
2000000.00
0.0001
N
1999220.00
1999220.00
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
20500000.00
20499202.78
0.0011
N
20498565.00
20498565.00
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
18000000.00
17999320.00
0.0009
N
17998920.00
17998920.00
Univ of California
CP Series B 0.170000%
91411SEF3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
19000000.00
18998743.89
0.0010
N
18998100.00
18998100.00
Univ of California
CP Series B 0.160000%
91411SFD7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
9500000.00
9498184.45
0.0005
N
9497435.00
9497435.00
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
77650000.00
77613331.94
0.0041
N
77591762.50
77591762.50
Vermont Economic Development Auth
Economic Development Capitalization Program Taxable CP Notes Series A 0.150000%
92415UAN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0010
N
19999600.00
19999600.00
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
4000000.00
3999936.67
0.0002
N
3999920.00
3999920.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KEE8
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 Tokyo Mitsubishi UFJ Ltd
N/A
N/A
70000000.00
69995197.22
0.0037
N
69994400.00
69994400.00
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
7000000.00
6999105.55
0.0004
N
6999020.00
6999020.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KEV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
25000000.00
24996305.56
0.0013
N
24995750.00
24995750.00
Westpac Banking Corp
Westpac Banking Corp 0.615900%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-07-30
2013-05-28
N
N
N
100000000.00
100000000.00
0.0052
N
100007600.00
100007600.00
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
158000000.00
158000000.00
0.0083
N
158000000.00
158000000.00
Westpac Banking Corp
Westpac Banking Corp 0.540000%
9612C0H10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
20000000.00
19972400.00
0.0010
N
19984000.00
19984000.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.230000%
96122GGB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
48000000.00
47978226.67
0.0025
N
47973120.00
47973120.00
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
147661.54
147661.54
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
123016.83
123016.83
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
491936.09
491936.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
409831.95
409831.95
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
1082233.85
1082233.85
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
901609.02
901609.02
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
529017.61
529017.61
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
440724.57
440724.57
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
123002.19
123002.19
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
102473.12
102473.12
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
40000000.00
39994133.33
0.0021
N
39996000.00
39996000.00
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
34000000.00
33993766.67
0.0018
N
33995580.00
33995580.00
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
2000000.00
1999517.78
0.0001
N
1999620.00
1999620.00