0001145549-14-002871.txt : 20140325
0001145549-14-002871.hdr.sgml : 20140325
20140325142008
ACCESSION NUMBER: 0001145549-14-002871
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120131
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: 14715579
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
2012-01-31
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
35
47
19749614658.34
3753579.48
9779227.24
19743589010.58
0.0024
1.0001
2012-01-31
1.0001
2012-01-31
C000012379
1.00
5666582052.44
1.00
-368385525.56
1405331474.43
1773716999.99
0.0001
1.0001
2012-01-31
1.0001
2012-01-31
C000012380
1.00
14077006958.14
1.00
-649501889.92
4639758016.44
5289259906.36
0.0001
1.0001
2012-01-31
1.0001
2012-01-31
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086LB21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
40000000.00
39999722.22
0.0020
N
39999600.00
39999600.00
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086LB70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
9000000.00
8999625.00
0.0005
N
8999730.00
8999730.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086LBG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
130000000.00
129987000.00
0.0066
N
129989600.00
129989600.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LBM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1999744.45
0.0001
N
1999800.00
1999800.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221LB82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
19000000.00
18998965.56
0.0010
N
18999240.00
18999240.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221LB90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
27000000.00
26998320.00
0.0014
N
26998650.00
26998650.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221LBD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15998506.67
0.0008
N
15998880.00
15998880.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.230000%
03221LBN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
23900000.00
23896793.42
0.0012
N
23897132.00
23897132.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221LBN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7998973.33
0.0004
N
7999040.00
7999040.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.180000%
03221LBQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
28000000.00
27996780.00
0.0014
N
27996360.00
27996360.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.200000%
03221LBU3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15997600.00
0.0008
N
15997600.00
15997600.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
87000000.00
86999275.00
0.0044
N
86999130.00
86999130.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AB36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999966.67
0.0001
N
1999960.00
1999960.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.440000%
04014AB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
55000000.00
54996638.88
0.0028
N
54998350.00
54998350.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.280000%
04014AB93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
53000000.00
52996702.22
0.0027
N
52997350.00
52997350.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.260000%
04014ABM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
15000000.00
14997833.33
0.0008
N
14998350.00
14998350.00
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
0.0036
N
71014200.00
71014200.00
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
0.0022
N
43009460.00
43009460.00
Bank of America, NA
Bank of America, NA 0.911200%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-04-23
2012-08-22
N
N
N
147000000.00
147000000.00
0.0074
N
147049980.00
147049980.00
Bank of America, NA
Bank of America, NA 0.260000%
0605C05L2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
165000000.00
165000000.00
0.0084
N
165000000.00
165000000.00
Bank of America, NA
Bank of America, NA 0.260000%
0605C05N8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Bank of America, NA
Bank of America, NA 0.240000%
0605C05P3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
50000000.00
50000000.00
0.0025
N
49999500.00
49999500.00
Bank of Montreal
Bank of Montreal 0.080000%
06366WF25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
15000000.00
15000000.00
0.0008
N
14999700.00
14999700.00
Bank of Montreal
Bank of Montreal 0.070000%
06366WG57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
38000000.00
38000000.00
0.0019
N
38000000.00
38000000.00
Bank of Montreal
Bank of Montreal 0.110000%
06366WK86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
168000000.00
168000000.00
0.0085
N
167998320.00
167998320.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WWH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
42000000.00
42000000.00
0.0021
N
42003360.00
42003360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417ENK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
21000000.00
21000000.00
0.0011
N
21001050.00
21001050.00
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
33023760.00
33023760.00
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
0.0062
N
123100860.00
123100860.00
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
5004400.00
5004400.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417EVW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
65000000.00
65000000.00
0.0033
N
65006500.00
65006500.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EWZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
59000000.00
59000000.00
0.0030
N
59002360.00
59002360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.355300%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-07-26
N
N
N
113000000.00
113000000.00
0.0057
N
113016950.00
113016950.00
Bank of the West
Bank of the West 0.255000%
0642G0XD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
59000000.00
59000000.00
0.0030
N
59000000.00
59000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000%
06538EBY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
33000000.00
33000000.00
0.0017
N
33000000.00
33000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.210000%
06538EDR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
60000000.00
60000000.00
0.0030
N
59998800.00
59998800.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000%
06538EFN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
91000000.00
91000000.00
0.0046
N
90996360.00
90996360.00
Barclays Bank Plc
Barclays Bank Plc 0.180000%
06740M4F7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
N
80000000.00
80000000.00
0.0041
N
80000000.00
80000000.00
Barclays Bank Plc
Barclays Bank Plc 0.180000%
06740M4P5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
65000000.00
65000000.00
0.0033
N
64991550.00
64991550.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
80000000.00
80000000.00
0.0041
N
80004000.00
80004000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
00799J004_0.1900_M120201_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2012-07-19
0.00
Treasury Debt
150371000.00
150313859.02
United States Treasury Department
2012-07-31
0.625000
Treasury Debt
92143700.00
92385116.49
United States Treasury Department
2013-10-31
2.750000
Treasury Debt
113584400.00
119401119.53
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
355000000.00
355000000.00
0.0180
N
355000000.00
355000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M120207_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-09-01
2.343000
Government Agency Debt
22000000.00
3320110.62
Fannie Mae
2033-09-01
2.403000
Government Agency Debt
20030252.00
3237204.59
Fannie Mae
2034-01-01
2.540000
Government Agency Debt
50000000.00
3902885.88
Fannie Mae
2034-03-01
2.480000
Government Agency Debt
33830314.00
3562982.09
Fannie Mae
2034-07-01
2.170000
Government Agency Debt
45787072.00
3972567.33
Fannie Mae
2034-07-01
2.366000
Government Agency Debt
13680000.00
4192091.95
Fannie Mae
2034-07-01
2.482000
Government Agency Debt
19197609.00
4161558.43
Fannie Mae
2034-07-01
2.526000
Government Agency Debt
93447220.00
4277311.41
Fannie Mae
2034-08-01
2.436000
Government Agency Debt
234664.00
107390.47
Fannie Mae
2034-12-01
2.309000
Government Agency Debt
27490937.00
3315938.42
Fannie Mae
2035-01-01
2.360000
Government Agency Debt
23834582.00
3537989.18
Fannie Mae
2035-01-01
2.400000
Government Agency Debt
32195000.00
3327275.42
Fannie Mae
2035-03-01
2.423000
Government Agency Debt
21493663.00
3615137.27
Fannie Mae
2035-10-01
2.161000
Government Agency Debt
17800000.00
3856389.68
Fannie Mae
2036-02-01
2.647000
Government Agency Debt
14001361.00
3236315.25
Fannie Mae
2036-10-01
6.164000
Government Agency Debt
15098384.00
3364235.74
Fannie Mae
2036-11-01
2.662000
Government Agency Debt
23415028.00
4057536.78
Fannie Mae
2037-04-01
5.514000
Government Agency Debt
16950000.00
3179220.52
Fannie Mae
2037-05-01
5.859000
Government Agency Debt
18457479.00
3429823.55
Fannie Mae
2037-09-01
5.809000
Government Agency Debt
12494779.00
3574328.61
Fannie Mae
2037-09-01
5.988000
Government Agency Debt
2157613.00
475031.40
Fannie Mae
2037-11-01
5.866000
Government Agency Debt
17179506.00
3725706.26
Fannie Mae
2037-11-01
6.161000
Government Agency Debt
16276233.00
3238973.14
Fannie Mae
2037-12-01
5.714000
Government Agency Debt
10070181.00
3641283.92
Fannie Mae
2038-01-01
5.256000
Government Agency Debt
11000000.00
3334883.35
Fannie Mae
2038-02-01
5.490000
Government Agency Debt
15600000.00
3648543.65
Fannie Mae
2038-05-01
4.855000
Government Agency Debt
731984.00
272931.08
Fannie Mae
2038-08-01
5.756000
Government Agency Debt
10006464.00
3130964.86
Fannie Mae
2040-03-01
4.408000
Government Agency Debt
4602559.00
3126469.93
Fannie Mae
2041-06-01
2.420000
Government Agency Debt
4500000.00
4252530.03
Fannie Mae
2041-06-01
3.137000
Government Agency Debt
4500000.00
3932387.85
Fannie Mae
2041-06-01
3.549000
Government Agency Debt
15972815.00
14894266.68
Fannie Mae
2041-06-01
3.865000
Government Agency Debt
3813693.00
3478344.00
Fannie Mae
2041-08-01
2.835000
Government Agency Debt
3682050.00
3733566.23
Fannie Mae
2041-09-01
3.487000
Government Agency Debt
4222399.00
4104867.76
Fannie Mae
2041-11-01
2.951000
Government Agency Debt
3300000.00
3378075.55
Fannie Mae
2042-02-01
2.554000
Government Agency Debt
3471040.00
3602881.67
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
130000000.00
130000000.00
0.0066
N
129994800.00
129994800.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M120207_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
5314000.00
5645566.14
Fannie Mae
2021-05-15
9.426000
Government Agency Debt
4482577.00
784328.05
Fannie Mae
2022-05-25
4.250000
Government Agency Debt
60000000.00
3777081.11
Fannie Mae
2022-09-25
4.500000
Government Agency Debt
11300000.00
3188133.24
Fannie Mae
2023-12-25
3.500000
Government Agency Debt
6545000.00
4906038.89
Fannie Mae
2024-02-01
5.569000
Government Agency Debt
4500000.00
4968093.23
Fannie Mae
2025-08-25
3.500000
Government Agency Debt
5000000.00
3649465.45
Fannie Mae
2027-07-15
10.018000
Government Agency Debt
4502365.00
246312.35
Fannie Mae
2028-01-01
2.521000
Government Agency Debt
866063.00
8121.57
Fannie Mae
2031-10-25
0.794000
Government Agency Debt
21580000.00
3488351.82
Fannie Mae
2032-02-25
5.000000
Government Agency Debt
4500000.00
4704289.50
Fannie Mae
2033-07-25
6.252000
Government Agency Debt
75800000.00
4154715.87
Fannie Mae
2033-11-01
2.486000
Government Agency Debt
4200802.00
218683.83
Fannie Mae
2034-04-01
2.538000
Government Agency Debt
23795654.00
4022572.73
Fannie Mae
2034-08-01
2.436000
Government Agency Debt
647162.00
296164.00
Fannie Mae
2035-02-01
4.740000
Government Agency Debt
23655248.00
5111854.33
Fannie Mae
2035-04-01
2.115000
Government Agency Debt
14265927.00
4986456.76
Fannie Mae
2035-09-01
2.479000
Government Agency Debt
1100000.00
317747.12
Fannie Mae
2035-09-01
2.528000
Government Agency Debt
240000.00
96798.97
Fannie Mae
2035-10-01
2.069000
Government Agency Debt
18399121.00
2987774.28
Fannie Mae
2035-10-01
2.111000
Government Agency Debt
50000000.00
7192546.69
Fannie Mae
2035-10-01
2.163000
Government Agency Debt
50013319.00
7352998.80
Fannie Mae
2035-11-01
2.542000
Government Agency Debt
1100000.00
401792.87
Fannie Mae
2036-05-01
2.473000
Government Agency Debt
1675523.00
1764140.15
Fannie Mae
2036-06-01
2.075000
Government Agency Debt
11200000.00
3712319.58
Fannie Mae
2036-07-01
2.523000
Government Agency Debt
4690000.00
1347667.79
Fannie Mae
2036-07-01
5.992000
Government Agency Debt
14000000.00
4626152.38
Fannie Mae
2036-09-01
2.590000
Government Agency Debt
3100000.00
913138.59
Fannie Mae
2036-10-01
2.498000
Government Agency Debt
12360953.00
2598302.83
Fannie Mae
2036-10-01
2.533000
Government Agency Debt
7462597.00
2004948.26
Fannie Mae
2036-10-25
6.000000
Government Agency Debt
25000000.00
4493854.59
Fannie Mae
2036-11-01
4.274000
Government Agency Debt
10884651.00
2114527.93
Fannie Mae
2036-11-01
5.907000
Government Agency Debt
25004556.00
5513481.19
Fannie Mae
2037-01-01
2.573000
Government Agency Debt
29845210.00
7191331.06
Fannie Mae
2037-01-01
3.402000
Government Agency Debt
470000.00
107431.07
Fannie Mae
2037-01-01
5.668000
Government Agency Debt
20605023.00
5659356.51
Fannie Mae
2037-02-01
6.024000
Government Agency Debt
2000000.00
387517.45
Fannie Mae
2037-03-25
4.500000
Government Agency Debt
15000000.00
4680911.93
Fannie Mae
2037-04-01
2.981000
Government Agency Debt
2597169.00
1077708.56
Fannie Mae
2037-04-01
5.652000
Government Agency Debt
20000000.00
5128839.07
Fannie Mae
2037-08-01
6.109000
Government Agency Debt
15271324.00
4478321.95
Fannie Mae
2037-09-01
5.675000
Government Agency Debt
14487595.00
4075902.94
Fannie Mae
2037-09-01
5.988000
Government Agency Debt
17917773.00
3944870.90
Fannie Mae
2037-11-25
0.864000
Government Agency Debt
13300000.00
3389811.08
Fannie Mae
2038-01-01
5.830000
Government Agency Debt
20041172.00
4892324.86
Fannie Mae
2038-01-01
6.121000
Government Agency Debt
14559302.00
4747538.05
Fannie Mae
2038-02-01
2.915000
Government Agency Debt
13080400.00
5357639.63
Fannie Mae
2038-03-25
1.014000
Government Agency Debt
10000000.00
4488486.24
Fannie Mae
2038-05-01
4.685000
Government Agency Debt
15384956.00
3901978.54
Fannie Mae
2038-08-01
4.996000
Government Agency Debt
4939951.00
5210407.67
Fannie Mae
2039-12-01
4.355000
Government Agency Debt
6413945.00
4830205.86
Fannie Mae
2040-03-01
3.632000
Government Agency Debt
535485.00
291689.31
Fannie Mae
2040-03-01
4.038000
Government Agency Debt
9916749.00
7490726.48
Fannie Mae
2040-10-01
3.159000
Government Agency Debt
8175000.00
4899515.02
Fannie Mae
2040-11-01
2.954000
Government Agency Debt
2758472.00
2110877.45
Fannie Mae
2040-12-01
3.258000
Government Agency Debt
694004.00
441599.69
Fannie Mae
2041-02-01
3.103000
Government Agency Debt
16627545.00
12689373.71
Fannie Mae
2041-11-01
2.872000
Government Agency Debt
741996.00
745613.89
Fannie Mae
2041-11-01
2.876000
Government Agency Debt
1222755.00
1271811.10
Fannie Mae
2041-11-01
3.176000
Government Agency Debt
11257058.00
11318732.83
Fannie Mae
2041-12-01
2.847000
Government Agency Debt
150000.00
153989.60
Fannie Mae
2042-01-01
3.372000
Government Agency Debt
1340204.00
1410712.13
Fannie Mae
2042-02-01
3.045900
Government Agency Debt
342352.00
357570.66
Fannie Mae
2042-02-01
3.097900
Government Agency Debt
7045681.00
7366954.07
Fannie Mae
2044-04-01
1.408000
Government Agency Debt
54152574.00
5487721.65
Fannie Mae
2048-04-25
5.000000
Government Agency Debt
10000000.00
10659246.67
Freddie Mac
2016-12-15
2.120000
Government Agency Debt
250000.00
675.65
Freddie Mac
2018-12-15
4.000000
Government Agency Debt
12304.00
1519.08
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
100000000.00
4214083.25
Freddie Mac
2022-08-15
4.250000
Government Agency Debt
86500000.00
4266671.75
Freddie Mac
2022-09-15
4.000000
Government Agency Debt
9567869.00
4552403.26
Freddie Mac
2024-04-15
5.000000
Government Agency Debt
4000000.00
4112982.67
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
4650000.00
4341519.98
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
34220000.00
3277179.95
Freddie Mac
2034-06-15
5.000000
Government Agency Debt
43530025.00
47444360.93
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
17033718.00
3907881.12
Freddie Mac
2036-03-15
0.648000
Government Agency Debt
8200000.00
3347105.15
Freddie Mac
2036-06-15
4.000000
Government Agency Debt
3992203.00
4259657.98
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
37840000.00
4417024.79
Freddie Mac
2037-08-15
4.000000
Government Agency Debt
3500000.00
3216573.63
Freddie Mac
2037-10-15
0.868300
Government Agency Debt
10000000.00
3845915.68
Freddie Mac
2037-11-15
4.000000
Government Agency Debt
4000000.00
4154171.55
Freddie Mac
2038-02-15
1.008300
Government Agency Debt
10000000.00
3857445.82
Freddie Mac
2039-11-15
4.500000
Government Agency Debt
5612473.00
1813224.76
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
1000000.00
1052548.51
GNMA
2023-03-16
3.000000
Government Agency Debt
1337222.00
877164.92
GNMA
2032-03-16
5.000000
Government Agency Debt
10000000.00
3862554.41
GNMA
2033-10-20
0.680900
Government Agency Debt
54500000.00
4146901.60
GNMA
2034-04-16
0.583000
Government Agency Debt
38373901.00
4992339.65
GNMA
2035-12-16
4.500000
Government Agency Debt
5750000.00
3964291.49
GNMA
2040-02-16
3.853000
Government Agency Debt
5000000.00
4275912.99
GNMA
2040-04-20
0.780900
Government Agency Debt
6698807.00
5194508.20
GNMA
2040-04-20
1.120900
Government Agency Debt
21451903.00
16721274.04
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
375000000.00
375000000.00
0.0190
N
375000000.00
375000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.220000%
06737HB32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Barclays Bank Plc
N/A
N/A
N
2000000.00
1999975.56
0.0001
N
1999980.00
1999980.00
Barclays US Funding Corp
Barclays US Funding Corp 0.220000%
06737HB81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
Y
Barclays Bank Plc
N/A
N/A
N
31000000.00
30998673.89
0.0016
N
30999070.00
30999070.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.190000%
0554M2BG1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
BHP Billiton Ltd
N/A
N/A
N
56000000.00
55995566.67
0.0028
N
55994960.00
55994960.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
24000000.00
24000000.00
0.0012
N
24001440.00
24001440.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
13000000.00
13000000.00
0.0007
N
13001430.00
13001430.00
BNP Paribas
BNP Paribas 0.560000%
05572NDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
21000000.00
21000000.00
0.0011
N
21001260.00
21001260.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.240000%
987WVU007_0.2400_M120201_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
44017451.00
41562682.50
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
61475381.00
62596877.71
Freddie Mac
2039-01-01
5.500000
Government Agency Debt
190775641.00
62261687.24
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
66458504.00
59792800.20
Freddie Mac
2040-08-15
4.500000
Government Agency Debt
60707602.00
60377741.12
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
40781769.00
41745472.39
GNMA
2040-02-15
6.000000
Government Agency Debt
100000000.00
65089284.28
GNMA
2041-03-20
4.500000
Government Agency Debt
61370684.00
61387681.64
GNMA
2042-01-15
3.500000
Government Agency Debt
56999141.00
60185772.98
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
500000000.00
500000000.00
0.0253
N
500000000.00
500000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.240000%
0556X0DK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
Y
Bank of New Zealand
N/A
N/A
N
5000000.00
4997400.00
0.0003
N
4995250.00
4995250.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
25000000.00
25000000.00
0.0013
N
25000250.00
25000250.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
9000000.00
9000000.00
0.0005
N
9000090.00
9000090.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.300000%
10513DFD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
38000000.00
38000000.00
0.0019
N
37995060.00
37995060.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.310000%
10513DGA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
50000000.00
50000000.00
0.0025
N
49976000.00
49976000.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.250000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
22000000.00
0.0011
N
22000000.00
22000000.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
78000000.00
77998310.00
0.0040
N
77999220.00
77999220.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21998533.33
0.0011
N
21999560.00
21999560.00
CAFCO, LLC
CAFCO, LLC 0.430000%
12476EC64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21991065.55
0.0011
N
21997580.00
21997580.00
CAFCO, LLC
CAFCO, LLC 0.270000%
12476ED55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
11000000.00
10994720.00
0.0006
N
10997360.00
10997360.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EDA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3996090.00
0.0002
N
3998920.00
3998920.00
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
30924024.17
0.0016
N
30968070.00
30968070.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.368900%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-07-23
N
N
N
92000000.00
92000000.00
0.0047
N
92010120.00
92010120.00
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
0.0092
N
181014480.00
181014480.00
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
20001200.00
20001200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
1373X2BA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
49000000.00
48996570.00
0.0025
N
48997550.00
48997550.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
1373X2BH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
91000000.00
90989888.88
0.0046
N
90991810.00
90991810.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
1373X2BM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
11000000.00
10998411.11
0.0006
N
10998790.00
10998790.00
Chariot Funding, LLC
Chariot Funding, LLC 0.150000%
15963TB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7300000.00
7299939.17
0.0004
N
7299927.00
7299927.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23000000.00
22999118.33
0.0012
N
22999540.00
22999540.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10999596.67
0.0006
N
10999780.00
10999780.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999358.33
0.0008
N
14999700.00
14999700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TBM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1999755.56
0.0001
N
1999900.00
1999900.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963TCF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10003000.00
10001088.32
0.0005
N
10001799.64
10001799.64
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
56961999.98
0.0029
N
56976630.00
56976630.00
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
2997979.17
0.0002
N
2998740.00
2998740.00
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
84942152.78
0.0043
N
84963450.00
84963450.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
56000000.00
56000000.00
0.0028
N
55967520.00
55967520.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
20000000.00
20000000.00
0.0010
N
19988400.00
19988400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
27000000.00
27000000.00
0.0014
N
26977320.00
26977320.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
100000000.00
0.0051
N
100000000.00
100000000.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BBM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999111.11
0.0002
N
3999760.00
3999760.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7992444.44
0.0004
N
7997920.00
7997920.00
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
18969520.83
0.0010
N
18991070.00
18991070.00
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
13968266.67
0.0007
N
13987400.00
13987400.00
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
0.0027
N
54031860.00
54031860.00
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
5003000.00
5003000.00
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
2001560.00
2001560.00
Citibank, NA
Citibank, NA 0.350000%
1730D2T51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
134000000.00
134000000.00
0.0068
N
134025460.00
134025460.00
Cleveland
Airport System Taxable Revenue Bonds Series 2008F 0.110000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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 0.491100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-05-18
N
N
N
135000000.00
135000000.00
0.0068
N
135004050.00
135004050.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.612300%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-22
2012-06-22
N
N
N
123000000.00
122961122.19
0.0062
N
122954490.00
122954490.00
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
24940937.50
0.0013
N
24945250.00
24945250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
971MDH006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
186000000.00
186000000.00
0.0094
N
186087420.00
186087420.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
971ULL000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
49000000.00
49000000.00
0.0025
N
49014210.00
49014210.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
188000000.00
188000000.00
0.0095
N
188000000.00
188000000.00
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
72875332.22
0.0037
N
72884660.00
72884660.00
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
3990933.33
0.0002
N
3987680.00
3987680.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M120201_2M47
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2041-05-15
4.375000
Treasury Debt
27665000.00
35706241.47
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
35000000.00
35000000.00
0.0018
N
35000000.00
35000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M120201_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-08-15
5.000000
Government Agency Debt
6000000.00
961175.32
Freddie Mac
2029-01-15
6.000000
Government Agency Debt
6491746.00
526890.62
Freddie Mac
2030-02-15
6.000000
Government Agency Debt
7500399.00
6770440.35
Freddie Mac
2031-05-20
5.500000
Government Agency Debt
7711365.00
769871.20
Freddie Mac
2031-09-15
6.000000
Government Agency Debt
8510000.00
636903.70
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
8113397.00
2326293.80
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
5685385.00
1451603.24
Freddie Mac
2033-10-15
5.000000
Government Agency Debt
7712248.00
2111355.51
Freddie Mac
2033-10-15
6.000000
Government Agency Debt
6439301.00
2289807.18
Freddie Mac
2034-01-15
6.000000
Government Agency Debt
5912162.00
714508.81
Freddie Mac
2035-07-20
6.000000
Government Agency Debt
5268000.00
1443452.04
Freddie Mac
2035-09-20
5.000000
Government Agency Debt
7500000.00
4448882.64
Freddie Mac
2036-05-15
6.000000
Government Agency Debt
8278577.00
2087895.67
Freddie Mac
2036-08-15
6.000000
Government Agency Debt
5762067.00
1017506.04
Freddie Mac
2036-10-15
6.000000
Government Agency Debt
6782006.00
1411335.69
Freddie Mac
2037-01-15
3.430000
Government Agency Debt
7947000.00
8390144.82
Freddie Mac
2037-04-20
5.000000
Government Agency Debt
8087766.00
3251027.96
Freddie Mac
2037-07-15
3.630000
Government Agency Debt
7404400.00
7885783.52
Freddie Mac
2037-08-15
6.000000
Government Agency Debt
7240000.00
5457485.93
Freddie Mac
2038-01-15
3.120000
Government Agency Debt
5734300.00
5948842.84
Freddie Mac
2038-05-15
6.500000
Government Agency Debt
6028046.00
1577304.68
Freddie Mac
2038-09-15
6.500000
Government Agency Debt
6743533.00
1384136.84
Freddie Mac
2038-09-20
6.000000
Government Agency Debt
6000000.00
632428.45
Freddie Mac
2039-04-15
5.000000
Government Agency Debt
5799960.00
4878028.52
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
6248400.00
5533123.65
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
7800000.00
7466612.76
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
6700000.00
6242990.57
Freddie Mac
2039-09-20
5.500000
Government Agency Debt
8127371.00
2427647.21
Freddie Mac
2039-10-20
4.500000
Government Agency Debt
6200000.00
4783003.57
Freddie Mac
2040-02-20
5.000000
Government Agency Debt
8553878.00
5180762.84
Freddie Mac
2040-05-15
5.050000
Government Agency Debt
7795829.00
7598001.41
Freddie Mac
2040-05-20
5.500000
Government Agency Debt
6258492.00
3431143.38
Freddie Mac
2040-06-15
3.550000
Government Agency Debt
6857052.00
7237167.38
Freddie Mac
2040-06-20
5.000000
Government Agency Debt
6109387.00
5116535.72
Freddie Mac
2040-07-15
4.500000
Government Agency Debt
6321543.00
6527793.64
Freddie Mac
2040-08-15
4.000000
Government Agency Debt
7466534.00
7881338.97
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
7408505.00
7792364.57
Freddie Mac
2040-10-20
5.000000
Government Agency Debt
7599880.00
7135693.53
Freddie Mac
2040-11-15
4.500000
Government Agency Debt
8000000.00
8497612.00
Freddie Mac
2041-01-20
4.500000
Government Agency Debt
5759093.00
5703992.88
Freddie Mac
2041-03-15
4.500000
Government Agency Debt
7992074.00
8236534.85
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
8479419.00
9020974.83
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
8388112.00
9009459.26
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
7907554.00
8489269.49
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
5870987.00
6388649.02
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
8563724.00
9338288.75
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
7730657.00
8426622.82
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
5967979.00
6459568.80
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
6065952.00
6302705.12
Freddie Mac
2041-07-15
4.500000
Government Agency Debt
5837072.00
6081390.17
Freddie Mac
2041-08-15
4.000000
Government Agency Debt
6253717.00
6742146.25
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
6133247.00
6732488.63
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
8347578.00
9019808.85
Freddie Mac
2041-10-15
4.500000
Government Agency Debt
6413922.00
7009164.68
Freddie Mac
2041-12-15
3.500000
Government Agency Debt
6746285.00
7103772.78
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
7127948.00
7505660.23
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
6331589.00
6667101.91
Freddie Mac
2042-01-15
4.045000
Government Agency Debt
7696800.00
8076734.52
Freddie Mac
2045-10-15
5.550000
Government Agency Debt
8194103.00
8066940.97
Freddie Mac
2045-11-15
3.650000
Government Agency Debt
8081600.00
8572527.40
Freddie Mac
2046-11-15
3.550000
Government Agency Debt
6350000.00
6692916.02
Freddie Mac
2046-12-15
3.230000
Government Agency Debt
7300000.00
7564524.89
Freddie Mac
2046-12-15
3.700000
Government Agency Debt
7648000.00
8148832.02
Freddie Mac
2047-01-15
3.340000
Government Agency Debt
6151200.00
6421811.92
Freddie Mac
2047-01-15
3.370000
Government Agency Debt
5752600.00
6002601.20
Freddie Mac
2047-01-15
4.045000
Government Agency Debt
6965600.00
7301738.08
Freddie Mac
2047-02-15
3.280000
Government Agency Debt
8313000.00
8632042.26
Freddie Mac
2048-12-15
3.440000
Government Agency Debt
8376435.00
8764374.23
Freddie Mac
2051-06-15
5.650000
Government Agency Debt
8384599.00
9441991.42
Freddie Mac
2051-09-15
5.625000
Government Agency Debt
8049239.00
9068307.42
Freddie Mac
2051-10-15
5.390000
Government Agency Debt
7626759.00
8648053.30
Freddie Mac
2051-12-15
4.730000
Government Agency Debt
6370392.00
6791817.41
Freddie Mac
2051-12-15
4.900000
Government Agency Debt
7472422.00
8054248.81
Freddie Mac
2051-12-15
5.300000
Government Agency Debt
8664655.00
9600123.05
Freddie Mac
2052-07-15
4.975000
Government Agency Debt
6660980.00
7241523.96
Freddie Mac
2053-01-15
4.990000
Government Agency Debt
6681035.00
7288198.94
Freddie Mac
2053-02-15
4.020000
Government Agency Debt
8266236.00
8410437.27
GNMA
2013-03-15
7.000000
Government Agency Debt
6500000.00
4430.74
GNMA
2039-06-15
4.500000
Government Agency Debt
6676482.00
6290451.64
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
451511634.00
451511634.00
0.0229
N
451511634.00
451511634.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0B38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
Fannie Mae
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
UBS AG
N/A
N/A
85000000.00
84997875.00
0.0043
N
84998300.00
84998300.00
Danske Bank A/S
Danske Bank A/S 0.330000%
971UCL000
0001142175
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
81000000.00
81000000.00
0.0041
N
81001620.00
81001620.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
21599B009_0.2400_M120201_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
17830398.00
18875069.13
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
60399873.00
33124931.39
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
991JCA005_0.3000_M120201_2M47
0001074042
Other Repurchase Agreement
N
AFFILIATED MANAGERS GROUP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249998.64
AMDOCS LTD ORD
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
791977.60
BANK OF AMERICA CORPORATION COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249994.16
BOSTON SCIENTIFIC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249994.30
BROADRIDGE FINL SOLUTIONS INCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
164248.76
CALPINE CORP COM NEW
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249990.52
CELANESE CORP DEL COM SER
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2396564.62
CLEAR CHANNEL OUTDOOR HLDGS CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
76260.00
COMMUNITY HEALTH SYS INC NEWCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2977508.16
DELPHI FINL GROUP INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249981.54
EL PASO CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
76037.10
ENTRAVISION COMMUNICATIONS CCL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
217486.00
GENWORTH FINL INC COM CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249995.40
GOODRICH CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249897.56
HANOVER INS GROUP INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249986.68
HOLLYFRONTIER CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249990.69
HUNTSMAN CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
525029.25
JOURNAL COMMUNICATIONS INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
660717.89
JPMORGAN CHASE & CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249996.14
KRONOS WORLDWIDE INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
724662.62
LYDALL INC DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
310763.25
MEDCO HEALTH SOLUTIONS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249947.33
PACKAGING CORP AMER COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
997669.28
POLARIS INDS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249970.71
RED LION HOTELS CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
281824.40
REGIONS FINANCIAL CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249996.42
ROCKWOOD HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249978.03
SOUTHERN UN CO NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249982.40
TEMPLE INLAND INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3249973.68
VISTEON CORP COM NEW
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2274805.44
WABCO HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2774563.56
WHITE MTNS INS GROUP LTD COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1000208.00
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
65000000.00
65000000.00
0.0033
Repurchase agreement collateralized by common stock and ETFs.
N
65000000.00
65000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M120213_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
96033.00
76915.55
Freddie Mac
2026-10-01
3.000000
Government Agency Debt
3000000.00
3048478.23
Freddie Mac
2031-12-01
4.000000
Government Agency Debt
3053975.00
3236197.13
Freddie Mac
2037-07-01
5.500000
Government Agency Debt
9268297.00
2993015.11
Freddie Mac
2037-12-01
5.000000
Government Agency Debt
6500000.00
3033176.16
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
8900000.00
3452051.64
Freddie Mac
2038-09-01
5.000000
Government Agency Debt
413246.00
154900.54
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
2631341.00
1079434.72
Freddie Mac
2038-10-01
7.000000
Government Agency Debt
6097629.00
3131890.23
Freddie Mac
2039-05-01
4.500000
Government Agency Debt
4005707.00
2960619.60
Freddie Mac
2039-09-01
6.500000
Government Agency Debt
3000000.00
3335153.72
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
3499141.00
3296211.19
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
3504445.00
3191897.28
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
2946661.00
3132422.29
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
3302039.00
3381914.23
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
3050606.00
3149089.42
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
2934417.00
3160383.45
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
2800674.00
3025059.35
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
3060135.00
3264904.57
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
50000000.00
50000000.00
0.0025
Y
49998000.00
49998000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
99ETSZ007_0.1300_M120223_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
19208225.00
19917194.18
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
27026474.00
25536401.01
Fannie Mae
2040-03-25
7.000000
Government Agency Debt
5077664.00
5953884.21
GNMA
2033-11-16
5.500000
Government Agency Debt
23843300.00
27944903.94
GNMA
2036-10-16
2.500000
Government Agency Debt
30424884.00
27118845.97
GNMA
2037-10-16
2.250000
Government Agency Debt
30022821.00
28276938.06
GNMA
2039-07-20
1.180900
Government Agency Debt
19781904.00
19948484.06
GNMA
2040-04-20
0.680900
Government Agency Debt
27405309.00
27291018.15
GNMA
2040-07-20
4.500000
Government Agency Debt
26522672.00
27932941.78
GNMA
2041-04-16
4.000000
Government Agency Debt
18068324.00
19691877.34
GNMA
2041-11-20
7.000000
Government Agency Debt
13598491.00
15557824.03
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
235000000.00
235000000.00
0.0119
Y
235000000.00
235000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120430_2M47
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2022-12-15
2.500000
Government Agency Debt
165349017.00
121771915.66
Freddie Mac
2028-04-15
3.500000
Government Agency Debt
74375000.00
52474347.55
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
75000000.00
53303345.76
Freddie Mac
2033-10-15
7.000000
Government Agency Debt
64332666.00
75666816.54
Freddie Mac
2040-08-15
0.639600
Government Agency Debt
15292706.00
15099832.32
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
59543000.00
65633117.58
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
50702000.00
46416916.61
Freddie Mac
2041-12-15
0.889600
Government Agency Debt
53315952.00
53233654.50
GNMA
2036-10-15
7.000000
Government Agency Debt
1000.00
119.29
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
N
465000000.00
465000000.00
0.0236
Y
465000000.00
465000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120301_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-06-01
4.500000
Government Agency Debt
362556.00
35818.25
Fannie Mae
2024-01-25
1.162500
Government Agency Debt
36150000.00
899641.74
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
426150.00
443668.17
Fannie Mae
2026-08-25
2.750000
Government Agency Debt
1200000.00
1176554.60
Fannie Mae
2027-11-01
6.500000
Government Agency Debt
12033846.00
784012.70
Fannie Mae
2029-03-01
6.000000
Government Agency Debt
522665.00
273619.36
Fannie Mae
2029-06-25
0.793600
Government Agency Debt
49427847.00
1971576.76
Fannie Mae
2031-12-18
0.834600
Government Agency Debt
118500000.00
1858642.17
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
3441480.00
3568503.88
Fannie Mae
2032-03-25
0.826300
Government Agency Debt
51626284.00
1415337.33
Fannie Mae
2033-02-25
0.776300
Government Agency Debt
32939431.00
1846664.79
Fannie Mae
2033-03-25
0.676300
Government Agency Debt
50000000.00
1771359.12
Fannie Mae
2033-03-25
0.793600
Government Agency Debt
19500000.00
1921227.74
Fannie Mae
2033-05-01
5.000000
Government Agency Debt
2128808.00
1859949.81
Fannie Mae
2034-10-01
6.000000
Government Agency Debt
2349882.00
562272.27
Fannie Mae
2035-07-01
6.500000
Government Agency Debt
3881268.00
784972.27
Fannie Mae
2035-11-01
7.000000
Government Agency Debt
4005992.00
568050.73
Fannie Mae
2036-06-01
2.582000
Government Agency Debt
7800000.00
783778.75
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
4438825.00
782877.45
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
3386000.00
1234067.97
Fannie Mae
2037-10-01
6.222000
Government Agency Debt
3486568.00
763546.62
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
13395446.00
12656903.77
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
2410297.00
856354.40
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
2796582.00
785089.47
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
2658389.00
957509.58
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
1575239.00
783122.42
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
3534624.00
862462.38
Fannie Mae
2039-03-01
7.000000
Government Agency Debt
352089.00
173972.83
Fannie Mae
2039-05-25
5.500000
Government Agency Debt
13000000.00
1620264.17
Fannie Mae
2040-01-01
4.031000
Government Agency Debt
107629.00
112894.13
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
151669.55
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
200047.00
176925.09
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
927497.00
871384.09
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
872448.24
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
991090.00
952517.44
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
837598.53
Freddie Mac
2025-12-15
3.500000
Government Agency Debt
2016000.00
2102130.91
Freddie Mac
2029-06-15
0.678300
Government Agency Debt
50000000.00
1716616.45
Freddie Mac
2030-08-15
4.000000
Government Agency Debt
2003000.00
2076325.28
Freddie Mac
2030-10-15
0.578300
Government Agency Debt
1857144.00
1842514.87
Freddie Mac
2032-01-15
1.039600
Government Agency Debt
100000000.00
1884380.39
Freddie Mac
2036-03-01
6.000000
Government Agency Debt
454170.00
407308.85
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
2132839.00
1880030.46
Freddie Mac
2040-11-15
0.639600
Government Agency Debt
2174802.00
2136747.89
Freddie Mac
2040-12-15
4.000000
Government Agency Debt
718508.00
755576.79
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
5788000.00
654410.33
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
45923.00
50284.63
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
456017.00
479344.49
GNMA
2026-01-15
3.500000
Government Agency Debt
87314.00
85946.32
GNMA
2029-04-20
5.250000
Government Agency Debt
3080000.00
227412.37
GNMA
2037-10-16
2.250000
Government Agency Debt
465821.00
438732.64
GNMA
2038-09-20
0.730900
Government Agency Debt
6000000.00
1589790.38
GNMA
2039-05-20
4.000000
Government Agency Debt
200263.00
114761.23
GNMA
2041-07-15
5.000000
Government Agency Debt
298263.00
300370.99
GNMA
2051-09-15
5.250000
Government Agency Debt
763313.00
867879.57
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
65000000.00
65000000.00
0.0033
Y
65000000.00
65000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M120402_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-01-01
4.500000
Government Agency Debt
997782.00
67122.61
Fannie Mae
2014-02-01
6.000000
Government Agency Debt
9367099.00
79387.90
Fannie Mae
2014-09-01
4.500000
Government Agency Debt
708378.00
75211.22
Fannie Mae
2015-05-01
5.500000
Government Agency Debt
973079.00
153163.04
Fannie Mae
2016-07-01
6.000000
Government Agency Debt
595344.00
115961.09
Fannie Mae
2016-12-01
6.000000
Government Agency Debt
4000000.00
118426.89
Fannie Mae
2017-05-01
7.000000
Government Agency Debt
689932.00
82586.50
Fannie Mae
2017-07-01
4.500000
Government Agency Debt
600000.00
149289.52
Fannie Mae
2017-10-01
4.500000
Government Agency Debt
241927.00
84533.00
Fannie Mae
2017-10-01
5.000000
Government Agency Debt
411999.00
113777.65
Fannie Mae
2017-10-01
7.000000
Government Agency Debt
2638827.00
77341.50
Fannie Mae
2017-10-01
8.000000
Government Agency Debt
21590286.00
142431.54
Fannie Mae
2018-10-01
5.000000
Government Agency Debt
500000.00
85231.13
Fannie Mae
2018-11-01
5.000000
Government Agency Debt
670000.00
116523.00
Fannie Mae
2019-02-01
4.500000
Government Agency Debt
574178.00
118042.38
Fannie Mae
2019-03-01
4.000000
Government Agency Debt
635029.00
138480.30
Fannie Mae
2019-04-01
5.500000
Government Agency Debt
659008.00
146105.49
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
667038.00
145668.40
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
518419.00
120514.52
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
657878.00
112808.53
Fannie Mae
2019-06-01
5.500000
Government Agency Debt
361693.00
76483.66
Fannie Mae
2019-07-01
4.000000
Government Agency Debt
553121.00
145158.50
Fannie Mae
2019-07-01
5.500000
Government Agency Debt
754644.00
142503.92
Fannie Mae
2019-08-01
5.500000
Government Agency Debt
302036.00
75718.56
Fannie Mae
2019-09-01
5.000000
Government Agency Debt
693949.00
124301.72
Fannie Mae
2019-09-01
7.000000
Government Agency Debt
6500000.00
153466.42
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
689787.00
148599.52
Fannie Mae
2019-11-01
5.500000
Government Agency Debt
220064.00
78915.78
Fannie Mae
2019-12-01
4.000000
Government Agency Debt
800000.00
149323.27
Fannie Mae
2019-12-01
5.500000
Government Agency Debt
240860.00
75257.87
Fannie Mae
2020-05-01
5.000000
Government Agency Debt
572999.00
133411.78
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
465000.00
106664.85
Fannie Mae
2020-10-01
4.000000
Government Agency Debt
245076.00
75062.38
Fannie Mae
2020-10-01
5.000000
Government Agency Debt
345348.00
78536.73
Fannie Mae
2020-12-01
4.000000
Government Agency Debt
340000.00
114091.92
Fannie Mae
2020-12-01
4.000000
Government Agency Debt
197833.00
80606.75
Fannie Mae
2021-11-01
4.500000
Government Agency Debt
247682.00
77922.24
Fannie Mae
2021-12-01
6.500000
Government Agency Debt
2501506.00
121690.27
Fannie Mae
2022-03-01
6.500000
Government Agency Debt
3300000.00
150378.87
Fannie Mae
2023-05-01
7.000000
Government Agency Debt
9827504.00
157443.59
Fannie Mae
2023-10-01
2.392000
Government Agency Debt
2571145.00
146017.81
Fannie Mae
2024-01-01
6.000000
Government Agency Debt
792000.00
150467.57
Fannie Mae
2024-02-01
6.500000
Government Agency Debt
473932.00
163595.43
Fannie Mae
2024-02-01
6.500000
Government Agency Debt
5058491.00
117976.00
Fannie Mae
2025-06-01
6.500000
Government Agency Debt
1364375.00
139701.15
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
201012.00
154587.63
Fannie Mae
2025-12-01
6.500000
Government Agency Debt
719144.00
159644.94
Fannie Mae
2026-01-01
6.500000
Government Agency Debt
3903904.00
118942.48
Fannie Mae
2026-01-01
6.500000
Government Agency Debt
3557400.00
84416.16
Fannie Mae
2026-02-01
6.500000
Government Agency Debt
4664858.00
149460.10
Fannie Mae
2026-02-01
6.500000
Government Agency Debt
1973613.00
83478.39
Fannie Mae
2026-03-01
6.500000
Government Agency Debt
4080000.00
87440.01
Fannie Mae
2026-08-01
4.000000
Government Agency Debt
83520.00
82280.31
Fannie Mae
2026-12-01
6.500000
Government Agency Debt
205575.00
85430.55
Fannie Mae
2027-01-01
7.000000
Government Agency Debt
273245.00
81521.33
Fannie Mae
2027-05-01
6.500000
Government Agency Debt
1900000.00
83188.51
Fannie Mae
2027-08-01
6.500000
Government Agency Debt
5692957.00
76245.31
Fannie Mae
2027-10-01
6.500000
Government Agency Debt
9138766.00
83126.91
Fannie Mae
2027-12-01
6.000000
Government Agency Debt
290329.00
97748.60
Fannie Mae
2027-12-01
7.000000
Government Agency Debt
413096.00
149236.33
Fannie Mae
2027-12-01
7.000000
Government Agency Debt
356907.00
111994.85
Fannie Mae
2028-06-01
6.500000
Government Agency Debt
10171020.00
111707.12
Fannie Mae
2028-07-01
5.500000
Government Agency Debt
581607.00
81128.72
Fannie Mae
2028-09-01
5.000000
Government Agency Debt
258270.00
80428.34
Fannie Mae
2028-09-01
6.500000
Government Agency Debt
3363858.00
81149.77
Fannie Mae
2029-01-01
2.470000
Government Agency Debt
11400000.00
83691.34
Fannie Mae
2029-01-01
6.500000
Government Agency Debt
806572.00
75092.40
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
3400000.00
74714.70
Fannie Mae
2030-05-25
3.500000
Government Agency Debt
34100000.00
27835083.14
Fannie Mae
2031-01-01
9.000000
Government Agency Debt
4636125.00
87543.58
Fannie Mae
2031-04-01
9.000000
Government Agency Debt
2650849.00
147998.50
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
8378157.00
107729.79
Fannie Mae
2032-04-01
2.476000
Government Agency Debt
15008744.00
102618.42
Fannie Mae
2032-05-01
7.000000
Government Agency Debt
1030000.00
157762.82
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
2665766.00
99846.90
Fannie Mae
2033-02-01
5.500000
Government Agency Debt
370000.00
84935.21
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
985745.00
124789.53
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
302171.00
77255.38
Fannie Mae
2033-09-01
6.000000
Government Agency Debt
410000.00
75726.54
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
483291.00
125461.41
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
447412.00
165674.58
Fannie Mae
2034-03-01
4.995000
Government Agency Debt
1150000.00
130645.74
Fannie Mae
2034-03-01
5.000000
Government Agency Debt
500000.00
142604.11
Fannie Mae
2034-06-01
5.500000
Government Agency Debt
450575.00
116578.03
Fannie Mae
2034-07-01
5.073000
Government Agency Debt
1100000.00
145735.93
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
487706.00
80934.64
Fannie Mae
2034-10-01
1.945000
Government Agency Debt
400000.00
156128.73
Fannie Mae
2034-10-01
4.500000
Government Agency Debt
298700.00
123685.07
Fannie Mae
2034-10-01
6.000000
Government Agency Debt
350000.00
130887.34
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
394708.00
88054.85
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
405000.00
143550.07
Fannie Mae
2035-03-25
6.000000
Government Agency Debt
75081450.00
20097947.11
Fannie Mae
2035-05-01
5.500000
Government Agency Debt
350000.00
81802.56
Fannie Mae
2035-05-01
6.500000
Government Agency Debt
380533.00
152077.28
Fannie Mae
2035-07-01
5.500000
Government Agency Debt
500000.00
147279.58
Fannie Mae
2035-08-01
4.969000
Government Agency Debt
6857.00
2133.51
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
506355.00
164530.13
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
223135.00
136297.31
Fannie Mae
2035-09-01
5.500000
Government Agency Debt
276000.00
83177.13
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
260700.00
88081.71
Fannie Mae
2035-11-01
5.905000
Government Agency Debt
508309.00
93984.59
Fannie Mae
2035-12-01
7.000000
Government Agency Debt
552933.00
81616.19
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
606806.00
168367.51
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
250517.00
78582.37
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
235000.00
86173.11
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
250000.00
78788.42
Fannie Mae
2036-01-01
7.000000
Government Agency Debt
392532.00
81365.44
Fannie Mae
2036-02-01
2.335000
Government Agency Debt
315000.00
116558.07
Fannie Mae
2036-02-01
6.500000
Government Agency Debt
440668.00
85955.10
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
485000.00
129885.10
Fannie Mae
2036-03-01
6.500000
Government Agency Debt
441538.00
124390.82
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
425000.00
150275.25
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
206621.00
121201.07
Fannie Mae
2036-04-01
5.618000
Government Agency Debt
430000.00
128925.49
Fannie Mae
2036-04-01
6.500000
Government Agency Debt
1531761.00
147386.72
Fannie Mae
2036-05-01
2.644000
Government Agency Debt
934808.00
124353.56
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
528201.00
122266.35
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
414531.00
118551.71
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
280000.00
104521.77
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
393104.00
116338.43
Fannie Mae
2036-08-01
5.000000
Government Agency Debt
345150.00
104540.22
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
201628.00
76298.73
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
240000.00
83519.79
Fannie Mae
2036-08-01
8.000000
Government Agency Debt
1208601.00
107840.41
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
290794.00
141917.28
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
245000.00
82423.96
Fannie Mae
2036-10-01
5.500000
Government Agency Debt
6615606.00
2096180.18
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
323070.00
100018.77
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
255000.00
78225.96
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
254427.00
91138.80
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
310000.00
124272.69
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
249004.00
92510.49
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
584005.00
120333.29
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
360707.00
155049.25
Fannie Mae
2037-03-01
5.759000
Government Agency Debt
315406.00
123475.61
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
468951.00
154743.47
Fannie Mae
2037-04-01
2.592000
Government Agency Debt
423972.00
110171.74
Fannie Mae
2037-04-01
7.000000
Government Agency Debt
505000.00
131682.04
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
822323.00
152405.90
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
227675.00
92322.61
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
557526.00
153712.78
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
346160.00
85791.36
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
228417.00
74226.78
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
220113.00
103626.89
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
322600.00
138198.51
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
698041.00
170791.40
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
245732.00
86662.33
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
318809.00
143596.67
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
540279.00
118967.26
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
226164.00
100138.71
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
209441.00
77865.75
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
439950.00
156595.95
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
948357.00
124631.93
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
348703.00
124569.67
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
227367.00
85412.32
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
208792.00
80780.89
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
168991.00
79452.30
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
161504.00
78096.11
Fannie Mae
2037-10-01
5.000000
Government Agency Debt
326485.00
144272.90
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
473356.00
124678.64
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
304505.00
104215.59
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
675802.00
166931.70
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
135424.00
86768.18
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1614074.00
167774.42
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1065200.00
120746.89
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
296243.00
150235.56
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
664592.00
149370.67
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
543671.00
142988.72
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
498316.00
91456.52
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
1407959.00
122180.34
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
300000.00
106587.00
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
1117290.00
157459.74
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
717885.00
99023.82
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
217611.00
121916.45
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
260265.00
84861.55
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
163573.00
77695.94
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
90907.00
84256.08
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
197399.00
84872.91
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
157308.00
76732.70
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
316815.00
158878.98
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
252424.00
147379.99
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
287478.00
127842.57
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
2114459.00
145240.50
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
713081.00
163634.23
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
258695.00
105334.06
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
314823.00
167075.15
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
208000.00
94483.86
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
207000.00
80623.32
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
101083.00
78144.31
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
4721871.00
1979493.73
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
127907.00
52149.11
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
599068.00
136571.98
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
311620.00
84222.94
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
284045.00
74543.12
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
236000.00
118320.92
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
160000.00
119632.41
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
420823.00
75856.10
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
358270.00
163230.05
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
189950.00
149930.84
Fannie Mae
2039-02-01
5.500000
Government Agency Debt
161000.00
75058.76
Fannie Mae
2039-02-01
6.000000
Government Agency Debt
230000.00
119280.01
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
250836.00
143485.33
Fannie Mae
2039-11-01
4.000000
Government Agency Debt
129372.00
126965.36
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
150970.00
110192.54
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
100000.00
86561.94
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
135971.00
119695.19
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
83389.00
75565.30
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
202587.00
156414.95
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
122386.00
118881.83
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
85693.00
81754.48
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
172515.00
121798.37
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
106090.00
103928.71
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
80730.00
83629.26
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
173718.00
160202.45
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
116063.00
114508.99
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
171620.00
151747.34
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
118569.00
124898.65
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
124457.00
120950.79
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
87367.00
79221.25
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
155700.00
143210.09
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
120000.00
117655.16
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
123000.00
123571.10
Fannie Mae
2041-03-01
3.460000
Government Agency Debt
86598.00
84484.67
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
116857.00
123445.80
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
114343.00
121136.29
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
122168.00
118060.68
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
160000.00
157137.86
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
118607.00
119739.71
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
74000.00
76960.24
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
152369.00
161788.05
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
73651.00
79227.12
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
133638.00
145259.96
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
118789.00
120561.72
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
75000.00
80874.11
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
80629.00
84972.63
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
139868.00
145257.44
Fannie Mae
2041-09-01
5.500000
Government Agency Debt
89939.00
98379.81
Fannie Mae
2041-12-25
4.000000
Government Agency Debt
13536023.00
14247548.56
Fannie Mae
2048-04-01
6.500000
Government Agency Debt
603811.00
169275.24
Fannie Mae
2049-08-01
5.000000
Government Agency Debt
156444.00
153745.94
Freddie Mac
2036-03-01
6.000000
Government Agency Debt
1957154.00
1755215.34
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
1747875.00
541549.27
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
160594.00
175846.74
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
763476.00
802531.52
GNMA
2033-11-16
5.500000
Government Agency Debt
83421.00
97771.36
GNMA
2038-07-15
5.000000
Government Agency Debt
300057.00
197890.71
GNMA
2041-06-20
4.000000
Government Agency Debt
145914.00
153659.17
GNMA
2041-11-20
7.000000
Government Agency Debt
24828778.00
28406222.36
GNMA
2059-12-20
1.531000
Government Agency Debt
76202.00
57055.37
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
120000000.00
120000000.00
0.0061
Y
120000000.00
120000000.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.250000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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 0.110000%
30601VB26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
10000000.00
9999969.44
0.0005
N
9999900.00
9999900.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VBN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
6000000.00
5999370.00
0.0003
N
5999400.00
5999400.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.150000%
30601VCL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
48729000.00
48719254.14
0.0025
N
48715355.88
48715355.88
Fannie Mae
Fannie Mae 0.030000%
313588TK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
50000000.00
49999125.00
0.0025
N
49999700.00
49999700.00
Fannie Mae
Fannie Mae 0.030000%
313588TL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
18000000.00
17999670.00
0.0009
N
17999892.00
17999892.00
Fannie Mae
Fannie Mae 0.020000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
75000000.00
74998833.33
0.0038
N
74999400.00
74999400.00
Fannie Mae
Fannie Mae 0.015000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
10000000.00
9999883.33
0.0005
N
9999920.00
9999920.00
Fannie Mae
Fannie Mae 0.035000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
2250000.00
2249938.75
0.0001
N
2249982.00
2249982.00
Fannie Mae
Fannie Mae 0.020000%
313588UA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
43000000.00
42999139.98
0.0022
N
42999140.00
42999140.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384SQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
30000000.00
29999941.67
0.0015
N
29999970.00
29999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
205000000.00
204998804.15
0.0104
N
204999590.00
204999590.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
31000000.00
30999789.03
0.0016
N
30999938.00
30999938.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
62000000.00
61999535.00
0.0031
N
61999814.00
61999814.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384TC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
9850000.00
9849865.93
0.0005
N
9849960.60
9849960.60
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TS8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
45000000.00
44999300.00
0.0023
N
44999640.00
44999640.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
55000000.00
54999083.34
0.0028
N
54999065.00
54999065.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
5000000.00
4999833.33
0.0003
N
4999915.00
4999915.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
40000000.00
39999416.67
0.0020
N
39999240.00
39999240.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
50000000.00
49998833.33
0.0025
N
49998850.00
49998850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
85000000.00
84997922.22
0.0043
N
84997960.00
84997960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384UP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
100000000.00
99996597.22
0.0051
N
99997300.00
99997300.00
Freddie Mac
Freddie Mac 0.030000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
85000000.00
84999645.84
0.0043
N
84999915.00
84999915.00
Freddie Mac
Freddie Mac 0.035000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
50000000.00
49999756.94
0.0025
N
49999950.00
49999950.00
Freddie Mac
Freddie Mac 0.025000%
313396TA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
60000000.00
59999500.00
0.0030
N
59999820.00
59999820.00
Freddie Mac
Freddie Mac 0.030000%
313396TA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
25000000.00
24999750.00
0.0013
N
24999925.00
24999925.00
Freddie Mac
Freddie Mac 0.030000%
313396TC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
25900000.00
25899697.83
0.0013
N
25899896.40
25899896.40
Freddie Mac
Freddie Mac 0.020000%
313396TX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
92308000.00
92306307.69
0.0047
N
92306338.46
92306338.46
Freddie Mac
Freddie Mac 0.020000%
313396TY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
175000000.00
174996694.43
0.0089
N
174996675.00
174996675.00
Freddie Mac
Freddie Mac 0.015000%
313396TZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
30000000.00
29999562.50
0.0015
N
29999430.00
29999430.00
Freddie Mac
Freddie Mac 0.020000%
313396UE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
2000000.00
1999955.55
0.0001
N
1999956.00
1999956.00
Freddie Mac
Freddie Mac 0.010000%
313396UH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
39000000.00
38999534.17
0.0020
N
38999064.00
38999064.00
Freddie Mac
Freddie Mac 0.020000%
313396UM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
301500000.00
301492127.47
0.0153
N
301492161.00
301492161.00
Freddie Mac
Freddie Mac 0.481500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-10
2013-02-08
N
N
N
100000000.00
100000000.00
0.0051
N
100258100.00
100258100.00
General Electric Capital Corp
General Electric Capital Corp 0.270000%
36959HCS4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-26
2012-03-26
N
N
N
41000000.00
40983395.00
0.0021
N
40995080.00
40995080.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
18000000.00
17991320.00
0.0009
N
17997300.00
17997300.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HDC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-12
2012-04-12
N
N
N
6000000.00
5996686.66
0.0003
N
5998920.00
5998920.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HDJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
N
8000000.00
7995551.11
0.0004
N
7998320.00
7998320.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HDT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
5000000.00
4997491.67
0.0003
N
4998700.00
4998700.00
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
106939842.23
0.0054
N
106967900.00
106967900.00
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
194885166.65
0.0099
N
194916150.00
194916150.00
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
99883555.56
0.0051
N
99923000.00
99923000.00
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
18977516.67
0.0010
N
18981380.00
18981380.00
General Electric Co
General Electric Co 0.090000%
36960LBF1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
25000000.00
24999125.00
0.0013
N
24999500.00
24999500.00
General Electric Co
General Electric Co 0.080000%
36960LBG9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
72000000.00
71997600.00
0.0036
N
71998560.00
71998560.00
General Electric Co
General Electric Co 0.110000%
36960LCL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
2000000.00
1999706.66
0.0001
N
1999800.00
1999800.00
General Electric Co
General Electric Co 0.140000%
36960LCU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
207000000.00
206954920.00
0.0105
N
206975160.00
206975160.00
GFRE Holdings LLC
GFRE Holdings LLC 0.270000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
38399H002_0.2200_M120201_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-12-28
0.375000
Government Agency Debt
14014000.00
14051329.79
Federal Farm Credit Bank
2012-12-05
0.180000
Government Agency Debt
17614000.00
17609948.78
Federal Home Loan Bank
2013-02-27
3.375000
Government Agency Debt
16500000.00
17297073.75
Federal Home Loan Bank
2016-05-18
5.375000
Government Agency Debt
14165000.00
17009322.16
Freddie Mac
2016-01-19
4.750000
Government Agency Debt
14896000.00
17232785.17
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
80000000.00
80000000.00
0.0041
N
80000000.00
80000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399J008_0.1400_M120201_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
98935144.00
105000000.24
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
100000000.00
100000000.00
0.0051
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2M47
0000769993
Other Repurchase Agreement
N
AGL RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949970.05
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949999.86
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949993.66
CMS ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949978.63
CONOCOPHILLIPS COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949985.28
CYTEC INDS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
524639.92
DIAMOND OFFSHORE DRILLING INCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949989.60
EOG RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
256956.40
FREEPORT-MCMORAN COPPER & GOCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949982.70
HIGHER ONE HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949986.18
ISHARES INC MSCI MEX
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949963.04
JUNIPER NETWORKS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949999.05
MOLYCORP INC DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949969.12
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949982.60
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949976.32
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949982.68
ROCK-TENN CO CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
649314.05
SANDRIDGE ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949994.16
SIGNET JEWELERS LIMITED SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
763867.85
TARGET CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
655648.91
UNION PAC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949907.04
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949956.28
WESTERN DIGITAL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
949992.42
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
19000000.00
19000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
Y
19002850.00
19002850.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2M47
0000769993
Other Repurchase Agreement
N
AGL RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599987.61
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599973.66
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599993.10
CMS ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599987.65
CONOCOPHILLIPS COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599994.32
DIAMOND OFFSHORE DRILLING INCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599954.40
FREEPORT-MCMORAN COPPER & GOCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599991.50
HIGHER ONE HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
515974.14
ISHARES INC MSCI MEX
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599952.16
JUNIPER NETWORKS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599989.41
MOLYCORP INC DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
530315.92
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599985.16
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599911.64
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
564291.22
REYNOLDS AMERICAN INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599966.96
SIGNET JEWELERS LIMITED SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599955.02
TEMPUR PEDIC INTL INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599966.12
TRAVELERS COMPANIES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
189961.59
TYSON FOODS INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599996.82
UNION PAC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599911.12
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599957.68
WESTERN DIGITAL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599985.51
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
12000000.00
12000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
12000000.00
12000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2M47
0000769993
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99998.07
AMEREN CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99980.19
AMERICAN EXPRESS CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99959.20
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99990.72
CMS ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99994.31
CONSOLIDATED EDISON INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99981.20
DELPHI FINL GROUP INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99990.54
FEDERATED INVS INC PA CL B
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
464.13
ISHARES INC MSCI MEX
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99953.24
MARATHON OIL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99969.84
MARRIOTT INTL INC NEW CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99999.90
MBIA INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99996.00
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99991.43
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99918.86
REYNOLDS AMERICAN INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99968.12
SIGNET JEWELERS LIMITED SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99977.16
TEMPUR PEDIC INTL INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99971.56
TRAVELERS COMPANIES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99949.20
TYSON FOODS INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99999.47
UNITED PARCEL SERVICE INC CL B
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99984.95
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99969.66
WELLPOINT INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
99995.36
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
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849999.58
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849999.32
CENTURYLINK INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849980.33
HEWLETT PACKARD CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849977.24
HOLLYFRONTIER CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849974.35
JOHNSON & JOHNSON
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849974.12
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849984.38
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849928.96
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849948.04
United States Treasury Department
2040-02-15
4.625000
Treasury Debt
1901900.00
2568135.20
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
23287495.00
27886437.97
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2849938.70
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
57000000.00
57000000.00
0.0029
Repurchase agreement collateralized by common stock and ETFs.
Y
57000000.00
57000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.750000%
992JYE002_0.7500_M120215_2M47
0000769993
Other Repurchase Agreement
N
3M CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1711951.34
ACE LTD SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749953.62
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749984.30
AVON PRODS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749993.40
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749984.46
CHIMERA INVT CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
278935.74
CHIPOTLE MEXICAN GRILL INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749836.71
CIT GROUP INC COM NEW
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749976.00
DEVRY INC DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749997.76
FEDERATED INVS INC PA CL B
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749993.57
INVESCO MORTGAGE CAPITAL INCCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749999.84
JOHNSON & JOHNSON
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
742982.97
LENDER PROCESSING SVCS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749988.17
LIN TV CORP CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
629401.50
NATIONAL OILWELL VARCO INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749987.30
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749987.20
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749924.92
ORBITAL SCIENCES CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749996.71
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749965.26
QUAD / GRAPHICS INC COM CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749989.68
REGAL ENTMT GROUP CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749995.40
SHAW GROUP INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749994.56
UR ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
137259.40
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749993.00
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
35000000.00
35000000.00
0.0018
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
Govco, LLC
Govco, LLC 0.350000%
38362VB36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5999883.33
0.0003
N
5999880.00
5999880.00
Govco, LLC
Govco, LLC 0.370000%
38362VBG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26995837.50
0.0014
N
26997840.00
26997840.00
Govco, LLC
Govco, LLC 0.430000%
38362VBG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6998745.83
0.0004
N
6999440.00
6999440.00
Govco, LLC
Govco, LLC 0.400000%
38362VBN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4998833.33
0.0003
N
4999400.00
4999400.00
Govco, LLC
Govco, LLC 0.420000%
38362VBU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
24000000.00
23992440.00
0.0012
N
23996400.00
23996400.00
Govco, LLC
Govco, LLC 0.350000%
38362VCU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8995100.00
0.0005
N
8996670.00
8996670.00
Govco, LLC
Govco, LLC 0.290000%
38362VD91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5996713.34
0.0003
N
5997000.00
5997000.00
Govco, LLC
Govco, LLC 0.290000%
38362VDB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
64000000.00
63963911.10
0.0032
N
63966720.00
63966720.00
Govco, LLC
Govco, LLC 0.280000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
29000000.00
28983083.33
0.0015
N
28983180.00
28983180.00
Govco, LLC
Govco, LLC 0.300000%
38362VDH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
13000000.00
12991766.66
0.0007
N
12992200.00
12992200.00
Govco, LLC
Govco, LLC 0.300000%
38362VDJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62000000.00
61960216.66
0.0031
N
61962180.00
61962180.00
Govco, LLC
Govco, LLC 0.290000%
38362VDW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
123000000.00
122911815.84
0.0062
N
122904060.00
122904060.00
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
19972266.67
0.0010
N
19982600.00
19982600.00
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
44909000.00
0.0023
N
44925300.00
44925300.00
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
997550.00
0.0001
N
998340.00
998340.00
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
9975716.67
0.0005
N
9983200.00
9983200.00
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
14967933.33
0.0008
N
14972250.00
14972250.00
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
64845300.00
0.0033
N
64845300.00
64845300.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
44000000.00
43999474.44
0.0022
N
44000000.00
44000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.280000%
38501BB99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
36000000.00
35997760.00
0.0018
N
35999280.00
35999280.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501BBF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
44000000.00
43995380.00
0.0022
N
43998680.00
43998680.00
Grampian Funding, LLC
Grampian Funding, LLC 0.260000%
38501BBF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
19000000.00
18998078.89
0.0010
N
18999430.00
18999430.00
Grampian Funding, LLC
Grampian Funding, LLC 0.250000%
38501BBQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
55000000.00
54991215.28
0.0028
N
54997250.00
54997250.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RCF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
92000000.00
91970330.00
0.0047
N
91968720.00
91968720.00
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
5996120.00
0.0003
N
5991960.00
5991960.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.150000%
75914UAQ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-29
2012-03-29
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
26000000.00
26000000.00
0.0013
N
26000000.00
26000000.00
Indiana Health & Educational Facility Financing Auth
Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.120000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12545000.00
12545000.00
0.0006
N
12545000.00
12545000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0DP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
40000000.00
39983600.00
0.0020
N
39994800.00
39994800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0DR0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
N
6000000.00
5997480.00
0.0003
N
5999220.00
5999220.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.324700%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-03-13
N
N
N
114000000.00
114000000.00
0.0058
N
113995440.00
113995440.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.398900%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-02-21
2013-02-21
N
N
N
47000000.00
47000000.00
0.0024
N
46963293.00
46963293.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.594900%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-04-18
2013-02-15
N
N
N
90000000.00
90000000.00
0.0046
N
89931330.00
89931330.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999680.55
0.0005
N
9999700.00
9999700.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2B79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
16000000.00
15999413.33
0.0008
N
15999360.00
15999360.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2B87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999475.00
0.0008
N
14999400.00
14999400.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2BA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
43000000.00
42998065.00
0.0022
N
42997850.00
42997850.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2BG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29997250.00
0.0015
N
29997600.00
29997600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2BM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14998166.67
0.0008
N
14998350.00
14998350.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2C52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29993950.00
0.0015
N
29994300.00
29994300.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2C60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29993766.67
0.0015
N
29994300.00
29994300.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2C78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29993583.33
0.0015
N
29994000.00
29994000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2CF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5998423.33
0.0003
N
5998380.00
5998380.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2D44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
115000000.00
114949687.50
0.0058
N
114949400.00
114949400.00
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
8994000.00
0.0005
N
8992170.00
8992170.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.225000%
53943RB24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
62000000.00
61999612.50
0.0031
N
61999380.00
61999380.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53944A7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
12000000.00
12000000.00
0.0006
N
12000120.00
12000120.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
32000000.00
31991413.33
0.0016
N
31995200.00
31995200.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
47000000.00
46986787.77
0.0024
N
46992480.00
46992480.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3040000.00
3039067.74
0.0002
N
3039452.80
3039452.80
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
49000000.00
48984660.28
0.0025
N
48991180.00
48991180.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4CU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9000000.00
8996920.00
0.0005
N
8998110.00
8998110.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1998960.00
0.0001
N
1999380.00
1999380.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4DL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9000000.00
8995457.50
0.0005
N
8997120.00
8997120.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999440.00
0.0001
N
999650.00
999650.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
26000000.00
25985093.34
0.0013
N
25990640.00
25990640.00
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
9993333.34
0.0005
N
9995800.00
9995800.00
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
9993263.89
0.0005
N
9995800.00
9995800.00
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
14841789.25
0.0008
N
14845465.12
14845465.12
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.220000%
06399U000_0.2200_M120201_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-25
4.000000
Government Agency Debt
9127850.00
5183540.87
Fannie Mae
2028-02-25
4.000000
Government Agency Debt
21000000.00
12977039.12
Fannie Mae
2031-03-25
5.500000
Government Agency Debt
8313762.00
8529590.03
Fannie Mae
2031-11-25
5.500000
Government Agency Debt
28130000.00
11742357.84
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
53070000.00
11922516.56
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
23090000.00
11706510.96
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
12628052.84
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
11855704.00
13462614.26
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
11710000.00
12132984.72
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
11650000.00
11791824.22
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
11375000.00
11987929.29
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
11491883.36
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
13500000.00
12696486.40
Freddie Mac
2030-10-15
0.728000
Government Agency Debt
50000000.00
12132175.38
Freddie Mac
2032-10-15
0.728000
Government Agency Debt
52820882.00
13281397.05
Freddie Mac
2033-03-15
0.648000
Government Agency Debt
50000000.00
13816851.38
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
12771432.67
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
20830255.00
12054208.93
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
103961276.00
11600239.86
Freddie Mac
2034-03-15
6.000000
Government Agency Debt
50000000.00
13225710.85
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
99942000.00
11909686.55
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
12555156.98
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
9890823.00
11674385.66
Freddie Mac
2041-12-15
3.500000
Government Agency Debt
11836730.00
12239019.96
GNMA
2034-05-20
4.500000
Government Agency Debt
15000000.00
11918138.48
GNMA
2036-08-20
6.000000
Government Agency Debt
10000000.00
11674190.00
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
12322540.98
GNMA
2037-01-20
4.500000
Government Agency Debt
14518151.00
11841534.30
GNMA
2039-04-16
4.500000
Government Agency Debt
20919066.00
13444848.15
GNMA
2039-06-20
4.500000
Government Agency Debt
25000000.00
13785152.76
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
350000000.00
350000000.00
0.0177
N
350000000.00
350000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.160000%
06399V008_0.1600_M120207_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-25
0.624000
Government Agency Debt
100000000.00
25644063.28
Fannie Mae
2036-04-25
2.500000
Government Agency Debt
23177959.00
22788055.49
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
10785234.00
11087660.47
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
27900000.00
25460538.17
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
105515000.00
25229683.46
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
107000000.00
107000000.00
0.0054
N
106996790.00
106996790.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.240000%
60681P2M5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
23000000.00
23000000.00
0.0012
N
23000000.00
23000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.230000%
60681P2N3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
60000000.00
60000000.00
0.0030
N
60000000.00
60000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.190000%
60687GMX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
98000000.00
98000000.00
0.0050
N
97999020.00
97999020.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GNS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
29000000.00
29000000.00
0.0015
N
28999710.00
28999710.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.230000%
55799C003_0.2300_M120201_2M47
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2021-11-01
3.000000
Government Agency Debt
45000141.00
46606563.41
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
47260704.00
49382709.61
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
24538373.00
26551340.00
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
85137146.00
54709455.88
Freddie Mac
2039-11-01
4.500000
Government Agency Debt
19944264.00
16020791.38
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
58440000.00
44082301.02
Freddie Mac
2041-02-01
4.000000
Government Agency Debt
43694822.00
43146838.85
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
275000000.00
275000000.00
0.0139
N
275000000.00
275000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.320000%
63253THD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
72000000.00
72000000.00
0.0036
N
72009360.00
72009360.00
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
23034960.00
23034960.00
National Australia Bank Ltd
National Australia Bank Ltd 0.362500%
971LYK008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
101000000.00
101000245.26
0.0051
N
101026260.00
101026260.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973HMM004
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
65000000.00
65000000.00
0.0033
N
65048100.00
65048100.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
8000000.00
8000000.00
0.0004
N
8005520.00
8005520.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973SKG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
2000000.00
2000000.00
0.0001
N
1999720.00
1999720.00
Nordea North America, Inc
Nordea North America, Inc 0.070000%
6555P0BF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
Y
Nordea Bank AB
N/A
N/A
N
7000000.00
6999809.44
0.0004
N
6999510.00
6999510.00
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
31976320.00
0.0016
N
31984640.00
31984640.00
Rabobank Nederland
Rabobank Nederland 0.365300%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0051
N
100003000.00
100003000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.300000%
74927JB36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
62000000.00
61998966.67
0.0031
N
61999380.00
61999380.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.270000%
74927JBG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
7000000.00
6999212.50
0.0004
N
6999370.00
6999370.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BQ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
7000000.00
6997674.44
0.0004
N
6998880.00
6998880.00
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
26945550.00
0.0014
N
26948970.00
26948970.00
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
1994933.34
0.0001
N
1994320.00
1994320.00
Royal Bank of Canada
Royal Bank of Canada 0.345300%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-03-05
N
N
N
79000000.00
79000000.00
0.0040
N
79002370.00
79002370.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-03-27
N
N
N
234000000.00
234000000.00
0.0119
N
234016380.00
234016380.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-04-09
N
N
N
52000000.00
52000000.00
0.0026
N
52001560.00
52001560.00
Royal Bank of Canada
Royal Bank of Canada 0.340000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-04-12
N
N
N
69000000.00
69000000.00
0.0035
N
69013110.00
69013110.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
61000000.00
61000000.00
0.0031
N
61031720.00
61031720.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2X2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
35000000.00
35000000.00
0.0018
N
35019950.00
35019950.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
16000000.00
16000000.00
0.0008
N
16002560.00
16002560.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.270000%
78011LAD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.270000%
78011LAJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
29000000.00
29000000.00
0.0015
N
29000000.00
29000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011LAM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
61000000.00
61000000.00
0.0031
N
60999390.00
60999390.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.210000%
78011LAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
35000000.00
35000000.00
0.0018
N
34998950.00
34998950.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.150000%
83050TBM2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
58000000.00
57995166.66
0.0029
N
57992460.00
57992460.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.320000%
83051AZU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
21000000.00
21000000.00
0.0011
N
21000000.00
21000000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365RBD6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
Y
Societe Generale
N/A
N/A
N
39000000.00
38992980.00
0.0020
N
38997270.00
38997270.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E2B31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
165000000.00
164997708.35
0.0084
N
164998350.00
164998350.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E2BH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9998977.78
0.0005
N
9999200.00
9999200.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E2BM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
21000000.00
20997316.67
0.0011
N
20998110.00
20998110.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19998733.33
0.0010
N
19999800.00
19999800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EEF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34994458.33
0.0018
N
34998950.00
34998950.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14994933.33
0.0008
N
14998045.50
14998045.50
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
33000000.00
32987808.33
0.0017
N
32995710.00
32995710.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
21000000.00
20991465.83
0.0011
N
20995739.10
20995739.10
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49996569.44
0.0025
N
49999500.00
49999500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
95000000.00
94988969.44
0.0048
N
94998100.00
94998100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26995867.50
0.0014
N
26999460.00
26999460.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDJ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26995725.00
0.0014
N
26999190.00
26999190.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257FDK8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74997812.50
0.0038
N
74999250.00
74999250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FEL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
157000000.00
156934539.73
0.0079
N
156971740.00
156971740.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
31000000.00
30998691.11
0.0016
N
30999380.00
30999380.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ79
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49997888.89
0.0025
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GK77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10902000.00
10901309.53
0.0006
N
10901563.92
10901563.92
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GM59
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
91621000.00
91601657.86
0.0046
N
91609089.27
91609089.27
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GN58
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14995170.83
0.0008
N
14996250.00
14996250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GN82
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
17000000.00
16994257.78
0.0009
N
16995410.00
16995410.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF44
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
7000000.00
6999667.50
0.0004
N
6999790.00
6999790.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF51
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
62558000.00
62555028.49
0.0032
N
62556123.26
62556123.26
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47000000.00
46994790.83
0.0024
N
46996710.00
46996710.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
58000000.00
57991122.78
0.0029
N
57994780.00
57994780.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KQ31
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998416.67
0.0005
N
9999000.00
9999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KR22
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998205.56
0.0005
N
9998900.00
9998900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KR48
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63000000.00
62986699.99
0.0032
N
62991810.00
62991810.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M6W5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20012000.00
20008831.43
0.0010
N
20009998.80
20009998.80
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257YAT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79971288.89
0.0041
N
79990400.00
79990400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.200000%
86562EW46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
85000000.00
85000000.00
0.0043
N
85000000.00
85000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.220000%
86562WVD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
99000000.00
99000000.00
0.0050
N
99001980.00
99001980.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WVN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
35000000.00
35000000.00
0.0018
N
35000000.00
35000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
80000000.00
80000000.00
0.0041
N
79999200.00
79999200.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.100000%
86959BV77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
28000000.00
28000000.00
0.0014
N
27998040.00
27998040.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.100000%
86959BW27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
83000000.00
83000000.00
0.0042
N
82993360.00
82993360.00
Swedbank AB
Swedbank AB 0.190000%
87019QDM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
15000000.00
15000000.00
0.0008
N
14999850.00
14999850.00
Swedbank AB
Swedbank AB 0.175000%
87019QDW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
66000000.00
66000000.00
0.0033
N
65998680.00
65998680.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.250000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
TRAN Series 2011A 0.080000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
38000000.00
38000000.00
0.0019
N
38000000.00
38000000.00
Texas
TRAN Series 2011A 0.080000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
74245000.00
74245000.00
0.0038
N
74245000.00
74245000.00
Texas
TRAN Series 2011A 0.080000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
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 0.160000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.160000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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 0.120000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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 0.230000%
88324LB89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
19000000.00
18999150.28
0.0010
N
18999240.00
18999240.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324LBG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
83898000.00
83889959.77
0.0042
N
83891288.16
83891288.16
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.200000%
88324LBV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
50748000.00
50740105.87
0.0026
N
50740387.80
50740387.80
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18030000.00
18030000.00
0.0009
N
18029819.70
18029819.70
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23437000.00
23436850.26
0.0012
N
23436765.63
23436765.63
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
47487000.00
47485483.05
0.0024
N
47485575.39
47485575.39
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TCL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15000000.00
14995600.00
0.0008
N
14995650.00
14995650.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TD91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20020000.00
20012058.73
0.0010
N
20011992.00
20011992.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
9337000.00
9332720.54
0.0005
N
9332985.09
9332985.09
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
8993125.00
0.0005
N
8995310.10
8995310.10
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
0.0051
N
100053000.00
100053000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XFD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
73000000.00
73000000.00
0.0037
N
73002920.00
73002920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
36000000.00
36000000.00
0.0018
N
36003600.00
36003600.00
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
0.0102
N
202026260.00
202026260.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112XKV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
289000000.00
289000000.00
0.0146
N
289000000.00
289000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112XMD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
200000000.00
200000000.00
0.0101
N
199998000.00
199998000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
180000000.00
179959399.99
0.0091
N
179985600.00
179985600.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC20
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
20000000.00
19995333.33
0.0010
N
19998200.00
19998200.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.500000%
89233GDW3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
74000000.00
73908527.78
0.0037
N
73970400.00
73970400.00
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
79874111.10
0.0040
N
79956800.00
79956800.00
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
42919733.33
0.0022
N
42972050.00
42972050.00
UBS AG
UBS AG 0.210000%
90267RBH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
179000000.00
179000000.00
0.0091
N
179000000.00
179000000.00
UBS AG
UBS AG 0.210000%
90267RBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
UBS AG
UBS AG 0.210000%
90267RBS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
76000000.00
76000000.00
0.0038
N
75999240.00
75999240.00
UBS AG
UBS AG 0.210000%
90267RBU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
UBS AG
UBS AG 0.210000%
90267RBY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
2000000.00
2000000.00
0.0001
N
1999960.00
1999960.00
UBS AG
UBS AG 0.200000%
90267RCF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
34000000.00
34000000.00
0.0017
N
33999320.00
33999320.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.130000%
90262CC13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
Y
UBS AG
N/A
N/A
N
32000000.00
31996648.89
0.0016
N
31995840.00
31995840.00
UBS Securities LLC
UBS Securities LLC 0.230000%
99EPPA003_0.2300_M120201_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
12589846.00
12342272.69
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
36313384.00
35265085.43
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
66906221.00
69692642.08
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
115000000.00
115000000.00
0.0058
N
115000000.00
115000000.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
40000000.00
40000000.00
0.0020
N
40002400.00
40002400.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MWS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
24000000.00
24000000.00
0.0012
N
24003120.00
24003120.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MWZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
15000000.00
15000000.00
0.0008
N
15000150.00
15000150.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MXF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
1000000.00
1000000.00
0.0001
N
999840.00
999840.00
Univ of California
Commerical Paper Notes Series B 0.160000%
91411SCD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
N
9500000.00
9498268.89
0.0005
N
9498195.00
9498195.00
Univ of California
Commerical Paper Notes 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
20488952.78
0.0010
N
20488930.00
20488930.00
Univ of California
General Revenue Bonds Series 2011 Y-2 0.375000%
91412GFA8
Other Municipal Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-07-01
N
N
N
30000000.00
30000000.00
0.0015
N
30002100.00
30002100.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.220000%
92217LB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
25000000.00
24999847.22
0.0013
N
24999750.00
24999750.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.180000%
92217LDR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
67000000.00
66971860.00
0.0034
N
66957790.00
66957790.00
Westpac Banking Corp
Westpac Banking Corp 0.703100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-04-30
2013-02-27
N
N
N
100000000.00
100000000.00
0.0051
N
99995900.00
99995900.00
Westpac Banking Corp
Westpac Banking Corp 0.385300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-05-01
N
N
N
158000000.00
158000000.00
0.0080
N
157973140.00
157973140.00
Westpac Banking Corp
Westpac Banking Corp 0.385000%
9612C0BM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
180000000.00
179961500.01
0.0091
N
179978400.00
179978400.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
50000000.00
49983680.56
0.0025
N
49984500.00
49984500.00
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
19945400.00
0.0010
N
19941400.00
19941400.00
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
238689.07
238689.07
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
208638.11
208638.11
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
795539.45
795539.45
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
695381.03
695381.03
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
1750178.03
1750178.03
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
1529830.61
1529830.61
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
855266.72
855266.72
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
747588.64
747588.64
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
198890.60
198890.60
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
173850.28
173850.28
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999968.89
0.0002
N
3999960.00
3999960.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
102000000.00
101996033.33
0.0052
N
101996940.00
101996940.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
12000000.00
11999346.67
0.0006
N
11999520.00
11999520.00
Windmill Funding Corp
Windmill Funding Corp 0.230000%
97342GBN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
29000000.00
28996109.17
0.0015
N
28995940.00
28995940.00
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342GBQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
27000000.00
26996377.50
0.0014
N
26995680.00
26995680.00