0001145549-14-002884.txt : 20140325
0001145549-14-002884.hdr.sgml : 20140325
20140325150549
ACCESSION NUMBER: 0001145549-14-002884
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
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: 14715743
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2011-12-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
33
46
14350128064.08
2830027.06
779550.07
14352178541.07
0.0022
1.0000
2011-12-31
1.0000
2011-12-31
C000012373
1.00
14352178541.07
1.00
120751178.55
3248193163.46
3127441984.91
0.0001
1.0000
2011-12-31
1.0000
2011-12-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LA30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
37400000.00
37399522.11
0.0026
N
37399626.00
37399626.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LA63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
89000000.00
88997156.95
0.0062
N
88997330.00
88997330.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
999929.72
0.0001
N
999950.00
999950.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221JA39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7999866.67
0.0006
N
7999840.00
7999840.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.320000%
03221JA47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6999813.33
0.0005
N
6999860.00
6999860.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.320000%
03221LA59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
84000000.00
83997013.33
0.0059
N
83998320.00
83998320.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.320000%
03221LA91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999857.78
0.0001
N
1999920.00
1999920.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
24000000.00
23999586.67
0.0017
N
23999520.00
23999520.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
48000000.00
47992800.00
0.0033
N
47995680.00
47995680.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
13000000.00
12997985.00
0.0009
N
12998830.00
12998830.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.275000%
05253ABA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
3000000.00
2999083.34
0.0002
N
2999700.00
2999700.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.080000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
121000000.00
121000000.00
0.0084
Security is a time deposit.
N
120997580.00
120997580.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
8000000.00
8000000.00
0.0006
N
8002880.00
8002880.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WFE8
Other Note
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
30000000.00
30000000.00
0.0021
N
30000000.00
30000000.00
Bank of Montreal
Bank of Montreal 0.070000%
06366WA20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
45000000.00
45000000.00
0.0031
N
44999100.00
44999100.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
47000000.00
47000000.00
0.0033
N
47000940.00
47000940.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WWR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
9000000.00
0.0006
N
9000360.00
9000360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
1000000.00
1000000.00
0.0001
N
1000070.00
1000070.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EKP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
5000000.00
5000000.00
0.0003
N
5000550.00
5000550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
97000000.00
97000000.00
0.0068
N
97014550.00
97014550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
23000000.00
23000000.00
0.0016
N
23003450.00
23003450.00
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
30000000.00
30000000.00
0.0021
N
30005700.00
30005700.00
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
2000000.00
2000000.00
0.0001
N
2000520.00
2000520.00
Bank of Nova Scotia
Bank of Nova Scotia 0.600000%
06417EPH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
49000000.00
49000000.00
0.0034
N
49012250.00
49012250.00
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
2000000.00
2000000.00
0.0001
N
2000760.00
2000760.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
25000000.00
25000000.00
0.0017
N
25010000.00
25010000.00
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
27000000.00
27000000.00
0.0019
N
27010800.00
27010800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417ESF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
25000000.00
25000000.00
0.0017
N
25002000.00
25002000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.010000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
113000000.00
113000000.00
0.0079
Security is a time deposit.
N
113000000.00
113000000.00
Bank of the West
Bank of the West 0.255000%
0642G0WY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
42000000.00
42000000.00
0.0029
N
42001680.00
42001680.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000%
06538EBD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
100000000.00
100000000.00
0.0070
N
99998000.00
99998000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000%
06538EBX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
42000000.00
42000000.00
0.0029
N
41997900.00
41997900.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.090000%
06538ECB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
30000000.00
30000000.00
0.0021
N
29999100.00
29999100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.080000%
06538ECD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
11000000.00
11000000.00
0.0008
N
10999560.00
10999560.00
Barclays Bank Plc
Barclays Bank Plc 0.682600%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-02-16
N
N
N
30000000.00
30000000.00
0.0021
N
30004200.00
30004200.00
Barclays Bank Plc
Barclays Bank Plc 0.730000%
06740MZB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20006000.00
20006000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.010000%
00799J004_0.0100_M120103_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2030-05-15
6.250000
Treasury Debt
12600500.00
19545475.35
United States Treasury Department
2031-02-15
5.375000
Treasury Debt
21810200.00
31454630.97
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
50000000.00
50000000.00
0.0035
N
50000000.00
50000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.020000%
00799J004_0.0200_M120103_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2030-05-15
6.250000
Treasury Debt
59181300.00
91800058.77
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
90000000.00
90000000.00
0.0063
N
90000000.00
90000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M120106_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
6112308.00
1947626.90
Fannie Mae
2019-06-25
5.000000
Government Agency Debt
250000.00
30312.82
Fannie Mae
2021-05-01
4.000000
Government Agency Debt
4600000.00
1894876.19
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
2419210.00
1898125.80
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1926062.00
1878443.04
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
1811314.00
1897151.98
Fannie Mae
2027-12-01
5.500000
Government Agency Debt
7575000.00
1795606.07
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
2899809.00
876555.35
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
8300000.00
1951390.20
Fannie Mae
2034-08-25
0.407000
Government Agency Debt
46329.00
2225.74
Fannie Mae
2034-12-25
2.500000
Government Agency Debt
400533.00
282413.46
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4500000.00
1991076.55
Fannie Mae
2036-07-01
7.000000
Government Agency Debt
8615200.00
1892638.75
Fannie Mae
2036-10-01
2.533000
Government Agency Debt
15165.00
4094.45
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
3463930.00
1924966.58
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2400000.00
1884440.32
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
2006636.00
1947117.17
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
2149498.00
1917640.37
Fannie Mae
2040-10-01
3.000000
Government Agency Debt
1988240.00
1952231.77
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
2090000.00
1888705.40
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1952589.00
1918844.51
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1963296.00
1922840.31
Fannie Mae
2041-03-25
2.500000
Government Agency Debt
1889412.00
1939768.06
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
1919400.00
1984529.93
Freddie Mac
2017-04-15
4.000000
Government Agency Debt
1500000.00
31008.27
Freddie Mac
2017-11-15
4.000000
Government Agency Debt
466714.00
29137.93
Freddie Mac
2019-06-01
5.000000
Government Agency Debt
9011000.00
1966520.85
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
103225.00
36118.33
Freddie Mac
2025-11-01
4.000000
Government Agency Debt
2094720.00
1956065.40
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
2009508.00
1901240.05
Freddie Mac
2026-06-01
3.500000
Government Agency Debt
1849307.00
1887792.62
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
58970.00
53442.59
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
11589050.00
10619079.59
Freddie Mac
2034-03-01
5.500000
Government Agency Debt
4700066.00
1890943.73
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
5844886.00
1936158.57
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
2650000.00
1920865.24
Freddie Mac
2037-07-01
6.500000
Government Agency Debt
9070169.00
1950804.39
Freddie Mac
2037-10-01
6.500000
Government Agency Debt
5094704.00
1915212.10
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
2449438.00
1905327.41
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
1862127.00
1950695.10
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
1894244.00
1948099.77
GNMA
2038-05-20
3.500000
Government Agency Debt
4000000.00
3533789.44
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
72000000.00
72000000.00
0.0050
N
72000000.00
72000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M120103_2M54
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
23161078.00
20990131.42
Freddie Mac
2040-11-15
5.000000
Government Agency Debt
169144331.00
173825048.51
GNMA
2038-04-20
2.750000
Government Agency Debt
27336557.00
26734820.53
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
211000000.00
211000000.00
0.0147
N
211000000.00
211000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120103_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-01-25
4.500000
Government Agency Debt
769948.00
208634.42
Fannie Mae
2014-04-01
6.000000
Government Agency Debt
4077457.00
1521522.13
Fannie Mae
2014-09-25
6.000000
Government Agency Debt
750000.00
237282.31
Fannie Mae
2016-07-01
6.000000
Government Agency Debt
7045092.00
1424032.31
Fannie Mae
2018-07-01
6.000000
Government Agency Debt
3932402.00
1595194.40
Fannie Mae
2018-08-01
4.000000
Government Agency Debt
6900000.00
1476535.54
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
86050000.00
247889.12
Fannie Mae
2019-04-01
4.000000
Government Agency Debt
5190000.00
1554725.10
Fannie Mae
2019-09-01
5.000000
Government Agency Debt
10350.00
2260.17
Fannie Mae
2020-03-01
5.000000
Government Agency Debt
4613474.00
1402564.62
Fannie Mae
2021-12-25
8.500000
Government Agency Debt
11500000.00
261575.16
Fannie Mae
2023-06-01
5.500000
Government Agency Debt
10000000.00
1587091.89
Fannie Mae
2023-12-01
5.000000
Government Agency Debt
5000000.00
1546147.76
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
1456744.00
1462491.39
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
1550000.00
1435677.21
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1590340.00
1591597.56
Fannie Mae
2026-09-01
4.000000
Government Agency Debt
1459648.00
1544356.10
Fannie Mae
2026-09-01
5.000000
Government Agency Debt
4000000.00
1402134.01
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
1522211.00
1596168.14
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
1485635.00
1529532.02
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
1508002.00
1563108.41
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
1506852.00
1586886.10
Fannie Mae
2027-03-25
0.698000
Government Agency Debt
10000000.00
248423.79
Fannie Mae
2029-10-01
4.500000
Government Agency Debt
2000000.00
1497002.40
Fannie Mae
2030-07-01
5.500000
Government Agency Debt
3800000.00
1537964.23
Fannie Mae
2030-09-01
9.500000
Government Agency Debt
1804574.00
1484153.73
Fannie Mae
2030-12-01
8.000000
Government Agency Debt
2646642.00
1429987.43
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
1396104.00
1479297.77
Fannie Mae
2031-11-25
0.907000
Government Agency Debt
10000000.00
257513.99
Fannie Mae
2032-12-01
6.000000
Government Agency Debt
25072068.00
1564429.11
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
3000000.00
250701.77
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
2600000.00
219729.45
Fannie Mae
2033-03-25
5.000000
Government Agency Debt
2183200.00
264391.16
Fannie Mae
2033-04-01
7.500000
Government Agency Debt
4000000.00
1475047.68
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
5000000.00
1451013.38
Fannie Mae
2033-11-01
5.000000
Government Agency Debt
3500000.00
1537942.98
Fannie Mae
2034-05-25
0.693600
Government Agency Debt
193547.00
71847.27
Fannie Mae
2034-08-01
8.000000
Government Agency Debt
2000000.00
1523941.66
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
3173450.00
1472464.02
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
5000000.00
1598594.16
Fannie Mae
2035-04-01
7.000000
Government Agency Debt
1568846.00
1516964.15
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
5144499.00
1490923.92
Fannie Mae
2035-08-01
6.500000
Government Agency Debt
7162191.00
1449406.77
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
2145607.00
1481598.27
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
14834245.00
1586446.00
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
5857251.00
1443868.49
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3000000.00
1551941.49
Fannie Mae
2038-11-01
7.500000
Government Agency Debt
1500000.00
1558869.95
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2000000.00
1419245.50
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
2002671.00
1536629.08
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
1639998.00
1444529.17
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
1450187.00
1542575.14
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2145641.00
1596904.85
Fannie Mae
2040-12-01
3.000000
Government Agency Debt
1436501.00
1410706.83
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1483057.00
1535384.12
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1357218.00
1330011.33
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1015443.00
995360.39
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1462277.00
1470403.37
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1402815.00
1403611.16
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
3000000.00
1542714.74
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
1400000.00
1459379.22
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
224573.00
223807.87
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1564765.00
1579592.36
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1382205.00
1473548.48
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1340335.00
1417895.75
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
1356660.00
1469809.25
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1391673.00
1470148.69
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
1349903.00
1438487.21
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
1492914.00
1538841.24
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1491152.00
1619708.81
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1402836.00
1522539.85
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1363975.00
1466732.86
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1290826.00
1407124.26
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1394215.00
1519828.19
Freddie Mac
2016-09-15
6.000000
Government Agency Debt
1500000.00
229369.51
Freddie Mac
2018-04-15
4.000000
Government Agency Debt
1500000.00
224996.72
Freddie Mac
2018-06-15
4.000000
Government Agency Debt
2000000.00
264274.23
Freddie Mac
2018-10-01
5.000000
Government Agency Debt
9000000.00
1439711.46
Freddie Mac
2018-11-01
5.000000
Government Agency Debt
8200000.00
1534915.94
Freddie Mac
2018-12-01
4.500000
Government Agency Debt
6300000.00
1533453.11
Freddie Mac
2019-07-15
3.200000
Government Agency Debt
750000.00
221689.53
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
5145014.00
1415442.17
Freddie Mac
2022-10-15
7.000000
Government Agency Debt
1900000.00
243844.44
Freddie Mac
2023-07-01
5.500000
Government Agency Debt
8000000.00
1476733.81
Freddie Mac
2024-03-15
0.700000
Government Agency Debt
250000.00
250175.42
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
2000000.00
1459614.26
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
1598701.00
1579380.88
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1571384.00
1413583.13
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
1635987.00
1428081.64
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
1374060.00
1435838.75
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1481736.00
1440710.36
Freddie Mac
2029-06-15
0.848000
Government Agency Debt
10000000.00
245039.21
Freddie Mac
2029-08-15
0.798000
Government Agency Debt
10000000.00
259255.93
Freddie Mac
2031-03-01
7.500000
Government Agency Debt
5000000.00
1401042.40
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
579049.00
524773.27
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
22661872.00
20765137.99
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
2540000.00
222120.81
Freddie Mac
2035-12-15
6.000000
Government Agency Debt
2000000.00
269366.70
Freddie Mac
2037-03-15
4.500000
Government Agency Debt
450000.00
241772.56
Freddie Mac
2037-06-15
0.568000
Government Agency Debt
598617.00
127525.62
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
4538783.00
1488170.51
Freddie Mac
2037-11-01
7.000000
Government Agency Debt
2001407.00
1442369.74
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
4043883.00
1468317.37
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
4475393.00
1597065.36
Freddie Mac
2040-06-01
5.500000
Government Agency Debt
1430000.00
1486524.02
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
1750000.00
1548829.79
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
1415337.00
1452766.49
Freddie Mac
2041-03-01
5.500000
Government Agency Debt
1315613.00
1418380.84
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
1370612.00
1485983.06
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
1432449.00
1539652.73
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
1635186.00
1480056.06
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
624557.00
654262.72
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
1353030.00
1481095.11
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
1428911.00
1534697.57
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
1333101.00
1446791.85
GNMA
2022-04-16
3.084000
Government Agency Debt
1500000.00
260741.84
GNMA
2029-04-16
4.746000
Government Agency Debt
1500000.00
241865.11
GNMA
2029-11-18
6.500000
Government Agency Debt
500000.00
230256.36
GNMA
2039-07-16
4.500000
Government Agency Debt
4434037.00
2525215.87
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
155000000.00
155000000.00
0.0108
N
155000000.00
155000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120103_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-08-01
5.500000
Government Agency Debt
3815329.00
76045.03
Fannie Mae
2016-01-01
6.500000
Government Agency Debt
13000000.00
77582.37
Fannie Mae
2016-03-01
5.500000
Government Agency Debt
5196085.00
79875.55
Fannie Mae
2017-11-01
6.000000
Government Agency Debt
20964526.00
1801780.70
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
13000000.00
1799939.74
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
11725135.00
1755189.76
Fannie Mae
2018-09-01
5.000000
Government Agency Debt
10000000.00
1799638.51
Fannie Mae
2019-08-01
5.000000
Government Agency Debt
381000.00
77361.66
Fannie Mae
2019-11-01
5.000000
Government Agency Debt
424228.00
77216.69
Fannie Mae
2019-12-01
5.000000
Government Agency Debt
210000.00
77043.68
Fannie Mae
2020-05-01
5.000000
Government Agency Debt
268145.00
79388.66
Fannie Mae
2020-06-01
4.000000
Government Agency Debt
193345.00
69780.94
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
212401.00
79950.91
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
548144.00
80040.72
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
2500000.00
1822819.63
Fannie Mae
2025-09-01
5.000000
Government Agency Debt
6000000.00
1839948.49
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
2264265.00
1775836.28
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1881662.00
1863317.85
Fannie Mae
2029-05-25
4.500000
Government Agency Debt
68916.00
2181.17
Fannie Mae
2032-04-01
7.000000
Government Agency Debt
15561226.00
1757211.22
Fannie Mae
2034-05-25
0.693600
Government Agency Debt
9806453.00
3640288.10
Fannie Mae
2034-07-01
5.500000
Government Agency Debt
229978.00
77920.26
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
609223.00
80301.33
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
6056000.00
1792583.58
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
5350000.00
1833217.05
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
3000000.00
1778386.63
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
203043.00
79934.49
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
11001425.00
1835788.14
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
2038355.00
1811792.74
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
1733425.00
1804594.67
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
1831046.00
1841998.54
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
2006926.00
1773708.17
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
2000000.00
1829853.61
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
83976.00
80422.24
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
80825.00
78081.79
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
1920000.00
1807507.20
Fannie Mae
2041-03-25
2.500000
Government Agency Debt
1645588.00
1689445.74
Fannie Mae
2041-04-01
3.500000
Government Agency Debt
1794149.00
1810058.62
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1718369.00
1761300.16
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1647283.00
1780242.63
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1686104.00
1761062.32
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
1720114.00
1777943.28
Freddie Mac
2018-09-01
4.500000
Government Agency Debt
5257687.00
1757404.64
Freddie Mac
2019-06-01
5.500000
Government Agency Debt
460000.00
78346.39
Freddie Mac
2020-04-01
4.000000
Government Agency Debt
145139.00
41613.96
Freddie Mac
2020-10-01
5.000000
Government Agency Debt
7333078.00
1770164.94
Freddie Mac
2023-08-01
4.500000
Government Agency Debt
252198.00
79877.45
Freddie Mac
2023-10-01
3.500000
Government Agency Debt
169050.00
76116.97
Freddie Mac
2023-11-01
5.000000
Government Agency Debt
250786.00
80259.28
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
1968903.00
1869494.30
Freddie Mac
2025-02-01
5.500000
Government Agency Debt
6000000.00
1810285.59
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
2161993.00
1841643.59
Freddie Mac
2025-07-01
5.000000
Government Agency Debt
116222.00
79096.71
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1776780.00
1832758.60
Freddie Mac
2026-09-01
3.000000
Government Agency Debt
80496.00
79735.34
Freddie Mac
2027-02-15
0.950000
Government Agency Debt
3000000.00
22811.10
Freddie Mac
2032-02-15
0.848000
Government Agency Debt
20500000.00
16066.64
Freddie Mac
2032-06-01
8.000000
Government Agency Debt
2500000.00
1820615.19
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
97294.00
88174.39
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
11036975.00
10113211.69
Freddie Mac
2034-11-01
7.000000
Government Agency Debt
9975010.00
1868847.40
Freddie Mac
2035-10-15
0.648000
Government Agency Debt
24627.00
836.13
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
3400000.00
1802061.89
Freddie Mac
2037-07-01
5.500000
Government Agency Debt
200000.00
79704.20
Freddie Mac
2038-02-01
7.000000
Government Agency Debt
271948.00
68737.53
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
1800000.00
1834109.03
Freddie Mac
2041-02-01
3.500000
Government Agency Debt
1906544.00
1814822.68
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
82000.00
78285.82
Freddie Mac
2041-04-01
5.500000
Government Agency Debt
1897205.00
1831836.77
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1626638.00
1763224.85
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
3531732.00
3699711.30
Freddie Mac
2041-11-01
4.500000
Government Agency Debt
1723367.00
1848628.42
Freddie Mac
2041-11-01
4.500000
Government Agency Debt
1699360.00
1836486.50
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
88000000.00
88000000.00
0.0061
N
88000000.00
88000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120106_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-04-01
5.500000
Government Agency Debt
9908.00
2348.94
Freddie Mac
2027-11-15
3.500000
Government Agency Debt
55557263.00
41035974.48
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
9858329.00
9423632.81
GNMA
2039-11-16
3.250000
Government Agency Debt
20483.00
18744.18
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
48000000.00
48000000.00
0.0033
N
48000960.00
48000960.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737HA33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
Y
Barclays Bank Plc
N/A
N/A
N
1000000.00
999988.89
0.0001
N
999980.00
999980.00
Barclays US Funding Corp
Barclays US Funding Corp 0.210000%
06737HAK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
Y
Barclays Bank Plc
N/A
N/A
N
7000000.00
6999265.01
0.0005
N
6999230.00
6999230.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737HAW9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
Y
Barclays Bank Plc
N/A
N/A
N
131000000.00
130978894.44
0.0091
N
130972490.00
130972490.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2AS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
Y
BHP Billiton Ltd
N/A
N/A
N
4000000.00
3999500.00
0.0003
N
3999240.00
3999240.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2AS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
Y
BHP Billiton Ltd
N/A
N/A
N
1000000.00
999881.95
0.0001
N
999810.00
999810.00
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
37000000.00
36991017.22
0.0026
N
36984090.00
36984090.00
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
9000000.00
9000000.00
0.0006
N
9000810.00
9000810.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M120103_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-12-25
3.500000
Government Agency Debt
139565999.00
132875330.38
Freddie Mac
2038-12-15
2.000000
Government Agency Debt
100000000.00
97970790.54
Freddie Mac
2039-12-15
2.500000
Government Agency Debt
100000000.00
90003625.19
Freddie Mac
2041-07-15
0.778000
Government Agency Debt
27713505.00
24600254.74
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
329000000.00
329000000.00
0.0229
N
329000000.00
329000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987YEA006_0.2200_M120103_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-11-25
5.500000
Government Agency Debt
10426000.00
1421814.50
Fannie Mae
2030-12-25
4.500000
Government Agency Debt
1500000.00
1640626.50
Fannie Mae
2032-06-25
5.500000
Government Agency Debt
2200000.00
703926.60
Fannie Mae
2032-12-25
0.793600
Government Agency Debt
34313143.00
1980374.86
Fannie Mae
2034-04-25
5.000000
Government Agency Debt
1200000.00
1291230.93
Fannie Mae
2034-09-25
0.757000
Government Agency Debt
1487738.00
171493.43
Fannie Mae
2036-09-25
0.777000
Government Agency Debt
6660000.00
627191.69
Fannie Mae
2037-06-25
0.507200
Government Agency Debt
5640456.00
762768.46
Fannie Mae
2037-06-25
4.000000
Government Agency Debt
1125000.00
1212320.50
Fannie Mae
2037-07-25
0.573600
Government Agency Debt
2475000.00
2396969.85
Fannie Mae
2037-08-25
5.000000
Government Agency Debt
560492.00
601745.21
Fannie Mae
2037-12-25
0.877200
Government Agency Debt
12500000.00
2280201.91
Fannie Mae
2040-05-25
5.500000
Government Agency Debt
3078000.00
1859420.18
Fannie Mae
2040-12-25
0.993600
Government Agency Debt
1764750.00
1687189.67
Fannie Mae
2041-03-25
1.645000
Government Agency Debt
1313500.00
920019.37
Fannie Mae
2041-06-25
5.500000
Government Agency Debt
1900000.00
2211141.26
Fannie Mae
2041-06-25
5.500000
Government Agency Debt
1875000.00
2167343.54
Freddie Mac
2022-07-15
4.000000
Government Agency Debt
1100000.00
593538.75
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
1100000.00
589131.22
Freddie Mac
2030-11-15
4.500000
Government Agency Debt
2000000.00
1694131.70
Freddie Mac
2032-03-15
0.797800
Government Agency Debt
35000000.00
901078.53
Freddie Mac
2033-01-15
0.998000
Government Agency Debt
16000000.00
2037572.09
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1215000.00
1296246.78
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
1900000.00
2158593.38
Freddie Mac
2038-03-15
1.628300
Government Agency Debt
1111000.00
1142654.01
Freddie Mac
2039-11-15
4.500000
Government Agency Debt
1554000.00
1572038.17
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
822000.00
901050.10
Freddie Mac
2041-05-15
4.000000
Government Agency Debt
924000.00
982037.57
Freddie Mac
2041-05-15
5.000000
Government Agency Debt
622000.00
734573.78
GNMA
2039-04-20
4.500000
Government Agency Debt
802453.00
900617.88
GNMA
2041-01-16
4.000000
Government Agency Debt
1383000.00
1459796.91
GNMA
2041-01-16
4.000000
Government Agency Debt
1000000.00
1056345.22
GNMA
2041-06-16
4.000000
Government Agency Debt
1014000.00
1094816.03
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
41000000.00
41000000.00
0.0029
N
41000000.00
41000000.00
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
50000000.00
50000000.00
0.0035
N
49993500.00
49993500.00
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
34000000.00
34000000.00
0.0024
N
33981640.00
33981640.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
68000000.00
67990045.56
0.0047
N
67995920.00
67995920.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17996590.00
0.0013
N
17998740.00
17998740.00
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
6000000.00
5997933.33
0.0004
N
5999400.00
5999400.00
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
40000000.00
39968944.44
0.0028
N
39990000.00
39990000.00
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
15000000.00
14978750.00
0.0010
N
14993250.00
14993250.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.354100%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-07-09
N
N
N
44000000.00
44000000.00
0.0031
N
44006600.00
44006600.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.100000%
13606X7E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
43000000.00
43000000.00
0.0030
N
42999570.00
42999570.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.321400%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
126000000.00
126000000.00
0.0088
N
126000000.00
126000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.080000%
13606YAK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
77000000.00
77000000.00
0.0054
N
76990760.00
76990760.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X2A90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49995555.55
0.0035
N
49998000.00
49998000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
34000000.00
33997365.00
0.0024
N
33998300.00
33998300.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X2AD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
14000000.00
13998599.98
0.0010
N
13999160.00
13999160.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
35000000.00
34995177.78
0.0024
N
34997200.00
34997200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
66000000.00
65990338.33
0.0046
N
65994060.00
65994060.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X2AR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9997933.33
0.0007
N
9998700.00
9998700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TA66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3999872.22
0.0003
N
3999960.00
3999960.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999883.89
0.0001
N
999970.00
999970.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
31000000.00
30995832.22
0.0022
N
30999070.00
30999070.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27994275.56
0.0020
N
27998320.00
27998320.00
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
10000000.00
9997636.11
0.0007
N
9999200.00
9999200.00
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
7000000.00
6998374.44
0.0005
N
6999370.00
6999370.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963TBE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20995893.33
0.0015
N
20997480.00
20997480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TC23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
41000000.00
40984716.11
0.0029
N
40991800.00
40991800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TC56
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
50000000.00
49980444.44
0.0035
N
49989000.00
49989000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.000000%
16199Y003
0001325347
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
30000000.00
30000000.00
0.0021
Security is a time deposit.
N
30000000.00
30000000.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28996004.44
0.0020
N
28998550.00
28998550.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAP0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5998863.33
0.0004
N
5999580.00
5999580.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49935416.67
0.0035
N
49980000.00
49980000.00
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
11000000.00
10984875.00
0.0008
N
10995160.00
10995160.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BDA0
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
1000000.00
998611.11
0.0001
N
999550.00
999550.00
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
105000000.00
105000000.00
0.0073
N
104947500.00
104947500.00
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
38000000.00
38000000.00
0.0026
N
37980620.00
37980620.00
Citibank, NA
Citibank, NA 0.600000%
1730D2S94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
11000000.00
11000000.00
0.0008
N
10994720.00
10994720.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.572200%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-01-27
2013-01-25
N
N
N
150000000.00
150000000.00
0.0105
N
150026400.00
150026400.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
31000000.00
30909945.00
0.0022
N
30901420.00
30901420.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
973MQJ006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
27000000.00
27000000.00
0.0019
N
27003510.00
27003510.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999905.28
0.0001
N
999930.00
999930.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69990355.55
0.0049
N
69992300.00
69992300.00
CRC Funding, LLC
CRC Funding, LLC 0.270000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18997720.00
0.0013
N
18997910.00
18997910.00
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
63000000.00
62978300.00
0.0044
N
62984250.00
62984250.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622UB96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26500000.00
26490526.25
0.0018
N
26491255.00
26491255.00
CRC Funding, LLC
CRC Funding, LLC 0.430000%
12622UC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998471.11
0.0001
N
1998420.00
1998420.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UC87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3997245.56
0.0003
N
3996600.00
3996600.00
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
2000000.00
1995585.56
0.0001
N
1995040.00
1995040.00
Credit Suisse AG
Credit Suisse AG 0.210000%
22550DCX5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
30000000.00
30000000.00
0.0021
N
29999700.00
29999700.00
Credit Suisse AG
Credit Suisse AG 0.210000%
22550DCY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
77000000.00
77000000.00
0.0054
N
76999230.00
76999230.00
Credit Suisse AG
Credit Suisse AG 0.210000%
22550DDN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
51000000.00
51000000.00
0.0036
N
50999490.00
50999490.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.040000%
22799D001_0.0400_M120103_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-07-15
5.000000
Government Agency Debt
99812000.00
18769045.91
Freddie Mac
2039-03-15
5.000000
Government Agency Debt
95809500.00
57108151.36
Freddie Mac
2039-08-15
5.000000
Government Agency Debt
93985000.00
68341699.08
Freddie Mac
2040-03-15
4.500000
Government Agency Debt
99784700.00
88473274.17
Freddie Mac
2040-03-20
5.000000
Government Agency Debt
99617800.00
85066651.36
Freddie Mac
2040-05-15
5.000000
Government Agency Debt
93140000.00
68857748.09
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
99321700.00
104959917.32
Freddie Mac
2041-12-20
4.500000
Government Agency Debt
25680445.00
28059323.32
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
509446078.00
509446078.00
0.0355
N
509446078.00
509446078.00
Danske Corp
Danske Corp 0.300000%
2363F6A91
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
Y
Danske Bank A/S
N/A
N/A
N
56000000.00
55996266.67
0.0039
N
55997200.00
55997200.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
21599B009_0.0800_M120103_2M54
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2040-04-20
0.645000
Government Agency Debt
13631644.00
13676200.16
GNMA
2041-04-16
4.000000
Government Agency Debt
38772000.00
42302276.76
GNMA
2041-12-20
7.000000
Government Agency Debt
22772469.00
27221523.74
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
80000000.00
80000000.00
0.0056
N
80000000.00
80000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
991JCA005_0.2400_M120103_2M54
0001074042
Other Repurchase Agreement
N
AMDOCS LTD ORD
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749978.63
CLOROX CO DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749973.90
COMMUNITY HEALTH SYS INC NEWCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749989.00
COMPLETE PRODUCTION SERVICESCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749985.60
CUMMINS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749923.44
ENTRAVISION COMMUNICATIONS CCL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
195835.18
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749980.98
FAMILY DLR STORES INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749998.62
GENWORTH FINL INC COM CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749999.55
HANOVER INS GROUP INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749980.00
JOURNAL COMMUNICATIONS INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
554982.40
KRAFT FOODS INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749982.72
LEAR CORP COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749963.25
NATIONAL PRESTO INDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749985.60
NEWFIELD EXPL CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749967.90
NRG ENERGY INC
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749983.75
PUBLIC SVC ENTERPRISE GROUP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749977.92
REGIONS FINANCIAL CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749998.48
SEABOARD CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749576.85
SEALED AIR CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749991.72
SOUTHERN UN CO NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749960.61
WILLIAMS COS INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
749984.55
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
15000000.00
15000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M120117_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
53742822.00
57311142.35
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
37443288.00
21015887.50
GNMA
2037-11-16
2.750000
Government Agency Debt
113443.00
109177.27
GNMA
2040-06-15
5.000000
Government Agency Debt
16792.00
16016.76
GNMA
2040-07-20
4.500000
Government Agency Debt
66483.00
70749.59
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
75000000.00
75000000.00
0.0052
Y
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M120105_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1302849.00
1337335.28
Fannie Mae
2027-04-25
4.500000
Government Agency Debt
7150000.00
4440082.77
Fannie Mae
2034-07-01
2.524000
Government Agency Debt
27784542.00
4680803.04
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
13397237.00
4725421.36
Fannie Mae
2036-03-01
2.951000
Government Agency Debt
10540000.00
4691411.44
Fannie Mae
2036-07-01
2.106000
Government Agency Debt
1085188.00
110002.79
Fannie Mae
2036-07-01
5.808000
Government Agency Debt
15006651.00
4669301.73
Fannie Mae
2036-12-25
0.643600
Government Agency Debt
10000000.00
4400345.68
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
21625235.00
7149460.40
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
20000000.00
7141347.35
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
390625.00
146411.76
Fannie Mae
2038-04-25
4.500000
Government Agency Debt
4299524.00
4610525.77
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
10340415.00
7084507.68
Fannie Mae
2039-06-25
4.500000
Government Agency Debt
1708082.00
1523380.17
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
843668.00
515873.69
Fannie Mae
2040-07-25
4.000000
Government Agency Debt
14123.00
13034.95
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
242966.00
252442.86
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1466587.00
1420717.02
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
140192.00
133483.10
Freddie Mac
2030-05-15
4.500000
Government Agency Debt
4256000.00
4654323.30
Freddie Mac
2039-03-01
7.000000
Government Agency Debt
5543670.00
4728462.95
GNMA
2035-04-15
5.500000
Government Agency Debt
5873411.00
1323999.01
GNMA
2037-11-16
2.750000
Government Agency Debt
4860587.00
4677817.32
GNMA
2038-01-15
7.000000
Government Agency Debt
61905.00
47586.82
GNMA
2039-05-20
4.000000
Government Agency Debt
2161785.00
1273049.13
GNMA
2039-11-16
0.942500
Government Agency Debt
10094000.00
4159979.45
GNMA
2040-06-15
5.000000
Government Agency Debt
3319883.00
1833598.01
GNMA
2041-11-20
7.000000
Government Agency Debt
14105.00
16285.36
GNMA
2061-11-20
1.844000
Government Agency Debt
4710424.00
4617713.68
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
83000000.00
83000000.00
0.0058
N
83000000.00
83000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120109_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1317208.00
1352074.36
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
772245.00
246917.73
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
26307.00
9860.23
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
2280576.00
619391.67
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
61897050.00
18299092.43
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
67216091.00
57399467.11
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
4220.00
4018.05
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
225164.00
202416.14
GNMA
2041-06-16
6.500000
Government Agency Debt
1139610.00
1256561.23
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
76000000.00
76000000.00
0.0053
Y
76000760.00
76000760.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120209_2M54
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2037-10-16
2.250000
Government Agency Debt
118234192.00
111569685.65
GNMA
2037-11-16
2.750000
Government Agency Debt
41840046.00
40266760.33
GNMA
2039-05-20
4.000000
Government Agency Debt
1234.00
726.69
GNMA
2039-11-16
0.942500
Government Agency Debt
55761.00
22980.45
GNMA
2041-11-20
7.000000
Government Agency Debt
1072968.00
1238827.73
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
147000000.00
147000000.00
0.0102
Y
147000000.00
147000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M120103_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-01
3.500000
Government Agency Debt
8418444.00
8603457.96
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
20065337.00
19886503.57
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
78226355.00
27229147.06
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
452594.00
169638.62
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
8059108.00
3591242.34
Fannie Mae
2040-01-01
3.500000
Government Agency Debt
50270884.00
32426620.15
Fannie Mae
2040-10-01
3.596000
Government Agency Debt
37603826.00
31695352.09
Fannie Mae
2041-11-01
2.582000
Government Agency Debt
33179155.00
34292526.78
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
415277.00
452789.65
GNMA
2040-05-20
0.784800
Government Agency Debt
16376933.00
13252721.94
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
165000000.00
165000000.00
0.0115
N
165000000.00
165000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120103_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
6563089.00
6770714.85
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
1519581.00
1506037.65
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
198987115.00
53368392.52
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
427701.00
160308.37
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
36784223.00
12891026.46
Freddie Mac
2035-08-15
0.947800
Government Agency Debt
13046987.00
4623690.22
GNMA
2037-11-16
2.750000
Government Agency Debt
131123.00
126192.46
GNMA
2038-01-15
7.000000
Government Agency Debt
447332.00
343867.33
GNMA
2041-06-16
6.500000
Government Agency Debt
1202978.00
1326432.30
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
78000000.00
78000000.00
0.0054
N
78000000.00
78000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120301_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
9997803.00
10498191.83
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
10000000.00
10000000.00
0.0007
Y
10000000.00
10000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601VAK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3043000.00
3042710.91
0.0002
N
3042756.56
3042756.56
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.220000%
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
20515000.00
20508480.79
0.0014
N
20508024.90
20508024.90
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
5534000.00
5532561.16
0.0004
N
5532118.44
5532118.44
Fannie Mae
Fannie Mae 0.035000%
313588RR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
29798000.00
29797710.30
0.0021
N
29797940.40
29797940.40
Fannie Mae
Fannie Mae 0.035000%
313588RY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
3000000.00
2999950.42
0.0002
N
2999988.00
2999988.00
Fannie Mae
Fannie Mae 0.035000%
313588SN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
34200000.00
34198969.25
0.0024
N
34199726.40
34199726.40
Fannie Mae
Fannie Mae 0.030000%
313588TA3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
23200000.00
23199168.66
0.0016
N
23199744.80
23199744.80
Fannie Mae
Fannie Mae 0.040000%
313588TC9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
15000000.00
14999250.00
0.0010
N
14999820.00
14999820.00
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
15000000.00
14999337.50
0.0010
N
14999790.00
14999790.00
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
5000000.00
4999836.11
0.0003
N
4999920.00
4999920.00
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
82000000.00
81996947.78
0.0057
N
81998524.00
81998524.00
Fannie Mae
Fannie Mae 0.020000%
313588VB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
20000000.00
19998977.77
0.0014
N
19999500.00
19999500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
76000000.00
75999683.34
0.0053
N
75999924.00
75999924.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
35000000.00
34999829.86
0.0024
N
34999965.00
34999965.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
23000000.00
22999680.56
0.0016
N
22999954.00
22999954.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
20000000.00
19999527.78
0.0014
N
19999920.00
19999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
19175000.00
19174637.80
0.0013
N
19174923.30
19174923.30
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
8560000.00
8559777.68
0.0006
N
8559965.76
8559965.76
Federal Home Loan Bank
Federal Home Loan Bank 0.033000%
313384SF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
N
15000000.00
14999670.00
0.0010
N
14999910.00
14999910.00
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
33000000.00
32998955.00
0.0023
N
32999670.00
32999670.00
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
84250000.00
84247191.66
0.0059
N
84249073.25
84249073.25
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384TE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
63000000.00
62997532.50
0.0044
N
62999181.00
62999181.00
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
5000000.00
4999836.11
0.0003
N
4999920.00
4999920.00
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
15000000.00
14999491.66
0.0010
N
14999760.00
14999760.00
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
100000000.00
99997250.00
0.0070
N
99998200.00
99998200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
100000000.00
99985252.74
0.0070
N
99998200.00
99998200.00
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
103000000.00
102995822.78
0.0072
N
102997940.00
102997940.00
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
75000000.00
74996874.99
0.0052
N
74998500.00
74998500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384UP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
30000000.00
29998000.01
0.0021
N
29999340.00
29999340.00
Freddie Mac
Freddie Mac 0.030000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
16000000.00
15999893.33
0.0011
N
15999968.00
15999968.00
Freddie Mac
Freddie Mac 0.035000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
10000000.00
9999922.22
0.0007
N
9999980.00
9999980.00
Freddie Mac
Freddie Mac 0.020000%
313396RX3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
3000000.00
2999973.33
0.0002
N
2999988.00
2999988.00
Freddie Mac
Freddie Mac 0.040000%
313396SA2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
15600000.00
15599670.67
0.0011
N
15599922.00
15599922.00
Freddie Mac
Freddie Mac 0.020000%
313396SD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
16700000.00
16699795.89
0.0012
N
16699899.80
16699899.80
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
62000000.00
61998140.00
0.0043
N
61999442.00
61999442.00
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
25000000.00
24999125.00
0.0017
N
24999775.00
24999775.00
Freddie Mac
Freddie Mac 0.030000%
313396SV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
19275000.00
19274389.62
0.0013
N
19274807.25
19274807.25
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
30000000.00
29998925.00
0.0021
N
29999670.00
29999670.00
Freddie Mac
Freddie Mac 0.035000%
313396TJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
20000000.00
19999008.33
0.0014
N
19999720.00
19999720.00
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
100000000.00
99996444.44
0.0070
N
99998300.00
99998300.00
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
9000000.00
8999675.00
0.0006
N
8999847.00
8999847.00
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
50000000.00
49998972.22
0.0035
N
49999000.00
49999000.00
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
75000000.00
74996750.00
0.0052
N
74998425.00
74998425.00
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
125000000.00
125000000.00
0.0087
N
125161250.00
125161250.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
65000000.00
64998645.83
0.0045
N
65000000.00
65000000.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
10000000.00
9999722.22
0.0007
N
10000000.00
10000000.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HA98
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
19000000.00
18999155.55
0.0013
N
18999810.00
18999810.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
48000000.00
47996533.33
0.0033
N
47999520.00
47999520.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
4000000.00
3999733.33
0.0003
N
3999960.00
3999960.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HC96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-09
2012-03-09
N
N
N
68000000.00
67957613.33
0.0047
N
67987760.00
67987760.00
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
106000000.00
105915906.66
0.0074
N
105952300.00
105952300.00
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
32000000.00
31975040.00
0.0022
N
31983040.00
31983040.00
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
4996587.50
0.0003
N
4996750.00
4996750.00
GFRE Holdings LLC
GFRE Holdings LLC 0.300000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
1925000.00
1925000.00
0.0001
N
1925000.00
1925000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120207_2M54
0000769993
Other Repurchase Agreement
N
AIR LEASE CORP CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1121763.36
ALCOA INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1159380.09
ALERE INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1080727.45
ALLSTATE CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1565645.16
AUTOZONE INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1062596.25
BIG LOTS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1086106.46
CAMERON INTERNATIONAL CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1073608.20
CATERPILLAR INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1453718.42
CENTRAL VT PUB SVC CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1594853.99
CENTURYLINK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
73301.49
CLIFFS NATURAL RESOURCES INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1317676.80
CYTEC INDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1062575.00
DELEK US HLDGS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1151506.22
DU PONT E I DE NEMOURS & CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749979.80
ENTRAVISION COMMUNICATIONS CCL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
16905.44
EOG RES INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1733229.85
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749960.07
FLUOR CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1305804.00
FORTEGRA FINL CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
62103.27
GRAY TELEVISION INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
100453.28
GREAT PLAINS ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749986.14
HCA HOLDINGS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1071263.55
HERTZ GLOBAL HOLDINGS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1320923.13
ITC HLDGS CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1075077.36
JOHNSON & JOHNSON
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
2234649.60
KBR INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
139886.04
KOHLS CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1243258.80
LOEWS CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1751600.64
MAIN STREET CAPITAL CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1402692.20
MARSH & MCLENNAN COS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1259520.00
MERCK & CO INC NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749984.70
MIDWAY GOLD CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
11573.10
NABORS INDUSTRIES LTD SHS
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1007660.74
NATURAL GAS SERVICES GROUP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
813742.55
NISOURCE INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749995.80
NORDSTROM INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1583549.56
OWENS CORNING NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1261644.80
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749990.01
POLYPORE INTL INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1813561.20
PROVIDENT FINL SVCS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1135937.83
QUICKSILVER RESOURCES INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1354750.92
RENTECH INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1088386.20
ROBBINS & MYERS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1640497.68
ROYAL CARIBBEAN CRUISES LTD COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1582890.34
SM ENERGY CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1225886.40
SUPERIOR ENERGY SVCS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1085390.28
SUPERVALU INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1734284.28
SWIFT TRANSN CO CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1099003.89
TOTAL SYS SVCS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1135615.10
UNION PAC CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1613329.90
UNITED TECHNOLOGIES CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1791611.40
YUM BRANDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
3749965.20
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
75000000.00
75000000.00
0.0052
Repurchase agreement collateralized by common stock and ETFs.
Y
75035250.00
75035250.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2M54
0000769993
Other Repurchase Agreement
N
BRIDGEPOINT ED INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749993.00
COMPLETE PRODUCTION SERVICESCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1725796.80
DEERE & CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749964.86
DELPHI FINL GROUP INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1179172.20
DEVON ENERGY CORP NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749975.26
DOVER CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749971.10
DU PONT E I DE NEMOURS & CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
897146.95
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749992.40
HALLIBURTON CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749984.10
HESS CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1409773.55
INTERNATIONAL GAME TECHNOLOGCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749983.57
JONES GROUP INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1432547.60
LAUDER ESTEE COS INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749982.50
LIN TV CORP CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
703855.25
MBIA INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1545192.74
MOSAIC CO NEW COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749995.40
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.68
PPG INDS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749931.65
SCHLUMBERGER LTD COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749963.60
SKECHERS U S A INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.90
SPRINT NEXTEL CORP COM SER
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.25
STANLEY BLACK & DECKER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
175403.11
TEEKAY CORPORATION COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1722666.10
WAL MART STORES INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
1458716.84
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
35000000.00
35000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
35019600.00
35019600.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2M54
0000769993
Other Repurchase Agreement
N
AON CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399988.58
BLACKROCK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399882.60
BUNGE LIMITED COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399980.47
CENTERPOINT ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399987.56
CENTURYLINK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
385437.16
CONSOLIDATED EDISON INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399950.10
CORNING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399995.55
ENNIS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399994.47
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399982.50
FEDERATED INVS INC PA CL B
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399991.81
HEALTHSPRING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
14995.75
ITT CORP NEW COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399988.24
ITT EDUCATIONAL SERVICES INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399984.44
JAGUAR MNG INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399999.20
JOHNSON & JOHNSON
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399957.48
NRG ENERGY INC
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399985.25
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399985.04
PINNACLE WEST CAP CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399992.88
RESMED INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399980.04
SALESFORCE COM INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399971.66
SANDRIDGE ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399993.42
WASTE MGMT INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
399981.56
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
8000000.00
8000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
8000000.00
8000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.760000%
992JYE002_0.7600_M120221_2M54
0000769993
Other Repurchase Agreement
N
AON CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699956.58
BUNGE LIMITED COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
275734.14
CALPINE CORP COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
644332.24
CENTERPOINT ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699998.46
CENTURYLINK INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699990.18
CONSOLIDATED EDISON INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699943.97
CORNING INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699988.95
EMERSON ELEC CO COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699962.93
EQT CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699996.96
FEDERATED INVS INC PA CL B
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699989.45
INVESTMENT TECHNOLOGY GRP NECOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
555848.32
ITT CORP NEW COM NEW
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699989.24
ITT EDUCATIONAL SERVICES INCCOM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699987.16
JOHNSON & JOHNSON
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699975.00
MARTIN MARIETTA MATLS INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699975.00
MASTERCARD INC CL A
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
624523.77
PFIZER INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699995.53
PINNACLE WEST CAP CORP COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699987.54
RESMED INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699996.72
SALESFORCE COM INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699899.31
SANDRIDGE ENERGY INC COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699998.76
WASTE MGMT INC DEL COM
2011-12-30
N/A
Other Instrument
common stock or ETF
0.00
699984.12
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
14000000.00
14000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
Y
14000000.00
14000000.00
Govco, LLC
Govco, LLC 0.320000%
38362VA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999982.22
0.0001
N
999980.00
999980.00
Govco, LLC
Govco, LLC 0.320000%
38362VA45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32999120.00
0.0023
N
32999340.00
32999340.00
Govco, LLC
Govco, LLC 0.320000%
38362VA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
23000000.00
22999182.22
0.0016
N
22999540.00
22999540.00
Govco, LLC
Govco, LLC 0.330000%
38362VA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
14999450.00
0.0010
N
14999700.00
14999700.00
Govco, LLC
Govco, LLC 0.320000%
38362VA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999928.89
0.0001
N
999960.00
999960.00
Govco, LLC
Govco, LLC 0.320000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5999146.67
0.0004
N
5999520.00
5999520.00
Govco, LLC
Govco, LLC 0.320000%
38362VAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3999360.00
0.0003
N
3999640.00
3999640.00
Govco, LLC
Govco, LLC 0.350000%
38362VB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
130000000.00
129954500.00
0.0091
N
129972700.00
129972700.00
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
7000000.00
6995263.33
0.0005
N
6996990.00
6996990.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7987333.34
0.0006
N
7988480.00
7988480.00
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
5000000.00
4990827.78
0.0003
N
4991150.00
4991150.00
Govco, LLC
Govco, LLC 0.600000%
38362VFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2991750.00
0.0002
N
2991510.00
2991510.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
47000000.00
46862394.44
0.0033
N
46860410.00
46860410.00
Govco, LLC
Govco, LLC 0.630000%
38362VFL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
63000000.00
62811472.50
0.0044
N
62811000.00
62811000.00
Govco, LLC
Govco, LLC 0.620000%
38362VFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
31000000.00
30908171.11
0.0022
N
30906070.00
30906070.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BA33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
29000000.00
28999500.56
0.0020
N
29000000.00
29000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
18000000.00
17998760.00
0.0013
N
17999820.00
17999820.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BAA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
28000000.00
27997830.00
0.0020
N
27999720.00
27999720.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BAH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
15000000.00
14997933.33
0.0010
N
14999700.00
14999700.00
Grampian Funding, LLC
Grampian Funding, LLC 0.320000%
38501BAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
34000000.00
33993351.11
0.0024
N
33998640.00
33998640.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501BAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
10000000.00
9998105.55
0.0007
N
9999600.00
9999600.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RAQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
71000000.00
70988659.72
0.0049
N
70989350.00
70989350.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.270000%
75914UAN0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
6000000.00
6000000.00
0.0004
N
5999940.00
5999940.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.200000%
75914UAP5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.010000%
4662J0A36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
144000000.00
143999920.00
0.0100
N
144000000.00
144000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.327400%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-01-23
2013-01-18
N
N
N
129000000.00
129000000.00
0.0090
N
128993292.00
128993292.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999175.00
0.0010
N
14999250.00
14999250.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2AC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49996944.44
0.0035
N
49997000.00
49997000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999266.67
0.0007
N
9999400.00
9999400.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19997677.78
0.0014
N
19998000.00
19998000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2AT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9998338.89
0.0007
N
9998600.00
9998600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6998568.89
0.0005
N
6998740.00
6998740.00
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
10000000.00
9998100.00
0.0007
N
9997700.00
9997700.00
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
21000000.00
20991786.67
0.0015
N
20989080.00
20989080.00
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
20000000.00
19992055.55
0.0014
N
19989400.00
19989400.00
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
20000000.00
19991933.33
0.0014
N
19989000.00
19989000.00
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
19000000.00
18991407.78
0.0013
N
18987270.00
18987270.00
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
77000000.00
76949736.11
0.0054
N
76920690.00
76920690.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.220000%
53943RAQ2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
34000000.00
33995221.11
0.0024
N
33993880.00
33993880.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.215000%
53944A5R2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
30000000.00
30000000.00
0.0021
N
29999700.00
29999700.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.215000%
53944A5U5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
13000000.00
13000000.00
0.0009
N
12999870.00
12999870.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.215000%
53944A6D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
23000000.00
23000000.00
0.0016
N
22999540.00
22999540.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.215000%
53944A6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
N
N
8000000.00
8000000.00
0.0006
N
7999840.00
7999840.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999891.39
0.0001
N
999940.00
999940.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11000000.00
10998172.78
0.0008
N
10999010.00
10999010.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4B11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26994652.50
0.0019
N
26997300.00
26997300.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4B29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999795.55
0.0001
N
999890.00
999890.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4BD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14995341.67
0.0010
N
14997600.00
14997600.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4CD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4997400.00
0.0003
N
4998550.00
4998550.00
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
19000000.00
18990895.83
0.0013
N
18994300.00
18994300.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9024000.00
9019503.04
0.0006
N
9021112.32
9021112.32
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
16976000.00
16967431.81
0.0012
N
16970567.68
16970567.68
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
36000000.00
35980860.00
0.0025
N
35986680.00
35986680.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M120103_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-11-25
1.750000
Government Agency Debt
50000000.00
36606729.54
Fannie Mae
2032-09-25
1.157200
Government Agency Debt
57910000.00
36637648.71
Freddie Mac
2036-09-15
0.498000
Government Agency Debt
85058510.00
36056269.43
Freddie Mac
2037-02-15
5.700000
Government Agency Debt
93700000.00
35770767.68
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
37167682.00
34832756.59
Freddie Mac
2041-04-15
0.798000
Government Agency Debt
698614.00
570033.95
GNMA
2038-02-20
5.000000
Government Agency Debt
58147000.00
35825794.25
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
210000000.00
210000000.00
0.0146
N
210000000.00
210000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.240000%
60681P2L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
30000000.00
30000000.00
0.0021
N
30000600.00
30000600.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.200000%
60687GKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
N
70000000.00
70000000.00
0.0049
N
69999300.00
69999300.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GKE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
72000000.00
72000000.00
0.0050
N
71999280.00
71999280.00
National Australia Bank Ltd
National Australia Bank Ltd 0.600000%
971LQB007
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
57000000.00
57000000.00
0.0040
N
57000000.00
57000000.00
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
90000000.00
90000412.12
0.0063
N
90001800.00
90001800.00
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
65000000.00
65000000.00
0.0045
N
65020800.00
65020800.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973VHG002
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
2000000.00
2000000.00
0.0001
N
2000740.00
2000740.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.390000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15060000.00
15060000.00
0.0010
N
15060000.00
15060000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.390000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nordea North America, Inc
Nordea North America, Inc 0.150000%
6555P0B16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
Y
Nordea Bank AB
N/A
N/A
N
4000000.00
3999483.33
0.0003
N
3999080.00
3999080.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19998900.00
0.0014
N
19999800.00
19999800.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983TAL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49993930.56
0.0035
N
49999500.00
49999500.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
9000000.00
8998790.00
0.0006
N
8999910.00
8999910.00
Rabobank Nederland
Rabobank Nederland 0.373600%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-26
2012-03-26
N
N
N
58000000.00
58000000.00
0.0040
N
58004060.00
58004060.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.310000%
74927JA52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
48000000.00
47998346.67
0.0033
N
47998560.00
47998560.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
20000000.00
19984688.89
0.0014
N
19988600.00
19988600.00
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
6994540.00
0.0005
N
6995870.00
6995870.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.470000%
7562E0CT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
998877.22
0.0001
N
998750.00
998750.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0F19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2000000.00
1994933.33
0.0001
N
1994200.00
1994200.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0G26
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
996950.00
0.0001
N
996150.00
996150.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.650000%
7562E0G91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24914236.11
0.0017
N
24898250.00
24898250.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-04-09
N
N
N
131000000.00
131000000.00
0.0091
N
130990830.00
130990830.00
Royal Bank of Canada
Royal Bank of Canada 0.320000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-04-12
N
N
N
175000000.00
175000000.00
0.0122
N
175026250.00
175026250.00
Royal Bank of Canada
Royal Bank of Canada 0.010000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
100000000.00
100000000.00
0.0070
Security is a time deposit.
N
100000000.00
100000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.810000%
78011H2R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20009600.00
20009600.00
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
3000000.00
3000000.00
0.0002
N
3000780.00
3000780.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H6V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
39000000.00
39000000.00
0.0027
N
39000000.00
39000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
61000000.00
61000000.00
0.0043
N
61000000.00
61000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H7A7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
29000000.00
29000000.00
0.0020
N
29000000.00
29000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H7F6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
12000000.00
12000000.00
0.0008
N
12000120.00
12000120.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
9000000.00
9000000.00
0.0006
N
9000090.00
9000090.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H7L3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
N
20000000.00
20000000.00
0.0014
N
19999400.00
19999400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124LA44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
54000000.00
53999010.00
0.0038
N
53998920.00
53998920.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124LA51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19999422.22
0.0014
N
19999600.00
19999600.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124LAJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
10000000.00
9998819.44
0.0007
N
9999200.00
9999200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050TAC5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
35485000.00
35482289.34
0.0025
N
35482516.05
35482516.05
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050TAH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
2000000.00
1999777.78
0.0001
N
1999780.00
1999780.00
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
18000000.00
18000000.00
0.0013
N
17998740.00
17998740.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E2A32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
58000000.00
57999001.11
0.0040
N
57999420.00
57999420.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.100000%
8574P04H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
93000000.00
93000000.00
0.0065
N
92997210.00
92997210.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.100000%
8574P04R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
15000000.00
15000000.00
0.0010
N
14999550.00
14999550.00
State Street Corp
State Street Corp 0.230000%
85747JBE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
1000000.00
999718.89
0.0001
N
999610.00
999610.00
State Street Corp
State Street Corp 0.230000%
85747JBG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
67000000.00
66980309.45
0.0047
N
66971190.00
66971190.00
State Street Corp
State Street Corp 0.200000%
85747JCD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
N
3000000.00
2998800.00
0.0002
N
2997150.00
2997150.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19999472.22
0.0014
N
19999800.00
19999800.00
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
12000000.00
11997276.67
0.0008
N
11999280.00
11999280.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EEC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24992875.00
0.0017
N
24998000.00
24998000.00
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
45000000.00
44985512.50
0.0031
N
44995500.00
44995500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.100000%
86257EEV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49997500.00
0.0035
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999757.22
0.0001
N
1999960.00
1999960.00
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
26972000.00
26965736.50
0.0019
N
26970381.68
26970381.68
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
13000000.00
12996500.84
0.0009
N
12999090.00
12999090.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDB8
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
27000000.00
26992590.00
0.0019
N
26998110.00
26998110.00
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
19445000.00
19438842.42
0.0014
N
19443249.95
19443249.95
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
10298000.00
10294684.61
0.0007
N
10296970.20
10296970.20
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
30000000.00
29995250.00
0.0021
N
29998500.00
29998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GF57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
31892000.00
31891495.04
0.0022
N
31891681.08
31891681.08
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG56
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40060000.00
40058097.16
0.0028
N
40058798.20
40058798.20
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
27000000.00
26994442.50
0.0019
N
26996490.00
26996490.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GL43
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
35105000.00
35096847.84
0.0024
N
35099383.20
35099383.20
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JD38
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
39204000.00
39203172.36
0.0027
N
39203607.96
39203607.96
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JD61
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25016000.00
25013623.48
0.0017
N
25014499.04
25014499.04
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
2000000.00
1999577.78
0.0001
N
1999720.00
1999720.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JG35
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
67000000.00
66980905.00
0.0047
N
66985930.00
66985930.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KN91
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26992305.00
0.0019
N
26994330.00
26994330.00
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
17465000.00
17460206.83
0.0012
N
17461507.00
17461507.00
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
40000000.00
39987333.33
0.0028
N
39990000.00
39990000.00
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
10246000.00
10242701.36
0.0007
N
10243336.04
10243336.04
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
9996569.45
0.0007
N
9997100.00
9997100.00
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
44000000.00
43983512.22
0.0031
N
43985040.00
43985040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.200000%
86562EN20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
100000000.00
100000000.00
0.0070
N
99998000.00
99998000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.240000%
86562WTS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
70000000.00
70000000.00
0.0049
N
69998600.00
69998600.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WTV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
144000000.00
144000000.00
0.0100
N
144000000.00
144000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.120000%
86959BR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
95000000.00
95000000.00
0.0066
N
94992400.00
94992400.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.120000%
86959BS30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
11000000.00
11000000.00
0.0008
N
10999010.00
10999010.00
Swedbank AB
Swedbank AB 0.205000%
87019QCL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
42000000.00
42000000.00
0.0029
N
41999160.00
41999160.00
Texas
TRAN Series 2011A 0.070000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.070000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
24750000.00
24750000.00
0.0017
N
24750000.00
24750000.00
Texas
TRAN Series 2011A 0.070000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
19845000.00
19845000.00
0.0014
N
19845000.00
19845000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.320000%
88324LAC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
28000000.00
27997262.22
0.0020
N
27998320.00
27998320.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
24000000.00
23996693.33
0.0017
N
23998080.00
23998080.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
67000000.00
66989615.00
0.0047
N
66993970.00
66993970.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.300000%
88324LAL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15997466.66
0.0011
N
15998400.00
15998400.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999672.78
0.0001
N
1999800.00
1999800.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.310000%
88324LAR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999380.00
0.0002
N
2999610.00
2999610.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
75000000.00
74996166.66
0.0052
N
74997000.00
74997000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3999535.56
0.0003
N
3999600.00
3999600.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TAP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
22000000.00
21996638.89
0.0015
N
21997580.00
21997580.00
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
51162000.00
51137300.12
0.0036
N
51133349.28
51133349.28
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XAQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
N
2000000.00
2000000.00
0.0001
N
2001220.00
2001220.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
31000000.00
31000000.00
0.0022
N
31017050.00
31017050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112XCW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
119000000.00
119000000.00
0.0083
N
119013090.00
119013090.00
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
50000000.00
50000000.00
0.0035
N
50002500.00
50002500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112XHE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
114000000.00
114000000.00
0.0079
N
113998860.00
113998860.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112XHK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
46000000.00
46000000.00
0.0032
N
45999540.00
45999540.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112Y5N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
93000000.00
93000000.00
0.0065
N
93001860.00
93001860.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
110000000.00
110000000.00
0.0077
N
110003300.00
110003300.00
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
N
70000000.00
69966788.89
0.0049
N
69983900.00
69983900.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.570000%
89233GEG7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
N
21000000.00
20954780.00
0.0015
N
20974590.00
20974590.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
120000000.00
119712000.00
0.0083
N
119832000.00
119832000.00
UBS AG
UBS AG 0.190000%
90267A7D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
100000000.00
100000000.00
0.0070
N
99999000.00
99999000.00
UBS AG
UBS AG 0.200000%
90267RAL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
29000000.00
29000000.00
0.0020
N
28998840.00
28998840.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.165000%
90262CA64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
Y
UBS AG
N/A
N/A
N
25000000.00
24999427.08
0.0017
N
24999000.00
24999000.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.190000%
90262CAA5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
Y
UBS AG
N/A
N/A
N
61000000.00
60997102.50
0.0043
N
60996950.00
60996950.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M120106_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
73133277.00
70744974.39
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
73678399.00
76135026.14
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
UBS Securities LLC
N/A
N/A
N
N
144000000.00
144000000.00
0.0100
N
144004320.00
144004320.00
Union Bank, NA
Union Bank, NA 0.380000%
90527MVA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
54000000.00
54000000.00
0.0038
N
53998380.00
53998380.00
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
2000000.00
2000000.00
0.0001
N
1999140.00
1999140.00
Univ of California
Commerical Paper Notes Series B 0.230000%
91411SA91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
4000000.00
3999795.55
0.0003
N
3999840.00
3999840.00
Univ of California
Commerical Paper Notes Series B 0.170000%
91411SAC4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
8000000.00
7999584.44
0.0006
N
7999680.00
7999680.00
Univ of California
Commerical Paper Notes Series B 0.250000%
91411SB82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
9000000.00
8997625.00
0.0006
N
8998200.00
8998200.00
Univ of California
Commerical Paper Notes Series B 0.140000%
91411SBF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
22000000.00
21996150.00
0.0015
N
21996260.00
21996260.00
Univ of California
Commerical Paper Notes Series B 0.270000%
91411SBP4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
5000000.00
4998012.50
0.0003
N
4998400.00
4998400.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217LAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
58000000.00
57990333.34
0.0040
N
57993620.00
57993620.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.220000%
92217LAT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
23000000.00
22996345.55
0.0016
N
22997240.00
22997240.00
Westpac Banking Corp
Westpac Banking Corp 0.360200%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-05-01
N
N
N
52000000.00
52000000.00
0.0036
N
51988040.00
51988040.00
Westpac Banking Corp
Westpac Banking Corp 0.361400%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
12993500.00
12993500.00
Westpac Banking Corp
Westpac Banking Corp 0.500000%
96121TJN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
1000000.00
1000000.00
0.0001
N
1000370.00
1000370.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C0A33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
23000000.00
22999616.67
0.0016
N
22999540.00
22999540.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
104000000.00
103894093.29
0.0072
N
103937600.00
103937600.00
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
49972916.67
0.0035
N
49970000.00
49970000.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CU1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
79000000.00
78910269.16
0.0055
N
78945490.00
78945490.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1173457.04
1173457.04
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
1019734.16
1019734.16
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
258579.24
258579.24
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
224705.36
224705.36
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1989106.59
1989106.59
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
1728533.63
1728533.63
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
338114.52
338114.52
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
293821.52
293821.52
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342JA35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
81000000.00
80998650.00
0.0056
N
80999190.00
80999190.00
Windmill Funding Corp
Windmill Funding Corp 0.270000%
97342JA35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
38000000.00
37999430.00
0.0026
N
37999620.00
37999620.00