0001145549-14-002923.txt : 20140328
0001145549-14-002923.hdr.sgml : 20140328
20140328130414
ACCESSION NUMBER: 0001145549-14-002923
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111130
FILED AS OF DATE: 20140328
DATE AS OF CHANGE: 20140328
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: 14724572
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2011-11-30
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
33
48
20160064812.38
4173703.57
75945860.83
20088292655.12
0.0024
1.0000
2011-11-30
1.0000
2011-11-30
C000012379
1.00
5834181609.04
1.00
-20933869.86
1440217126.04
1461150995.90
0.0001
1.0000
2011-11-30
1.0000
2011-11-30
C000012380
1.00
14254111046.08
1.00
196209530.76
4436312000.38
4240102469.62
0.0001
1.0000
2011-11-30
1.0000
2011-11-30
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
4000000.00
3999156.67
0.0002
N
3999240.00
3999240.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086MZ72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
130000000.00
129995450.00
0.0065
N
129996100.00
129996100.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
78000000.00
77992958.33
0.0039
N
77994540.00
77994540.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
53000000.00
52993006.94
0.0026
N
52994700.00
52994700.00
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
43000000.00
42987780.83
0.0021
N
42991400.00
42991400.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.440000%
04014AB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
55000000.00
54954961.11
0.0027
N
54961500.00
54961500.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BZ53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49998500.00
0.0025
N
49999000.00
49999000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UZ28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
9000000.00
8999932.50
0.0004
N
9000000.00
9000000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
60000000.00
59997916.67
0.0030
N
59999400.00
59999400.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
55000000.00
54998013.88
0.0027
N
54999450.00
54999450.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999862.78
0.0000
N
999960.00
999960.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.225000%
05252V7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
103000000.00
103000000.00
0.0051
N
103000000.00
103000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEF6
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
45000000.00
45000000.00
0.0022
N
45000450.00
45000450.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEH2
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
80000000.00
80000000.00
0.0040
N
80000800.00
80000800.00
Bank of America, NA
Bank of America, NA 0.765600%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-01-23
2012-08-22
N
N
N
147000000.00
147000000.00
0.0073
N
145884270.00
145884270.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C04Y5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
22000000.00
22000000.00
0.0011
N
22000000.00
22000000.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C05A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
24000000.00
24000000.00
0.0012
N
23999760.00
23999760.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C05C2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
140000000.00
140000000.00
0.0070
N
139998600.00
139998600.00
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
15000000.00
15000000.00
0.0007
N
15001650.00
15001650.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WTB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
16000000.00
16000000.00
0.0008
N
16000000.00
16000000.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WUD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
6000000.00
6000000.00
0.0003
N
5999940.00
5999940.00
Bank of Montreal
Bank of Montreal 0.160000%
06366WVV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
179000000.00
179000000.00
0.0089
N
179000000.00
179000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
37000000.00
37000000.00
0.0018
N
37000740.00
37000740.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4B8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
40000000.00
40000000.00
0.0020
N
40000800.00
40000800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
108000000.00
108000000.00
0.0054
N
108003240.00
108003240.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
3000000.00
3000000.00
0.0001
N
3000240.00
3000240.00
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
85000000.00
85000000.00
0.0042
N
85008500.00
85008500.00
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
4000000.00
4000000.00
0.0002
N
4000760.00
4000760.00
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
100000000.00
100000000.00
0.0050
N
100021000.00
100021000.00
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
27000000.00
27000000.00
0.0013
N
27005670.00
27005670.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417ENK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
21000000.00
21000000.00
0.0010
N
21001260.00
21001260.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
33000000.00
33000000.00
0.0016
N
33000000.00
33000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EPL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
123000000.00
123000000.00
0.0061
N
123017220.00
123017220.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
5000000.00
5000000.00
0.0002
N
5000750.00
5000750.00
Bank of Nova Scotia
Bank of Nova Scotia 0.070000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
15000000.00
15000000.00
0.0007
Security is a time deposit.
N
15000000.00
15000000.00
Bank of the West
Bank of the West 0.240000%
0642G0WK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
63000000.00
63000000.00
0.0031
N
63001890.00
63001890.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.160000%
06538D4V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
18000000.00
18000000.00
0.0009
N
18000000.00
18000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538D5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
135000000.00
135000000.00
0.0067
N
134998650.00
134998650.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.160000%
06538D5S4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
13000000.00
13000000.00
0.0006
N
13000000.00
13000000.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
80000000.00
80000000.00
0.0040
N
80000000.00
80000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
00799J004_0.1400_M111201_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
6112308.00
2005166.05
Fannie Mae
2021-05-01
4.000000
Government Agency Debt
4600000.00
1972865.46
Fannie Mae
2021-08-01
3.000000
Government Agency Debt
2000000.00
2016135.46
Fannie Mae
2021-11-01
3.500000
Government Agency Debt
5067563.00
5316559.96
Fannie Mae
2023-04-01
4.500000
Government Agency Debt
7731868.00
2030957.16
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
6674833.00
5347499.15
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
2500000.00
2061030.75
Fannie Mae
2025-09-01
5.000000
Government Agency Debt
6000000.00
1905832.25
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
2264265.00
1946777.83
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
2217847.00
2107055.02
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1980695.00
1959826.83
Fannie Mae
2026-01-01
4.500000
Government Agency Debt
2011366.00
2003477.63
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1999187.00
2079983.22
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
2030000.00
2034238.12
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1926062.00
1919680.51
Fannie Mae
2026-11-01
4.000000
Government Agency Debt
6560829.00
6969904.71
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
4372720.00
4557709.86
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
3372127.00
3514786.33
Fannie Mae
2027-12-01
5.500000
Government Agency Debt
8100000.00
1985350.03
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
6425182.00
6659162.13
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
5242657.00
5433608.99
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
6639275.00
6997299.38
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
6137223.00
6468174.11
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
88000000.00
2033066.26
Fannie Mae
2033-04-01
5.000000
Government Agency Debt
20553000.00
7207640.50
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
24850000.00
7467025.82
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
21932083.00
6521695.51
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
19900147.00
7353996.78
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
6600000.00
2065539.64
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
8300000.00
1980759.08
Fannie Mae
2034-08-01
5.000000
Government Agency Debt
17551991.00
7724657.44
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
14390000.00
7397515.50
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
4600000.00
2007460.96
Fannie Mae
2036-11-01
7.000000
Government Agency Debt
16384619.00
2059217.26
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
6837772.00
2037114.68
Fannie Mae
2037-04-01
7.000000
Government Agency Debt
8090663.00
2103414.98
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
18350000.00
6947077.00
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3148978.00
2088823.69
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
18699016.00
6853337.48
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
3463930.00
1924669.25
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
6460216.00
2088230.99
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
9000000.00
6521544.26
Fannie Mae
2039-05-01
4.000000
Government Agency Debt
2436716.00
2102801.89
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
2271813.00
2003631.36
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
2006636.00
1936621.05
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
8350893.00
7706672.92
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
2149498.00
1953083.41
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
2000000.00
2083357.22
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
2196873.00
2101693.08
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
2218602.00
2097467.73
Fannie Mae
2040-10-01
3.000000
Government Agency Debt
1988240.00
1933999.14
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
2082706.00
1987559.54
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
7387771.00
6815547.90
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
2081686.00
2038911.23
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
6959186.00
6674096.80
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
6898000.00
6498515.47
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2069156.00
2024537.34
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2000000.00
2010985.47
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
1966834.00
1956965.55
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2049020.00
2021052.70
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
2007746.00
2006383.55
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1997750.00
1956812.92
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2010780.00
2080654.65
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1972148.00
1975707.89
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
6279540.00
6014933.65
Fannie Mae
2041-03-01
3.500000
Government Agency Debt
6605617.00
6644856.96
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
2063010.00
2080621.36
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
2011899.00
2064310.79
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1930276.00
2038523.40
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
6433758.00
6612877.93
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
1962741.00
1987193.79
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
8267585.00
7338603.49
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
2745359.00
2617373.58
Fannie Mae
2041-06-01
4.000000
Government Agency Debt
2010904.00
2010103.83
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
7753126.00
7304080.55
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
2013126.00
2041772.54
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1972125.00
2001252.09
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
8163444.00
7687728.55
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
6412389.00
6620357.96
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
5591285.00
5303721.22
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
5697588.00
4865423.87
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1765674.00
1920703.90
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
2584764.00
2694333.45
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
2441740.00
2536456.89
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
2000000.00
2085431.37
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
2000000.00
2083920.64
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1910408.00
2076645.16
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1832266.00
1996681.00
Fannie Mae
2041-09-01
3.500000
Government Agency Debt
6562035.00
6687914.89
Fannie Mae
2041-09-01
3.500000
Government Agency Debt
2002280.00
2040172.26
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
4451285.00
4646360.81
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
2000000.00
2086475.51
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
2000000.00
2085281.27
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
5742330.00
6072902.96
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1927536.00
2086742.92
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
1905491.00
2073823.83
Freddie Mac
2019-06-01
5.000000
Government Agency Debt
9000000.00
2017974.62
Freddie Mac
2020-08-01
4.500000
Government Agency Debt
15000000.00
7601770.51
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
334322.00
224349.64
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
7840901.00
7462335.57
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
8016126.00
7318481.92
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
8188192.00
7802999.18
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
7063605.00
6741720.75
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
2375568.00
2298009.13
Freddie Mac
2025-11-01
4.000000
Government Agency Debt
2094720.00
1970282.83
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
6686138.00
6431053.43
Freddie Mac
2026-01-01
4.000000
Government Agency Debt
2140325.00
2071318.65
Freddie Mac
2026-03-01
3.500000
Government Agency Debt
6818225.00
6707784.94
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
2024262.00
2086160.40
Freddie Mac
2026-04-01
3.500000
Government Agency Debt
3815736.00
3654553.81
Freddie Mac
2031-03-01
4.500000
Government Agency Debt
1926646.00
2003548.51
Freddie Mac
2034-11-01
7.500000
Government Agency Debt
2500000.00
2066639.24
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
12702345.00
5559043.42
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
5844886.00
2053285.46
Freddie Mac
2036-11-01
7.500000
Government Agency Debt
2600000.00
2084541.68
Freddie Mac
2036-11-01
8.000000
Government Agency Debt
3243924.00
2059192.44
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
2650000.00
1906049.68
Freddie Mac
2036-12-01
7.500000
Government Agency Debt
3300000.00
1948021.11
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
7272298.00
2196740.72
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
5148167.00
1936296.77
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
3246462.00
1991597.96
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
2516923.00
2057406.58
Freddie Mac
2040-01-01
4.000000
Government Agency Debt
2019050.00
1954173.99
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
8000000.00
6858893.26
Freddie Mac
2040-08-01
4.500000
Government Agency Debt
2400000.00
1927334.56
Freddie Mac
2041-01-01
3.500000
Government Agency Debt
2100000.00
2072581.19
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
1927608.00
2031637.89
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
6289566.00
6600972.69
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
1990519.00
2131451.48
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
2060159.00
2100790.60
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
1894244.00
1931554.56
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
2001950.00
2088941.79
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
450000000.00
450000000.00
0.0224
N
450000000.00
450000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M111207_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
771395.00
792420.66
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
4935804.00
5201968.33
Fannie Mae
2031-12-25
7.000000
Government Agency Debt
15000000.00
1516123.48
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
47272.00
47026.81
Fannie Mae
2041-09-25
7.000000
Government Agency Debt
14862278.00
1492316.80
Fannie Mae
2042-05-25
7.500000
Government Agency Debt
17000000.00
1658752.52
Fannie Mae
2044-07-25
7.000000
Government Agency Debt
4761143.00
1477193.23
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
179264.00
160046.21
Freddie Mac
2033-04-01
5.000000
Government Agency Debt
6002623.00
1220005.70
Freddie Mac
2042-02-25
7.500000
Government Agency Debt
26386.00
3264.25
GNMA
2032-02-16
5.500000
Government Agency Debt
32870.00
9974.69
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
13000000.00
13000000.00
0.0006
N
12999610.00
12999610.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111207_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
3601385.00
3466317.16
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
224343.00
151446.85
Freddie Mac
2039-09-01
6.500000
Government Agency Debt
163246566.00
171121901.20
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
168000000.00
168000000.00
0.0084
N
167998320.00
167998320.00
Barclays Capital, Inc
Barclays Capital, Inc 0.230000%
07699U005_0.2300_M111207_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-01-25
6.500000
Government Agency Debt
22310057.00
4905073.43
Fannie Mae
2020-12-25
4.500000
Government Agency Debt
5833265.00
5317095.65
Fannie Mae
2022-05-25
4.250000
Government Agency Debt
60000000.00
4571903.75
Fannie Mae
2022-09-25
4.500000
Government Agency Debt
11300000.00
3438708.25
Fannie Mae
2023-12-25
3.500000
Government Agency Debt
6545000.00
5189455.37
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
6000000.00
5878489.14
Fannie Mae
2025-08-25
3.500000
Government Agency Debt
5000000.00
3942742.23
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
5000000.00
4957703.30
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
4291069.00
4295919.65
Fannie Mae
2031-10-25
0.745000
Government Agency Debt
21580000.00
3643402.29
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
2789192.00
2939599.80
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
17300000.00
6439460.11
Fannie Mae
2033-07-25
6.252000
Government Agency Debt
75800000.00
4188510.31
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
14000000.00
4093516.35
Fannie Mae
2034-06-25
7.500000
Government Agency Debt
11400000.00
2592344.86
Fannie Mae
2034-12-25
2.500000
Government Agency Debt
5000000.00
3599999.11
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
15000000.00
3607291.70
Fannie Mae
2035-08-25
0.695000
Government Agency Debt
25000000.00
2974861.34
Fannie Mae
2035-08-25
4.500000
Government Agency Debt
14500000.00
5848167.08
Fannie Mae
2036-10-25
0.757000
Government Agency Debt
25000000.00
5770592.14
Fannie Mae
2036-10-25
6.000000
Government Agency Debt
25000000.00
5321602.64
Fannie Mae
2037-03-25
4.500000
Government Agency Debt
15000000.00
5550499.47
Fannie Mae
2037-10-25
0.575000
Government Agency Debt
14680000.00
7235437.12
Fannie Mae
2038-02-25
0.745000
Government Agency Debt
10135000.00
4666903.98
Fannie Mae
2038-03-25
0.965000
Government Agency Debt
10000000.00
4680923.80
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
13000000.00
3469272.08
Fannie Mae
2041-09-25
0.795000
Government Agency Debt
4640000.00
4404781.63
Fannie Mae
2042-10-25
7.276000
Government Agency Debt
9715635.00
1625482.72
Fannie Mae
2043-08-25
5.807000
Government Agency Debt
2385212.00
2704797.02
Freddie Mac
2014-12-15
4.000000
Government Agency Debt
15661000.00
5168213.27
Freddie Mac
2017-12-15
4.500000
Government Agency Debt
45735195.00
3487762.25
Freddie Mac
2019-08-15
4.000000
Government Agency Debt
8044615.00
4503412.49
Freddie Mac
2020-03-25
4.224000
Government Agency Debt
725425.00
802557.75
Freddie Mac
2021-02-15
4.500000
Government Agency Debt
7910000.00
1639693.28
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
3634246.79
Freddie Mac
2022-07-15
4.000000
Government Agency Debt
6125000.00
3491928.03
Freddie Mac
2022-08-15
4.250000
Government Agency Debt
86500000.00
4990203.90
Freddie Mac
2022-09-15
4.000000
Government Agency Debt
10500000.00
5716791.15
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
10000000.00
5703986.02
Freddie Mac
2023-01-15
5.000000
Government Agency Debt
4750000.00
4452727.44
Freddie Mac
2023-03-15
4.250000
Government Agency Debt
52000000.00
5702436.91
Freddie Mac
2023-05-15
3.250000
Government Agency Debt
10000000.00
6203774.99
Freddie Mac
2024-04-15
5.000000
Government Agency Debt
4000000.00
4165867.11
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
4650000.00
4483443.88
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
3768043.00
3467005.79
Freddie Mac
2029-03-15
7.000000
Government Agency Debt
4311000.00
5211524.31
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
5000000.00
4227556.35
Freddie Mac
2032-04-15
3.600000
Government Agency Debt
26330626.00
4687448.25
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
5000000.00
5360008.89
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
34220000.00
3832770.38
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
24650000.00
6040091.34
Freddie Mac
2036-03-15
0.613000
Government Agency Debt
8200000.00
3535653.50
Freddie Mac
2036-06-15
4.000000
Government Agency Debt
3992203.00
4175242.40
Freddie Mac
2036-07-15
4.250000
Government Agency Debt
20000000.00
6305525.31
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
19867995.00
7318651.69
Freddie Mac
2037-03-15
0.543000
Government Agency Debt
15600000.00
5380039.39
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
4000000.00
4061112.66
Freddie Mac
2037-08-15
4.000000
Government Agency Debt
3500000.00
3469526.93
Freddie Mac
2037-10-15
0.573000
Government Agency Debt
10582000.00
5118216.36
Freddie Mac
2037-10-15
0.833000
Government Agency Debt
10000000.00
4043983.46
Freddie Mac
2037-11-15
4.000000
Government Agency Debt
4000000.00
4236166.33
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
5800000.00
5522705.37
Freddie Mac
2038-02-15
0.973000
Government Agency Debt
10000000.00
4172898.03
Freddie Mac
2038-04-15
5.000000
Government Agency Debt
5000000.00
5604193.89
GNMA
2032-03-16
5.000000
Government Agency Debt
10000000.00
4303371.60
GNMA
2032-10-20
4.500000
Government Agency Debt
50000000.00
4955351.72
GNMA
2034-04-16
0.543000
Government Agency Debt
38373901.00
5132901.73
GNMA
2034-12-16
4.500000
Government Agency Debt
9783000.00
4341967.91
GNMA
2035-05-20
0.545000
Government Agency Debt
4320812.00
902591.64
GNMA
2035-08-20
3.000000
Government Agency Debt
5000000.00
4233140.91
GNMA
2037-11-20
3.000000
Government Agency Debt
6000000.00
5543892.23
GNMA
2037-11-20
3.000000
Government Agency Debt
5000000.00
4810415.73
GNMA
2038-05-20
3.500000
Government Agency Debt
4000000.00
3596667.60
GNMA
2038-11-20
3.500000
Government Agency Debt
5000000.00
5088074.51
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5612573.89
GNMA
2039-05-20
3.500000
Government Agency Debt
5000000.00
4907406.00
GNMA
2039-06-20
3.500000
Government Agency Debt
11000000.00
7240851.07
GNMA
2039-06-20
4.000000
Government Agency Debt
6500000.00
4274197.34
GNMA
2039-07-16
4.500000
Government Agency Debt
6700000.00
3879416.47
GNMA
2039-08-20
4.000000
Government Agency Debt
4627436.00
2663088.86
GNMA
2039-08-20
4.000000
Government Agency Debt
854630.00
634308.34
GNMA
2039-10-16
4.000000
Government Agency Debt
6600000.00
4123582.38
GNMA
2039-11-16
4.500000
Government Agency Debt
11050000.00
6103647.46
GNMA
2040-02-16
3.853000
Government Agency Debt
5000000.00
4291588.91
GNMA
2040-04-20
0.755000
Government Agency Debt
5448129.00
4389605.59
GNMA
2040-12-20
4.000000
Government Agency Debt
4215679.00
4346547.26
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
365000000.00
365000000.00
0.0182
N
365000000.00
365000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737JZN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
Y
Barclays Bank Plc
N/A
N/A
N
194000000.00
193977366.68
0.0097
N
193978660.00
193978660.00
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
3998880.00
0.0002
N
3997640.00
3997640.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.190000%
0554M2BG1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
BHP Billiton Ltd
N/A
N/A
N
56000000.00
55977242.23
0.0028
N
55944560.00
55944560.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.140000%
0554M3ZF5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
Y
BHP Billiton Ltd
N/A
N/A
N
34000000.00
33998148.89
0.0017
N
33997280.00
33997280.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.140000%
0554M3ZK4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
Y
BHP Billiton Ltd
N/A
N/A
N
20000000.00
19998600.00
0.0010
N
19997800.00
19997800.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
24000000.00
24000000.00
0.0012
N
23999520.00
23999520.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
13000000.00
13000000.00
0.0006
N
12999350.00
12999350.00
BNP Paribas
BNP Paribas 0.560000%
05572NDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
21000000.00
21000000.00
0.0010
N
20994750.00
20994750.00
BNP Paribas
BNP Paribas 0.585000%
05572WAE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
10900000.00
10900055.81
0.0005
N
10900109.00
10900109.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M111201_2M47
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
151633630.00
156868004.24
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
41189947.00
42018647.95
GNMA
2041-08-20
4.500000
Government Agency Debt
140955900.00
151933086.00
GNMA
2041-09-20
4.000000
Government Agency Debt
98080888.00
104440261.83
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
442000000.00
442000000.00
0.0220
N
442000000.00
442000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987YEA006_0.2200_M111207_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-03-25
5.000000
Government Agency Debt
4000000.00
4390067.11
Fannie Mae
2032-08-25
1.257000
Government Agency Debt
123452612.00
3745032.71
Fannie Mae
2036-05-25
0.545000
Government Agency Debt
7650000.00
4078418.58
Fannie Mae
2036-06-25
0.595000
Government Agency Debt
10500000.00
4867965.86
Fannie Mae
2036-12-25
0.595000
Government Agency Debt
30520119.00
4225925.28
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
4570000.00
4022504.10
Fannie Mae
2040-11-25
0.895000
Government Agency Debt
4750000.00
4601330.62
Freddie Mac
2026-08-15
3.500000
Government Agency Debt
3722000.00
3875065.18
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
2947458.00
2900119.89
Freddie Mac
2035-06-15
5.500000
Government Agency Debt
28020000.00
4315650.23
Freddie Mac
2038-02-15
0.943000
Government Agency Debt
13400000.00
4636372.84
Freddie Mac
2040-09-15
5.000000
Government Agency Debt
3455000.00
3924958.70
Freddie Mac
2041-04-15
5.000000
Government Agency Debt
3624000.00
4173662.15
Freddie Mac
2041-06-15
4.000000
Government Agency Debt
3006510.00
3220667.38
GNMA
2038-06-20
4.750000
Government Agency Debt
10000000.00
3922260.27
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
58000000.00
58000000.00
0.0029
N
58001160.00
58001160.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.340000%
0556X0AB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
Y
Bank of New Zealand
N/A
N/A
N
34000000.00
33986834.44
0.0017
N
33989460.00
33989460.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
25000000.00
25000000.00
0.0012
N
24989500.00
24989500.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
9000000.00
9000000.00
0.0004
N
8996220.00
8996220.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.300000%
10513DFD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
38000000.00
38000000.00
0.0019
N
37968840.00
37968840.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.220000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
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
37000000.00
36983113.61
0.0018
N
36992970.00
36992970.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21984844.44
0.0011
N
21994940.00
21994940.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
78000000.00
77945920.00
0.0039
N
77981280.00
77981280.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21983377.78
0.0011
N
21994280.00
21994280.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EDA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3992576.67
0.0002
N
3997400.00
3997400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.344800%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2012-07-23
N
N
N
92000000.00
92000000.00
0.0046
N
92014720.00
92014720.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.095000%
13606X6V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
1000000.00
1000000.00
0.0000
N
999980.00
999980.00
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
177000000.00
177000000.00
0.0088
N
176978760.00
176978760.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
200000000.00
200000000.00
0.0100
N
199994000.00
199994000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
20000000.00
19999400.00
0.0010
N
19999600.00
19999600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
63000000.00
62997637.50
0.0031
N
62998110.00
62998110.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.360000%
1373X3ZD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9998800.00
0.0005
N
9999400.00
9999400.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3ZF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
132000000.00
131986140.00
0.0066
N
131990760.00
131990760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49989305.56
0.0025
N
49995000.00
49995000.00
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
6000000.00
5998620.00
0.0003
N
5999340.00
5999340.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
86000000.00
85979503.33
0.0043
N
85989680.00
85989680.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAD1
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
59000000.00
58984496.12
0.0029
N
58992330.00
58992330.00
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
4000000.00
3998777.78
0.0002
N
3999360.00
3999360.00
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
49000000.00
48984129.45
0.0024
N
48991670.00
48991670.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
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
13000000.00
12995598.05
0.0006
N
12997790.00
12997790.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23000000.00
22990007.78
0.0011
N
22993560.00
22993560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10995428.89
0.0005
N
10996920.00
10996920.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14993675.00
0.0007
N
14995650.00
14995650.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TBM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1998997.78
0.0001
N
1999160.00
1999160.00
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
32000000.00
31987048.89
0.0016
N
31994560.00
31994560.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99931111.10
0.0050
N
99977000.00
99977000.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BBM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3996355.55
0.0002
N
3998680.00
3998680.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7985555.55
0.0004
N
7994880.00
7994880.00
Ciesco, LLC
Ciesco, LLC 0.550000%
17178BEG6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
19000000.00
18951523.61
0.0009
N
18981570.00
18981570.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CZ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
9000000.00
0.0004
N
9000000.00
9000000.00
Citibank, NA
Citibank, NA 0.270000%
1730D2M66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
153000000.00
153000000.00
0.0076
N
153006120.00
153006120.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
54000000.00
54000000.00
0.0027
N
53964900.00
53964900.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
5000000.00
5000000.00
0.0002
N
4996700.00
4996700.00
Cleveland
Airport System Taxable Revenue Bonds Series 2008F 0.150000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
29000000.00
29000000.00
0.0014
N
29000000.00
29000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.491100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-05-18
N
N
N
135000000.00
135000000.00
0.0067
N
134969625.00
134969625.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.397500%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2012-06-22
N
N
N
123000000.00
122944147.37
0.0061
N
122972940.00
122972940.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.265000%
20272EZ68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
60000000.00
59997791.66
0.0030
N
59998200.00
59998200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.275000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
23000000.00
22997540.28
0.0011
N
22998160.00
22998160.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
37000000.00
36995683.33
0.0018
N
36997040.00
36997040.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
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
2000000.00
1999173.33
0.0001
N
1999100.00
1999100.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
188000000.00
187870488.86
0.0094
N
187868400.00
187868400.00
CRC Funding, LLC
CRC Funding, LLC 0.580000%
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
73000000.00
72802413.34
0.0036
N
72774430.00
72774430.00
Credit Suisse AG
Credit Suisse AG 0.315300%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
27000000.00
27000000.00
0.0013
N
27000000.00
27000000.00
Credit Suisse AG
Credit Suisse AG 0.200000%
22550DCM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
240000000.00
240000000.00
0.0119
N
240000000.00
240000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M111201_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-08-20
5.000000
Government Agency Debt
36740104.00
40443564.79
GNMA
2040-08-15
4.500000
Government Agency Debt
35285000.00
33205108.84
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
72202157.00
72202157.00
0.0036
N
72202157.00
72202157.00
Danaher Corp
Danaher Corp 0.110000%
23585MZK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
31000000.00
30998295.00
0.0015
N
30996590.00
30996590.00
Danaher Corp
Danaher Corp 0.120000%
23585MZN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
10000000.00
9999300.00
0.0005
N
9998700.00
9998700.00
Danske Corp
Danske Corp 0.300000%
2363F7Z50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
Y
Danske Bank A/S
N/A
N/A
N
1000000.00
999966.67
0.0000
N
999980.00
999980.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154UFS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
17000000.00
17000000.00
0.0008
N
17000000.00
17000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M111201_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
70292978.00
20182237.00
Fannie Mae
2036-07-01
5.000000
Government Agency Debt
55021459.00
20725296.06
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
61435509.00
20407373.37
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
34813847.00
20672631.71
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
50842766.00
20506277.09
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
55777422.00
20627214.80
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
27098300.00
20525367.08
Fannie Mae
2040-05-01
3.479000
Government Agency Debt
40028268.00
20726031.62
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
20274424.00
20178591.68
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
21967719.00
20068158.53
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
20927757.00
20242244.24
Fannie Mae
2041-08-01
3.017000
Government Agency Debt
9796574.00
9866401.95
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
12460613.00
13177189.19
Fannie Mae
2041-11-01
2.577000
Government Agency Debt
11682377.00
12094985.90
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
250000000.00
250000000.00
0.0124
N
250000000.00
250000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M111201_2M47
0001074042
Other Repurchase Agreement
N
AMERICAN WTR WKS CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249986.52
BARD C R INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249932.17
BAXTER INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249980.06
COMPLETE PRODUCTION SERVICESCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249986.87
CONSOL ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249991.58
COVENTRY HEALTH CARE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
139475.70
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249965.72
ENTRAVISION COMMUNICATIONS CCL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
154956.12
FIRST REP BK SAN FRAN CALI NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249995.36
HEWLETT PACKARD CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249989.20
JOURNAL COMMUNICATIONS INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
631523.91
KRONOS WORLDWIDE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249984.22
MOSAIC CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249993.95
NATIONAL PRESTO INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249976.28
NICOR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249965.92
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249983.54
RED LION HOTELS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
324856.18
SCRIPPS NETWORKS INTERACT INCL A COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249983.57
SEABOARD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249635.00
SMITH A O COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249975.74
ST JUDE MED INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249970.87
UNITEDHEALTH GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249954.72
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249999.38
YUM BRANDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249955.08
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
25000000.00
25000000.00
0.0012
Repurchase agreement collateralized by common stock and ETFs.
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111216_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-07-25
0.797000
Government Agency Debt
10635091.00
7586636.39
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
2390175.00
801498.82
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
15149412.00
7241780.80
Fannie Mae
2038-05-01
4.814000
Government Agency Debt
19315659.00
7221602.75
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
7294262.00
7227181.60
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
30693925.00
32644377.28
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
58878.00
23692.84
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
19825025.00
7189946.86
Fannie Mae
2039-06-25
4.500000
Government Agency Debt
27509685.00
25182426.92
Fannie Mae
2039-09-01
4.231000
Government Agency Debt
43279.00
27598.62
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
3042250.00
2556613.36
Fannie Mae
2040-06-25
0.757000
Government Agency Debt
9797823.00
6142970.32
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
7915626.00
7240484.60
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
110222.00
105811.78
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
5861273.00
5762612.56
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
337059.00
337461.99
Freddie Mac
2025-08-01
4.000000
Government Agency Debt
3120145.00
2313653.68
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
115000000.00
115000000.00
0.0057
Y
115000000.00
115000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M120105_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
9000000.00
8190804.93
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1042217.00
1063998.93
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
142425.00
40368.31
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
1358877.00
598625.54
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
105091.00
94177.12
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
2814983.00
1955139.65
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
29612083.00
27865252.18
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
2699.00
2618.85
Fannie Mae
2047-08-01
5.000000
Government Agency Debt
13500000.00
8146519.18
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
46000000.00
46000000.00
0.0023
Y
46000000.00
46000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120109_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
1077510.00
354641.15
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
35000000.00
22074857.05
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
32139384.00
23814425.72
Fannie Mae
2025-08-01
4.500000
Government Agency Debt
25175036.00
23814706.74
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
27778883.00
25155269.27
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
24939362.00
22999119.68
Fannie Mae
2031-05-01
4.500000
Government Agency Debt
21002249.00
20867658.85
Fannie Mae
2031-07-25
0.857000
Government Agency Debt
3474723.00
90770.71
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
19047563.00
5975210.00
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
27635663.00
6023526.44
Fannie Mae
2037-11-01
5.880000
Government Agency Debt
10098200.00
6000940.48
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
130014916.00
24939043.03
Fannie Mae
2038-01-01
5.000000
Government Agency Debt
38928871.00
18067942.19
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
18951094.00
5371414.40
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
6904211.00
2530679.96
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
22062652.00
9429704.65
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
6905000.00
5995581.22
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
215255.00
124367.23
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
28697457.00
24246986.46
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
31191508.00
16725480.36
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
28387728.00
21600043.99
Fannie Mae
2040-09-01
3.420000
Government Agency Debt
27121332.00
19244408.51
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
6101310.00
6028397.72
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
4037634.00
3912250.47
Fannie Mae
2040-11-01
3.253000
Government Agency Debt
18979288.00
17587086.07
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
6010332.00
6002077.99
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
5876313.00
5775678.56
Fannie Mae
2041-04-01
3.306000
Government Agency Debt
25212185.00
23837711.07
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
139859.00
135705.80
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
30246800.00
31050575.30
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
5917773.00
6018270.08
Freddie Mac
2023-07-01
5.000000
Government Agency Debt
12600000.00
4206076.46
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
8440320.00
4344062.09
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
2578894.00
2367543.93
Freddie Mac
2031-08-01
3.500000
Government Agency Debt
18951284.00
19040994.81
Freddie Mac
2036-11-01
6.500000
Government Agency Debt
13620028.00
4009694.16
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
12804320.00
4285628.68
Freddie Mac
2039-01-01
5.500000
Government Agency Debt
11621361.00
4192624.31
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
19115663.00
19717713.58
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
23847824.00
24888791.82
Freddie Mac
2041-07-01
5.500000
Government Agency Debt
4106045.00
4511007.34
GNMA
2041-01-20
3.500000
Government Agency Debt
10018622.00
10063626.76
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
488000000.00
488000000.00
0.0243
Y
487995120.00
487995120.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120103_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-07-01
2.773000
Government Agency Debt
38712618.00
17853102.30
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
34846984.00
32648092.36
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
49763129.00
50378805.70
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
97000000.00
97000000.00
0.0048
Y
96998060.00
96998060.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
43000000.00
43000000.00
0.0021
N
42999570.00
42999570.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.250000%
25600TK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
5000000.00
5000000.00
0.0002
N
5000100.00
5000100.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.220000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.230000%
30601VA50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
10000000.00
9997763.89
0.0005
N
9998000.00
9998000.00
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
11000000.00
10997155.28
0.0005
N
10995930.00
10995930.00
Fannie Mae
Fannie Mae 0.020000%
313588QC2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
25380000.00
25379943.60
0.0013
N
25379974.62
25379974.62
Fannie Mae
Fannie Mae 0.020000%
313588RH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
52357000.00
52356040.13
0.0026
N
52356528.79
52356528.79
Fannie Mae
Fannie Mae 0.035000%
313588RJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
100000000.00
99996694.44
0.0050
N
99999100.00
99999100.00
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
4000000.00
3999840.55
0.0002
N
3999956.00
3999956.00
Fannie Mae
Fannie Mae 0.025000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
13600000.00
13599556.11
0.0007
N
13599823.20
13599823.20
Fannie Mae
Fannie Mae 0.030000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
4000000.00
3999843.33
0.0002
N
3999948.00
3999948.00
Fannie Mae
Fannie Mae 0.050000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
1200000.00
1199921.66
0.0001
N
1199984.40
1199984.40
Fannie Mae
Fannie Mae 0.030000%
313588TK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
50000000.00
49996541.67
0.0025
N
49998850.00
49998850.00
Fannie Mae
Fannie Mae 0.030000%
313588TL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
18000000.00
17998740.00
0.0009
N
17999586.00
17999586.00
Fannie Mae
Fannie Mae 0.020000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
75000000.00
74996250.00
0.0037
N
74998125.00
74998125.00
Fannie Mae
Fannie Mae 0.035000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
2250000.00
2249803.13
0.0001
N
2249943.75
2249943.75
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384PZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
175000000.00
174999927.09
0.0087
N
175000000.00
175000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
49000000.00
48999877.50
0.0024
N
48999902.00
48999902.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
33000000.00
32999890.00
0.0016
N
32999934.00
32999934.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
89000000.00
88998887.50
0.0044
N
88999644.00
88999644.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
20000000.00
19999833.33
0.0010
N
19999920.00
19999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384QS1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
30109000.00
30108623.64
0.0015
N
30108849.46
30108849.46
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384RJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
1250000.00
1249958.68
0.0001
N
1249988.75
1249988.75
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
121000000.00
120996370.00
0.0060
N
120998790.00
120998790.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
1000000.00
999955.00
0.0000
N
999990.00
999990.00
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
16100000.00
16098926.67
0.0008
N
16099790.70
16099790.70
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384SH3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
24500000.00
24499224.16
0.0012
N
24499608.00
24499608.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384SQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
30000000.00
29998133.34
0.0015
N
29999460.00
29999460.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
205000000.00
204988212.50
0.0102
N
204996105.00
204996105.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
31000000.00
30997920.42
0.0015
N
30999411.00
30999411.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
62000000.00
61996331.66
0.0031
N
61998760.00
61998760.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384TC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
9850000.00
9849272.19
0.0005
N
9849793.15
9849793.15
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
5000000.00
4999488.89
0.0002
N
4999870.00
4999870.00
Freddie Mac
Freddie Mac 0.015000%
313396QC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
12470000.00
12469979.22
0.0006
N
12469987.53
12469987.53
Freddie Mac
Freddie Mac 0.035000%
313396QG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
2000000.00
1999984.44
0.0001
N
1999996.00
1999996.00
Freddie Mac
Freddie Mac 0.035000%
313396QS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
45000000.00
44999212.50
0.0022
N
44999775.00
44999775.00
Freddie Mac
Freddie Mac 0.030000%
313396RH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
3000000.00
2999917.50
0.0001
N
2999973.00
2999973.00
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
102000000.00
101996685.00
0.0051
N
101998878.00
101998878.00
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
18000000.00
17999317.48
0.0009
N
17999802.00
17999802.00
Freddie Mac
Freddie Mac 0.010000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
10000000.00
9999891.67
0.0005
N
9999890.00
9999890.00
Freddie Mac
Freddie Mac 0.010000%
313396RQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
5000000.00
4999944.45
0.0002
N
4999945.00
4999945.00
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
17391000.00
17390545.90
0.0009
N
17390773.92
17390773.92
Freddie Mac
Freddie Mac 0.030000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
85000000.00
84995254.16
0.0042
N
84998385.00
84998385.00
Freddie Mac
Freddie Mac 0.035000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
50000000.00
49996743.05
0.0025
N
49999050.00
49999050.00
Freddie Mac
Freddie Mac 0.025000%
313396TA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
60000000.00
59996916.67
0.0030
N
59998740.00
59998740.00
Freddie Mac
Freddie Mac 0.030000%
313396TA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
25000000.00
24998458.34
0.0012
N
24999475.00
24999475.00
Freddie Mac
Freddie Mac 0.030000%
313396TC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
25900000.00
25898359.67
0.0013
N
25899456.10
25899456.10
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
100000000.00
100000000.00
0.0050
N
100102600.00
100102600.00
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
105000000.00
104975208.32
0.0052
N
104992650.00
104992650.00
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
111000000.00
110967131.66
0.0055
N
110990010.00
110990010.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HAJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
223000000.00
222934586.65
0.0111
N
222975470.00
222975470.00
General Electric Capital Corp
General Electric Capital Corp 0.270000%
36959HCS4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-26
2012-03-26
N
N
N
41000000.00
40964330.00
0.0020
N
40965150.00
40965150.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
7000000.00
6999416.67
0.0003
N
6999790.00
6999790.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
3000000.00
2999625.00
0.0001
N
2999880.00
2999880.00
General Electric Co
General Electric Co 0.140000%
36960MZ55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
66000000.00
65998973.33
0.0033
N
65999340.00
65999340.00
General Electric Co
General Electric Co 0.140000%
36960MZ71
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
98000000.00
97997713.33
0.0049
N
97999020.00
97999020.00
General Electric Co
General Electric Co 0.140000%
36960MZC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
5000000.00
4999786.11
0.0002
N
4999900.00
4999900.00
General Electric Co
General Electric Co 0.150000%
36960MZT3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-27
2011-12-27
N
N
N
237000000.00
236974324.99
0.0118
N
236988150.00
236988150.00
GFRE Holdings LLC
GFRE Holdings LLC 0.260000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M111202_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
691811.00
617904.91
Fannie Mae
2035-07-01
5.500000
Government Agency Debt
2913112.00
1294848.19
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
1463699.00
801242.05
Fannie Mae
2040-11-01
2.547000
Government Agency Debt
1139000.00
1104437.10
Fannie Mae
2040-11-01
2.774000
Government Agency Debt
1200919.00
1117189.03
Fannie Mae
2040-12-01
3.038000
Government Agency Debt
1790000.00
1146559.96
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1270000.00
1267819.03
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
7000000.00
7000000.00
0.0003
N
7000000.00
7000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2M47
0000769993
Other Repurchase Agreement
N
ABERCROMBIE & FITCH CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949971.72
ALPHA NATURAL RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949991.40
AMERICAN ASSETS TR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949979.94
AVON PRODS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949984.26
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949952.25
BUCKLE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949978.10
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949971.00
CIGNA CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949967.16
CIT GROUP INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949972.87
COLFAX CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949996.92
FAIRCHILD SEMICONDUCTOR INTLCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949996.08
FEDERATED INVS INC PA CL B
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949990.95
HELMERICH & PAYNE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949957.52
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
724.96
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949983.45
MARKEL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949732.20
MEAD JOHNSON NUTRITION CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949949.44
RALCORP HLDGS INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949940.16
SOUTHERN UN CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949987.20
SOUTHWEST AIRLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949998.14
SPX CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949984.96
UNITED STATES STL CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
949995.45
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
19000000.00
19000000.00
0.0009
Repurchase agreement collateralized by common stock and ETFs.
Y
19017670.00
19017670.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2M47
0000769993
Other Repurchase Agreement
N
ALLEGHANY CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599919.75
ASPEN INSURANCE HOLDINGS LTDSHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599976.96
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599946.93
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599978.50
CALPINE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
600000.00
CONSOLIDATED EDISON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599989.50
DEERE & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599970.24
EXCO RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599990.72
FOOT LOCKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599983.56
GOODYEAR TIRE & RUBR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599994.78
GRACE W R & CO DEL NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599998.90
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599983.20
INVESTMENT TECHNOLOGY GRP NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599990.46
ISTAR FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599998.10
JAGUAR MNG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599998.35
JOHNSON & JOHNSON COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599988.46
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599996.08
SOUTHWEST AIRLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599999.66
TEXAS INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599979.36
V F CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599873.87
VULCAN MATLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
599982.22
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
467.67
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
12000000.00
12000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
12000000.00
12000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.750000%
992JYE002_0.7500_M120215_2M47
0000769993
Other Repurchase Agreement
N
ALLIANT ENERGY CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749966.92
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749992.76
GENWORTH FINL INC COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.24
HARLEY DAVIDSON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749978.36
HECKMANN CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1594650.72
HYPERDYNAMICS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.68
INTREPID POTASH INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749982.60
LIN TV CORP CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
489637.20
MERCK & CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
204707.76
MIDWAY GOLD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
89088.30
MOTOROLA SOLUTIONS INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
31675.00
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
962305.21
ORBITAL SCIENCES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749987.99
PFIZER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
128195.20
PLAINS EXPL& PRODTN CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749970.53
REGAL ENTMT GROUP CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749991.77
SANDRIDGE ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.96
SCOTTS MIRACLE GRO CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.08
SIX FLAGS ENTMT CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749982.08
SMITH A O COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749980.84
ST JOE CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749994.84
TEEKAY CORPORATION COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749984.60
TOTAL SYS SVCS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749988.80
VERIZON COMMUNICATIONS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.25
WALGREEN CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749968.66
WELLS FARGO & CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1749989.92
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
35000000.00
35000000.00
0.0017
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.370000%
38142UZF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
11000000.00
10998417.22
0.0005
N
10999120.00
10999120.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.360000%
38142UZL9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
60000000.00
59988600.00
0.0030
N
59992800.00
59992800.00
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
53000000.00
52984453.33
0.0026
N
52989400.00
52989400.00
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
1000000.00
999697.78
0.0000
N
999790.00
999790.00
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
24000000.00
23991680.00
0.0012
N
23993520.00
23993520.00
Govco, LLC
Govco, LLC 0.330000%
38362VAA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
64000000.00
63976533.34
0.0032
N
63982080.00
63982080.00
Govco, LLC
Govco, LLC 0.330000%
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
52000000.00
51977596.66
0.0026
N
51980760.00
51980760.00
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
47000000.00
46980364.44
0.0023
N
46982610.00
46982610.00
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
13000000.00
12994337.78
0.0006
N
12994800.00
12994800.00
Govco, LLC
Govco, LLC 0.320000%
38362VAQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
66000000.00
65968320.00
0.0033
N
65968320.00
65968320.00
Govco, LLC
Govco, LLC 0.340000%
38362VAW3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
124000000.00
123929733.34
0.0062
N
123928080.00
123928080.00
Govco, LLC
Govco, LLC 0.350000%
38362VB36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5996266.67
0.0003
N
5996100.00
5996100.00
Govco, LLC
Govco, LLC 0.370000%
38362VBG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26978632.50
0.0013
N
26976240.00
26976240.00
Govco, LLC
Govco, LLC 0.400000%
38362VBN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4995388.89
0.0002
N
4995000.00
4995000.00
Govco, LLC
Govco, LLC 0.420000%
38362VBU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
24000000.00
23975080.00
0.0012
N
23973120.00
23973120.00
Govco, LLC
Govco, LLC 0.520000%
38362VE74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19954355.55
0.0010
N
19947200.00
19947200.00
Govco, LLC
Govco, LLC 0.300000%
38362WZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7998600.00
0.0004
N
7999120.00
7999120.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
44000000.00
43966890.00
0.0022
N
43981520.00
43981520.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
16000000.00
15999280.00
0.0008
N
15999840.00
15999840.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZ83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
60000000.00
59996850.00
0.0030
N
59999400.00
59999400.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
73000000.00
72991787.50
0.0036
N
72998540.00
72998540.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
5000000.00
4999287.50
0.0002
N
4999850.00
4999850.00
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
7000000.00
6997375.00
0.0003
N
6996430.00
6996430.00
HSBC USA, Inc
HSBC USA, Inc 0.195000%
40427SZ10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
93000000.00
93000000.00
0.0046
N
93000000.00
93000000.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.280000%
75914UAM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
7000000.00
7000000.00
0.0003
N
7000000.00
7000000.00
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
7500000.00
7500000.00
0.0004
N
7500000.00
7500000.00
Indiana Health & Educational Facility Financing Auth
Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.160000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12545000.00
12545000.00
0.0006
N
12545000.00
12545000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.277900%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2012-03-13
N
N
N
114000000.00
114000000.00
0.0057
N
113992020.00
113992020.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.294800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-12-21
2012-12-21
N
N
N
47000000.00
47000000.00
0.0023
N
46995065.00
46995065.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.434700%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-01-18
2012-12-18
N
N
N
90000000.00
90000000.00
0.0045
N
90015840.00
90015840.00
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
49000000.00
48988566.67
0.0024
N
48985300.00
48985300.00
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
9997372.22
0.0005
N
9996900.00
9996900.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9995719.44
0.0005
N
9993000.00
9993000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2B79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
16000000.00
15993351.11
0.0008
N
15988640.00
15988640.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2BG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29985883.34
0.0015
N
29973600.00
29973600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2BM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14992483.33
0.0007
N
14985300.00
14985300.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.170000%
4820P3Z55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46999112.22
0.0023
N
46999060.00
46999060.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.140000%
4820P3Z63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
35000000.00
34999319.44
0.0017
N
34998950.00
34998950.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.200000%
53943RA33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
64000000.00
63988266.68
0.0032
N
63984640.00
63984640.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.185000%
53943SZF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
26000000.00
25998129.45
0.0013
N
25997920.00
25997920.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.190000%
53943SZN0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
1000000.00
999889.17
0.0000
N
999870.00
999870.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998977.78
0.0002
N
3999440.00
3999440.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10031000.00
10028372.44
0.0005
N
10029495.35
10029495.35
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
30023000.00
30013792.95
0.0015
N
30017595.86
30017595.86
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10035000.00
10031409.70
0.0005
N
10032892.65
10032892.65
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
10000000.00
9996358.33
0.0005
N
9997900.00
9997900.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5Z61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
43000000.00
42998745.83
0.0021
N
42999140.00
42999140.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5ZF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
50000000.00
49995722.22
0.0025
N
49997500.00
49997500.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999872.22
0.0000
N
999940.00
999940.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M111201_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
7453721.57
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
9529052.12
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
8566414.00
7711444.96
Fannie Mae
2031-10-25
0.595000
Government Agency Debt
42784500.00
9601878.19
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
19850000.00
5336764.70
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
8405361.22
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
8292166.67
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
5460641.67
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
14327800.00
5744399.59
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
14000000.00
5700201.05
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
7455587.00
8810396.39
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9781567.88
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
15000000.00
6126471.91
Fannie Mae
2036-11-25
4.500000
Government Agency Debt
12528274.00
5988766.08
Fannie Mae
2037-01-25
2.500000
Government Agency Debt
8750000.00
8751972.84
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
9642712.21
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
23489633.00
5796783.81
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5733436.67
Fannie Mae
2039-01-25
4.000000
Government Agency Debt
17300000.00
8011532.74
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
8779571.93
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
7973891.04
Fannie Mae
2041-02-25
0.937000
Government Agency Debt
8100000.00
6722310.23
Fannie Mae
2041-09-25
0.795000
Government Agency Debt
5173131.00
4855962.96
Fannie Mae
2041-12-25
0.00
Government Agency Debt
8000000.00
7897304.00
Fannie Mae
2045-09-25
5.500000
Government Agency Debt
28000000.00
5935606.81
Freddie Mac
2021-09-15
4.500000
Government Agency Debt
16500000.00
5794673.73
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
8190442.13
Freddie Mac
2023-04-15
4.500000
Government Agency Debt
16794000.00
8592508.43
Freddie Mac
2025-08-15
4.000000
Government Agency Debt
5714000.00
6110981.42
Freddie Mac
2026-02-15
3.500000
Government Agency Debt
9460000.00
8665046.45
Freddie Mac
2027-04-15
4.250000
Government Agency Debt
25000000.00
6582633.94
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
9335475.00
6089425.24
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
8000000.00
9062188.44
Freddie Mac
2027-08-15
4.000000
Government Agency Debt
17875000.00
8849494.95
Freddie Mac
2027-09-15
4.000000
Government Agency Debt
11366336.00
8370586.11
Freddie Mac
2028-05-15
3.000000
Government Agency Debt
7500000.00
6359624.86
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
10000000.00
8922418.65
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
6772443.00
6508512.26
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
9650000.00
9365629.20
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
9626702.44
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
63000000.00
5904416.65
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
5709396.49
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
10000000.00
5293706.08
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
6066984.49
Freddie Mac
2032-10-15
6.000000
Government Agency Debt
15612000.00
6079346.73
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
75000000.00
9695498.89
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5478808.78
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5994516.23
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6683925.79
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
49800000.00
6297293.02
Freddie Mac
2034-03-15
4.250000
Government Agency Debt
25000000.00
5324437.02
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
28700000.00
8545299.68
Freddie Mac
2034-09-15
4.000000
Government Agency Debt
18850000.00
9641582.97
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
5889604.10
Freddie Mac
2035-03-15
4.500000
Government Agency Debt
16000000.00
6292625.73
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6848307.33
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
6969671.53
Freddie Mac
2036-02-15
0.693000
Government Agency Debt
23800000.00
5580021.62
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
9487940.18
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5802122.78
Freddie Mac
2036-08-15
0.643000
Government Agency Debt
16104213.00
6529600.73
Freddie Mac
2036-08-15
0.643000
Government Agency Debt
14643000.00
5937138.53
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
21150000.00
8981524.52
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
6056078.90
Freddie Mac
2036-10-15
0.753000
Government Agency Debt
20000000.00
6831458.19
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
6967941.24
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
4500000.00
5268112.00
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
6722774.00
Freddie Mac
2037-07-15
0.693000
Government Agency Debt
19605602.00
6890402.60
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
7028228.00
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
8593299.90
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
5262546.35
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
7737989.87
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
9804705.65
Freddie Mac
2041-07-15
2.500000
Government Agency Debt
7000000.00
6941269.22
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
8000000.00
8708472.00
Freddie Mac
2041-10-15
4.000000
Government Agency Debt
7071000.00
7513448.18
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
9159537.00
9328387.98
GNMA
2031-09-20
4.000000
Government Agency Debt
7246997.00
7448892.70
GNMA
2032-01-20
4.500000
Government Agency Debt
96000000.00
6725679.57
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
8188290.76
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7715944.17
GNMA
2037-09-16
4.984000
Government Agency Debt
6000000.00
6323795.33
GNMA
2039-03-20
0.895000
Government Agency Debt
15000000.00
8223063.81
GNMA
2040-06-16
5.020000
Government Agency Debt
8500000.00
7550662.32
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
600000000.00
600000000.00
0.0299
N
600000000.00
600000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000%
06399V008_0.2300_M111207_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-01-25
3.000000
Government Agency Debt
33000000.00
25655792.14
Fannie Mae
2039-12-25
3.000000
Government Agency Debt
27900000.00
24558352.63
Fannie Mae
2040-09-25
4.000000
Government Agency Debt
6212752.00
6382038.45
Freddie Mac
2028-06-15
3.125000
Government Agency Debt
1526533.00
1398088.30
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
25666867.71
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
200000000.00
23323559.36
GNMA
2037-06-20
4.350000
Government Agency Debt
25000000.00
23462470.68
GNMA
2037-06-20
4.500000
Government Agency Debt
25000000.00
23564897.13
GNMA
2037-10-20
4.500000
Government Agency Debt
25000000.00
24020409.11
GNMA
2038-03-20
4.500000
Government Agency Debt
25000000.00
23817207.77
GNMA
2038-05-16
4.000000
Government Agency Debt
30000000.00
24258792.91
GNMA
2038-09-20
4.000000
Government Agency Debt
25000000.00
22908951.73
GNMA
2038-10-20
4.250000
Government Agency Debt
25314000.00
23138568.39
GNMA
2038-12-20
4.200000
Government Agency Debt
28000000.00
25734171.72
GNMA
2039-08-20
4.000000
Government Agency Debt
50000000.00
24819104.47
GNMA
2040-01-16
0.770000
Government Agency Debt
50000000.00
24283377.73
GNMA
2049-10-16
5.351000
Government Agency Debt
20000000.00
23807350.55
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
360000000.00
360000000.00
0.0179
N
360010800.00
360010800.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687GFU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
97000000.00
97000000.00
0.0048
N
97000000.00
97000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
87000000.00
87000000.00
0.0043
N
87000870.00
87000870.00
National Australia Bank Ltd
National Australia Bank Ltd 0.320000%
63253THD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
72000000.00
72000000.00
0.0036
N
71994960.00
71994960.00
National Australia Bank Ltd
National Australia Bank Ltd 0.630000%
971DYK006
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
23000000.00
23000000.00
0.0011
N
23003450.00
23003450.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973HMM004
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
65000000.00
65000000.00
0.0032
N
65011700.00
65011700.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
8000000.00
8000000.00
0.0004
N
8001360.00
8001360.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973SKG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
2000000.00
2000000.00
0.0001
N
1997000.00
1997000.00
Northern Trust Co
Northern Trust Co 0.020000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
75000000.00
75000000.00
0.0037
Security is a time deposit.
N
75000000.00
75000000.00
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
23000000.00
22992652.78
0.0011
N
22997240.00
22997240.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UZ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
57201000.00
57198441.84
0.0028
N
57199855.98
57199855.98
Rabobank Nederland
Rabobank Nederland 0.327500%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
78000000.00
78000000.00
0.0039
N
78000000.00
78000000.00
Rabobank Nederland
Rabobank Nederland 0.315300%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0050
N
100004000.00
100004000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.270000%
74927MZ82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
67000000.00
66996482.50
0.0033
N
66997320.00
66997320.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E0AP1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24987118.05
0.0012
N
24986500.00
24986500.00
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
6991405.55
0.0003
N
6991880.00
6991880.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0F19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
27000000.00
26917650.00
0.0013
N
26904960.00
26904960.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1ZC1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17998075.00
0.0009
N
17998920.00
17998920.00
Royal Bank of Canada
Royal Bank of Canada 0.297500%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2012-03-05
N
N
N
79000000.00
79000000.00
0.0039
N
79006320.00
79006320.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-03-27
N
N
N
234000000.00
234000000.00
0.0116
N
233992980.00
233992980.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-04-09
N
N
N
52000000.00
52000000.00
0.0026
N
51993240.00
51993240.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-04-12
N
N
N
69000000.00
69000000.00
0.0034
N
69010350.00
69010350.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
180000000.00
180000000.00
0.0090
Security is a time deposit.
N
180000000.00
180000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
61000000.00
61000000.00
0.0030
N
61023180.00
61023180.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2X2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
35000000.00
35000000.00
0.0017
N
35014000.00
35014000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
16000000.00
16000000.00
0.0008
N
16000960.00
16000960.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.250000%
78011H6M2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
40000000.00
40000000.00
0.0020
N
39999600.00
39999600.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.260000%
78011H6R1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
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
79000000.00
79000000.00
0.0039
N
79000000.00
79000000.00
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
60000000.00
59984833.33
0.0030
N
59988000.00
59988000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MZ94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
25000000.00
24998666.67
0.0012
N
24999000.00
24999000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050UZ19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
5000000.00
5000000.00
0.0002
N
4999950.00
4999950.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050UZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
32000000.00
31995555.56
0.0016
N
31996160.00
31996160.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051AWY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
6000000.00
6000000.00
0.0003
N
6000000.00
6000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051AXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
35000000.00
35000000.00
0.0017
N
34999650.00
34999650.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365RBD6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
Y
Societe Generale
N/A
N/A
N
39000000.00
38956710.00
0.0019
N
38963730.00
38963730.00
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
65000000.00
64981529.17
0.0032
N
64988300.00
64988300.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3Z74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
72000000.00
71997000.00
0.0036
N
71997840.00
71997840.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3Z82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
75000000.00
74996354.16
0.0037
N
74997750.00
74997750.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3ZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
37000000.00
36996659.72
0.0018
N
36998150.00
36998150.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P03K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
256000000.00
256000000.00
0.0127
N
256007680.00
256007680.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
52101000.00
52100725.02
0.0026
N
52101000.00
52101000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
13999704.44
0.0007
N
14000000.00
14000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBN7
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
22031000.00
22027046.66
0.0011
N
22030118.76
22030118.76
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19992188.89
0.0010
N
19996800.00
19996800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAR6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
87000000.00
87000000.00
0.0043
N
87000000.00
87000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26999857.50
0.0013
N
27000000.00
27000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
68258000.00
68256198.74
0.0034
N
68257317.42
68257317.42
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79997466.67
0.0040
N
79999200.00
79999200.00
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
114000000.00
113967510.00
0.0057
N
113990880.00
113990880.00
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
50000000.00
49980208.33
0.0025
N
49992000.00
49992000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19998100.00
0.0010
N
19998800.00
19998800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
31000000.00
30988547.22
0.0015
N
30990080.00
30990080.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ79
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49981527.77
0.0025
N
49984000.00
49984000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GK77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10902000.00
10897742.12
0.0005
N
10898184.30
10898184.30
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF44
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
7000000.00
6997376.95
0.0003
N
6997690.00
6997690.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF51
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
62558000.00
62534558.13
0.0031
N
62537355.86
62537355.86
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KF66
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
37150000.00
37150000.00
0.0018
N
37150000.00
37150000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KF82
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
58034000.00
58033693.71
0.0029
N
58033419.66
58033419.66
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG24
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
69000000.00
68999635.83
0.0034
N
68999310.00
68999310.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M2X7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15016000.00
15015603.74
0.0007
N
15015849.84
15015849.84
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M2Y5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20493000.00
20492351.05
0.0010
N
20492590.14
20492590.14
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M4H0
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
80000000.00
79983111.11
0.0040
N
79989600.00
79989600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562EA65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
1000000.00
1000000.00
0.0000
N
999990.00
999990.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.160000%
86562EZR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
85000000.00
85000000.00
0.0042
N
85000000.00
85000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WSK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
199000000.00
199000000.00
0.0099
N
198998010.00
198998010.00
Swedbank AB
Swedbank AB 0.200000%
87019QCE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
79000000.00
79000000.00
0.0039
N
79000000.00
79000000.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.220000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
TRAN Series 2011A 0.110000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
38000000.00
38000000.00
0.0019
N
38000000.00
38000000.00
Texas
TRAN Series 2011A 0.110000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
75000000.00
75000000.00
0.0037
N
75000000.00
75000000.00
Texas
TRAN Series 2011A 0.110000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
27000000.00
27000000.00
0.0013
N
27000000.00
27000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.250000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Texas
N/A
N/A
N
N
1070000.00
1070000.00
0.0001
N
1070000.00
1070000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.160000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
12930000.00
12930000.00
0.0006
N
12930000.00
12930000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
71545000.00
71539316.15
0.0036
N
71540707.30
71540707.30
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
33000000.00
32996663.33
0.0016
N
32997690.00
32997690.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZG3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
58000000.00
57993716.67
0.0029
N
57995360.00
57995360.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
11000000.00
10998570.00
0.0005
N
10999010.00
10999010.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
25000000.00
24996569.45
0.0012
N
24997500.00
24997500.00
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
30815000.00
30807321.93
0.0015
N
30806679.95
30806679.95
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
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
41202000.00
41188838.25
0.0021
N
41185107.18
41185107.18
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
31000000.00
30988590.28
0.0015
N
30985740.00
30985740.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TAQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
17000000.00
16994135.00
0.0008
N
16991840.00
16991840.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18030000.00
18022858.12
0.0009
N
18019001.70
18019001.70
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23437000.00
23427566.60
0.0012
N
23422234.69
23422234.69
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
47487000.00
47466672.93
0.0024
N
47453759.10
47453759.10
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0050
N
100047000.00
100047000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.130000%
89112XDT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
49000000.00
49000000.00
0.0024
N
49000980.00
49000980.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.130000%
89112XDW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
27000000.00
27000000.00
0.0013
N
27000540.00
27000540.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XFD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
73000000.00
73000000.00
0.0036
N
73018250.00
73018250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
36000000.00
36000000.00
0.0018
N
35997480.00
35997480.00
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
50000000.00
50000000.00
0.0025
N
50007500.00
50007500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
186000000.00
186000000.00
0.0093
N
186007440.00
186007440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y7B3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
188000000.00
188000000.00
0.0094
N
188035720.00
188035720.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
180000000.00
179872599.99
0.0090
N
179895600.00
179895600.00
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
20000000.00
19985688.89
0.0010
N
19988200.00
19988200.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.500000%
89233GDW3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
N
74000000.00
73844805.56
0.0037
N
73883820.00
73883820.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.550000%
89233GEE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
80000000.00
79798333.33
0.0040
N
79853600.00
79853600.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
43000000.00
42875300.00
0.0021
N
42914000.00
42914000.00
UBS AG
UBS AG 0.160000%
90267A6N1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
35000000.00
35000000.00
0.0017
N
34999300.00
34999300.00
UBS AG
UBS AG 0.260000%
90267AR65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
30000000.00
30000000.00
0.0015
N
30000900.00
30000900.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
5000000.00
5000000.00
0.0002
N
5000150.00
5000150.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M111207_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
11810617.00
12065155.02
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
17622220.00
13434844.99
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
UBS Securities LLC
N/A
N/A
N
N
25000000.00
25000000.00
0.0012
N
25000250.00
25000250.00
UBS Securities LLC
UBS Securities LLC 0.140000%
99EPPA003_0.1400_M111201_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
45000000.00
46768025.00
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
2204032.00
1817182.62
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
43303203.00
46483122.82
Freddie Mac
2030-12-01
4.000000
Government Agency Debt
39674027.00
36453822.51
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
50000000.00
46977847.74
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
175000000.00
175000000.00
0.0087
N
175000000.00
175000000.00
Union Bank, NA
Union Bank, NA 0.250000%
90526NZ16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
23000000.00
23000000.00
0.0011
N
22999770.00
22999770.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
15000000.00
15000000.00
0.0007
N
15000300.00
15000300.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
40000000.00
40000000.00
0.0020
N
39986800.00
39986800.00
United States Treasury Department
United States Treasury Department 1.125000%
912828KB5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
6000000.00
6008062.50
0.0003
N
6008910.00
6008910.00
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
20500000.00
20495934.17
0.0010
N
20495900.00
20495900.00
Univ of California
Commerical Paper Notes Series B 0.190000%
91411UZD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
34000000.00
33997846.67
0.0017
N
33997960.00
33997960.00
Univ of California
General Revenue Bonds Series 2011 Y-2 0.319000%
91412GFA8
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-12-01
2012-07-01
N
N
N
30000000.00
30000000.00
0.0015
N
30001200.00
30001200.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.220000%
92217LAQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
24000000.00
23992080.00
0.0012
N
23989680.00
23989680.00
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
57000000.00
56978229.17
0.0028
N
56974350.00
56974350.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
30000000.00
29999300.00
0.0015
N
29999400.00
29999400.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
7000000.00
6999755.00
0.0003
N
6999790.00
6999790.00
Victory Receivables Corp
Victory Receivables Corp 0.130000%
92646LZ11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
100000000.00
100000000.00
0.0050
N
99999638.00
99999638.00
Westpac Banking Corp
Westpac Banking Corp 0.574700%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-01-30
2012-12-27
N
N
N
100000000.00
100000000.00
0.0050
N
100032000.00
100032000.00
Westpac Banking Corp
Westpac Banking Corp 0.327800%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2012-01-10
N
N
N
20000000.00
20000000.00
0.0010
N
20000400.00
20000400.00
Westpac Banking Corp
Westpac Banking Corp 0.335800%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-05-01
N
N
N
158000000.00
158000000.00
0.0079
N
157955760.00
157955760.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
118000000.00
117999999.97
0.0059
N
118001180.00
118001180.00
Westpac Banking Corp
Westpac Banking Corp 0.385000%
9612C0BM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
180000000.00
179842150.01
0.0090
N
179879400.00
179879400.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.315000%
96122HZ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
52000000.00
52000000.00
0.0026
N
52000000.00
52000000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
238689.07
238689.07
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
206752.48
206752.48
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
795539.45
795539.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
689096.27
689096.27
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1750178.03
1750178.03
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1516004.21
1516004.21
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
855266.72
855266.72
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
740832.04
740832.04
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
198890.60
198890.60
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
172279.03
172279.03
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
92000000.00
91974700.00
0.0046
N
91982520.00
91982520.00
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
8000000.00
7998020.00
0.0004
N
7998480.00
7998480.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZ84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999805.56
0.0002
N
3999880.00
3999880.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
31000000.00
30996125.00
0.0015
N
30997520.00
30997520.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KZL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999704.44
0.0001
N
1999820.00
1999820.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6999027.78
0.0003
N
6999370.00
6999370.00