0001145549-11-003295.txt : 20110429
0001145549-11-003295.hdr.sgml : 20110429
20110307130112
ACCESSION NUMBER: 0001145549-11-003295
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110228
FILED AS OF DATE: 20110307
DATE AS OF CHANGE: 20110307
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
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 11667650
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
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-02-28
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
47
61
20849490904.48
7836524.54
1093069.15
20856234359.87
0.0033
1.0001
2011-02-28
1.0001
2011-02-28
C000012379
1.00
5533006034.92
1.00
-64473517.84
1695772968.73
1760246486.57
0.0001
1.0001
2011-02-28
1.0001
2011-02-28
C000012380
1.00
15323228324.95
1.00
265631631.21
6002317439.15
5736685807.94
0.0001
1.0001
2011-02-28
1.0001
2011-02-28
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086MQ15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
15000000.00
15000000.00
0.0007
N
15000000.00
15000000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
20000000.00
19992266.67
0.0010
N
19992000.00
19992000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221KR79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
20000000.00
19993833.33
0.0010
N
19994000.00
19994000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KS52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
124000000.00
123935072.22
0.0059
N
123930560.00
123930560.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.510000%
04014BQ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28999589.17
0.0014
N
28999710.00
28999710.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.290000%
04915UQB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
239000000.00
238980747.21
0.0115
N
238988050.00
238988050.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.290000%
04915UQE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
46000000.00
45995182.78
0.0022
N
45997240.00
45997240.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915UQ36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
55000000.00
54999083.34
0.0026
N
54999450.00
54999450.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UT90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
50000000.00
49948611.11
0.0024
N
49968000.00
49968000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915UVA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
15000000.00
14973675.00
0.0007
N
14982450.00
14982450.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995353.33
0.0001
N
2996490.00
2996490.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
35000000.00
34943795.83
0.0017
N
34956250.00
34956250.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12619UQE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9998952.78
0.0005
N
9999300.00
9999300.00
CRC Funding, LLC
CRC Funding, LLC 0.300000%
12619UQE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5999350.00
0.0003
N
5999580.00
5999580.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20967473.33
0.0010
N
20975430.00
20975430.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995011.66
0.0001
N
2996010.00
2996010.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3QE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
102000000.00
101988949.99
0.0049
N
101989800.00
101989800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3R58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
60000000.00
59982500.00
0.0029
N
59983200.00
59983200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
19000000.00
18968175.00
0.0009
N
18970360.00
18970360.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3992700.00
0.0002
N
3993040.00
3993040.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963UQ17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
22000000.00
0.0011
N
22000000.00
22000000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963UQ82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
49000000.00
48997713.33
0.0023
N
48998040.00
48998040.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963URF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5998050.00
0.0003
N
5998380.00
5998380.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
47000000.00
46929343.33
0.0023
N
46947360.00
46947360.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26000000.00
25960617.22
0.0012
N
25970620.00
25970620.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.240000%
30603BQ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
75000000.00
0.0036
N
75000000.00
75000000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M1QB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
86000000.00
85993311.11
0.0041
N
85993120.00
85993120.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.300000%
3686M1QG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
105000000.00
104986875.00
0.0050
N
104987400.00
104987400.00
Grampian Funding, LLC
Grampian Funding, LLC 0.510000%
38501CQH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
87000000.00
86980280.01
0.0042
N
86993910.00
86993910.00
Grampian Funding, LLC
Grampian Funding, LLC 0.320000%
38501CR74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
8000000.00
7997368.89
0.0004
N
7998640.00
7998640.00
Grampian Funding, LLC
Grampian Funding, LLC 0.470000%
38501CSH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
75000000.00
74924604.16
0.0036
N
74967750.00
74967750.00
Grampian Funding, LLC
Grampian Funding, LLC 0.470000%
38501CU54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
73000000.00
72879915.00
0.0035
N
72938680.00
72938680.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X5R52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5500000.00
5498663.20
0.0003
N
5498900.00
5498900.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SQ76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
13000000.00
12999350.00
0.0006
N
12999480.00
12999480.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SRF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
35000000.00
34986875.00
0.0017
N
34987750.00
34987750.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SRT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
15000000.00
14992875.00
0.0007
N
14993250.00
14993250.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SR67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
15000000.00
14995500.00
0.0007
N
14995950.00
14995950.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SR83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
6000000.00
5998100.00
0.0003
N
5998260.00
5998260.00
Old Line Funding, LLC
Old Line Funding, LLC 0.260000%
67983UQR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-25
2011-03-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
54068000.00
54058628.21
0.0026
N
54062052.52
54062052.52
Solitaire Funding, LLC
Solitaire Funding, LLC 0.330000%
8342E3QP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
53000000.00
52989311.67
0.0025
N
52992050.00
52992050.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3RD0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
38000000.00
37986383.33
0.0018
N
37987840.00
37987840.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3RE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
34000000.00
33987533.33
0.0016
N
33989120.00
33989120.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3RS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
12000000.00
11994400.02
0.0006
N
11994960.00
11994960.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3RT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9995250.00
0.0005
N
9995700.00
9995700.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E3RU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
40000000.00
39980022.22
0.0019
N
39982400.00
39982400.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3R73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
9000000.00
8997225.00
0.0004
N
8997570.00
8997570.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.430000%
8342E3UE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
39000000.00
38937112.50
0.0019
N
38943060.00
38943060.00
Starbird Funding Corp
Starbird Funding Corp 0.250000%
85520MQ22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
22000000.00
21999847.22
0.0011
N
21999780.00
21999780.00
Starbird Funding Corp
Starbird Funding Corp 0.290000%
85520MRM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-21
2011-04-21
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
76000000.00
75968776.66
0.0036
N
75967320.00
75967320.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.270000%
88324MQJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
53012000.00
53005240.97
0.0025
N
53005108.44
53005108.44
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MRE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
19000000.00
18993265.55
0.0009
N
18993160.00
18993160.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MRL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
69572000.00
69543977.95
0.0033
N
69542779.76
69542779.76
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.280000%
88602UQ11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
116000000.00
116000000.00
0.0056
N
115998840.00
115998840.00
Ticonderoga Funding, LLC
Ticonderoga Funding, LLC 0.300000%
88634FRK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
Y
Guaranty
Bank of America NA
N/A
N/A
6000000.00
5997550.00
0.0003
N
5997540.00
5997540.00
Ticonderoga Funding, LLC
Ticonderoga Funding, LLC 0.300000%
88634FRS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
Y
Guaranty
Bank of America NA
N/A
N/A
23000000.00
22989266.66
0.0011
N
22989190.00
22989190.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.270000%
92217MRM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-21
2011-04-21
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
50000000.00
49980875.00
0.0024
N
49981000.00
49981000.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.270000%
92217MRR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
21714000.00
21705042.98
0.0010
N
21704880.12
21704880.12
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
3000000.00
2999680.00
0.0001
N
2999670.00
2999670.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
31000000.00
30996486.67
0.0015
N
30996280.00
30996280.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-24
2011-03-24
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
90000000.00
89986200.00
0.0043
N
89984700.00
89984700.00
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086MQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
25000000.00
24999826.39
0.0012
N
24999750.00
24999750.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9978661.11
0.0005
N
9979700.00
9979700.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30936622.22
0.0015
N
30939860.00
30939860.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
35000000.00
34927997.22
0.0017
N
34931750.00
34931750.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.240000%
04821UQB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Letter of Credit
Credit Agricole Corporate and In
N/A
N/A
9200000.00
9199386.67
0.0004
N
9199356.00
9199356.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.230000%
04915UQH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
5000000.00
4999488.89
0.0002
N
4999600.00
4999600.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915USS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-26
2011-05-26
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
8000000.00
7994840.00
0.0004
N
7995760.00
7995760.00
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KRJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
35000000.00
34986466.67
0.0017
N
34987050.00
34987050.00
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KS25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
60000000.00
59970033.34
0.0029
N
59970000.00
59970000.00
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KS90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6996109.16
0.0003
N
6996080.00
6996080.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3VB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3992574.45
0.0002
N
3994000.00
3994000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
60000000.00
59893399.99
0.0029
N
59913600.00
59913600.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
62000000.00
61889140.55
0.0030
N
61910100.00
61910100.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
81000000.00
80857012.50
0.0039
N
80884170.00
80884170.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
95000000.00
94831216.66
0.0045
N
94863200.00
94863200.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3VA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8981775.00
0.0004
N
8982270.00
8982270.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.460000%
1373X3VP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28935152.78
0.0014
N
28937650.00
28937650.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3V87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30938000.00
0.0015
N
30939860.00
30939860.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963UQA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24998562.50
0.0012
N
24998750.00
24998750.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963UQF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
78000000.00
77993023.34
0.0037
N
77993760.00
77993760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UQF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29997433.33
0.0014
N
29997600.00
29997600.00
Chariot Funding, LLC
Chariot Funding, LLC 0.260000%
15963USS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-26
2011-05-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27854000.00
27836699.57
0.0013
N
27837307.10
27837307.10
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MV33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69876430.55
0.0034
N
69899900.00
69899900.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
25000000.00
24946652.78
0.0012
N
24969000.00
24969000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.260000%
65409SQH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
48000000.00
47994453.33
0.0023
N
47994720.00
47994720.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SS41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
13000000.00
12993066.67
0.0006
N
12993370.00
12993370.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3SB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
5000000.00
4997041.67
0.0002
N
4997200.00
4997200.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3S98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
25000000.00
24985625.00
0.0012
N
24986500.00
24986500.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3T14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
5000000.00
4996166.67
0.0002
N
4996034.50
4996034.50
Starbird Funding Corp
Starbird Funding Corp 0.250000%
85520MQJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
23000000.00
22997284.72
0.0011
N
22997010.00
22997010.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MSL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4996777.78
0.0002
N
4996400.00
4996400.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.230000%
92217MQA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
18000000.00
17998965.00
0.0009
N
17998920.00
17998920.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.230000%
92217MQX8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-31
2011-03-31
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
20000000.00
19996166.67
0.0010
N
19996166.67
19996166.67
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KSA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
24000000.00
23986933.33
0.0012
N
23986320.00
23986320.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KSG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
23000000.00
22986404.44
0.0011
N
22985280.00
22985280.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.415000%
86562WKH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
54000000.00
54001324.77
0.0026
N
54017280.00
54017280.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.750000%
00279HWN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
Y
Santander UK Plc
N/A
N/A
N
33000000.00
33000000.00
0.0016
N
33004979.70
33004979.70
UBS AG
UBS AG 0.400000%
90267AE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
56000000.00
56000000.00
0.0027
N
56005600.00
56005600.00
UBS AG
UBS AG 0.400000%
90267AE44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
63000000.00
63000000.00
0.0030
N
63006300.00
63006300.00
UBS AG
UBS AG 0.400000%
90267AF43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
35000000.00
35000000.00
0.0017
N
34992650.00
34992650.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GT60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
24000000.00
24000000.00
0.0012
N
24000480.00
24000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GU27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
59000000.00
59000000.00
0.0028
N
59001180.00
59001180.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HY66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
6000000.00
6000000.00
0.0003
N
6000300.00
6000300.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60681PA20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-19
2011-05-19
N
N
N
99000000.00
99000000.00
0.0047
N
99003960.00
99003960.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60681PZQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
50000000.00
50000000.00
0.0024
N
50002000.00
50002000.00
Citibank, NA
Citibank, NA 0.280000%
1730D2C26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
127000000.00
127000000.00
0.0061
N
127005080.00
127005080.00
Commerzbank AG
Commerzbank AG 0.180000%
20259XQ22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
102000000.00
102000000.00
0.0049
N
102000000.00
102000000.00
Credit Suisse AG
Credit Suisse AG 0.275000%
22550CZN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
244000000.00
244000000.00
0.0117
N
243978040.00
243978040.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
33000000.00
33000000.00
0.0016
N
33000000.00
33000000.00
BNP Paribas
BNP Paribas 0.530000%
05572NAP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
192000000.00
192000000.00
0.0092
N
192084480.00
192084480.00
BNP Paribas
BNP Paribas 0.540000%
05572NAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
86000000.00
86000000.00
0.0041
N
86042140.00
86042140.00
BNP Paribas
BNP Paribas 0.540000%
05572NAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
2000000.00
2000000.00
0.0001
N
2000980.00
2000980.00
Westpac Banking Corp
Westpac Banking Corp 0.305800%
96121HY99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
175000000.00
174999308.96
0.0084
N
174998250.00
174998250.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
96121H5S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-01
2011-06-01
N
N
N
279000000.00
279000000.00
0.0134
N
279000000.00
279000000.00
Westpac Banking Corp
Westpac Banking Corp 0.344000%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-10
2012-01-10
N
N
N
20000000.00
20000000.00
0.0010
N
20000000.00
20000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.331500%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-28
2011-10-28
N
N
N
45000000.00
45000000.00
0.0022
N
44993700.00
44993700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112YQP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
8000000.00
8000000.00
0.0004
N
8000320.00
8000320.00
UBS AG
UBS AG 0.590000%
90267AUA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
31000000.00
31000000.00
0.0015
N
31026040.00
31026040.00
UBS AG
UBS AG 0.665800%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-10-17
N
N
N
92000000.00
92000000.00
0.0044
N
91988040.00
91988040.00
Union Bank, NA
Union Bank, NA 0.290000%
90527MMD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
75000000.00
75000000.00
0.0036
N
75010500.00
75010500.00
Union Bank, NA
Union Bank, NA 0.300000%
90527MMK9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
7000000.00
7000000.00
0.0003
N
7001190.00
7001190.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.400000%
86562WJW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
35000000.00
35000000.00
0.0017
N
35008400.00
35008400.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.320000%
86562WJY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
6000000.00
6000000.00
0.0003
N
6000240.00
6000240.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.300000%
86562WJZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
12000000.00
12000000.00
0.0006
N
12000240.00
12000240.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.405000%
86562WKA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
78000000.00
78001437.90
0.0037
N
78021840.00
78021840.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.405000%
86562WKC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
22000000.00
22000411.66
0.0011
N
22006160.00
22006160.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.290000%
86959BLP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
N
102000000.00
102000000.00
0.0049
N
102001020.00
102001020.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.990000%
78011HA39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
122000000.00
122000000.00
0.0058
N
122128100.00
122128100.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.840000%
78011HG41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
57000000.00
57000000.00
0.0027
N
57071820.00
57071820.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.800000%
78011HG66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
50000000.00
50000000.00
0.0024
N
50057000.00
50057000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.680000%
78011HK38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
28000000.00
28000000.00
0.0013
N
28025200.00
28025200.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.660000%
78011HL45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
17000000.00
17000000.00
0.0008
N
17015810.00
17015810.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.640000%
78011HR72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
40000000.00
40000000.00
0.0019
N
40034400.00
40034400.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.270000%
65557VFR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
156000000.00
156000000.00
0.0075
N
156000000.00
156000000.00
Societe Generale
Societe Generale 0.420000%
83369RDT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
53000000.00
53000000.00
0.0025
N
53004240.00
53004240.00
Societe Generale
Societe Generale 0.397500%
83369REM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
43000000.00
43000000.00
0.0021
N
43003010.00
43003010.00
Societe Generale
Societe Generale 0.340000%
83369RLE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
62000000.00
62000000.00
0.0030
N
62001240.00
62001240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GE82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
19000000.00
19000000.00
0.0009
N
19000000.00
19000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.290000%
86562GJ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
N
20000000.00
20000000.00
0.0010
N
20000400.00
20000400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GL76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
28000000.00
28000000.00
0.0013
N
28001120.00
28001120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GP80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
N
60000000.00
60000000.00
0.0029
N
60003600.00
60003600.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GR21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
31000000.00
31000000.00
0.0015
N
31005890.00
31005890.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GS46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
18000000.00
18000000.00
0.0009
N
18000360.00
18000360.00
Rabobank Nederland
Rabobank Nederland 0.355800%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-09-15
N
N
N
130000000.00
130000000.00
0.0062
N
129985700.00
129985700.00
Rabobank Nederland
Rabobank Nederland 0.338000%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-10-07
N
N
N
63000000.00
63000000.00
0.0030
N
62990550.00
62990550.00
Rabobank Nederland
Rabobank Nederland 0.343000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-12-05
N
N
N
78000000.00
78000000.00
0.0037
N
77988300.00
77988300.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.670000%
00279HTP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
Y
Santander UK Plc
N/A
N/A
N
66000000.00
66000000.00
0.0032
N
66025080.00
66025080.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.675000%
00279HUF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000034.33
0.0002
N
4001840.00
4001840.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.470000%
53944AC52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
26000000.00
26000000.00
0.0012
N
26001040.00
26001040.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.470000%
53944AD36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
60000000.00
60000000.00
0.0029
N
60007800.00
60007800.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.440000%
53944AH65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
65000000.00
65000000.00
0.0031
N
65014950.00
65014950.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60681PYL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
4000000.00
4000000.00
0.0002
N
4000040.00
4000040.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60681PYM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
29000000.00
29000000.00
0.0014
N
29000580.00
29000580.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.315000%
60681PYQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
36000000.00
36000000.00
0.0017
N
36001080.00
36001080.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60681PZC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
12000000.00
12000000.00
0.0006
N
12000600.00
12000600.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.290000%
60687CF93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
131000000.00
131000000.00
0.0063
N
131002620.00
131002620.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.310000%
60687CK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
76000000.00
76000000.00
0.0036
N
76003800.00
76003800.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TA64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
359000000.00
359000000.00
0.0172
N
359028720.00
359028720.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TB71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
86000000.00
86000000.00
0.0041
N
86006880.00
86006880.00
Deutsche Bank AG
Deutsche Bank AG 0.500000%
25154TRL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
70000000.00
70000000.00
0.0034
N
70039200.00
70039200.00
Dexia Credit Local
Dexia Credit Local 0.661500%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Dexia Credit Local
N/A
N/A
N
N
107000000.00
107000000.00
0.0051
N
106993580.00
106993580.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.290000%
20271EGH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
41000000.00
41000000.00
0.0020
N
41002870.00
41002870.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.310000%
22532YXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
19000000.00
19000000.00
0.0009
N
19000190.00
19000190.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.320000%
22532YYD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-22
2011-03-22
N
N
N
60000000.00
60000000.00
0.0029
N
60001200.00
60001200.00
Bank of Montreal
Bank of Montreal 0.230000%
06366URK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
23000000.00
23000000.00
0.0011
N
23000000.00
23000000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366URU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
88000000.00
88000000.00
0.0042
N
88000000.00
88000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417DTT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
41000000.00
41000000.00
0.0020
N
41000410.00
41000410.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280000%
06417DUB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
137000000.00
137000000.00
0.0066
N
137001370.00
137001370.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DVF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
83000000.00
83000000.00
0.0040
N
83001660.00
83001660.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280000%
06417DVP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
7000000.00
7000000.00
0.0003
N
7000210.00
7000210.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280000%
06417DWF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
51000000.00
51000000.00
0.0024
N
51002550.00
51002550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280000%
06417DWK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
64000000.00
64000000.00
0.0031
N
64003200.00
64003200.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538A4Y8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
24000000.00
24000000.00
0.0012
N
24012480.00
24012480.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000%
06538A5E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
48000000.00
48000000.00
0.0023
N
48029760.00
48029760.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538DEE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
N
67000000.00
67000000.00
0.0032
N
67003350.00
67003350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538DFN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
101000000.00
101000000.00
0.0048
N
101012120.00
101012120.00
Barclays Bank Plc
Barclays Bank Plc 0.720000%
06740MLZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
100000000.00
100000000.00
0.0048
N
100074000.00
100074000.00
Barclays Bank Plc
Barclays Bank Plc 0.630000%
06740MMX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
53000000.00
53000000.00
0.0025
N
53039750.00
53039750.00
Barclays Bank Plc
Barclays Bank Plc 0.580000%
06740MPJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
75000000.00
75000000.00
0.0036
N
75055500.00
75055500.00
Barclays Bank Plc
Barclays Bank Plc 0.590000%
06740MQA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
28000000.00
28000000.00
0.0013
N
28018760.00
28018760.00
Barclays Bank Plc
Barclays Bank Plc 0.765800%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-10-17
N
N
N
64000000.00
64000000.00
0.0031
N
63991680.00
63991680.00
Citibank, NA
Citibank, NA 0.270000%
1730D2B50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
N
100000000.00
100000000.00
0.0048
N
100009000.00
100009000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 1.000000%
B0B99Z001
0000729153
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
65000000.00
65000000.00
0.0031
N
65152100.00
65152100.00
BNP Paribas
BNP Paribas 0.680000%
B0999A009
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
48000000.00
48000000.00
0.0023
N
48029760.00
48029760.00
Societe Generale
Societe Generale 0.481500%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-20
2011-06-20
N
N
N
60000000.00
60000000.00
0.0029
N
59996400.00
59996400.00
Societe Generale
Societe Generale 0.375800%
83299C000
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
131000000.00
131000000.00
0.0063
N
130998690.00
130998690.00
BNP Paribas
BNP Paribas 0.480000%
982JPE004
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
100000000.00
100000000.00
0.0048
N
100003000.00
100003000.00
BNP Paribas
BNP Paribas 0.490000%
05566Q3U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
4000000.00
4000000.00
0.0002
N
4001200.00
4001200.00
BNP Paribas
BNP Paribas 0.520000%
05566Q3Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
7000000.00
7000000.00
0.0003
N
7002870.00
7002870.00
BNP Paribas
BNP Paribas 0.465800%
05566Q4A2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-06-15
N
N
N
390000000.00
390000000.00
0.0187
N
389976600.00
389976600.00
BNP Paribas
BNP Paribas 0.500000%
05566Q4G9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
26000000.00
26000000.00
0.0012
N
26007800.00
26007800.00
BNP Paribas
BNP Paribas 0.480000%
05566Q4S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
5000000.00
5000000.00
0.0002
N
5000150.00
5000150.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4W4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
10000000.00
10000000.00
0.0005
N
9999600.00
9999600.00
BNP Paribas
BNP Paribas 0.590000%
05566Q6H5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
25000000.00
25000000.00
0.0012
N
25000000.00
25000000.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.664800%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
107000000.00
107000000.00
0.0051
N
107012840.00
107012840.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.611500%
0594L8X48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
58000000.00
58000000.00
0.0028
N
58000000.00
58000000.00
Banco Santander SA
Banco Santander SA 0.640000%
05966DJB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
113000000.00
113000000.00
0.0054
N
113002260.00
113002260.00
Banco Santander SA
Banco Santander SA 0.540000%
05966DJQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
36000000.00
36000000.00
0.0017
N
35992800.00
35992800.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.310000%
0556X1RK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
Y
Bank of New Zealand
N/A
N/A
N
13000000.00
12994514.72
0.0006
N
12995580.00
12995580.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.290000%
17307SQ39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
Y
Citigroup Inc
N/A
N/A
N
24000000.00
23999613.33
0.0012
N
23999760.00
23999760.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SQ88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
Y
Citigroup Inc
N/A
N/A
N
9000000.00
8999300.00
0.0004
N
8999640.00
8999640.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.370000%
17307SRJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
Y
Citigroup Inc
N/A
N/A
N
173000000.00
172914653.32
0.0083
N
172951560.00
172951560.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SUF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
Y
Citigroup Inc
N/A
N/A
N
41000000.00
40938044.44
0.0020
N
40954900.00
40954900.00
Bank of America Corp
Bank of America Corp 0.310000%
0660P1Q46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
65000000.00
64998320.83
0.0031
N
64998700.00
64998700.00
Bank of America Corp
Bank of America Corp 0.300000%
0660P1R52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
15000000.00
14995625.00
0.0007
N
14997300.00
14997300.00
Danske Corp
Danske Corp 0.250000%
2363F7Q92
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
Y
Danske Bank A/S
N/A
N/A
N
47000000.00
46997388.89
0.0023
N
46997650.00
46997650.00
Danske Corp
Danske Corp 0.320000%
2363F7RU4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
Y
Danske Bank A/S
N/A
N/A
N
6000000.00
5996906.67
0.0003
N
5997180.00
5997180.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EQF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
160000000.00
159982266.66
0.0077
N
159988800.00
159988800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EQF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
94000000.00
93989764.45
0.0045
N
93993420.00
93993420.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
20272ER59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
18000000.00
17995275.00
0.0009
N
17995860.00
17995860.00
General Electric Capital Corp
General Electric Capital Corp 0.400000%
36959JRU9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
N
110000000.00
109929111.11
0.0053
N
109963700.00
109963700.00
General Electric Capital Corp
General Electric Capital Corp 0.390000%
36959JTF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
163000000.00
162812821.65
0.0078
N
162887530.00
162887530.00
General Electric Capital Corp
General Electric Capital Corp 0.390000%
36959JTP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
36000000.00
35955540.00
0.0017
N
35972640.00
35972640.00
General Electric Capital Corp
General Electric Capital Corp 0.390000%
36959JTT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
34000000.00
33956536.66
0.0016
N
33973140.00
33973140.00
NRW.Bank
NRW.Bank 0.300000%
62939MRS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
N
40000000.00
39981333.34
0.0019
N
39983600.00
39983600.00
NRW.Bank
NRW.Bank 0.300000%
62939MR74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
50000000.00
49984583.33
0.0024
N
49987500.00
49987500.00
NRW.Bank
NRW.Bank 0.300000%
62939MS32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
39000000.00
38979525.00
0.0019
N
38982060.00
38982060.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1QJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
20000000.00
19995466.67
0.0010
N
19997800.00
19997800.00
Nationwide Building Society
Nationwide Building Society 0.450000%
6385E1S44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
27000000.00
26978400.00
0.0013
N
26985690.00
26985690.00
Intesa Funding, LLC
Intesa Funding, LLC 0.330000%
4611K1QG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
Y
Intesa Sanpaolo
N/A
N/A
N
100000000.00
99986250.00
0.0048
N
99988000.00
99988000.00
Intesa Funding, LLC
Intesa Funding, LLC 0.350000%
4611K1Q24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
Y
Intesa Sanpaolo
N/A
N/A
N
54000000.00
53999475.00
0.0026
N
53999460.00
53999460.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.220000%
4662J1R51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
95000000.00
94979680.55
0.0046
N
94975300.00
94975300.00
Regional Transportation Auth
Regional Transportation Auth 0.350000%
75914UAC4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
19500000.00
19500000.00
0.0009
N
19500000.00
19500000.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1Q26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
Y
Nordea Bank AB
N/A
N/A
N
200000000.00
199998388.88
0.0096
N
199998000.00
199998000.00
Nordea North America, Inc
Nordea North America, Inc 0.300000%
6555P1RF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
Y
Nordea Bank AB
N/A
N/A
N
28000000.00
27989500.00
0.0013
N
27991320.00
27991320.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1R41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
Y
Nordea Bank AB
N/A
N/A
N
37750000.00
37739660.69
0.0018
N
37741317.50
37741317.50
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562LRL8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
16000000.00
15993333.33
0.0008
N
15993760.00
15993760.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.500000%
53943SQA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
129000000.00
128983875.00
0.0062
N
128993550.00
128993550.00
Santander Central Hispano Finance (Delaware), Inc
Santander Central Hispano Finance (Delaware), Inc 0.530000%
80281KQF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
Y
Banco Santander SA
N/A
N/A
N
58000000.00
57988045.55
0.0028
N
57989560.00
57989560.00
Santander Central Hispano Finance (Delaware), Inc
Santander Central Hispano Finance (Delaware), Inc 0.650000%
80281KSG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Banco Santander SA
N/A
N/A
N
60000000.00
59917666.67
0.0029
N
59914200.00
59914200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.345000%
83050URR1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
74000000.00
73960995.83
0.0035
N
73967440.00
73967440.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.335000%
83050UR75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
5000000.00
4998278.47
0.0002
N
4998600.00
4998600.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.205000%
83365SQ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
Y
Societe Generale
N/A
N/A
N
106000000.00
106000000.00
0.0051
N
105998940.00
105998940.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.410000%
83365SR54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
Y
Societe Generale
N/A
N/A
N
46000000.00
45981663.89
0.0022
N
45988040.00
45988040.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.290000%
86958UR89
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
19000000.00
18994183.89
0.0009
N
18995060.00
18995060.00
Bank of America Corp
Bank of America Corp 0.300000%
0660P1SG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
33000000.00
32979100.00
0.0016
N
32983830.00
32983830.00
Bank of America Corp
Bank of America Corp 0.290000%
0660P1SL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
93000000.00
92940066.66
0.0045
N
92950710.00
92950710.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1T18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
16600000.00
16588546.00
0.0008
N
16587052.00
16587052.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.340000%
2332K1VS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
201000000.00
200662096.69
0.0096
N
200581920.00
200581920.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260000%
20272ESG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
107000000.00
106941268.88
0.0051
N
106939010.00
106939010.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260000%
20272ESQ2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
74000000.00
73955106.67
0.0035
N
73953380.00
73953380.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.290000%
17307SSH6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
Y
Citigroup Inc
N/A
N/A
N
16000000.00
15990075.56
0.0008
N
15992000.00
15992000.00
NRW.Bank
NRW.Bank 0.290000%
62939MSA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
13000000.00
12992669.44
0.0006
N
12993240.00
12993240.00
NRW.Bank
NRW.Bank 0.300000%
62939MSQ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
25000000.00
24982500.00
0.0012
N
24984250.00
24984250.00
Nationwide Building Society
Nationwide Building Society 0.350000%
6385E1T84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
50000000.00
49951875.00
0.0024
N
49957000.00
49957000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.520000%
83365SVP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
Y
Societe Generale
N/A
N/A
N
21000000.00
20946916.67
0.0010
N
20957370.00
20957370.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562LS37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
23000000.00
22987925.00
0.0011
N
22988040.00
22988040.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959JW90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
174000000.00
173703039.98
0.0083
N
173739000.00
173739000.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.300000%
96122HSR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
50000000.00
49964583.34
0.0024
N
49969500.00
49969500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384DH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-21
2011-03-21
N
N
N
23000000.00
22998466.67
0.0011
N
22999241.00
22999241.00
Fannie Mae
Fannie Mae 0.170000%
313588CT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
4000000.00
3999886.67
0.0002
N
3999960.00
3999960.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257CU26
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
90000000.00
89978750.00
0.0043
N
89982900.00
89982900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUK7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99966666.68
0.0048
N
99970000.00
99970000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KVG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
43000000.00
42988951.39
0.0021
N
42990970.00
42990970.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KVQ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60000000.00
59981666.66
0.0029
N
59984400.00
59984400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LQ70
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
18612000.00
18607347.00
0.0009
N
18608277.60
18608277.60
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LT36
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
139000000.00
138953666.68
0.0067
N
138958300.00
138958300.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LU26
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
133000000.00
132960284.73
0.0064
N
132966750.00
132966750.00
Freddie Mac
Freddie Mac 0.153100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-11
2012-02-10
N
N
N
100000000.00
100000000.00
0.0048
N
100137300.00
100137300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.165000%
313384CN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
95000000.00
94999564.58
0.0046
N
94999810.00
94999810.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384CN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
145000000.00
144999315.28
0.0070
N
144999710.00
144999710.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313384CQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
30000000.00
29999612.50
0.0014
N
29999850.00
29999850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313384CQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
129000000.00
128998279.99
0.0062
N
128999355.00
128999355.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384CV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
100000000.00
99996222.22
0.0048
N
99998700.00
99998700.00
Freddie Mac
Freddie Mac 0.170000%
313384DC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
70000000.00
69995041.66
0.0034
N
69998250.00
69998250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384DE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
58600000.00
58595295.72
0.0028
N
58598359.20
58598359.20
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384DE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
160000000.00
159992822.24
0.0077
N
159995520.00
159995520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384DK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
37000000.00
36996156.11
0.0018
N
36998631.00
36998631.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384DK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
34000000.00
33997506.67
0.0016
N
33998742.00
33998742.00
Federal Home Loan Bank
Federal Home Loan Bank 0.175000%
313384DM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-25
2011-03-25
N
N
N
50000000.00
49994166.67
0.0024
N
49998000.00
49998000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384DM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-25
2011-03-25
N
N
N
17000000.00
16998526.67
0.0008
N
16999320.00
16999320.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384EJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
19000000.00
18997031.25
0.0009
N
18998328.00
18998328.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384EJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
64700000.00
64689486.25
0.0031
N
64694306.40
64694306.40
Freddie Mac
Freddie Mac 0.175000%
313396DA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
15000000.00
14999052.08
0.0007
N
14999670.00
14999670.00
Freddie Mac
Freddie Mac 0.165000%
313396DQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-28
2011-03-28
N
N
N
5000000.00
4999381.25
0.0002
N
4999775.00
4999775.00
Freddie Mac
Freddie Mac 0.120000%
313396DQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-28
2011-03-28
N
N
N
26000000.00
25997660.00
0.0012
N
25998830.00
25998830.00
Fannie Mae
Fannie Mae 0.160000%
313588DA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
150000000.00
149991333.34
0.0072
N
149996700.00
149996700.00
Fannie Mae
Fannie Mae 0.120000%
313588DZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
23700000.00
23697156.00
0.0011
N
23698341.00
23698341.00
Fannie Mae
Fannie Mae 0.120000%
313588EG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
N
20000000.00
19997133.33
0.0010
N
19998320.00
19998320.00
Fannie Mae
Fannie Mae 0.130000%
313588EJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
220000000.00
219964250.00
0.0105
N
219980640.00
219980640.00
Fannie Mae
Fannie Mae 0.120000%
313588EJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
98000000.00
97985300.01
0.0047
N
97991376.00
97991376.00
Fannie Mae
Fannie Mae 0.180000%
31381QAR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
50000000.00
50000000.00
0.0024
N
49999819.45
49999819.45
Fannie Mae
Fannie Mae 0.180000%
31381QAS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
36341000.00
36341000.00
0.0017
N
36340868.77
36340868.77
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M110301_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-25
0.590000
Government Agency Debt
100000000.00
32546713.27
Fannie Mae
2036-04-25
0.670000
Government Agency Debt
100000000.00
32836435.87
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
105515000.00
35860243.05
Freddie Mac
2032-12-15
5.500000
Government Agency Debt
28907000.00
29808117.91
Freddie Mac
2032-05-15
0.841000
Government Agency Debt
79500000.00
35579308.67
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
50000000.00
29953870.08
GNMA
2034-01-16
0.701000
Government Agency Debt
160875000.00
32671117.13
GNMA
2040-01-16
0.784700
Government Agency Debt
50000000.00
29795745.50
GNMA
2036-04-20
4.350000
Government Agency Debt
32000000.00
29826608.73
GNMA
2034-08-20
4.000000
Government Agency Debt
35000000.00
30956939.21
GNMA
2036-04-20
4.350000
Government Agency Debt
15999825.00
15286027.65
GNMA
2039-11-20
4.053000
Government Agency Debt
17916857.00
16999266.71
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
36123000.00
33749791.15
Freddie Mac
2021-01-15
2.500000
Government Agency Debt
32435000.00
32077202.01
Freddie Mac
2039-10-15
3.972000
Government Agency Debt
53916057.00
33935254.13
Freddie Mac
2033-08-15
0.715700
Government Agency Debt
76000000.00
30944111.36
Freddie Mac
2033-10-15
0.611000
Government Agency Debt
50000000.00
32173247.71
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
500000000.00
500000000.00
0.0240
N
500000000.00
500000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M110307_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-04-25
4.250000
Government Agency Debt
6859878.00
3424029.00
Fannie Mae
2040-05-25
4.500000
Government Agency Debt
10235567.00
9696991.94
Fannie Mae
2036-03-25
1.060000
Government Agency Debt
24879929.00
9852793.12
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
17300000.00
9571890.96
Fannie Mae
2037-07-25
0.610000
Government Agency Debt
24826981.00
9828914.20
Fannie Mae
2040-02-25
1.510000
Government Agency Debt
7466978.00
4742370.70
Fannie Mae
2040-09-25
1.280000
Government Agency Debt
10135000.00
9804718.31
Freddie Mac
2041-01-15
4.500000
Government Agency Debt
10055000.00
9620171.53
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
9500000.00
10128966.50
GNMA
2038-03-16
5.000000
Government Agency Debt
10000000.00
9514352.62
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
10550000.00
10026566.78
Freddie Mac
2032-02-15
1.211200
Government Agency Debt
27990378.00
10002272.78
Freddie Mac
2029-09-15
4.500000
Government Agency Debt
10121000.00
10630410.17
Fannie Mae
2020-05-25
2.000000
Government Agency Debt
10000000.00
9711659.96
Unrated Security
N/A
N/A
2011-03-07
2011-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
120000000.00
120000000.00
0.0058
N
119997900.00
119997900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M110307_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
43000000.00
8332765.68
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
2363154.00
453093.95
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
37840000.00
7998385.51
Freddie Mac
2037-11-15
0.845700
Government Agency Debt
14180000.00
7673299.55
Freddie Mac
2035-11-15
1.261000
Government Agency Debt
10030000.00
7882234.75
GNMA
2040-02-16
0.814700
Government Agency Debt
10000000.00
8122410.02
Freddie Mac
2033-10-15
1.761000
Government Agency Debt
25000000.00
7837296.23
Fannie Mae
2036-10-25
0.761500
Government Agency Debt
25000000.00
6592602.54
Freddie Mac
2034-07-15
0.581000
Government Agency Debt
13900000.00
6952766.22
Fannie Mae
2045-11-25
5.000000
Government Agency Debt
25000000.00
8483999.42
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
11314297.00
7601873.35
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
10000000.00
7312818.22
Freddie Mac
2040-11-15
1.061000
Government Agency Debt
7185000.00
7029739.76
Freddie Mac
2033-07-15
5.500000
Government Agency Debt
8316000.00
8818735.46
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
24650000.00
8098037.91
Freddie Mac
2022-08-15
4.250000
Government Agency Debt
86500000.00
7760403.11
Freddie Mac
2022-09-15
4.000000
Government Agency Debt
10500000.00
7831468.19
Freddie Mac
2023-05-15
3.250000
Government Agency Debt
10000000.00
7947146.78
Freddie Mac
2026-02-15
3.500000
Government Agency Debt
10730707.00
10575455.13
Freddie Mac
2032-05-15
3.500000
Government Agency Debt
75195000.00
6594630.08
Freddie Mac
2032-01-15
0.761000
Government Agency Debt
14752962.00
7367758.21
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
20000000.00
8482768.26
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
22000000.00
8088905.64
Freddie Mac
2038-03-15
0.861000
Government Agency Debt
12645000.00
7073165.12
Fannie Mae
2034-04-25
0.660000
Government Agency Debt
27332000.00
8792570.52
Fannie Mae
2018-01-25
6.500000
Government Agency Debt
22310057.00
8316400.39
Fannie Mae
2036-10-25
6.000000
Government Agency Debt
25000000.00
8041053.43
Fannie Mae
2037-10-25
0.590000
Government Agency Debt
14680000.00
8114335.83
Fannie Mae
2027-03-25
4.000000
Government Agency Debt
10000000.00
8155282.65
Fannie Mae
2037-04-25
5.000000
Government Agency Debt
14058000.00
6683492.93
Fannie Mae
2022-05-25
4.250000
Government Agency Debt
60000000.00
7961475.97
GNMA
2039-08-20
4.000000
Government Agency Debt
10000000.00
8370059.25
GNMA
2038-07-20
6.602000
Government Agency Debt
10709074.00
7995456.34
GNMA
2038-05-16
4.500000
Government Agency Debt
8321512.00
5935010.76
GNMA
2029-01-16
4.384000
Government Agency Debt
6500000.00
6866398.50
GNMA
2034-12-16
4.500000
Government Agency Debt
13783000.00
7792769.59
GNMA
2034-08-20
5.000000
Government Agency Debt
40198000.00
8896268.87
Unrated Security
N/A
N/A
2011-03-07
2011-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
266000000.00
266000000.00
0.0128
N
265995345.00
265995345.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M110301_2M47
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2036-06-01
5.500000
Government Agency Debt
159532210.00
59114900.72
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
138869377.00
57678003.69
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
59400000.00
56702855.32
Freddie Mac
2037-02-01
6.000000
Government Agency Debt
158885924.00
55536817.24
Freddie Mac
2035-10-01
5.500000
Government Agency Debt
124700000.00
57961269.77
Freddie Mac
2039-04-01
5.500000
Government Agency Debt
32836811.00
19542327.58
Freddie Mac
2032-12-01
7.500000
Government Agency Debt
64681426.00
57873453.58
Freddie Mac
2031-02-01
4.500000
Government Agency Debt
56169234.00
58196662.50
Freddie Mac
2041-02-01
4.000000
Government Agency Debt
59086114.00
58364495.29
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
63061287.00
59141810.79
Fannie Mae
2033-12-01
7.000000
Government Agency Debt
66441904.00
57190644.10
Fannie Mae
2040-02-01
5.000000
Government Agency Debt
6220400.00
5896759.71
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
580000000.00
580000000.00
0.0278
N
580000000.00
580000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M110301_2M47
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2036-03-20
5.500000
Government Agency Debt
7165879.00
3019018.31
Freddie Mac
2035-09-15
5.000000
Government Agency Debt
12770000.00
6100053.11
Freddie Mac
2038-08-20
6.000000
Government Agency Debt
32600000.00
6219482.37
Freddie Mac
2038-09-15
6.000000
Government Agency Debt
32376185.00
12412136.59
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
27205549.00
27205549.00
0.0013
N
27205549.00
27205549.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
38399H002_0.2000_M110301_2M47
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-02-15
0.763000
Government Agency Debt
120926190.00
120750000.54
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
115000000.00
115000000.00
0.0055
N
115000000.00
115000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.200000%
46899T004_0.2000_M110301_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
9106656.00
7824420.07
Fannie Mae
2040-05-25
1.010000
Government Agency Debt
125000000.00
95175580.65
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
100000000.00
100000000.00
0.0048
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
991JCA005_0.1700_M110301_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
32470255.00
12515100.09
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
13447965.00
12527675.41
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
52110360.00
12520468.19
Fannie Mae
2038-04-01
4.966000
Government Agency Debt
21700000.00
12736553.10
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
33206545.00
12919306.02
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
18342601.00
4783197.28
Fannie Mae
2036-08-01
5.828000
Government Agency Debt
50455707.00
12929024.41
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
254412.00
81466.05
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
31379001.00
12769881.11
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
22155348.00
12322256.09
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
17638301.00
12657332.34
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
25171293.00
12723081.86
Fannie Mae
2037-12-01
5.770000
Government Agency Debt
29648834.00
12571131.92
Fannie Mae
2040-02-01
3.539000
Government Agency Debt
19090793.00
12818517.20
Fannie Mae
2039-02-01
5.426000
Government Agency Debt
12971175.00
12442756.95
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
13294603.00
12832957.67
GNMA
2039-04-15
4.500000
Government Agency Debt
13889847.00
12666186.08
GNMA
2061-01-20
5.307000
Government Agency Debt
12236684.00
12934557.38
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
200000000.00
200000000.00
0.0096
N
200000000.00
200000000.00
General Electric Co
General Electric Co 0.220000%
36960MR13
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
30000000.00
29994316.67
0.0014
N
29995800.00
29995800.00
Royal Bank of Canada
Royal Bank of Canada 0.190000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
600000000.00
600000000.00
0.0288
Security is a time deposit.
N
600000000.00
600000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.170000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
161000000.00
161000000.00
0.0077
Security is a time deposit.
N
161000000.00
161000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005_M110304
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
118000000.00
118000000.00
0.0057
Security is a time deposit.
N
118000000.00
118000000.00
Westpac Banking Corp
Westpac Banking Corp 0.374400%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2011-04-28
2012-03-27
N
N
N
100000000.00
100000000.00
0.0048
N
100116600.00
100116600.00
Chase Bank USA, NA
Chase Bank USA, NA 0.210000%
16144TEG0
Other Note
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
44000000.00
44000000.00
0.0021
N
44000000.00
44000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WBP7
Other Note
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
129000000.00
129000000.00
0.0062
N
128981940.00
128981940.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WBS1
Other Note
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WBT9
Other Note
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
75000000.00
75000000.00
0.0036
N
75000000.00
75000000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
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
181666.25
181666.25
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
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
605485.08
605485.08
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
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
1332060.50
1332060.50
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
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
650943.50
650943.50
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
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
151375.63
151375.63
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 1.020000%
03799J008
0000769993
Other Note
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
80000000.00
80000000.00
0.0038
Y
80236800.00
80236800.00
Bank of America, NA
Bank of America, NA 0.603100%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-04-26
2012-03-22
N
N
N
147000000.00
147000000.00
0.0070
N
147266952.00
147266952.00
Bank of America, NA
Bank of America, NA 0.330000%
06050Y7F2
Other Note
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
220000000.00
220000000.00
0.0105
N
220029480.00
220029480.00
Bank of America, NA
Bank of America, NA 0.330000%
06050Y7G0
Other Note
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
200000000.00
200000000.00
0.0096
N
200034400.00
200034400.00
Bank of America, NA
Bank of America, NA 0.320000%
06052WAC7
Other Note
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
25000000.00
25000000.00
0.0012
N
25000200.00
25000200.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WAP8
Other Note
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
50000000.00
50000000.00
0.0024
N
50000050.00
50000050.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WAW3
Other Note
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
25000000.00
25000000.00
0.0012
N
25000895.00
25000895.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WAZ6
Other Note
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
23000000.00
23000000.00
0.0011
N
23005359.00
23005359.00
Bank of America, NA
Bank of America, NA 0.400000%
06052WBH5
Other Note
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
88000000.00
88000000.00
0.0042
N
87991112.00
87991112.00
Citigroup, Inc
Citigroup, Inc 0.403500%
172967DL2
Other Note
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
50000000.00
49993037.42
0.0024
N
49992300.00
49992300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.302000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-03-21
2012-03-21
N
N
N
47000000.00
47000000.00
0.0023
N
47000094.00
47000094.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M110301_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749990.72
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749992.80
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749967.61
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749963.42
GREEN DOT CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
412706.88
HEALTH CARE REIT INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
401031.10
HORACE MANN EDUCATORS CORP NCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
443069.73
LSI CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
450042.00
MEAD JOHNSON NUTRITION CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
2994270.30
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749982.27
ORMAT TECHNOLOGIES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
443940.48
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749979.40
TECO ENERGY INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
461834.24
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749961.60
DHT HOLDINGS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
433790.58
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749975.04
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749972.58
BIOMED REALTY TRUST INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
458090.52
DENBURY RES INC COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
464293.12
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749949.16
HIGHWOODS PPTYS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
392233.40
IDACORP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
482725.71
LEGGETT & PLATT INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
405448.26
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749977.14
PARK NATL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
418186.56
SUN COMMUNITIES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
245924.37
WILMINGTON TRUST CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
424833.92
DOMTAR CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
510611.52
ENTERTAINMENT PPTYS TR COM SH B
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
400911.63
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749970.50
HILLENBRAND INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
436870.50
WYNDHAM WORLDWIDE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1098854.40
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749876.68
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749991.12
CALPINE CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
333022.62
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749982.32
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749990.38
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3749967.65
KODIAK OIL & GAS CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
444528.18
ARROW ELECTRS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
460466.44
AVISTA CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
439644.80
CHEVRON CORP NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
400946.70
COLLECTIVE BRANDS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
439926.12
GAP INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
417963.00
REINSURANCE GROUP AMER INC COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
284366.16
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
75000000.00
75000000.00
0.0036
Repurchase agreement collateralized by common stock and ETFs.
N
74999857.50
74999857.50
Goldman Sachs & Co
Goldman Sachs & Co 0.580000%
992JYE002_0.5800_M110321_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249989.46
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249995.60
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249988.79
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249958.89
MEAD JOHNSON NUTRITION CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249943.00
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249945.79
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1298952.80
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249996.97
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249986.56
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249970.56
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249978.80
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249985.00
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249901.47
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249988.96
FIDELITY NATL INFORMATION SVCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249973.24
WYNDHAM WORLDWIDE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249977.60
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249959.56
CALPINE CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249993.97
J CREW GROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3951604.60
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249986.88
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249982.76
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5249954.71
First Tier Security
N/A
N/A
2011-03-21
2011-03-21
N
N
N
105000000.00
105000000.00
0.0050
Repurchase agreement collateralized by common stock and ETFs.
Y
104999800.50
104999800.50
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.380000%
991JCA005_0.3800_M110301_2M47
0001074042
Other Repurchase Agreement
N
BJS WHOLESALE CLUB INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149961.14
CIT GROUP INC COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149962.58
CITIGROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149996.00
HYPERCOM CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149995.00
MARSHALL & ILSLEY CORP NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149993.78
MOSAIC CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149952.20
TENET HEALTHCARE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149999.13
U STORE IT TR COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149999.62
WABCO HLDGS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149948.54
ACCENTURE PLC IRELAND SHS CLAS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149995.02
LAZARD LTD SHS A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149984.00
ALCON INC COM SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149961.68
BLACKROCK INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149904.88
RALCORP HLDGS INC NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149945.30
AMDOCS LTD ORD
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149989.82
LIBERTY PPTY TR SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1105884.00
NAVISTAR INTL CORP NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149986.90
UNITED CAPITAL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
44662.80
ASSURED GUARANTY LTD COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149988.35
AVNET INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149965.58
BECKMAN COULTER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149934.56
QWEST COMMUNICATIONS INTL INCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1149995.52
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
23000000.00
23000000.00
0.0011
Repurchase agreement collateralized by common stock and ETFs.
N
23000000.00
23000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110602_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499998.74
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499988.60
CONSTELLATION ENERGY GROUP ICOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
190918.68
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499978.51
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499995.47
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499963.52
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499999.40
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499984.64
XL GROUP PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
773175.36
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499957.76
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499997.98
CONVERGYS CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
782897.01
DST SYS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
802741.00
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499904.70
LOEWS CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
790616.75
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499979.52
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499988.20
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499901.26
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499968.44
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499975.48
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499992.38
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1499987.06
NICOR INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
270891.09
HERBALIFE LTD COM USD
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
806554.80
LINDSAY CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
782701.60
USANA HEALTH SCIENCES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
799970.50
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
30000000.00
30000000.00
0.0014
Repurchase agreement collateralized by common stock and ETFs.
Y
29999943.00
29999943.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110603_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249991.14
BRE PROPERTIES INC CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
289004.60
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249996.60
BIG LOTS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
317293.74
BOSTON PROPERTIES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
333022.69
CVS CAREMARK CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
331343.46
CHARLES RIV LABS INTL INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
289278.36
COLONIAL PPTYS TR COM SH B
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
288454.32
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249960.55
CROWN HOLDINGS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
378976.91
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249964.93
DOUGLAS EMMETT INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
367006.50
EASTGROUP PPTY INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
251208.30
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249966.72
ESSEX PPTY TR INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
359909.20
GLIMCHER RLTY TR SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
245029.05
HEALTHCARE RLTY TR COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
358735.92
HOME PROPERTIES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
313114.14
INLAND REAL ESTATE CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
243919.84
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249945.45
OMEGA HEALTHCARE INVS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
249249.58
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249979.60
QUANTUM CORP COM DSSG
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
310206.35
SOVRAN SELF STORAGE INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
345595.92
U STORE IT TR COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
336966.06
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249953.28
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249958.34
BRANDYWINE RLTY TR SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
346153.57
BUCKLE INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
296059.68
DIAMONDROCK HOSPITALITY CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
313917.67
EQUITY RESIDENTIAL SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
247376.96
FIFTH STREET FINANCE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
265889.60
FIRST POTOMAC RLTY TR COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
167599.64
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249939.28
HARMAN INTL INDS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
264868.45
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249974.52
PRAXAIR INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
238279.20
PARKER HANNIFIN CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
346584.70
REALTY INCOME CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
312705.36
UNITED PARCEL SERVICE INC CL B
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
280984.50
FOOT LOCKER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
239581.80
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249984.52
U S G CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
258873.03
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249950.77
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249954.96
BRINKS CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
259467.30
SUNSTONE HOTEL INVS INC NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
334095.06
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249980.80
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249992.92
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3249992.46
AECOM TECHNOLOGY CORP DELAWACOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
315368.25
AMERIGROUP CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
328350.90
BEAZER HOMES USA INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
334739.36
CAMPBELL SOUP CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
262226.22
COMMUNITY BK SYS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
264749.34
HANOVER INS GROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
329987.14
MOODYS CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
365601.72
PENNYMAC MTG INVT TR COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
359595.36
PRE PAID LEGAL SVCS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
326695.68
RAIT FINANCIAL TRUST COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
235761.12
REINSURANCE GROUP AMER INC COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
96744.96
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
65000000.00
65000000.00
0.0031
Repurchase agreement collateralized by common stock and ETFs.
Y
64999876.50
64999876.50
United States Treasury Department
United States Treasury Department 0.150000%
912795V99
Treasury Debt
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
108000000.00
107995950.00
0.0052
N
107997624.00
107997624.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
00799J004_0.1800_M110301_2M47
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2011-03-03
0.000000
Treasury Debt
73954000.00
73953112.55
United States Treasury Department
2011-08-31
4.625000
Treasury Debt
71509100.00
73095743.91
United States Treasury Department
2011-05-31
0.875000
Treasury Debt
40991600.00
41152428.97
United States Treasury Department
2017-04-30
3.125000
Treasury Debt
6517300.00
6786458.73
United States Treasury Department
2025-01-15
2.375000
Treasury Debt
54317300.00
70518251.80
United States Treasury Department
2017-02-28
3.000000
Treasury Debt
69281000.00
71094083.77
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
330000000.00
330000000.00
0.0158
N
330000000.00
330000000.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.270000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
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
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.320000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Landesbank Hessen-Thuringen Girozentrale
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 0.320000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
1110000.00
1110000.00
0.0001
N
1110000.00
1110000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.270000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
13190000.00
13190000.00
0.0006
N
13190000.00
13190000.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.270000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
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
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.270000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
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