0001145549-11-004488.txt : 20110531
0001145549-11-004488.hdr.sgml : 20110530
20110407133442
ACCESSION NUMBER: 0001145549-11-004488
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110407
DATE AS OF CHANGE: 20110407
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: 11745692
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-03-31
0000857156
S000004508
4
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
42
78
20570238365.47
8308108.58
1039217.42
20577507256.63
0.0031
1.0000
2011-03-31
1.0000
2011-03-31
C000012383
25000.00
14136369542.10
1.00
-389016885.47
196951091.49
585967976.96
0.0001
1.0000
2011-03-31
1.0000
2011-03-31
C000012384
1000000.00
2367723398.73
1.00
-100849748.45
44755922.85
145605671.30
0.0001
1.0000
2011-03-31
1.0000
2011-03-31
C000012385
3000000.00
2055911880.79
1.00
-97267879.31
48926333.91
146194213.22
0.0007
1.0000
2011-03-31
1.0000
2011-03-31
C000038267
10000000.00
2017502435.01
1.00
17973646.26
112044456.02
94070809.76
0.0010
1.0000
2011-03-31
1.0000
2011-03-31
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
113000000.00
113000484.88
0.0055
N
113035030.00
113035030.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086MR63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
57000000.00
56998179.17
0.0028
N
56998290.00
56998290.00
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086MRK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
45000000.00
44994825.00
0.0022
N
44994600.00
44994600.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MT79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
72000000.00
71967840.00
0.0035
N
71963280.00
71963280.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
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
25000000.00
24998791.67
0.0012
N
24999000.00
24999000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
75000000.00
74991541.67
0.0036
N
74992500.00
74992500.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRR5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
55000000.00
54989366.66
0.0027
N
54990650.00
54990650.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
17000000.00
16996439.44
0.0008
N
16996940.00
16996940.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014BR78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
62000000.00
61996796.67
0.0030
N
61997520.00
61997520.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014BTN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
54000000.00
53963100.01
0.0026
N
53962200.00
53962200.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.470000%
04014BUS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
28000000.00
27957595.55
0.0014
N
27968640.00
27968640.00
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
10000000.00
9983388.89
0.0005
N
9986900.00
9986900.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
23000000.00
22954741.11
0.0011
N
22961820.00
22961820.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.220000%
04915URE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
67000000.00
66994677.23
0.0033
N
66997990.00
66997990.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.280000%
04915UT25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
259000000.00
258875104.45
0.0126
N
258922300.00
258922300.00
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
49964541.67
0.0024
N
49982000.00
49982000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UWV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
12000000.00
11977676.66
0.0006
N
11984160.00
11984160.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
185000000.00
185000000.00
0.0090
Security is a time deposit.
N
185000000.00
185000000.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.653500%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
134000000.00
134000000.00
0.0065
N
134012060.00
134012060.00
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
45000000.00
45000000.00
0.0022
N
45002700.00
45002700.00
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
214000000.00
213919750.00
0.0104
N
213944360.00
213944360.00
Bank of America, NA
Bank of America, NA 0.330000%
06050Y7D7
Other Note
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
106000000.00
106000000.00
0.0052
N
106008798.00
106008798.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WAY9
Other Note
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
125000000.00
125000000.00
0.0061
N
125000000.00
125000000.00
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
150000000.00
150000000.00
0.0073
N
149990250.00
149990250.00
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
75000000.00
75000000.00
0.0036
N
74994600.00
74994600.00
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
25000000.00
25000000.00
0.0012
N
25000000.00
25000000.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WCA9
Other Note
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
50000000.00
50000000.00
0.0024
N
50005250.00
50005250.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WCD3
Other Note
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
300000000.00
300000000.00
0.0146
N
300031800.00
300031800.00
Bank of America, NA
Bank of America, NA 0.603100%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-04-26
2012-04-20
N
N
N
149000000.00
149000000.00
0.0072
N
149262538.00
149262538.00
Bank of Montreal
Bank of Montreal 0.120000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
65000000.00
65000000.00
0.0032
Security is a time deposit.
N
65000000.00
65000000.00
Bank of Montreal
Bank of Montreal 0.110000%
06366UC48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
100000000.00
100000000.00
0.0049
N
100000000.00
100000000.00
Bank of Montreal
Bank of Montreal 0.160000%
06366UC63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
97000000.00
97000000.00
0.0047
N
97000000.00
97000000.00
Bank of Montreal
Bank of Montreal 0.220000%
06366UWE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
50000000.00
50000000.00
0.0024
N
50000000.00
50000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.260000%
06417DE76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
108000000.00
108000000.00
0.0052
N
108000000.00
108000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417DM69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-29
2011-04-29
N
N
N
50000000.00
50000000.00
0.0024
N
50000000.00
50000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417DXJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
125000000.00
125000000.00
0.0061
N
125013750.00
125013750.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
8000000.00
8000000.00
0.0004
N
8000400.00
8000400.00
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
118000000.00
118000000.00
0.0057
N
118007080.00
118007080.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
60000000.00
60000000.00
0.0029
N
60003600.00
60003600.00
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
66000000.00
66000000.00
0.0032
N
66040920.00
66040920.00
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
92000000.00
92000000.00
0.0045
N
92038640.00
92038640.00
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06740MPF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
N
26000000.00
26000000.00
0.0013
N
26017940.00
26017940.00
Barclays Bank Plc
Barclays Bank Plc 0.755000%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-15
2011-10-17
N
N
N
108000000.00
108000000.00
0.0052
N
107989200.00
107989200.00
Barclays Bank Plc
Barclays Bank Plc 0.653500%
06740MWE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-26
2012-02-22
N
N
N
92000000.00
92000000.00
0.0045
N
91984360.00
91984360.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
00799J004_0.1200_M110401_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2011-09-30
1.000000
Treasury Debt
17246300.00
17315630.13
United States Treasury Department
2017-11-15
4.250000
Treasury Debt
26181400.00
28986392.75
United States Treasury Department
2019-01-15
2.125000
Treasury Debt
16732000.00
19184323.61
United States Treasury Department
2020-01-15
1.375000
Treasury Debt
22853400.00
24405227.44
United States Treasury Department
2032-04-15
3.375000
Treasury Debt
17017700.00
27408451.63
Unrated Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
115000000.00
115000000.00
0.0056
N
115000000.00
115000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M110401_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-03-25
1.060000
Government Agency Debt
25000000.00
13420340.86
Fannie Mae
2032-10-25
5.000000
Government Agency Debt
65163775.00
15088922.04
Fannie Mae
2037-06-25
0.561500
Government Agency Debt
10032187.00
6968225.47
Fannie Mae
2038-02-25
0.712000
Government Agency Debt
22356000.00
15825037.21
Fannie Mae
2040-04-25
1.361000
Government Agency Debt
15880000.00
13582946.87
Fannie Mae
2040-04-25
5.000000
Government Agency Debt
15472127.00
16148130.02
Fannie Mae
2040-12-25
0.799500
Government Agency Debt
14340143.00
14113478.56
Freddie Mac
2019-07-15
3.100000
Government Agency Debt
27000000.00
15110473.35
Freddie Mac
2023-12-15
2.000000
Government Agency Debt
17578457.00
14878466.17
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
19000000.00
15153131.50
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
55020000.00
16019202.03
Freddie Mac
2038-12-15
2.500000
Government Agency Debt
13490000.00
13082567.82
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
8027572.00
7811865.36
Freddie Mac
2040-08-15
1.266000
Government Agency Debt
16500000.00
13963457.56
Freddie Mac
2047-01-15
5.000000
Government Agency Debt
38016667.00
15356664.55
GNMA
2025-12-16
3.000000
Government Agency Debt
17134383.00
15106545.91
GNMA
2038-12-20
4.500000
Government Agency Debt
25500000.00
14048420.97
GNMA
2040-02-20
4.500000
Government Agency Debt
13443000.00
13481675.51
GNMA
2040-12-20
4.500000
Government Agency Debt
13266000.00
13340448.79
Unrated Security
N/A
N/A
2011-04-01
2011-04-01
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
250000000.00
250000000.00
0.0121
N
250000000.00
250000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M110407_2MN4
0000851376
Government Agency Repurchase Agreement
Y
United States Treasury Department
2021-01-15
1.125000
Treasury Debt
223263600.00
227791813.62
United States Treasury Department
2027-01-15
2.375000
Treasury Debt
34936700.00
42508247.62
Unrated Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
265000000.00
265000000.00
0.0129
N
265000000.00
265000000.00
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
15000000.00
15000000.00
0.0007
N
15004200.00
15004200.00
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
4000000.00
4000000.00
0.0002
N
4001480.00
4001480.00
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
56000000.00
56000000.00
0.0027
N
56014560.00
56014560.00
BNP Paribas
BNP Paribas 0.450000%
05566Q4U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
132000000.00
132000000.00
0.0064
N
132026400.00
132026400.00
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
152000000.00
152000000.00
0.0074
N
152034960.00
152034960.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4Z7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
52000000.00
52000000.00
0.0025
N
52012480.00
52012480.00
BNP Paribas
BNP Paribas 0.380000%
05566Q6S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
69000000.00
69000000.00
0.0034
N
69001380.00
69001380.00
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
152000000.00
152000000.00
0.0074
N
152085120.00
152085120.00
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
139000000.00
139000000.00
0.0068
N
139079230.00
139079230.00
BNP Paribas
BNP Paribas 0.445000%
985VDTII6
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
109000000.00
109000000.00
0.0053
N
109020710.00
109020710.00
BNP Paribas
BNP Paribas 0.480000%
985YBU007
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
55000000.00
55000000.00
0.0027
N
54997800.00
54997800.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.290000%
0556X1SR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
Y
Bank of New Zealand
N/A
N/A
N
29250000.00
29237276.25
0.0014
N
29239470.00
29239470.00
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
32000000.00
31961733.33
0.0016
N
31974400.00
31974400.00
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
9000000.00
8988725.00
0.0004
N
8992440.00
8992440.00
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
89000000.00
88873298.60
0.0043
N
88909220.00
88909220.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.298300%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-28
2011-12-28
N
N
N
120000000.00
120000000.00
0.0058
N
120026400.00
120026400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.297700%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-28
2011-12-28
N
N
N
66000000.00
66000000.00
0.0032
N
65990760.00
65990760.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.293800%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2012-01-03
N
N
N
122000000.00
122000000.00
0.0059
N
121981944.00
121981944.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
1373X3RS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
24000000.00
23995833.34
0.0012
N
23995680.00
23995680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
212000000.00
211721750.00
0.0103
N
211794360.00
211794360.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3US4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7988400.00
0.0004
N
7991040.00
7991040.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3W78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
42000000.00
41916525.00
0.0020
N
41927340.00
41927340.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963URC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
49000000.00
48996855.83
0.0024
N
48998530.00
48998530.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
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
36000000.00
35997060.00
0.0017
N
35998200.00
35998200.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUL4
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
125000000.00
124843402.78
0.0061
N
124895000.00
124895000.00
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
50000000.00
49929388.89
0.0024
N
49950000.00
49950000.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MV90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4992597.22
0.0002
N
4994600.00
4994600.00
Citibank, NA
Citibank, NA 0.170000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
131000000.00
131000000.00
0.0064
Security is a time deposit.
N
131000000.00
131000000.00
Citibank, NA
Citibank, NA 0.140000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
72000000.00
72000000.00
0.0035
Security is a time deposit.
N
72000000.00
72000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SRB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
Y
Citigroup Inc
N/A
N/A
N
100000000.00
99988888.88
0.0049
N
99995000.00
99995000.00
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
87000000.00
86984799.17
0.0042
N
86993040.00
86993040.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SS52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
Y
Citigroup Inc
N/A
N/A
N
12000000.00
11996600.00
0.0006
N
11997960.00
11997960.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SSG8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Citigroup Inc
N/A
N/A
N
71000000.00
70973375.00
0.0034
N
70981540.00
70981540.00
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
49973562.50
0.0024
N
50002500.00
50002500.00
Commerzbank AG
Commerzbank AG 0.330000%
20259XR39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
25000000.00
25000000.00
0.0012
N
25001500.00
25001500.00
Commerzbank AG
Commerzbank AG 0.150000%
20259XS53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
201000000.00
201000000.00
0.0098
N
201000000.00
201000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.374400%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-04-27
2012-04-27
N
N
N
50000000.00
50000000.00
0.0024
N
50029550.00
50029550.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260000%
20272ETF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
35000000.00
34981041.66
0.0017
N
34981450.00
34981450.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32960913.33
0.0016
N
32973930.00
32973930.00
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
45000000.00
44946187.50
0.0022
N
44964000.00
44964000.00
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
31000000.00
30959398.61
0.0015
N
30972410.00
30972410.00
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
10000000.00
9985877.78
0.0005
N
9990000.00
9990000.00
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
84000000.00
83880416.66
0.0041
N
83914320.00
83914320.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV57
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
5000000.00
4992825.00
0.0002
N
4994850.00
4994850.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15975217.78
0.0008
N
15981280.00
15981280.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22532YW77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
82000000.00
82000000.00
0.0040
N
81998360.00
81998360.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-04
2011-12-01
N
N
N
100000000.00
100000000.00
0.0049
N
99987000.00
99987000.00
Credit Suisse AG
Credit Suisse AG 0.260000%
22550CD65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
82000000.00
82000000.00
0.0040
N
81983600.00
81983600.00
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
51000000.00
51000000.00
0.0025
N
51000510.00
51000510.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
22799D001_0.1300_M110401_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-10-30
0.500000
Government Agency Debt
43651000.00
43605752.06
Freddie Mac
2011-04-18
0.000000
Government Agency Debt
2500000.00
2499974.97
Freddie Mac
2011-04-21
0.000000
Government Agency Debt
429000.00
428995.70
Freddie Mac
2011-05-25
0.000000
Government Agency Debt
2575000.00
2574793.87
Freddie Mac
2011-06-22
0.000000
Government Agency Debt
4016000.00
4015076.26
Freddie Mac
2011-06-27
0.000000
Government Agency Debt
100000.00
99976.00
Freddie Mac
2011-07-01
0.000000
Government Agency Debt
10495000.00
10491536.95
Freddie Mac
2011-07-06
0.000000
Government Agency Debt
1200000.00
1199579.93
Freddie Mac
2011-07-18
0.000000
Government Agency Debt
2000000.00
1999220.01
Freddie Mac
2011-07-25
0.000000
Government Agency Debt
4909000.00
4906938.35
Freddie Mac
2011-08-15
0.000000
Government Agency Debt
2726000.00
2724555.21
Freddie Mac
2011-09-08
0.000000
Government Agency Debt
611000.00
610560.10
Freddie Mac
2011-11-01
0.000000
Government Agency Debt
1500000.00
1498394.97
Freddie Mac
2011-12-14
0.000000
Government Agency Debt
294000.00
293600.16
Unrated Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
75438765.00
75438765.00
0.0037
N
75438765.00
75438765.00
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
22000000.00
21994720.00
0.0011
N
21996260.00
21996260.00
Danske Corp
Danske Corp 0.330000%
2363F7S25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
Y
Danske Bank A/S
N/A
N/A
N
41000000.00
40988349.17
0.0020
N
40991390.00
40991390.00
Deutsche Bank AG
Deutsche Bank AG 0.290000%
25154TA31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
281000000.00
281000000.00
0.0137
N
281000000.00
281000000.00
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
82000000.00
82000000.00
0.0040
N
82000820.00
82000820.00
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
125000000.00
125000000.00
0.0061
N
125002500.00
125002500.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TE78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
N
35000000.00
35000000.00
0.0017
N
35001400.00
35001400.00
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
75000000.00
75000000.00
0.0036
N
75039000.00
75039000.00
Deutsche Bank AG
Deutsche Bank AG 0.390000%
25154TT72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
21000000.00
21000000.00
0.0010
N
20998950.00
20998950.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M110401_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
55501144.00
14227596.04
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
1905256.00
1743084.24
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
57843538.00
44229895.14
Fannie Mae
2040-09-01
3.410000
Government Agency Debt
15899666.00
14342508.97
Freddie Mac
2023-09-01
5.500000
Government Agency Debt
70771553.00
29456916.45
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
100000000.00
100000000.00
0.0049
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.320000%
991JCA005_0.3200_M110401_2MN4
0001074042
Other Repurchase Agreement
N
BALTIC TRADING LIMITED COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399992.88
BELO CORP COM SER
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399999.00
BUILD A BEAR WORKSHOP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399990.30
CAPITALSOURCE INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399998.72
CITIGROUP INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399997.15
CULP INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
258844.74
ENTRAVISION COMMUNICATIONS CCL A
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
394645.50
FIVE STAR QUALITY CARE INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399993.62
FLAGSTAR BANCORP INC COM NEW
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399999.60
FRANKLIN COVEY CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
280893.15
GLOBAL CASH ACCESS HLDGS INCCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
187459.80
GRAPHIC PACKAGING HLDG CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399997.76
HILLTOP HOLDINGS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
286256.34
JOURNAL COMMUNICATIONS INC CL A
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399996.22
LIN TV CORP CL A
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399998.90
LYDALL INC DEL COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399881.22
MARSHALL & ILSLEY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399998.36
METROPOLITAN HEALTH NETWORKSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399997.65
OMNOVA SOLUTIONS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399995.37
QWEST COMMUNICATIONS INTL INCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399999.60
RED LION HOTELS CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399995.03
TENET HEALTHCARE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
399997.62
VONAGE HLDGS CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
192074.61
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
8000000.00
8000000.00
0.0004
Repurchase agreement collateralized by common stock and ETFs.
N
8000000.00
8000000.00
Dexia Credit Local
Dexia Credit Local 0.648300%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
Y
Dexia Credit Local
N/A
N/A
N
N
134000000.00
134000000.00
0.0065
N
133993300.00
133993300.00
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
100000000.00
99954250.00
0.0049
N
99953000.00
99953000.00
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
139000000.00
138807021.68
0.0067
N
138784550.00
138784550.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.110000%
939RWC006
0001498632
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
5000000.00
5000000.00
0.0002
Security is a time deposit.
N
5000000.00
5000000.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.120000%
30603BR13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
50000000.00
0.0024
N
50000000.00
50000000.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.210000%
30603BRC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14999037.50
0.0007
N
14999550.00
14999550.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.240000%
30603BS46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
42000000.00
41990760.00
0.0020
N
41994540.00
41994540.00
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
235000000.00
234988119.44
0.0114
N
234999060.00
234999060.00
Fannie Mae
Fannie Mae 0.110000%
313588EU5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
3000000.00
2999780.00
0.0001
N
2999979.00
2999979.00
Fannie Mae
Fannie Mae 0.110000%
313588FD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
3000000.00
2999697.50
0.0001
N
2999889.00
2999889.00
Fannie Mae
Fannie Mae 0.105000%
313588FJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
65000000.00
64992795.83
0.0032
N
64997270.00
64997270.00
Fannie Mae
Fannie Mae 0.100000%
313588FJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
26000000.00
25997255.56
0.0013
N
25998908.00
25998908.00
Fannie Mae
Fannie Mae 0.110000%
313588FL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
43000000.00
42994744.45
0.0021
N
42998108.00
42998108.00
Fannie Mae
Fannie Mae 0.100000%
313588FN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
158000000.00
157981566.65
0.0077
N
157992574.00
157992574.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384DZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
126000000.00
125998425.00
0.0061
N
125999874.00
125999874.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384DZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
55000000.00
54999274.31
0.0027
N
54999945.00
54999945.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384DZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
25000000.00
24999652.78
0.0012
N
24999975.00
24999975.00
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
11000000.00
10999443.89
0.0005
N
10999956.00
10999956.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384EP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
93000000.00
92994110.00
0.0045
N
92999535.00
92999535.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384EP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
49000000.00
48996379.44
0.0024
N
48999755.00
48999755.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384EU9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
71000000.00
70993373.33
0.0035
N
70999503.00
70999503.00
Federal Home Loan Bank
Federal Home Loan Bank 0.143000%
313384EY1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-29
2011-04-29
N
N
N
43960000.00
43955110.67
0.0021
N
43959648.32
43959648.32
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384FL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
70000000.00
69991833.33
0.0034
N
69996920.00
69996920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384FN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
35000000.00
34995508.33
0.0017
N
34998355.00
34998355.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384FT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
50000000.00
49993145.84
0.0024
N
49997400.00
49997400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384FV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
219150000.00
219115696.93
0.0106
N
219138165.90
219138165.90
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384FY0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
21000000.00
20996663.34
0.0010
N
20998782.00
20998782.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313588FE0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
118000000.00
117988855.56
0.0057
N
117995516.00
117995516.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.100000%
98599G006_0.1000_M110404_2MN4
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2011-04-30
4.875000
Treasury Debt
9763400.00
10000113.09
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
10000000.00
10000000.00
0.0005
N
10000000.00
10000000.00
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
350000000.00
350000000.00
0.0170
N
350350350.00
350350350.00
General Electric Capital Corp
General Electric Capital Corp 0.410000%
36959JRL9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
33000000.00
32992859.16
0.0016
N
32998350.00
32998350.00
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
80000000.00
79976000.00
0.0039
N
79994400.00
79994400.00
General Electric Capital Corp
General Electric Capital Corp 0.400000%
36959JSB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
70000000.00
69968888.89
0.0034
N
69989500.00
69989500.00
General Electric Capital Corp
General Electric Capital Corp 0.400000%
36959JSC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
350000000.00
349840555.54
0.0170
N
349944000.00
349944000.00
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
58000000.00
57952875.00
0.0028
N
57976800.00
57976800.00
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
20000000.00
20000000.00
0.0010
N
20000000.00
20000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.160000%
38399H002_0.1600_M110401_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-01-25
2.000000
Government Agency Debt
166977696.00
148125475.41
Fannie Mae
2039-03-25
2.250000
Government Agency Debt
36943929.00
35624524.74
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
175000000.00
175000000.00
0.0085
N
175000000.00
175000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.160000%
992JYE002_0.1600_M110401_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-25
2.250000
Government Agency Debt
200000000.00
188233929.48
Fannie Mae
2040-04-25
3.500000
Government Agency Debt
9579987.00
7599679.14
GNMA
2021-07-16
3.407000
Government Agency Debt
2130000.00
652378.30
GNMA
2024-07-16
5.779000
Government Agency Debt
2145000.00
70126.94
GNMA
2027-05-16
5.092000
Government Agency Debt
310000.00
36094.88
GNMA
2039-08-16
4.646000
Government Agency Debt
150000.00
155788.00
GNMA
2040-04-20
4.500000
Government Agency Debt
4264266.00
4365828.02
GNMA
2040-04-20
4.500000
Government Agency Debt
3498546.00
3636175.30
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
195000000.00
195000000.00
0.0095
N
195000000.00
195000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.160000%
992JYE002_0.1600_M110405_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2034-12-16
4.000000
Government Agency Debt
29239351.00
30012715.44
GNMA
2036-05-20
4.000000
Government Agency Debt
89346861.00
87587285.13
GNMA
2036-05-20
4.000000
Government Agency Debt
43914849.00
43050000.39
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
153000000.00
153000000.00
0.0074
N
152998470.00
152998470.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M110404_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2036-05-20
4.000000
Government Agency Debt
28919535.00
28350000.55
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
27000000.00
27000000.00
0.0013
N
27000000.00
27000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110602_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849994.38
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849881.88
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849997.80
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849999.65
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849972.88
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849842.16
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849989.12
CITIGROUP INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849998.95
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849981.88
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849989.37
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849945.60
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849964.50
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849902.00
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849988.55
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849954.60
PLAINS EXPL& PRODTN CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849984.65
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849964.81
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849984.35
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849997.12
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849992.15
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
849991.80
WILLIAMS COS INC DEL COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
691.90
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
17000000.00
17000000.00
0.0008
Repurchase agreement collateralized by common stock and ETFs.
Y
17012025.80
17012025.80
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110603_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399993.05
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399905.19
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399961.60
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399997.05
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399992.55
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399833.60
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399994.88
CITIGROUP INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399996.70
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399995.88
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399997.87
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399925.52
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399959.00
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399925.20
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399956.55
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399976.16
PACKAGING CORP AMER COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
951120.00
PLAINS EXPL& PRODTN CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
449576.90
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399967.17
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399970.85
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399992.30
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399984.43
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1399997.34
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
28000000.00
28000000.00
0.0014
Repurchase agreement collateralized by common stock and ETFs.
Y
28019807.20
28019807.20
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110607_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
614.29
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349984.55
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349931.40
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349987.10
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349974.90
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349955.40
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349959.68
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349987.32
FRANKLIN RES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349988.00
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349993.93
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349916.16
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349959.00
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349970.40
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349993.70
MEAD JOHNSON NUTRITION CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349948.80
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349953.72
PACKAGING CORP AMER COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349996.80
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349988.41
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349964.05
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349999.18
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349959.84
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
6349985.74
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
127000000.00
127000000.00
0.0062
Repurchase agreement collateralized by common stock and ETFs.
Y
127089839.80
127089839.80
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110714_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49992.75
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49954.69
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49956.40
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49993.65
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49984.09
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49908.84
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49960.96
CITIGROUP INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49995.75
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49989.04
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49993.46
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49951.44
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49995.00
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49898.00
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49980.20
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49952.76
PLAINS EXPL& PRODTN CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49984.50
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49983.57
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49951.85
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49958.44
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49962.57
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
49997.71
WILLIAMS COS INC DEL COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
660.45
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
1000000.00
1000000.00
0.0000
Repurchase agreement collateralized by common stock and ETFs.
Y
1000707.40
1000707.40
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M110623_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349987.23
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349950.50
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349931.30
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349989.95
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349959.79
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349924.76
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349990.40
CITIGROUP INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349996.50
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349973.20
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349984.30
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349974.08
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349964.00
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349863.60
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349976.35
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349969.28
PLAINS EXPL& PRODTN CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349971.45
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349983.60
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349961.65
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349983.60
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349976.97
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
1349999.63
WILLIAMS COS INC DEL COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
691.90
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
27000000.00
27000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
Y
27019099.80
27019099.80
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M110701_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
496.66
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399918.81
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399991.20
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399998.60
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399988.86
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399965.16
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3400000.00
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399994.80
FRANKLIN RES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399963.60
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399997.70
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399953.76
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399957.00
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399935.20
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399954.20
MEAD JOHNSON NUTRITION CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399989.60
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399980.76
PACKAGING CORP AMER COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399984.00
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399981.30
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399994.75
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399988.48
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399968.60
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3399997.93
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
68000000.00
68000000.00
0.0033
Repurchase agreement collateralized by common stock and ETFs.
Y
68048103.20
68048103.20
Goldman Sachs & Co
Goldman Sachs & Co 0.710000%
992JYE002_0.7100_M110801_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
758.06
APACHE CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349964.12
BAKER HUGHES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349960.90
BANK OF AMERICA CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349991.50
BJS WHOLESALE CLUB INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349956.10
BLACKROCK INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349857.48
CIGNA CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349995.52
CVS CAREMARK CORPORATION COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349972.12
FRANKLIN RES INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349984.00
GENERAL ELECTRIC CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349984.13
GOODRICH CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349916.64
HALLIBURTON CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349962.00
INTERNATIONAL BUSINESS MACHSCOM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349873.60
JPMORGAN CHASE & CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349974.00
MEAD JOHNSON NUTRITION CO COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349999.20
NEWMONT MINING CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349973.88
PACKAGING CORP AMER COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349987.20
PRUDENTIAL FINL INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349997.73
QUEST DIAGNOSTICS INC COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349985.55
TARGET CORP COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349979.78
TYCO INTERNATIONAL LTD SHS
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349961.14
VALERO ENERGY CORP NEW COM
2011-03-31
N/A
Other Instrument
common stock or ETF
0.00
3349969.49
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
67000000.00
67000000.00
0.0033
Repurchase agreement collateralized by common stock and ETFs.
Y
67047395.80
67047395.80
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
30000000.00
30000000.00
0.0015
Y
30079500.00
30079500.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501CTL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
19000000.00
18986911.11
0.0009
N
18992210.00
18992210.00
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
30000000.00
29947866.67
0.0015
N
29977500.00
29977500.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
106000000.00
105804960.00
0.0051
N
105912020.00
105912020.00
ING Bank NV
ING Bank NV 0.150000%
456978006
0000319432
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
100000000.00
100000000.00
0.0049
Security is a time deposit.
N
100000000.00
100000000.00
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
49000000.00
48998802.22
0.0024
N
48999020.00
48999020.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.293500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-04-21
2012-04-20
N
N
N
500000000.00
500000000.00
0.0243
N
500005000.00
500005000.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.410000%
51488HV94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
30000000.00
30000000.00
0.0015
N
30006900.00
30006900.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.410000%
51488HW28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
53000000.00
53000000.00
0.0026
N
53012190.00
53012190.00
Market Street Funding Corp
Market Street Funding Corp 0.270000%
5705X5T27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
50045000.00
50021729.07
0.0024
N
50023981.10
50023981.10
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
06399U000_0.1500_M110401_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-09-25
0.819500
Government Agency Debt
50000000.00
24110476.48
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
25792000.00
23055064.72
Freddie Mac
2018-09-15
1.500000
Government Agency Debt
25000000.00
21719295.06
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
37250000.00
24280662.85
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
24000000.00
24231669.43
Freddie Mac
2028-07-15
4.500000
Government Agency Debt
22200000.00
22025497.26
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
7682777.00
7929793.65
Freddie Mac
2034-12-15
0.766000
Government Agency Debt
50000000.00
22124234.36
Freddie Mac
2037-11-15
1.255000
Government Agency Debt
60652692.00
21936718.22
GNMA
2033-11-20
4.250000
Government Agency Debt
25000000.00
23403581.31
GNMA
2033-11-20
4.350000
Government Agency Debt
25000000.00
23472101.48
GNMA
2036-02-20
4.500000
Government Agency Debt
25000000.00
23348118.38
GNMA
2036-04-20
4.500000
Government Agency Debt
25000000.00
22897451.57
GNMA
2037-01-20
4.500000
Government Agency Debt
25000000.00
23164899.04
GNMA
2037-01-20
4.500000
Government Agency Debt
25000000.00
23164899.04
GNMA
2037-02-16
4.500000
Government Agency Debt
25000000.00
21625256.70
GNMA
2037-04-20
0.663000
Government Agency Debt
100000000.00
23192809.67
GNMA
2038-09-20
4.000000
Government Agency Debt
25000000.00
24160630.17
GNMA
2038-10-20
4.000000
Government Agency Debt
25000000.00
24055216.61
GNMA
2038-10-20
4.250000
Government Agency Debt
21772653.00
21071440.64
GNMA
2039-06-16
4.300000
Government Agency Debt
25403609.00
23680184.20
Unrated Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
455000000.00
455000000.00
0.0221
N
455000000.00
455000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60681PB37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
54000000.00
54000000.00
0.0026
N
54003240.00
54003240.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60681PYY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
343000000.00
343000000.00
0.0167
N
343006860.00
343006860.00
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
77000000.00
77000000.00
0.0037
N
77000770.00
77000770.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.300000%
60687CH26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
N
23000000.00
23000000.00
0.0011
N
23000690.00
23000690.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.300000%
60687CJ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
8000000.00
8000000.00
0.0004
N
8000240.00
8000240.00
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
107000000.00
107000000.00
0.0052
N
107005350.00
107005350.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
125000000.00
125000000.00
0.0061
N
124969400.00
124969400.00
Nationwide Building Society
Nationwide Building Society 0.490000%
6385E1WM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
102000000.00
101759818.34
0.0049
N
101801100.00
101801100.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.350000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-04-01
2011-05-02
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
1000000.00
1000000.00
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
31000000.00
30998708.33
0.0015
N
30999070.00
30999070.00
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
13000000.00
12999241.67
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
32000000.00
31996266.67
0.0016
N
31997120.00
31997120.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.240000%
65409SRS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
41000000.00
40993166.67
0.0020
N
40993440.00
40993440.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.280000%
65409SS58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
13000000.00
12996562.22
0.0006
N
12997140.00
12997140.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SS58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
10000000.00
9997166.67
0.0005
N
9997800.00
9997800.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.270000%
65557VNM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
90000000.00
89999993.45
0.0044
N
89981100.00
89981100.00
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
110000000.00
109997341.67
0.0053
N
109998900.00
109998900.00
Nordea North America, Inc
Nordea North America, Inc 0.210000%
6555P1SQ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
Y
Nordea Bank AB
N/A
N/A
N
35000000.00
34989179.17
0.0017
N
34989179.17
34989179.17
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
10000000.00
9997916.67
0.0005
N
9998700.00
9998700.00
NRW.Bank
NRW.Bank 0.290000%
62939MS24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
76000000.00
75981021.11
0.0037
N
75986320.00
75986320.00
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
85000000.00
84977333.34
0.0041
N
84983850.00
84983850.00
Rabobank Nederland
Rabobank Nederland 0.345000%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-15
2011-09-15
N
N
N
125000000.00
125000000.00
0.0061
N
124990000.00
124990000.00
Rabobank Nederland
Rabobank Nederland 0.335000%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-10-07
N
N
N
22000000.00
22000000.00
0.0011
N
21997140.00
21997140.00
Rabobank Nederland
Rabobank Nederland 0.340000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-12-05
N
N
N
150000000.00
150000000.00
0.0073
N
149980500.00
149980500.00
Regional Transportation Auth
Regional Transportation Auth 0.270000%
75914UAD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
25000000.00
25000000.00
0.0012
N
25000000.00
25000000.00
Royal Bank of Canada
Royal Bank of Canada 0.125000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
610000000.00
610000000.00
0.0296
Security is a time deposit.
N
610000000.00
610000000.00
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
214000000.00
214000000.00
0.0104
N
214160500.00
214160500.00
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
39000000.00
39000000.00
0.0019
N
39031590.00
39031590.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.640000%
78011HT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
117000000.00
117000000.00
0.0057
N
117118170.00
117118170.00
Sanofi-Aventis
Sanofi-Aventis 0.280000%
8010M3UE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
44350000.00
44314125.78
0.0022
N
44313189.50
44313189.50
Sanofi-Aventis
Sanofi-Aventis 0.340000%
8010M3WC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
40450000.00
40387347.44
0.0020
N
40382448.50
40382448.50
Sanofi-Aventis
Sanofi-Aventis 0.340000%
8010M3WK2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
38000000.00
37938630.00
0.0018
N
37932360.00
37932360.00
Sanofi-Aventis
Sanofi-Aventis 0.330000%
8010M3WL0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
7000000.00
6988963.33
0.0003
N
6987470.00
6987470.00
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
62000000.00
61949625.00
0.0030
N
61957840.00
61957840.00
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
71000000.00
70983670.00
0.0034
N
70990060.00
70990060.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.345000%
83050US58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
11000000.00
10996415.83
0.0005
N
10997470.00
10997470.00
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
23000000.00
23000000.00
0.0011
N
23000920.00
23000920.00
Societe Generale
Societe Generale 0.400000%
83369RFQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
200000000.00
200000000.00
0.0097
N
200018000.00
200018000.00
Societe Generale
Societe Generale 0.500000%
83369RWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
8000000.00
8000000.00
0.0004
N
7999200.00
7999200.00
Societe Generale
Societe Generale 0.472500%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-20
2011-06-20
N
N
N
94000000.00
94000000.00
0.0046
N
93996240.00
93996240.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.150000%
83365SR13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
Y
Societe Generale
N/A
N/A
N
103000000.00
103000000.00
0.0050
N
103000000.00
103000000.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.400000%
83365SR62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
Y
Societe Generale
N/A
N/A
N
87000000.00
86995166.66
0.0042
N
86998260.00
86998260.00
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
27000000.00
26997075.00
0.0013
N
26997840.00
26997840.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E3RK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
31000000.00
30995195.00
0.0015
N
30996590.00
30996590.00
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
133000000.00
132972291.66
0.0065
N
132980050.00
132980050.00
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
12000000.00
11997210.00
0.0006
N
11998080.00
11998080.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3S49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
35000000.00
34990375.00
0.0017
N
34993000.00
34993000.00
Starbird Funding Corp
Starbird Funding Corp 0.140000%
85520MR70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
45000000.00
44998950.00
0.0022
N
44998950.00
44998950.00
Starbird Funding Corp
Starbird Funding Corp 0.290000%
85520MRR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
78000000.00
77984920.00
0.0038
N
77986740.00
77986740.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257CX31
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
126715000.00
126687721.08
0.0062
N
126693458.45
126693458.45
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257CX98
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
18086000.00
18081729.69
0.0009
N
18082563.66
18082563.66
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUC5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
52263000.00
52260459.43
0.0025
N
52260909.48
52260909.48
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
78451000.00
78441738.42
0.0038
N
78443939.41
78443939.41
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KUY8
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
50000000.00
49998958.33
0.0024
N
49999000.00
49999000.00
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
40593000.00
40591308.62
0.0020
N
40591782.21
40591782.21
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
25740000.00
25737676.25
0.0013
N
25738198.20
25738198.20
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
175000000.00
174985416.66
0.0085
N
174989500.00
174989500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257MF54
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
28099000.00
28091584.99
0.0014
N
28100404.95
28100404.95
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GK93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
63000000.00
63000000.00
0.0031
N
63000000.00
63000000.00
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
10000000.00
10000000.00
0.0005
N
10000000.00
10000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GN90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
N
23000000.00
23000000.00
0.0011
N
23000000.00
23000000.00
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
4000000.00
4000000.00
0.0002
N
3999960.00
3999960.00
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
141000000.00
141000000.00
0.0069
N
140998590.00
140998590.00
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
81000000.00
80978400.00
0.0039
N
80982990.00
80982990.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.545000%
86562WJJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
45000000.00
45000329.90
0.0022
N
45015750.00
45015750.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.400000%
86562WJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
65000000.00
65000000.00
0.0032
N
65001300.00
65001300.00
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
71000000.00
71000000.00
0.0035
N
71008520.00
71008520.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86959BPH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
74250000.00
74249996.48
0.0036
N
74250000.00
74250000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.270000%
86959BQS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
80000000.00
80000000.00
0.0039
N
80000000.00
80000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.275000%
86959BQY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
6000000.00
6000055.79
0.0003
N
5999700.00
5999700.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.270000%
86959BRV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
N
N
12000000.00
12000148.23
0.0006
N
11999160.00
11999160.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.270000%
86958GSJ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
5000000.00
4998237.50
0.0002
N
4998500.00
4998500.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.300000%
86958GT96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
13000000.00
12992525.00
0.0006
N
12993760.00
12993760.00
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
97000000.00
96994530.27
0.0047
N
96997090.00
96997090.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MRU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
26808000.00
26802169.26
0.0013
N
26802906.48
26802906.48
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
34178000.00
34164509.19
0.0017
N
34165354.14
34165354.14
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MT13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
58000000.00
57971499.44
0.0028
N
57971580.00
57971580.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UR77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29998850.00
0.0015
N
29998800.00
29998800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.318300%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-28
2011-10-28
N
N
N
60000000.00
60000000.00
0.0029
N
59993400.00
59993400.00
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
95000000.00
95000000.00
0.0046
N
95012350.00
95012350.00
UBS AG
UBS AG 0.390000%
90267AF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
47000000.00
47000000.00
0.0023
N
47004230.00
47004230.00
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
75000000.00
75000000.00
0.0036
N
75049500.00
75049500.00
UBS AG
UBS AG 0.655000%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-15
2011-10-17
N
N
N
87000000.00
87000000.00
0.0042
N
86991300.00
86991300.00
Union Bank, NA
Union Bank, NA 0.300000%
90527MMM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
86000000.00
86000000.00
0.0042
N
86012040.00
86012040.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217MR58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
75000000.00
74997916.66
0.0036
N
74997750.00
74997750.00
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
50000000.00
49991000.00
0.0024
N
49992500.00
49992500.00
Westpac Banking Corp
Westpac Banking Corp 0.338000%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-11
2012-01-10
N
N
N
60000000.00
60000000.00
0.0029
N
60000000.00
60000000.00
Westpac Banking Corp
Westpac Banking Corp 0.333500%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-02
2012-05-01
N
N
N
247000000.00
247000000.00
0.0120
N
247000000.00
247000000.00
Westpac Banking Corp
Westpac Banking Corp 0.343500%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-18
2011-09-16
N
N
N
237000000.00
237000000.00
0.0115
N
236981040.00
236981040.00
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
49977500.00
0.0024
N
49983500.00
49983500.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
835544.55
835544.55
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
639692.91
639692.91
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
676283.86
676283.86
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
517762.92
517762.92
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994403.85
994403.85
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
761315.59
761315.59
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
1193303.47
1193303.47
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
913593.14
913593.14
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
2982989.67
2982989.67
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
2283776.89
2283776.89
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1074026.84
1074026.84
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
822274.95
822274.95
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
377908.39
377908.39
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
289326.66
289326.66
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
596697.67
596697.67
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
456831.74
456831.74
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
179003.04
179003.04
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
137044.73
137044.73
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KRT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
107000000.00
106977589.45
0.0052
N
106981810.00
106981810.00
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
65000000.00
64980102.78
0.0032
N
64983750.00
64983750.00