0001145549-11-005422.txt : 20110628
0001145549-11-005422.hdr.sgml : 20110628
20110506130243
ACCESSION NUMBER: 0001145549-11-005422
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110429
FILED AS OF DATE: 20110506
DATE AS OF CHANGE: 20110506
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: 11818186
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
2011-04-29
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
43
77
19963029780.91
8618865.64
787078.68
19970861567.87
0.0030
1.0002
2011-04-29
1.0002
2011-04-29
C000012383
25000.00
13789729809.04
1.00
-346639733.06
173390946.95
520030680.01
0.0001
1.0002
2011-04-29
1.0002
2011-04-29
C000012384
1000000.00
2300054852.12
1.00
-67668546.61
34246926.86
101915473.47
0.0001
1.0002
2011-04-29
1.0002
2011-04-29
C000012385
3000000.00
1958466618.05
1.00
-97445262.74
50469226.15
147914488.89
0.0006
1.0002
2011-04-29
1.0002
2011-04-29
C000038267
10000000.00
1922610288.66
1.00
-94892146.35
200544641.03
295436787.38
0.0009
1.0002
2011-04-29
1.0002
2011-04-29
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
113000000.00
0.0057
N
113004520.00
113004520.00
Alpine Securitization Corp
Alpine Securitization Corp 0.120000%
02086MS47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
36000000.00
35999760.00
0.0018
N
35999280.00
35999280.00
Alpine Securitization Corp
Alpine Securitization Corp 0.180000%
02086MS62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
58000000.00
57998840.00
0.0029
N
57998260.00
57998260.00
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
71982720.00
0.0036
N
71984160.00
71984160.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KUM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
39000000.00
38980933.33
0.0020
N
38977770.00
38977770.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.230000%
03221KV25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
15000000.00
14991183.33
0.0008
N
14989800.00
14989800.00
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
53977050.00
0.0027
N
53981100.00
53981100.00
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
27968927.78
0.0014
N
27982920.00
27982920.00
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
9987350.00
0.0005
N
9992500.00
9992500.00
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
22963851.66
0.0011
N
22976310.00
22976310.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.170000%
04821USR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
39000000.00
38995764.17
0.0020
N
38994930.00
38994930.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.100000%
04915US26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
34000000.00
34000000.00
0.0017
N
33999915.00
33999915.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.100000%
04915US59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
34949000.00
34948708.76
0.0017
N
34948650.51
34948650.51
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
258937552.20
0.0130
N
258979280.00
258979280.00
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
49980472.22
0.0025
N
49995000.00
49995000.00
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
11981500.00
0.0006
N
11991240.00
11991240.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.150000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
214000000.00
214000000.00
0.0107
Security is a time deposit.
N
214000000.00
214000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.140000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
85000000.00
85000000.00
0.0043
Security is a time deposit.
N
85000000.00
85000000.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.815900%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
134000000.00
134000000.00
0.0067
N
134002680.00
134002680.00
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
0.0023
N
45001800.00
45001800.00
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
213975033.35
0.0107
N
213985020.00
213985020.00
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
0.0053
N
106000000.00
106000000.00
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
0.0063
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
0.0075
N
150008550.00
150008550.00
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
0.0038
N
74999100.00
74999100.00
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
0.0013
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
0.0025
N
50005950.00
50005950.00
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
0.0150
N
300036300.00
300036300.00
Bank of America, NA
Bank of America, NA 0.573800%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-07-22
2012-05-21
N
N
N
149000000.00
149000000.00
0.0075
N
149266710.00
149266710.00
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
0.0049
N
97000000.00
97000000.00
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
0.0054
N
108009720.00
108009720.00
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
0.0063
N
125033750.00
125033750.00
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
8000320.00
8000320.00
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
0.0059
N
118004720.00
118004720.00
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
0.0030
N
60002400.00
60002400.00
Bank of the West
Bank of the West 0.260000%
0642G0VZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
59000000.00
59000000.00
0.0030
N
59000000.00
59000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000%
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
0.0033
N
66034320.00
66034320.00
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
0.0046
N
92006440.00
92006440.00
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
26014300.00
26014300.00
Barclays Bank Plc
Barclays Bank Plc 0.718800%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-16
2011-10-17
N
N
N
108000000.00
108000000.00
0.0054
N
108211680.00
108211680.00
Barclays Bank Plc
Barclays Bank Plc 0.612600%
06740MWE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-23
2012-02-22
N
N
N
92000000.00
92000000.00
0.0046
N
91965960.00
91965960.00
Barclays Capital, Inc
Barclays Capital, Inc 0.020000%
00799J004_0.0200_M110502_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2011-10-13
0.000000
Treasury Debt
45919300.00
45900013.89
Unrated Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
45000000.00
45000000.00
0.0023
N
45000000.00
45000000.00
Barton Capital, LLC
Barton Capital, LLC 0.220000%
06945MUB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
35000000.00
34985027.78
0.0018
N
34986350.00
34986350.00
Barton Capital, LLC
Barton Capital, LLC 0.230000%
06945MUC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
24000000.00
23989113.34
0.0012
N
23990640.00
23990640.00
Barton Capital, LLC
Barton Capital, LLC 0.220000%
06945MUS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
41776000.00
41754299.68
0.0021
N
41756783.04
41756783.04
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
0.0008
N
15003750.00
15003750.00
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
4001400.00
4001400.00
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
0.0028
N
56020720.00
56020720.00
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
0.0066
N
132046200.00
132046200.00
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
0.0076
N
152057760.00
152057760.00
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
0.0026
N
52021320.00
52021320.00
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
0.0076
N
152117040.00
152117040.00
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
0.0070
N
139109810.00
139109810.00
BNP Paribas
BNP Paribas 0.500000%
05572NCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
24000000.00
24000000.00
0.0012
N
24008400.00
24008400.00
BNP Paribas
BNP Paribas 0.540000%
05572NCN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
66000000.00
66000000.00
0.0033
N
66020460.00
66020460.00
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
0.0055
N
109039240.00
109039240.00
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
0.0028
N
55023100.00
55023100.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.050000%
987WVU007_0.0500_M110502_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
192634753.00
191903703.20
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
69167395.00
64953147.73
GNMA
2041-01-15
4.000000
Government Agency Debt
51565575.00
52143149.65
Unrated Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
300000000.00
300000000.00
0.0150
N
300000000.00
300000000.00
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
29244580.63
0.0015
N
29246782.50
29246782.50
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
31973031.11
0.0016
N
31986880.00
31986880.00
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
8991902.50
0.0005
N
8996130.00
8996130.00
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
88904720.55
0.0045
N
88953720.00
88953720.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.261400%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-12-28
N
N
N
120000000.00
120000000.00
0.0060
N
120026400.00
120026400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.261400%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-12-28
N
N
N
66000000.00
66000000.00
0.0033
N
65993400.00
65993400.00
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
0.0061
N
121984140.00
121984140.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.090000%
136999000
0000800030
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
98000000.00
98000000.00
0.0049
Security is a time deposit.
N
98000000.00
98000000.00
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
211803900.00
0.0106
N
211887640.00
211887640.00
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
7991500.00
0.0004
N
7995120.00
7995120.00
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
41932800.00
0.0021
N
41954640.00
41954640.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963USA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
14000000.00
13999440.00
0.0007
N
13999720.00
13999720.00
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
124887534.72
0.0063
N
124946250.00
124946250.00
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
49947041.67
0.0025
N
49974500.00
49974500.00
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
4994362.50
0.0003
N
4997250.00
4997250.00
Citibank, NA
Citibank, NA 0.130000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
30000000.00
30000000.00
0.0015
Security is a time deposit.
N
30000000.00
30000000.00
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
11999700.00
0.0006
N
11999760.00
11999760.00
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
70991716.67
0.0036
N
70995030.00
70995030.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.250000%
17307SUE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
Y
Citigroup Inc
N/A
N/A
N
84000000.00
83957416.67
0.0042
N
83969760.00
83969760.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.220000%
17307SUL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
Y
Citigroup Inc
N/A
N/A
N
86000000.00
85958481.11
0.0043
N
85966460.00
85966460.00
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
49991000.00
0.0025
N
50001400.00
50001400.00
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
0.0013
N
25002750.00
25002750.00
Commerzbank AG
Commerzbank AG 0.105000%
20259XV59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
193000000.00
193000000.00
0.0097
N
192996140.00
192996140.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.343800%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-07-27
2012-04-27
N
N
N
50000000.00
50000000.00
0.0025
N
50050850.00
50050850.00
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
34988877.78
0.0018
N
34991600.00
34991600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.215000%
20272EU71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
92000000.00
91963736.66
0.0046
N
91963200.00
91963200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272EU71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
38550000.00
38535158.25
0.0019
N
38534580.00
38534580.00
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
32972564.17
0.0017
N
32986800.00
32986800.00
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
44962075.00
0.0023
N
44981550.00
44981550.00
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
30970343.33
0.0016
N
30985740.00
30985740.00
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
9989408.33
0.0005
N
9994900.00
9994900.00
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
83910073.33
0.0042
N
83956320.00
83956320.00
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
4994590.28
0.0003
N
4997350.00
4997350.00
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
15980866.67
0.0008
N
15990560.00
15990560.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.320000%
22532Y3R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
19000000.00
19000000.00
0.0010
N
19001140.00
19001140.00
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
0.0041
N
82014760.00
82014760.00
Credit Suisse AG
Credit Suisse AG 0.313500%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-04
2011-12-01
N
N
N
100000000.00
100000000.00
0.0050
N
99989000.00
99989000.00
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
0.0041
N
82000000.00
82000000.00
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
0.0026
N
51003570.00
51003570.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.040000%
22799D001_0.0400_M110502_2MN4
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2040-01-20
4.500000
Government Agency Debt
10375000.00
9962777.62
Unrated Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
9763345.00
9763345.00
0.0005
N
9763345.00
9763345.00
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
41000000.00
0.0021
N
40999590.00
40999590.00
Danske Corp
Danske Corp 0.280000%
2363F7T65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
Y
Danske Bank A/S
N/A
N/A
N
17000000.00
16995372.22
0.0009
N
16996260.00
16996260.00
Danske Corp
Danske Corp 0.220000%
2363F7UT3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
Y
Danske Bank A/S
N/A
N/A
N
10000000.00
9994744.44
0.0005
N
9993600.00
9993600.00
Danske Corp
Danske Corp 0.230000%
2363F7UU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
Y
Danske Bank A/S
N/A
N/A
N
10000000.00
9994441.67
0.0005
N
9993500.00
9993500.00
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
0.0038
N
75036750.00
75036750.00
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
0.0011
N
21011340.00
21011340.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25154TV53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
260000000.00
260000000.00
0.0130
N
260046800.00
260046800.00
Deutsche Bank AG
Deutsche Bank AG 0.240000%
25154TW45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
41000000.00
41000000.00
0.0021
N
41001640.00
41001640.00
Deutsche Bank AG
Deutsche Bank AG 0.240000%
25154TY35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
28000000.00
28000000.00
0.0014
N
28000000.00
28000000.00
Deutsche Bank AG
Deutsche Bank AG 0.240000%
25154TZ83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
95000000.00
95000000.00
0.0048
N
95000000.00
95000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
21599B009_0.0500_M110502_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-03-01
5.000000
Government Agency Debt
623187710.00
249999999.79
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
40618377.00
14800001.20
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
242003244.00
249999999.19
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
495000000.00
495000000.00
0.0248
N
495000000.00
495000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
991JCA005_0.1000_M110504_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-03-01
4.500000
Government Agency Debt
8108662.00
1497731.19
Fannie Mae
2017-04-01
5.000000
Government Agency Debt
5475224.00
1578181.41
Fannie Mae
2017-10-01
5.000000
Government Agency Debt
14431197.00
1613383.78
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
11881905.00
1695196.51
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
12258047.00
1724311.51
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
11362415.00
1528641.44
Fannie Mae
2019-08-01
5.500000
Government Agency Debt
6019000.00
1519111.16
Fannie Mae
2019-12-01
5.500000
Government Agency Debt
5749137.00
1785549.32
Fannie Mae
2020-05-01
3.616000
Government Agency Debt
2000000.00
1902507.35
Fannie Mae
2020-06-01
4.009000
Government Agency Debt
1700000.00
1656214.85
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
4150000.00
1512506.29
Fannie Mae
2020-10-01
5.032000
Government Agency Debt
1755000.00
1693464.20
Fannie Mae
2020-11-01
0.755000
Government Agency Debt
1925000.00
1959596.53
Fannie Mae
2020-11-01
3.864000
Government Agency Debt
1648075.00
1636983.51
Fannie Mae
2021-10-01
5.500000
Government Agency Debt
2310000.00
1762043.52
Fannie Mae
2024-02-01
5.000000
Government Agency Debt
3859686.00
1996385.28
Fannie Mae
2024-04-01
5.000000
Government Agency Debt
2051782.00
1566657.26
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
2640922.00
1874686.73
Fannie Mae
2025-02-01
5.000000
Government Agency Debt
2102598.00
2035579.96
Fannie Mae
2025-12-01
3.000000
Government Agency Debt
1940162.00
1872978.75
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
2000000.00
1985210.36
Fannie Mae
2026-06-01
6.000000
Government Agency Debt
5206672.00
1723408.51
Fannie Mae
2026-06-01
6.000000
Government Agency Debt
4477531.00
1482535.10
Fannie Mae
2026-07-01
7.000000
Government Agency Debt
5194675.00
1652167.62
Fannie Mae
2026-10-01
7.000000
Government Agency Debt
5143404.00
1425807.48
Fannie Mae
2027-09-01
6.500000
Government Agency Debt
3601946.00
1531863.27
Fannie Mae
2028-02-01
5.500000
Government Agency Debt
3840851.00
1565091.42
Fannie Mae
2028-03-01
5.500000
Government Agency Debt
3400000.00
1446485.44
Fannie Mae
2028-05-01
5.000000
Government Agency Debt
3567599.00
1606025.35
Fannie Mae
2028-08-01
2.584000
Government Agency Debt
50000000.00
1968839.62
Fannie Mae
2028-10-01
5.500000
Government Agency Debt
4573444.00
1620645.80
Fannie Mae
2028-10-01
7.000000
Government Agency Debt
3253897.00
1564179.55
Fannie Mae
2028-11-01
6.000000
Government Agency Debt
19252669.00
1663708.51
Fannie Mae
2028-12-01
6.500000
Government Agency Debt
2945000.00
1772820.08
Fannie Mae
2029-01-01
5.000000
Government Agency Debt
4038963.00
1779958.13
Fannie Mae
2029-02-01
6.000000
Government Agency Debt
52545451.00
1857311.19
Fannie Mae
2029-12-01
5.500000
Government Agency Debt
2396252.00
1859014.99
Fannie Mae
2032-09-01
2.533000
Government Agency Debt
100242650.00
1527098.31
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
20145237.00
1961220.96
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
10565912.00
2009745.60
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
21568019.00
1922185.24
Fannie Mae
2033-05-01
6.500000
Government Agency Debt
5285668.00
1747546.51
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
1655056.00
1735707.34
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
7018000.00
1822260.16
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
4121732.00
1706684.38
Fannie Mae
2033-09-01
2.620000
Government Agency Debt
2962565.00
1827431.11
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
3935912.00
1724132.50
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
4996197.00
1476651.55
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
5485148.00
2054757.23
Fannie Mae
2034-01-01
6.231000
Government Agency Debt
1988834.00
450302.64
Fannie Mae
2034-09-01
6.000000
Government Agency Debt
12939544.00
1732895.36
Fannie Mae
2034-10-01
2.623000
Government Agency Debt
26517180.00
1770601.23
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
7261092.00
1790961.43
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
4166634.00
1895787.44
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
10997822.00
1665006.38
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
4223812.00
1666429.21
Fannie Mae
2035-04-01
2.413000
Government Agency Debt
15599391.00
2058276.19
Fannie Mae
2035-04-01
2.423000
Government Agency Debt
14568223.00
1961376.12
Fannie Mae
2035-05-01
2.214000
Government Agency Debt
18000000.00
1965562.89
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
6777627.00
1614807.78
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
6376633.00
1640562.33
Fannie Mae
2035-09-01
2.618000
Government Agency Debt
3250000.00
1514515.25
Fannie Mae
2035-09-01
2.700000
Government Agency Debt
5100000.00
1470795.41
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
2450527.00
1863946.65
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
3678263.00
1651745.99
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
4868483.00
1651522.85
Fannie Mae
2036-05-01
6.130000
Government Agency Debt
10004613.00
1867104.35
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
4224570.00
1945738.96
Fannie Mae
2036-07-01
5.511000
Government Agency Debt
3856303.00
1608084.69
Fannie Mae
2036-07-01
7.000000
Government Agency Debt
4122556.00
1851912.47
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
5816128.00
1992341.45
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
4472128.00
1668814.19
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
3182877.00
1541918.20
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
2980000.00
1508332.40
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
5000000.00
1826983.33
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
4586410.00
1471644.20
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
5022583.00
1542334.65
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
3522924.00
1529672.58
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
3850000.00
1489225.45
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
3016919.00
1557096.67
Fannie Mae
2037-01-01
6.000000
Government Agency Debt
3332965.00
1494706.16
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
5488105.00
1628450.46
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
4303000.00
1517016.49
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
3839674.00
1508999.48
Fannie Mae
2037-02-01
6.277000
Government Agency Debt
8090000.00
2032431.27
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
2342837.00
1558273.73
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
5603987.00
1491861.38
Fannie Mae
2037-05-01
2.552000
Government Agency Debt
5630000.00
1574930.95
Fannie Mae
2037-05-01
3.211000
Government Agency Debt
5688042.00
1778302.60
Fannie Mae
2037-05-01
3.611000
Government Agency Debt
3942159.00
1979272.08
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
4100000.00
1692451.68
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
4642902.00
2039662.85
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
4099352.00
1821792.11
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
6036915.00
1992069.12
Fannie Mae
2037-08-01
6.059000
Government Agency Debt
11946501.00
1686999.03
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
5601525.00
2046088.95
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3802692.00
1799404.59
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3431002.00
1558765.12
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
2925000.00
1456680.24
Fannie Mae
2037-09-01
5.931000
Government Agency Debt
19172530.00
1654803.31
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
4250938.00
1449348.26
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
6197635.00
2038189.88
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3776239.00
1487397.20
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
4026687.00
1451978.07
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
3830547.00
1958690.75
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
8292883.00
1737797.59
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
1905419.00
1618411.02
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
3000085.00
1455635.60
Fannie Mae
2037-10-01
5.796000
Government Agency Debt
5453570.00
1686118.85
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
4984167.00
1806765.98
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
5865816.00
1781866.23
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
5837409.00
1969292.87
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
3999946.00
1963191.57
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
4694212.00
1688569.69
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
4900000.00
1521411.97
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
6399218.00
1518332.18
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
2884673.00
1473419.46
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
6180759.00
1817980.33
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
4013922.00
1743131.06
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
5400000.00
1561331.78
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3231933.00
1560590.52
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3772012.00
1542600.47
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1556217.00
1523349.48
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
4999550.00
1879203.39
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3693994.00
1835841.44
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
4446887.00
1789173.53
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3181832.00
1754587.48
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
6392791.00
1753730.65
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
5000597.00
1709000.18
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2611930.00
1615831.83
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3913579.00
1431849.78
Fannie Mae
2037-12-01
2.521000
Government Agency Debt
35772470.00
1572474.57
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
5123703.00
1923969.11
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
8060965.00
1823678.69
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
3137112.00
1507296.60
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
3997329.00
1428156.17
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
4197039.00
1893194.87
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
7000000.00
1746239.95
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
4241654.00
1511596.36
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
4417059.00
1759758.31
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
4092352.00
1616912.95
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
3434288.00
1465389.99
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
2491237.00
1755713.42
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
3446629.00
1553511.00
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
6611000.00
1540104.88
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
4385461.00
1876859.46
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
6352991.00
1887543.22
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
4378375.00
1774872.51
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
3664057.00
1613003.81
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
3439501.00
1488460.36
Fannie Mae
2038-02-01
6.000000
Government Agency Debt
5662036.00
1934927.13
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
8696463.00
1680382.42
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
4611678.00
1665213.15
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
4462240.00
1612989.71
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
3261168.00
1839536.91
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
3404721.00
1532019.01
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
2451260.00
1820437.77
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
4041807.00
1625372.27
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
4041489.00
1597065.76
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
3520157.00
2037680.12
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
5449773.00
1822387.09
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
4365396.00
1534206.32
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
3924863.00
1503595.61
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
3317447.00
1697951.51
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
2508422.00
1476829.75
Fannie Mae
2038-05-01
2.788000
Government Agency Debt
2549000.00
1704510.37
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
6678783.00
2037359.53
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
3653860.00
1950056.59
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
4197962.00
1902133.41
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
4330406.00
1859881.46
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
3395335.00
1669774.96
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
2975642.00
1660871.52
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
3253454.00
1654550.50
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
5354867.00
1826411.24
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
3349840.00
1872814.48
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
2734061.00
1454461.54
Fannie Mae
2038-07-01
6.500000
Government Agency Debt
3082801.00
1928055.84
Fannie Mae
2038-07-01
7.000000
Government Agency Debt
6183020.00
1727560.26
Fannie Mae
2038-07-01
7.000000
Government Agency Debt
5160632.00
1474071.44
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
3221202.00
1705238.23
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
2992455.00
1977026.23
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
4341123.00
1493196.16
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
3420708.00
1425705.57
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
3639694.00
1828132.24
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
4782129.00
1522470.28
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
9729379.00
1950513.15
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
3119933.00
1657125.45
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
2729421.00
1452093.89
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
4959065.00
1857388.41
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
6234202.00
1929947.99
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
5161681.00
1868426.30
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
5488520.00
1792345.74
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
3005769.00
1915384.69
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
3095038.00
1906613.88
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
4930841.00
1879719.36
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
3747306.00
1711296.58
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
5146150.00
1543858.25
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
4115305.00
1457983.55
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
2737417.00
1432422.88
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
4149040.00
1526236.93
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
3055000.00
1508614.63
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2751901.00
2016313.17
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
3279610.00
1999852.56
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
6023949.00
1995035.89
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
4058673.00
1964397.80
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
6066524.00
1933409.59
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2862410.00
1871443.36
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2817258.00
1815681.34
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
3866208.00
1714929.75
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2636966.00
1660645.30
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
3600725.00
1548928.82
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
3140142.00
1524663.53
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
5512700.00
1992020.32
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
4856771.00
1813865.71
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
4185581.00
1464984.54
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2773647.00
2037886.44
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2095517.00
2036084.21
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
4053911.00
1824147.00
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
4855971.00
1807527.32
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2599170.00
1794994.29
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
3043806.00
1732052.11
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
6704282.00
1699515.36
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
15870040.00
1694416.08
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2099275.00
1575168.99
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
1783489.00
1543788.94
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2059193.00
1480238.74
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
3484083.00
1454080.60
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2681316.00
1443073.80
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
1770371.00
1439453.44
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
3283941.00
1635712.99
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
2910580.00
1491120.46
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
3973465.00
1883142.07
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
2396313.00
1802760.18
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
2117057.00
2017798.94
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
3962399.00
2014853.65
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
2860665.00
1988615.96
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
2129275.00
1588036.31
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
3974458.00
1549535.34
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
3263548.00
1539327.76
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
2574901.00
1574870.84
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
2658533.00
1867041.83
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
2039603.00
1431741.06
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
11002367.00
1892917.79
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
4500318.00
1573076.04
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
3012136.00
1520481.90
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1491832.00
1427756.97
Fannie Mae
2039-02-01
5.500000
Government Agency Debt
4889826.00
1779672.27
Fannie Mae
2039-02-01
5.500000
Government Agency Debt
3126295.00
1693801.64
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
4932324.00
2006414.70
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
3088552.00
1716661.68
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
3186657.00
1698943.88
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
4860644.00
1548821.21
Fannie Mae
2039-03-01
6.000000
Government Agency Debt
4604001.00
1729657.04
Fannie Mae
2039-03-01
6.500000
Government Agency Debt
2398649.00
1542092.14
Fannie Mae
2039-03-01
7.000000
Government Agency Debt
2693490.00
1995552.97
Fannie Mae
2039-03-01
7.000000
Government Agency Debt
3413513.00
1746868.47
Fannie Mae
2039-03-01
7.000000
Government Agency Debt
2145833.00
1521977.13
Fannie Mae
2039-04-01
7.000000
Government Agency Debt
3189681.00
1987575.45
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
2143075.00
1924323.55
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
1795000.00
1670158.45
Fannie Mae
2039-05-01
6.000000
Government Agency Debt
2300000.00
1965775.96
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
1734000.00
1603290.75
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
2248561.00
1587352.22
Fannie Mae
2039-09-01
5.000000
Government Agency Debt
4035967.00
2006753.79
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
2135265.00
1963404.06
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
1783852.00
1583244.70
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
1608659.00
1521443.56
Fannie Mae
2039-11-01
6.000000
Government Agency Debt
1529128.00
1654591.30
Fannie Mae
2039-12-01
6.000000
Government Agency Debt
1777386.00
1927817.75
Fannie Mae
2040-01-01
5.500000
Government Agency Debt
2292780.00
1595276.44
Fannie Mae
2040-01-01
6.000000
Government Agency Debt
1927808.00
1949674.59
Fannie Mae
2040-02-01
4.000000
Government Agency Debt
2017848.00
1892292.96
Fannie Mae
2040-02-01
6.000000
Government Agency Debt
1331259.00
1446656.34
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
1876770.00
1792266.71
Fannie Mae
2040-05-01
4.315000
Government Agency Debt
1618200.00
1684759.58
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
1877252.00
1812821.36
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1623881.00
1569104.92
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1373886.00
1440250.61
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
1800000.00
1757403.79
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
1510190.00
1589236.02
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1775697.00
1721179.32
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1765000.00
1679659.62
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1574508.00
1651124.23
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1490706.00
1565549.36
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1600000.00
1512362.92
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
1849115.00
1893452.54
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
1764731.00
1662211.75
Fannie Mae
2040-12-01
5.500000
Government Agency Debt
1989291.00
1960908.49
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1705126.00
1689872.10
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2003386.00
1995546.46
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1800000.00
1789966.90
Fannie Mae
2041-03-01
3.500000
Government Agency Debt
1518441.00
1445550.01
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1800000.00
1857764.87
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1397170.00
1489962.73
Fannie Mae
2041-04-01
3.500000
Government Agency Debt
1999803.00
1912648.03
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
1724017.00
1720425.79
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
1431619.00
1553081.53
Fannie Mae
2048-01-01
5.000000
Government Agency Debt
2929239.00
1485579.69
GNMA
2039-01-20
5.500000
Government Agency Debt
7585865.00
1394973.85
GNMA
2040-06-20
4.000000
Government Agency Debt
816701.00
779294.57
GNMA
2058-07-20
0.897000
Government Agency Debt
1931327.00
1573551.17
GNMA
2058-08-20
0.881000
Government Agency Debt
1209754.00
943974.68
GNMA
2058-09-20
0.874000
Government Agency Debt
1100692.00
907606.13
GNMA
2058-09-20
1.670000
Government Agency Debt
1088572.00
937717.07
GNMA
2058-10-20
0.902000
Government Agency Debt
1003247.00
820112.64
GNMA
2058-10-20
6.172000
Government Agency Debt
157638.00
135378.93
GNMA
2058-12-20
0.908000
Government Agency Debt
1758867.00
1418848.37
GNMA
2061-01-20
1.670000
Government Agency Debt
1416251.00
1393688.99
GNMA
2061-04-20
2.172000
Government Agency Debt
1616716.00
1629145.85
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
501000000.00
501000000.00
0.0251
N
501000000.00
501000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
991JCA005_0.3000_M110502_2MN4
0001074042
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999998.00
AIRTRAN HLDGS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999998.12
AMERICAN SAFETY INS HLDGS LTORD
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
774217.20
BUILD A BEAR WORKSHOP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
591791.10
CAPITALSOURCE INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1148256.60
CARACO PHARMACEUTICAL LABS LCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
110426.22
COLONY FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999989.00
CULP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
195184.08
DIGITALGLOBE INC COM NEW
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999991.11
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999961.76
ENTRAVISION COMMUNICATIONS CCL A
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
348161.90
F M C CORP COM NEW
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1147370.40
FELCOR LODGING TR INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
842676.48
FIVE STAR QUALITY CARE INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1618339.26
FLAGSTAR BANCORP INC COM NEW
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999999.50
GP STRATEGIES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
485248.15
HARBINGER GROUP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
58213.52
JOURNAL COMMUNICATIONS INC CL A
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
669456.72
LIN TV CORP CL A
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
221037.30
LSI CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999996.05
LYDALL INC DEL COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
445312.00
MARSHALL & ILSLEY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999999.68
MFA FINANCIAL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999999.77
OFFICE DEPOT INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999999.10
OMNOVA SOLUTIONS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1264938.84
ONE LIBERTY PPTYS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1436635.20
PLATINUM UNDERWRITER HLDGS LCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999969.38
RED LION HOTELS CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
307187.45
REHABCARE GROUP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1357184.92
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1579828.04
STARWOOD PPTY TR INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999996.74
TWO HBRS INVT CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1999992.72
UNITED CAPITAL CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49730.94
VONAGE HLDGS CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1348921.60
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
40000000.00
40000000.00
0.0020
Repurchase agreement collateralized by common stock and ETFs.
N
40000000.00
40000000.00
Dexia Credit Local
Dexia Credit Local 0.611400%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
Y
Dexia Credit Local
N/A
N/A
N
N
134000000.00
134000000.00
0.0067
N
133995980.00
133995980.00
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
99977500.00
0.0050
N
99981000.00
99981000.00
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
138847717.79
0.0070
N
138866560.00
138866560.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.200000%
30601WUS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
27000000.00
26987250.00
0.0014
N
26984885.40
26984885.40
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
41999440.00
0.0021
N
41999580.00
41999580.00
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
2999981.67
0.0002
N
2999997.00
2999997.00
Fannie Mae
Fannie Mae 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
117999016.66
0.0059
N
117999882.00
117999882.00
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
64998672.92
0.0033
N
64999870.00
64999870.00
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
25999494.44
0.0013
N
25999948.00
25999948.00
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
42998817.50
0.0022
N
42999871.00
42999871.00
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
157995172.22
0.0079
N
157999526.00
157999526.00
Fannie Mae
Fannie Mae 0.045000%
313588GN9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
84000000.00
83996325.00
0.0042
N
83999160.00
83999160.00
Fannie Mae
Fannie Mae 0.060000%
313588GV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
232000000.00
231983760.00
0.0116
N
231997216.00
231997216.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384FD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
100000000.00
99999666.66
0.0050
N
99999900.00
99999900.00
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
69998162.50
0.0035
N
69999790.00
69999790.00
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
34998823.61
0.0018
N
34999895.00
34999895.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384FT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
66000000.00
65998533.34
0.0033
N
65999736.00
65999736.00
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
49997666.67
0.0025
N
49999800.00
49999800.00
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
219137398.87
0.0110
N
219148904.25
219148904.25
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
20998652.50
0.0011
N
20999874.00
20999874.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384GQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
12000000.00
11999383.33
0.0006
N
11999880.00
11999880.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
40000000.00
39997000.00
0.0020
N
39998000.00
39998000.00
Freddie Mac
Freddie Mac 0.050000%
313396GN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
31000000.00
30998493.06
0.0016
N
30999690.00
30999690.00
Freddie Mac
Freddie Mac 0.060000%
313396GZ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
85000000.00
84993483.33
0.0043
N
84998895.00
84998895.00
Freddie Mac
Freddie Mac 0.139500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2012-05-10
N
N
N
350000000.00
350000000.00
0.0175
N
350527800.00
350527800.00
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
69993000.00
0.0035
N
69998600.00
69998600.00
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
349961111.08
0.0175
N
349993000.00
349993000.00
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
57972353.34
0.0029
N
57993040.00
57993040.00
General Electric Co
General Electric Co 0.160000%
36960MTT0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
57000000.00
56985813.34
0.0029
N
56989740.00
56989740.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
38399H002_0.0500_M110502_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-12-20
6.250000
Government Agency Debt
56784291.00
52500000.06
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110602_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849987.60
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849966.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849999.96
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849993.36
CENTURYLINK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849992.18
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849969.12
CITIGROUP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849999.15
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849997.20
GENON ENERGY INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849999.36
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849925.44
HALLIBURTON CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849997.12
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849967.30
PFIZER INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
395.77
PLAINS EXPL& PRODTN CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849962.88
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849996.51
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849960.42
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849992.32
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849997.40
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849999.15
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849996.84
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849935.70
WILLIAMS COS INC DEL COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
849976.50
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
17000000.00
17000000.00
0.0009
Repurchase agreement collateralized by common stock and ETFs.
Y
17000000.00
17000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110603_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399992.00
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399944.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399994.82
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399974.09
BLACKROCK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
996732.00
CENTURYLINK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399987.12
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399987.82
CITIGROUP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
403566.57
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399996.60
GENON ENERGY INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399997.12
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399994.82
HALLIBURTON CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399992.30
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399983.90
PLAINS EXPL& PRODTN CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399993.92
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399968.15
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399977.61
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399999.36
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399996.92
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399998.60
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399993.14
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399958.28
WILLIAMS COS INC DEL COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1399970.90
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
28000000.00
28000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110607_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
620.40
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349980.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349998.24
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349953.39
BLACKROCK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349860.00
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349968.24
CIT GROUP INC COM NEW
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349977.92
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349991.20
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349923.72
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349995.75
MEAD JOHNSON NUTRITION CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349975.05
PACKAGING CORP AMER COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349999.50
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349966.47
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349964.41
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349988.48
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349997.71
TARGET CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349967.46
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349993.65
TYCO INTERNATIONAL LTD SHS
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349988.11
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349987.98
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349927.68
WELLS FARGO & CO NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
6349982.88
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
127000000.00
127000000.00
0.0064
Repurchase agreement collateralized by common stock and ETFs.
Y
127000000.00
127000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110714_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49988.40
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49998.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49990.50
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49993.62
CENTURYLINK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49999.54
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49976.08
CITIGROUP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49998.87
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49996.20
GENON ENERGY INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49997.68
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49990.50
HALLIBURTON CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49958.44
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49976.50
PFIZER INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
354.11
PLAINS EXPL& PRODTN CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49982.40
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49951.32
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49981.21
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49982.08
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49996.24
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49999.95
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49976.64
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49959.54
WILLIAMS COS INC DEL COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
49969.80
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
1000000.00
1000000.00
0.0001
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M110623_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349990.40
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349946.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349991.90
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349980.47
CENTURYLINK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349987.58
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349964.77
CITIGROUP INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349997.03
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349979.80
GENON ENERGY INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349999.44
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349917.38
HALLIBURTON CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349983.60
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349961.55
PFIZER INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
437.43
PLAINS EXPL& PRODTN CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349974.08
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349953.44
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349996.40
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349998.72
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349995.57
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349998.65
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349988.36
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349998.74
WILLIAMS COS INC DEL COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
1349968.44
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
27000000.00
27000000.00
0.0014
Repurchase agreement collateralized by common stock and ETFs.
Y
27000000.00
27000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M110701_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399990.00
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399942.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399999.84
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399973.44
BLACKROCK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399858.00
CENTURYLINK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
565.88
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399970.42
CIT GROUP INC COM NEW
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399984.50
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399988.80
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399962.58
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399960.90
MEAD JOHNSON NUTRITION CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399983.05
PACKAGING CORP AMER COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399993.00
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399986.04
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399953.62
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399987.84
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399999.82
TARGET CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399994.44
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399996.60
TYCO INTERNATIONAL LTD SHS
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399979.53
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399987.36
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3399976.62
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
68000000.00
68000000.00
0.0034
Repurchase agreement collateralized by common stock and ETFs.
Y
68000000.00
68000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.710000%
992JYE002_0.7100_M110801_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349988.40
BAKER HUGHES INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349944.00
BANK OF AMERICA CORPORATION COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349996.92
BJS WHOLESALE CLUB INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349979.82
BLACKROCK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349962.00
CENTURYLINK INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
525.46
CIGNA CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349994.34
CIT GROUP INC COM NEW
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349966.62
GENERAL ELECTRIC CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349992.60
GOODRICH CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349972.08
JPMORGAN CHASE & CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349984.40
MEAD JOHNSON NUTRITION CO COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349947.85
PACKAGING CORP AMER COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349975.50
PRUDENTIAL FINL INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349971.33
QUEST DIAGNOSTICS INC COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349972.41
SCHWAB CHARLES CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349987.20
SPRINT NEXTEL CORP COM SER
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349998.47
TARGET CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349975.32
TENET HEALTHCARE CORP COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349996.65
TYCO INTERNATIONAL LTD SHS
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349972.00
VALERO ENERGY CORP NEW COM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349982.58
WEIGHT WATCHERS INTL INC NEWCOM
2011-04-29
N/A
Other Instrument
common stock or ETF
0.00
3349939.14
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
67000000.00
67000000.00
0.0034
Repurchase agreement collateralized by common stock and ETFs.
Y
67000000.00
67000000.00
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
30063300.00
30063300.00
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
18991983.05
0.0010
N
18996770.00
18996770.00
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
29959750.00
0.0015
N
29988900.00
29988900.00
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
105846947.76
0.0053
N
105958660.00
105958660.00
Illinois Regional Transportation Auth
General Obligation Commercial Paper Subordinate Working Cash Notes 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
0.0013
N
25000000.00
25000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.252600%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-05-23
2012-05-21
N
N
N
500000000.00
500000000.00
0.0250
N
500293000.00
500293000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P3S61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21999560.00
0.0011
N
21999340.00
21999340.00
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
0.0027
N
53012720.00
53012720.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.445000%
53944AR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
35000000.00
35000000.00
0.0018
N
35003850.00
35003850.00
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
50033364.54
0.0025
N
50037493.25
50037493.25
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5UM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6996422.23
0.0004
N
6996920.00
6996920.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5US8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
42000000.00
41977191.67
0.0021
N
41980680.00
41980680.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.040000%
06399U000_0.0400_M110502_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-09-25
0.782600
Government Agency Debt
50000000.00
23620820.46
Fannie Mae
2041-04-25
4.000000
Government Agency Debt
25659000.00
23458050.81
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
37250000.00
24110821.61
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
99942000.00
23270246.44
Freddie Mac
2037-05-15
0.495000
Government Agency Debt
50000000.00
24407512.03
Freddie Mac
2037-05-15
0.685000
Government Agency Debt
75000000.00
24007184.55
Freddie Mac
2037-05-15
0.685000
Government Agency Debt
75000000.00
24007184.55
GNMA
2033-11-20
4.250000
Government Agency Debt
25000000.00
23372905.51
GNMA
2033-11-20
4.350000
Government Agency Debt
25000000.00
23445843.40
GNMA
2036-02-20
4.500000
Government Agency Debt
25000000.00
23296168.50
GNMA
2036-04-20
4.500000
Government Agency Debt
25000000.00
23306866.44
GNMA
2037-01-20
4.500000
Government Agency Debt
25000000.00
23085661.93
GNMA
2037-01-20
4.500000
Government Agency Debt
5448717.00
5031489.55
GNMA
2037-02-20
4.500000
Government Agency Debt
25000000.00
23177048.28
GNMA
2038-09-20
4.000000
Government Agency Debt
25000000.00
24098635.51
GNMA
2038-10-20
4.000000
Government Agency Debt
25000000.00
23987109.44
GNMA
2038-10-20
4.250000
Government Agency Debt
6278667.00
6063694.40
GNMA
2039-06-16
4.300000
Government Agency Debt
25403609.00
23535075.42
GNMA
2039-06-20
4.000000
Government Agency Debt
25000000.00
24358727.78
GNMA
2039-11-16
0.815800
Government Agency Debt
50000000.00
24108954.18
Unrated Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
425000000.00
425000000.00
0.0213
N
425000000.00
425000000.00
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
0.0027
N
54006480.00
54006480.00
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
0.0054
N
107001070.00
107001070.00
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
0.0063
N
124997500.00
124997500.00
National Australia Bank Ltd
National Australia Bank Ltd 0.200000%
63253TBY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
24000000.00
24000000.00
0.0012
N
23993760.00
23993760.00
National Australia Bank Ltd
National Australia Bank Ltd 0.200000%
63253TBZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
100000000.00
100000000.00
0.0050
N
99985000.00
99985000.00
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
101802856.66
0.0051
N
101867400.00
101867400.00
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
2011-05-02
2011-05-02
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
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
12999696.67
0.0007
N
12999740.00
12999740.00
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
9999750.00
0.0005
N
9999800.00
9999800.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.270000%
65409SU63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
20000000.00
19990250.00
0.0010
N
19991600.00
19991600.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.260000%
65409SU89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
14000000.00
13993225.56
0.0007
N
13993980.00
13993980.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409SUC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
3000000.00
2998520.84
0.0002
N
2998620.00
2998620.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.230000%
65409SUE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
10000000.00
9995336.11
0.0005
N
9995300.00
9995300.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409SUM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
40000000.00
39977777.78
0.0020
N
39978800.00
39978800.00
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
89999995.34
0.0045
N
90001800.00
90001800.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.110000%
65557VRJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
68000000.00
68000000.00
0.0034
N
67999320.00
67999320.00
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
34995508.33
0.0018
N
34996500.00
34996500.00
Nordea North America, Inc
Nordea North America, Inc 0.195000%
6555P1T80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
Y
Nordea Bank AB
N/A
N/A
N
2000000.00
1999599.17
0.0001
N
1999600.00
1999600.00
Nordea North America, Inc
Nordea North America, Inc 0.195000%
6555P1TF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
Y
Nordea Bank AB
N/A
N/A
N
187000000.00
186955431.57
0.0094
N
186955120.00
186955120.00
Northern Trust Co
Northern Trust Co 0.090000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
145000000.00
145000000.00
0.0073
Security is a time deposit.
N
145000000.00
145000000.00
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
76000000.00
0.0038
N
75999240.00
75999240.00
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
84999291.66
0.0043
N
84999150.00
84999150.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.120000%
71838MS43
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
19000000.00
18999873.33
0.0010
N
18999620.00
18999620.00
Rabobank Nederland
Rabobank Nederland 0.308800%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-16
2011-09-15
N
N
N
125000000.00
125000000.00
0.0063
N
125023750.00
125023750.00
Rabobank Nederland
Rabobank Nederland 0.310500%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-10-07
N
N
N
22000000.00
22000000.00
0.0011
N
22005280.00
22005280.00
Rabobank Nederland
Rabobank Nederland 0.323000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-05
2011-12-05
N
N
N
150000000.00
150000000.00
0.0075
N
150036000.00
150036000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.470000%
74927MX76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
5000000.00
4989686.11
0.0002
N
4992300.00
4992300.00
Royal Bank of Canada
Royal Bank of Canada 0.100000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
795000000.00
795000000.00
0.0398
Security is a time deposit.
N
795000000.00
795000000.00
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
0.0107
N
214111280.00
214111280.00
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
0.0020
N
39023790.00
39023790.00
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
0.0059
N
117115830.00
117115830.00
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
44324819.06
0.0022
N
44329599.00
44329599.00
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
40399190.31
0.0020
N
40407123.00
40407123.00
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
37949755.56
0.0019
N
37955920.00
37955920.00
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
6990952.50
0.0004
N
6991810.00
6991810.00
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
61984327.78
0.0031
N
61988840.00
61988840.00
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
10999683.75
0.0006
N
10999780.00
10999780.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83051ALB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
68000000.00
68000000.00
0.0034
N
68000000.00
68000000.00
Societe Generale
Societe Generale 0.120000%
83369RB83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
83000000.00
83000000.00
0.0042
N
82999170.00
82999170.00
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
8004640.00
8004640.00
Societe Generale
Societe Generale 0.500000%
83369RXC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
100000000.00
100000000.00
0.0050
N
100048000.00
100048000.00
Societe Generale
Societe Generale 0.410000%
83369RZE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
113000000.00
113000000.00
0.0057
N
113011300.00
113011300.00
Societe Generale
Societe Generale 0.432600%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-20
2011-06-20
N
N
N
94000000.00
94000000.00
0.0047
N
94000000.00
94000000.00
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
34999416.67
0.0018
N
34999300.00
34999300.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3UF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9994655.55
0.0005
N
9995400.00
9995400.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3UR5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
60000000.00
59965000.00
0.0030
N
59968200.00
59968200.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3US3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
81000000.00
80952187.50
0.0041
N
80956260.00
80956260.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3UT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
21000000.00
20987458.34
0.0011
N
20988660.00
20988660.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3UU8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
23000000.00
22986104.17
0.0012
N
22987350.00
22987350.00
State Street Corp
State Street Corp 0.220000%
85747KVJ0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
31000000.00
30979540.00
0.0016
N
30973030.00
30973030.00
Straight A Funding, LLC
Straight A Funding, LLC 0.230000%
86257C2X9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
79975000.00
79944342.91
0.0040
N
79945409.25
79945409.25
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
126715000.00
0.0063
N
126713732.85
126713732.85
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
18085623.21
0.0009
N
18085638.28
18085638.28
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257GWR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
86355000.00
86323816.25
0.0043
N
86319594.45
86319594.45
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257KXK5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
131000000.00
130952694.44
0.0066
N
130946290.00
130946290.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257L2H4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26992875.00
0.0014
N
26992440.00
26992440.00
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
28097634.08
0.0014
N
28099842.97
28099842.97
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
4000040.00
4000040.00
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
0.0071
N
141002820.00
141002820.00
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
80999325.00
0.0041
N
80999190.00
80999190.00
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
45000136.94
0.0023
N
45009900.00
45009900.00
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
0.0036
N
71005680.00
71005680.00
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
0.0037
N
74255940.00
74255940.00
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
0.0040
N
80004000.00
80004000.00
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
6000029.98
0.0003
N
6000300.00
6000300.00
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
12000096.60
0.0006
N
12000840.00
12000840.00
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
4999400.00
0.0003
N
4999700.00
4999700.00
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
12995883.33
0.0007
N
12997400.00
12997400.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.240000%
86958GV44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
93000000.00
92941720.00
0.0047
N
92940480.00
92940480.00
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
34178000.00
34173044.19
0.0017
N
34173898.64
34173898.64
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
57985983.33
0.0029
N
57988400.00
57988400.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324MUL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
31000000.00
30984353.61
0.0016
N
30982640.00
30982640.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.281400%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-10-28
N
N
N
60000000.00
60000000.00
0.0030
N
60016200.00
60016200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112YZA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
100000000.00
100000000.00
0.0050
N
100004000.00
100004000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.165000%
89112YZW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
75000000.00
75000000.00
0.0038
N
75001500.00
75001500.00
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
0.0048
N
95041800.00
95041800.00
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
0.0024
N
47019270.00
47019270.00
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
0.0038
N
75033000.00
75033000.00
UBS AG
UBS AG 0.618800%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-16
2011-10-17
N
N
N
87000000.00
87000000.00
0.0044
N
86993040.00
86993040.00
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
0.0043
N
86005160.00
86005160.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.190000%
92217MTA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
10000000.00
9997941.69
0.0005
N
9997700.00
9997700.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217MUR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
133000000.00
132937933.32
0.0067
N
132929510.00
132929510.00
Westpac Banking Corp
Westpac Banking Corp 0.311400%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2012-01-10
N
N
N
60000000.00
60000000.00
0.0030
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
0.0124
N
249005640.00
249005640.00
Westpac Banking Corp
Westpac Banking Corp 0.305900%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-09-16
N
N
N
237000000.00
237000000.00
0.0119
N
236988150.00
236988150.00
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
49990416.67
0.0025
N
49994500.00
49994500.00
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
635765.85
635765.85
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
514584.39
514584.39
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
756641.89
756641.89
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
907984.61
907984.61
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
2269756.84
2269756.84
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
817227.02
817227.02
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
287550.49
287550.49
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
454027.26
454027.26
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
136203.41
136203.41
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
64996334.72
0.0033
N
64997400.00
64997400.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KU89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9995905.56
0.0005
N
9995700.00
9995700.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KUN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
104000000.00
103948520.00
0.0052
N
103944880.00
103944880.00