0001145549-11-006384.txt : 20110801
0001145549-11-006384.hdr.sgml : 20110801
20110607122642
ACCESSION NUMBER: 0001145549-11-006384
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110531
FILED AS OF DATE: 20110607
DATE AS OF CHANGE: 20110607
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: 11897777
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
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-05-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
48
71
32710476113.15
42943414.22
1745788.88
32751673738.49
0.0028
1.0002
2011-05-31
1.0002
2011-05-31
C000012378
1.00
32751673738.49
1.00
338903887.67
7238414195.24
6899510307.57
0.0006
1.0002
2011-05-31
1.0002
2011-05-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.450000%
00279HXB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
Y
Santander UK Plc
N/A
N/A
N
157000000.00
157000653.40
0.0048
N
157025120.00
157025120.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.430000%
00279HXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000000.00
0.0001
N
4000360.00
4000360.00
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
69000000.00
68997240.00
0.0021
N
68997930.00
68997930.00
Alpine Securitization Corp
Alpine Securitization Corp 0.140000%
02086MTA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
3000000.00
2999895.00
0.0001
N
2999880.00
2999880.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086MTP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
11000000.00
10998722.78
0.0003
N
10998900.00
10998900.00
Alpine Securitization Corp
Alpine Securitization Corp 0.220000%
02086MV27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
28000000.00
27989391.11
0.0009
N
27990480.00
27990480.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086MV50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
3000000.00
2998862.50
0.0001
N
2998920.00
2998920.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KT36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
23000000.00
22999629.44
0.0007
N
22999770.00
22999770.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KT69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
21402000.00
21401346.05
0.0007
N
21401357.94
21401357.94
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221KT69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7999688.89
0.0002
N
7999760.00
7999760.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KUC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
100000000.00
99974944.44
0.0031
N
99977000.00
99977000.00
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
27000000.00
26991750.00
0.0008
N
26992170.00
26992170.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KWK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
64000000.00
63951111.10
0.0020
N
63950720.00
63950720.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.210000%
03221KWU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
51000000.00
50964597.49
0.0016
N
50955630.00
50955630.00
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
51000000.00
50991075.00
0.0016
N
50994390.00
50994390.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.240000%
04014BV57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999566.66
0.0000
N
999610.00
999610.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BVP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
116000000.00
115876975.55
0.0035
N
115938520.00
115938520.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.220000%
04014BVR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
53000000.00
52972469.44
0.0016
N
52971258.10
52971258.10
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
30000000.00
29964350.00
0.0009
N
29981700.00
29981700.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.240000%
04821UT69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
10000000.00
9999666.67
0.0003
N
9999800.00
9999800.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.160000%
04821UTD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
16000000.00
15999146.67
0.0005
N
15999200.00
15999200.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.150000%
04821UTN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
91000000.00
90992037.50
0.0028
N
90990900.00
90990900.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.280000%
04915UT82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
40000000.00
39997822.22
0.0012
N
39999200.00
39999200.00
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
49995888.89
0.0015
N
49999000.00
49999000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.160000%
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
45000000.00
44998400.00
0.0014
N
44999100.00
44999100.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915UVA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
20000000.00
19984833.33
0.0006
N
19994800.00
19994800.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
113000000.00
112852535.00
0.0034
N
112891520.00
112891520.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYV5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
104000000.00
103858820.00
0.0032
N
103893920.00
103893920.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.135000%
052992005_M110607
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
410000000.00
410000000.00
0.0125
Security is a time deposit.
N
410000000.00
410000000.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.898000%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
165000000.00
165000000.00
0.0050
N
165008250.00
165008250.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.791300%
0594L8X48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
90000000.00
90000000.00
0.0027
N
90011700.00
90011700.00
Bank of America Corp
Bank of America Corp 0.270000%
0660P1UE9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
5000000.00
4998387.50
0.0002
N
4999350.00
4999350.00
Bank of America Corp
Bank of America Corp 0.230000%
0660P1V32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
311000000.00
310874822.50
0.0095
N
310937800.00
310937800.00
Bank of America Corp
Bank of America Corp 0.190000%
0660P1VV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
6000000.00
5997181.67
0.0002
N
5998080.00
5998080.00
Bank of America, NA
Bank of America, NA 0.400000%
06052WBJ1
Other Note
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
300000000.00
300000000.00
0.0092
N
300006900.00
300006900.00
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
137000000.00
137000000.00
0.0042
N
137000548.00
137000548.00
Bank of America, NA
Bank of America, NA 0.320000%
06052WBW2
Other Note
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
75000000.00
75000000.00
0.0023
N
75000525.00
75000525.00
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
32000000.00
32000000.00
0.0010
N
32002560.00
32002560.00
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
250000000.00
250000000.00
0.0076
N
250020250.00
250020250.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WDF7
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
140000000.00
140000000.00
0.0043
N
140000000.00
140000000.00
Bank of America, NA
Bank of America, NA 0.210000%
06052WDK6
Other Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
94000000.00
94000000.00
0.0029
N
94000000.00
94000000.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WDL4
Other Note
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
100000000.00
100000000.00
0.0031
N
100000000.00
100000000.00
Bank of America, NA
Bank of America, NA 0.190000%
06052WDQ3
Other Note
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
72000000.00
72000000.00
0.0022
N
72000000.00
72000000.00
Bank of America, NA
Bank of America, NA 0.280000%
06052WDT7
Other Note
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WDV2
Other Note
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
55000000.00
55000000.00
0.0017
N
55000000.00
55000000.00
Bank of America, NA
Bank of America, NA 0.573800%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-07-22
2012-06-22
N
N
N
174000000.00
174000000.00
0.0053
N
174306414.00
174306414.00
Bank of America, NA
Bank of America, NA 0.250000%
06422TU50
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
7149000.00
7147312.04
0.0002
Security is a Bankers Acceptance.
N
7147713.18
7147713.18
Bank of America, NA
Bank of America, NA 0.300000%
06422TVH3
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
3000000.00
2998075.00
0.0001
Security is a Bankers Acceptance.
N
2998380.00
2998380.00
Bank of America, NA
Bank of America, NA 0.200000%
06422TVP5
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
20934000.00
20924347.10
0.0006
Security is a Bankers Acceptance.
N
20921230.26
20921230.26
Bank of America, NA
Bank of America, NA 0.200000%
06422TVQ3
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
12533836.00
12527986.87
0.0004
Security is a Bankers Acceptance.
N
12526065.02
12526065.02
Bank of America, NA
Bank of America, NA 0.410000%
06422TW25
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
20000000.00
19978816.67
0.0006
Security is a Bankers Acceptance
N
20011400.00
20011400.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TWG4
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
35000000.00
34957348.61
0.0011
Security is a Bankers Acceptance
N
34968500.00
34968500.00
Bank of Montreal
Bank of Montreal 0.370000%
06366UKV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
31975000.00
31975851.02
0.0010
N
31976598.75
31976598.75
Bank of Montreal
Bank of Montreal 0.150000%
06366UP36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
80000000.00
80000000.00
0.0024
N
80000000.00
80000000.00
Bank of Montreal
Bank of Montreal 0.150000%
06366UP93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
300000000.00
300000000.00
0.0092
N
300000000.00
300000000.00
Bank of Montreal
Bank of Montreal 0.120000%
06366UX52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
78000000.00
78000000.00
0.0024
N
78000000.00
78000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D2F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
148000000.00
148000000.00
0.0045
N
148000000.00
148000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.230000%
06417D2K0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
115000000.00
115000000.00
0.0035
N
114994250.00
114994250.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417D2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
4000000.00
4000000.00
0.0001
N
3999800.00
3999800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.260000%
06417DF83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
191000000.00
191000000.00
0.0058
N
191003820.00
191003820.00
Bank of Nova Scotia
Bank of Nova Scotia 0.260000%
06417DH32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
5000000.00
5000000.00
0.0002
N
5000300.00
5000300.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417DL86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
N
N
63000000.00
63000000.00
0.0019
N
63005670.00
63005670.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417DT39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
30000000.00
30000000.00
0.0009
N
30001800.00
30001800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417DV77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
99000000.00
99000000.00
0.0030
N
99000000.00
99000000.00
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
96000000.00
96000000.00
0.0029
N
96005760.00
96005760.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538A4Y8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
40000000.00
40000000.00
0.0012
N
40014400.00
40014400.00
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
337000000.00
337000000.00
0.0103
N
337144910.00
337144910.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000%
06538DFN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
6000000.00
6000000.00
0.0002
N
6001380.00
6001380.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06740MA45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
13000000.00
13000000.00
0.0004
N
12991420.00
12991420.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
203000000.00
203000000.00
0.0062
N
202872110.00
202872110.00
Barclays Bank Plc
Barclays Bank Plc 0.580000%
06740MPJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
5000000.00
5000000.00
0.0002
N
5001350.00
5001350.00
Barclays Bank Plc
Barclays Bank Plc 0.580000%
06740MQD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
84000000.00
84000000.00
0.0026
N
84029400.00
84029400.00
Barclays Bank Plc
Barclays Bank Plc 0.698000%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-15
2011-10-17
N
N
N
23000000.00
23000000.00
0.0007
N
23037260.00
23037260.00
Barclays Bank Plc
Barclays Bank Plc 0.580000%
06740MRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
37000000.00
37000000.00
0.0011
N
37021090.00
37021090.00
Barclays Bank Plc
Barclays Bank Plc 0.598000%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-16
2012-02-16
N
N
N
18000000.00
18000000.00
0.0005
N
18039600.00
18039600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
00799J004_0.1100_M110601_2M49
0000851376
Treasury Repurchase Agreement
Y
4 3/8 BOND 41
2041-05-15
4.375000
Treasury Debt
39798000.00
40806567.84
United States Treasury Department
2011-12-31
4.625000
Treasury Debt
38835900.00
40598511.09
United States Treasury Department
2012-04-30
4.500000
Treasury Debt
30037100.00
31327817.04
United States Treasury Department
2012-05-31
4.750000
Treasury Debt
37477100.00
39169415.93
United States Treasury Department
2013-02-28
2.750000
Treasury Debt
38357600.00
40210847.44
United States Treasury Department
2014-04-30
1.875000
Treasury Debt
38479900.00
39746253.64
United States Treasury Department
2015-08-15
10.625000
Treasury Debt
22897000.00
32373344.07
United States Treasury Department
2016-02-15
9.250000
Treasury Debt
23805500.00
32813265.78
United States Treasury Department
2016-07-15
2.500000
Treasury Debt
17697600.00
22620119.19
United States Treasury Department
2017-05-15
4.500000
Treasury Debt
29199900.00
33308516.36
United States Treasury Department
2021-01-15
1.125000
Treasury Debt
36769100.00
38958476.17
United States Treasury Department
2029-01-15
2.500000
Treasury Debt
25843900.00
31366899.21
Unrated Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
415000000.00
415000000.00
0.0127
N
415000000.00
415000000.00
BNP Paribas
BNP Paribas 0.398000%
05566Q4A2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
167000000.00
167000000.00
0.0051
N
167008350.00
167008350.00
BNP Paribas
BNP Paribas 0.500000%
05566Q4G9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
103000000.00
103000000.00
0.0031
N
103017510.00
103017510.00
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
29000000.00
29000000.00
0.0009
N
29008410.00
29008410.00
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
328000000.00
328000000.00
0.0100
N
328104960.00
328104960.00
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
91000000.00
91000000.00
0.0028
N
91061880.00
91061880.00
BNP Paribas
BNP Paribas 0.540000%
05572NAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
2000000.00
2000000.00
0.0001
N
2001380.00
2001380.00
BNP Paribas
BNP Paribas 0.540000%
05572NBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
16000000.00
16000000.00
0.0005
N
16011040.00
16011040.00
BNP Paribas
BNP Paribas 0.540000%
05572NBL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
139000000.00
139000000.00
0.0042
N
139101470.00
139101470.00
BNP Paribas
BNP Paribas 0.520000%
05572NBV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
17000000.00
17000000.00
0.0005
N
17012410.00
17012410.00
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
199000000.00
199000000.00
0.0061
N
199119400.00
199119400.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
224000000.00
224000000.00
0.0068
N
224031360.00
224031360.00
BNP Paribas
BNP Paribas 0.570000%
05572NDF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
12000000.00
12000000.00
0.0004
N
12000840.00
12000840.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
127000000.00
127000000.00
0.0039
N
127008890.00
127008890.00
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
3000000.00
3000000.00
0.0001
N
3001050.00
3001050.00
BNP Paribas
BNP Paribas 0.450000%
985WFB009
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
45000000.00
45000000.00
0.0014
N
45011700.00
45011700.00
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
11000000.00
11000000.00
0.0003
N
11004840.00
11004840.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987WVU007_0.1300_M110601_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-05-01
3.000000
Government Agency Debt
38751010.00
40022818.15
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
50454339.00
41866965.77
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
42000000.00
41684269.76
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
24541116.00
25720349.34
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
108075400.00
39472055.20
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
94137730.00
40276755.85
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
79471702.00
40352634.89
Fannie Mae
2038-02-01
5.660000
Government Agency Debt
39714789.00
40267870.95
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
74239618.00
41299245.09
Fannie Mae
2039-03-01
6.000000
Government Agency Debt
66701699.00
39889365.66
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
66867710.00
41534342.43
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
13802600.00
14719452.47
Freddie Mac
2026-02-01
4.500000
Government Agency Debt
37772645.00
39433080.06
Freddie Mac
2029-02-01
5.500000
Government Agency Debt
46998260.00
41165567.28
Freddie Mac
2037-05-01
5.500000
Government Agency Debt
100000000.00
40439772.40
Freddie Mac
2037-12-01
5.500000
Government Agency Debt
91673014.00
40461118.88
Freddie Mac
2040-11-01
4.500000
Government Agency Debt
40329689.00
41398542.43
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
38633606.00
39481871.80
Freddie Mac
2041-02-01
5.000000
Government Agency Debt
39171347.00
41813921.66
Unrated Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
710000000.00
710000000.00
0.0217
N
710000000.00
710000000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UE0
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
103000000.00
102949558.61
0.0031
N
102984550.00
102984550.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999362.22
0.0000
N
999810.00
999810.00
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
93000000.00
92932213.34
0.0028
N
92979540.00
92979540.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12990376.39
0.0004
N
12997010.00
12997010.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3VB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16986253.61
0.0005
N
16995580.00
16995580.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.100000%
13606X2M9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
89000000.00
89000000.00
0.0027
N
89000000.00
89000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.241300%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-28
2011-12-28
N
N
N
69000000.00
69000000.00
0.0021
N
69014490.00
69014490.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.241300%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-28
2011-12-28
N
N
N
286000000.00
286000000.00
0.0087
N
285979980.00
285979980.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.260500%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-03
2012-01-03
N
N
N
12000000.00
12000000.00
0.0004
N
11999040.00
11999040.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3TD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
39000000.00
38996100.00
0.0012
N
38997660.00
38997660.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3TE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
45000000.00
44995125.00
0.0014
N
44996850.00
44996850.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28980425.00
0.0009
N
28990720.00
28990720.00
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
20000000.00
19986250.00
0.0006
N
19993600.00
19993600.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3V46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
62000000.00
61950400.00
0.0019
N
61976440.00
61976440.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.440000%
1373X3VB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
11096000.00
11086371.14
0.0003
N
11091117.76
11091117.76
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
1373X3VN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
26000000.00
25987563.33
0.0008
N
25986480.00
25986480.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.460000%
1373X3VP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
37000000.00
36960759.44
0.0011
N
36980390.00
36980390.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
1373X3VQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
28000000.00
27985626.67
0.0009
N
27984880.00
27984880.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X3Y19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
32000000.00
31945600.00
0.0010
N
31959360.00
31959360.00
Chariot Funding, LLC
Chariot Funding, LLC 0.170000%
15963UTD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99994333.34
0.0031
N
99996000.00
99996000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.130000%
15963UTN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49996208.33
0.0015
N
49996500.00
49996500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.130000%
15963UTQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74993770.83
0.0023
N
74994000.00
74994000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.140000%
15963UTT3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
48000000.00
47995146.66
0.0015
N
47995200.00
47995200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963UU61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13000000.00
12997977.78
0.0004
N
12998310.00
12998310.00
Chariot Funding, LLC
Chariot Funding, LLC 0.200000%
15963UUD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74982500.00
0.0023
N
74987250.00
74987250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.150000%
15963UUK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
16000000.00
15996800.00
0.0005
N
15996800.00
15996800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UUU8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
33000000.00
32990072.50
0.0010
N
32992080.00
32992080.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
338000000.00
338000000.00
0.0103
N
337918880.00
337918880.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
42000000.00
41980388.33
0.0013
N
41994120.00
41994120.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
92000000.00
91950754.44
0.0028
N
91985280.00
91985280.00
Ciesco, LLC
Ciesco, LLC 0.380000%
17177MV58
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
8000000.00
7994511.11
0.0002
N
7998160.00
7998160.00
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
77000000.00
76939490.83
0.0023
N
76980750.00
76980750.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17177MVN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16984511.11
0.0005
N
16994730.00
16994730.00
Citibank, NA
Citibank, NA 0.200000%
1730D2E40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
56000000.00
56000000.00
0.0017
N
56004480.00
56004480.00
Citibank, NA
Citibank, NA 0.180000%
1730D2E99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
42000000.00
42000000.00
0.0013
N
41993280.00
41993280.00
Citibank, NA
Citibank, NA 0.180000%
1730D2F49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
40000000.00
40000000.00
0.0012
N
39993200.00
39993200.00
Citibank, NA
Citibank, NA 0.130000%
172991002_M110607
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
196000000.00
196000000.00
0.0060
Security is a time deposit.
N
196000000.00
196000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SUF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
Y
Citigroup Inc
N/A
N/A
N
76000000.00
75962844.44
0.0023
N
75989360.00
75989360.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SVP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
Y
Citigroup Inc
N/A
N/A
N
77000000.00
76928988.89
0.0023
N
76977670.00
76977670.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.390000%
17307SW81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Citigroup Inc
N/A
N/A
N
221000000.00
220762977.50
0.0067
N
220916020.00
220916020.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.380000%
17307SWF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
Y
Citigroup Inc
N/A
N/A
N
5000000.00
4994405.56
0.0002
N
4997900.00
4997900.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SYM8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
Y
Citigroup Inc
N/A
N/A
N
50000000.00
49927916.66
0.0015
N
49955000.00
49955000.00
Commerzbank AG
Commerzbank AG 0.330000%
20259XQ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
120000000.00
120000000.00
0.0037
N
120003600.00
120003600.00
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
7000000.00
7000000.00
0.0002
N
7000280.00
7000280.00
Commerzbank AG
Commerzbank AG 0.110000%
20259XX73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
90000000.00
90000000.00
0.0027
N
90000000.00
90000000.00
Commerzbank AG
Commerzbank AG 0.110000%
20259XY31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
142000000.00
142000000.00
0.0043
N
142000000.00
142000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.255000%
20272ET81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
221000000.00
220989042.07
0.0067
N
220995580.00
220995580.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272ET81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
67400000.00
67396723.61
0.0021
N
67398652.00
67398652.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260000%
20272ET99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
36000000.00
35997920.00
0.0011
N
35999280.00
35999280.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272ETA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
44000000.00
43997250.00
0.0013
N
43998680.00
43998680.00
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
55000000.00
54994438.88
0.0017
N
54997250.00
54997250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.215000%
20272EU55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
21000000.00
20995735.83
0.0006
N
20996850.00
20996850.00
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
50000000.00
49989500.00
0.0015
N
49992000.00
49992000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
20272EUB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
46000000.00
45986200.00
0.0014
N
45991260.00
45991260.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272EVP0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
73000000.00
72971388.06
0.0022
N
72964230.00
72964230.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
20272EYE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
50000000.00
49946972.23
0.0015
N
49933500.00
49933500.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
147000000.00
146929684.99
0.0045
N
146979420.00
146979420.00
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
8000000.00
7995991.11
0.0002
N
7998800.00
7998800.00
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
9000000.00
8993542.50
0.0003
N
8998020.00
8998020.00
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
20000000.00
19985422.22
0.0006
N
19995600.00
19995600.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UVA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99920277.78
0.0031
N
99975000.00
99975000.00
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
14000000.00
13988041.67
0.0004
N
13996080.00
13996080.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.340000%
22532Y2N5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
24000000.00
24000000.00
0.0007
N
24003600.00
24003600.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.240000%
22532Y5R3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
100000000.00
100000000.00
0.0031
N
99996000.00
99996000.00
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
4000000.00
4000000.00
0.0001
N
4000360.00
4000360.00
Credit Suisse AG
Credit Suisse AG 0.280300%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2011-12-01
N
N
N
268000000.00
268000000.00
0.0082
N
267973200.00
267973200.00
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
49000000.00
49000000.00
0.0015
N
49001470.00
49001470.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M110601_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2024-12-20
4.500000
Government Agency Debt
16236000.00
14671209.23
Freddie Mac
2041-02-20
4.500000
Government Agency Debt
12150000.00
12850030.00
Unrated Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
26977890.00
26977890.00
0.0008
N
26977890.00
26977890.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25154T2D8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
213000000.00
213000000.00
0.0065
N
213000000.00
213000000.00
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
94000000.00
94000000.00
0.0029
N
94022560.00
94022560.00
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
311000000.00
311000000.00
0.0095
N
311161720.00
311161720.00
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
1000000.00
1000000.00
0.0000
N
1000170.00
1000170.00
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
221000000.00
221000000.00
0.0067
N
221019890.00
221019890.00
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
6000000.00
6000000.00
0.0002
N
6000420.00
6000420.00
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
25000000.00
25000000.00
0.0008
N
25001750.00
25001750.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
21599B009_0.1300_M110601_2M49
0001074042
Government Agency Repurchase Agreement
Y
04.000 FGPC A95822 G
2040-12-01
4.000000
Government Agency Debt
251140298.00
249999999.40
04.000 FGPC G05527 G
2039-07-01
4.000000
Government Agency Debt
284421488.00
250000000.00
05.000 FGPC G01840 G
2035-07-01
5.000000
Government Agency Debt
631431976.00
249999999.90
05.500 FGPC G01749 G
2034-12-01
5.500000
Government Agency Debt
387719938.00
118784325.30
06.000 FGPC G06409 G
2039-11-01
6.000000
Government Agency Debt
232198758.00
250000000.00
Freddie Mac
2039-12-01
5.500000
Government Agency Debt
149653831.00
129215676.10
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
1200000000.00
1200000000.00
0.0366
N
1200000000.00
1200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.310000%
991JCA005_0.3100_M110601_2M49
0001074042
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749960.52
AMERICAN FINL GROUP INC OHIOCOM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1985202.05
ASSURED GUARANTY LTD COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2012208.48
BIO RAD LABS INC CL A
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
611622.28
CHEVRON CORP NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749928.93
CNH GLOBAL N V SHS NEW
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1849654.98
CONOCOPHILLIPS COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749967.36
DEVON ENERGY CORP NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3409356.06
ENDURANCE SPECIALTY HLDGS LTSHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
812803.56
ENTRAVISION COMMUNICATIONS CCL A
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
292159.22
EXXON MOBIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749997.29
GALLAGHER ARTHUR J & CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1439986.68
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749995.44
HANOVER INS GROUP INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
481853.68
LOWES COS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749995.75
MARATHON OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749989.68
MCDERMOTT INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749987.64
MEDCO HEALTH SOLUTIONS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749957.82
NATIONAL FUEL GAS CO N J COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1469123.75
NYSE EURONEXT COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749987.10
PFIZER INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749986.24
PG&E CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1996736.80
PROCTER & GAMBLE CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749965.20
QUEST DIAGNOSTICS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749984.10
SOUTHERN COPPER CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749967.83
THOMSON REUTERS CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
706210.74
UGI CORP NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1683439.15
WELLPOINT INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749984.46
WELLS FARGO & CO NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3749992.68
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
75000000.00
75000000.00
0.0023
Repurchase agreement collateralized by common stock and ETFs.
N
75000000.00
75000000.00
Dexia Credit Local
Dexia Credit Local 0.691300%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
Y
Dexia Credit Local
N/A
N/A
N
N
166000000.00
166000000.00
0.0051
N
166003320.00
166003320.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.105000%
2332K1T18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
152000000.00
152000000.00
0.0046
N
152000000.00
152000000.00
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
121000000.00
120901721.11
0.0037
N
120928610.00
120928610.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1YU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
69500000.00
69406175.00
0.0021
N
69384630.00
69384630.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.280000%
25600TYM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
49200000.00
49200190.66
0.0015
N
49202952.00
49202952.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.140000%
30603BT29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
26000000.00
25999898.89
0.0008
N
25999740.00
25999740.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.130000%
30603BTF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46475000.00
46472650.43
0.0014
N
46472676.25
46472676.25
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.130000%
30603BTG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39000000.00
38997887.50
0.0012
N
38998050.00
38998050.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.180000%
30603BTN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17000000.00
16998215.00
0.0005
N
16998810.00
16998810.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.140000%
30603BTT0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20997876.67
0.0006
N
20997876.67
20997876.67
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BUU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24994062.50
0.0008
N
24994062.50
24994062.50
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.190000%
30603BV18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14995170.83
0.0005
N
14996100.00
14996100.00
Fannie Mae
Fannie Mae 0.120000%
313588GH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
50000000.00
50000000.00
0.0015
N
50000000.00
50000000.00
Fannie Mae
Fannie Mae 0.070000%
313588GJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
27600000.00
27599946.34
0.0008
N
27600000.00
27600000.00
Fannie Mae
Fannie Mae 0.040000%
313588GJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
18000000.00
17999980.00
0.0005
N
18000000.00
18000000.00
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
80500000.00
80499496.88
0.0025
N
80499919.50
80499919.50
Fannie Mae
Fannie Mae 0.070000%
313588GN9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
2146000.00
2145979.14
0.0001
N
2145997.85
2145997.85
Fannie Mae
Fannie Mae 0.070000%
313588GS8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
275000000.00
274995187.50
0.0084
N
274999175.00
274999175.00
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
209000000.00
208995820.00
0.0064
N
208999373.00
208999373.00
Fannie Mae
Fannie Mae 0.015000%
313588HC2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
150000000.00
149998812.48
0.0046
N
149999250.00
149999250.00
Fannie Mae
Fannie Mae 0.030000%
313588JC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
200000000.00
199992833.32
0.0061
N
199992800.00
199992800.00
Fannie Mae
Fannie Mae 0.030000%
313588JD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
190000000.00
189993033.34
0.0058
N
189992970.00
189992970.00
Fannie Mae
Fannie Mae 0.050000%
313588JJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
13166000.00
13165103.98
0.0004
N
13165460.19
13165460.19
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384GH6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
10000000.00
10000000.00
0.0003
N
10000000.00
10000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384GH6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
9000000.00
9000000.00
0.0003
N
9000000.00
9000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384GK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
70000000.00
69999961.11
0.0021
N
69999930.00
69999930.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384GQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
25000000.00
24999854.17
0.0008
N
24999950.00
24999950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384GQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
15000000.00
14999883.33
0.0005
N
14999970.00
14999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384HG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
10000000.00
9999616.66
0.0003
N
9999940.00
9999940.00
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
81000000.00
80996962.50
0.0025
N
80997975.00
80997975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
23000000.00
22999041.67
0.0007
N
22999425.00
22999425.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384HT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
14000000.00
13999460.32
0.0004
N
13999608.00
13999608.00
Federal Home Loan Bank
Federal Home Loan Bank 0.022000%
313384HW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
195000000.00
194995590.82
0.0060
N
194993955.00
194993955.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384HW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
30000000.00
29998766.67
0.0009
N
29999070.00
29999070.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384JB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
35000000.00
34998366.67
0.0011
N
34998775.00
34998775.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384JD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
60000000.00
59996700.00
0.0018
N
59997780.00
59997780.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384JD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
35000000.00
34997861.11
0.0011
N
34998705.00
34998705.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384JJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
53000000.00
52996753.75
0.0016
N
52997827.00
52997827.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384JL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
284750000.00
284729830.24
0.0087
N
284738040.50
284738040.50
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384JL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
20100000.00
20098718.62
0.0006
N
20099155.80
20099155.80
Federal Home Loan Bank
Federal Home Loan Bank 0.053000%
313384JR1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
150490000.00
150477592.94
0.0046
N
150482926.97
150482926.97
Federal Home Loan Bank
Federal Home Loan Bank 0.099000%
3133XWQP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-25
2011-07-25
N
N
N
75000000.00
74994918.94
0.0023
N
75003825.00
75003825.00
Freddie Mac
Freddie Mac 0.070000%
313396GN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
16764000.00
16763837.01
0.0005
N
16763983.24
16763983.24
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
40000000.00
39998933.33
0.0012
N
39999840.00
39999840.00
Freddie Mac
Freddie Mac 0.020000%
313396HP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
60000000.00
59999000.00
0.0018
N
59998500.00
59998500.00
Freddie Mac
Freddie Mac 0.040000%
313396JH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
220000000.00
219988266.66
0.0067
N
219991200.00
219991200.00
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
220000000.00
220000000.00
0.0067
N
220309540.00
220309540.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.180000%
3686M1T22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
150000000.00
149999250.00
0.0046
N
149998500.00
149998500.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1VJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
5000000.00
4997833.33
0.0002
N
4997550.00
4997550.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959JT11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
100000000.00
100000000.00
0.0031
N
100000000.00
100000000.00
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
207000000.00
206968605.01
0.0063
N
206991720.00
206991720.00
General Electric Capital Corp
General Electric Capital Corp 0.390000%
36959JTT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
90000000.00
89974650.00
0.0027
N
89993700.00
89993700.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959JW90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
135000000.00
134879999.99
0.0041
N
134939250.00
134939250.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
285000000.00
284584374.99
0.0087
N
284831023.50
284831023.50
General Electric Co
General Electric Co 0.130000%
36960MTQ6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
40000000.00
39996677.78
0.0012
N
39997600.00
39997600.00
General Electric Co
General Electric Co 0.160000%
36960MTU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
N
N
238000000.00
237971440.00
0.0073
N
237980960.00
237980960.00
Goldman Sachs & Co
Goldman Sachs & Co 0.110000%
992JYE002_0.1100_M110602_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2038-09-15
6.000000
Government Agency Debt
110354272.00
64051463.97
GNMA
2039-06-15
4.500000
Government Agency Debt
72500000.00
69308870.44
GNMA
2040-07-15
4.500000
Government Agency Debt
65716205.00
67640557.48
GNMA
2041-03-20
4.500000
Government Agency Debt
43320727.00
45779765.09
GNMA
2041-03-20
4.500000
Government Agency Debt
30754117.00
32519343.18
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
266000000.00
266000000.00
0.0081
N
266000000.00
266000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M110607_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-11-01
5.000000
Government Agency Debt
20223395.00
2317548.81
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
6340000.00
2388491.09
Fannie Mae
2019-03-01
4.500000
Government Agency Debt
7000000.00
2244891.67
Fannie Mae
2019-05-01
5.500000
Government Agency Debt
12654497.00
2267978.29
Fannie Mae
2019-09-01
4.880000
Government Agency Debt
2200000.00
2351866.92
Fannie Mae
2019-09-01
5.500000
Government Agency Debt
7000000.00
2379711.77
Fannie Mae
2020-01-01
4.000000
Government Agency Debt
2830623.00
2329409.52
Fannie Mae
2020-06-01
5.000000
Government Agency Debt
4521000.00
2397574.68
Fannie Mae
2020-09-01
5.000000
Government Agency Debt
6674708.00
2246411.66
Fannie Mae
2022-05-01
6.000000
Government Agency Debt
3867502.00
2304249.02
Fannie Mae
2023-02-01
6.000000
Government Agency Debt
21429381.00
2356836.82
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
5341960.00
2404812.78
Fannie Mae
2023-08-01
6.000000
Government Agency Debt
3750000.00
2429436.13
Fannie Mae
2023-12-01
5.000000
Government Agency Debt
3785368.00
2329159.87
Fannie Mae
2024-11-01
4.500000
Government Agency Debt
2500000.00
2294900.25
Fannie Mae
2025-05-01
4.500000
Government Agency Debt
2570666.00
2412808.74
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
2387316.00
2405129.63
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
2295432.00
2334538.79
Fannie Mae
2025-12-01
5.000000
Government Agency Debt
2421580.00
2436445.14
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
2317263.00
2322183.85
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
2282141.00
2401123.82
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
2256585.00
2388296.44
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
2160125.00
2248774.73
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
2316475.00
2455119.02
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
2310552.00
2449537.46
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
2207858.00
2309198.56
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
2200280.00
2289203.73
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
2145618.00
2287800.22
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
2186922.00
2300891.98
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
2125450.00
2232894.33
Fannie Mae
2026-05-01
5.000000
Government Agency Debt
2105239.00
2283634.15
Fannie Mae
2028-03-01
5.000000
Government Agency Debt
5834111.00
2452497.46
Fannie Mae
2030-02-01
6.000000
Government Agency Debt
20456071.00
2393611.36
Fannie Mae
2030-07-01
6.500000
Government Agency Debt
80581033.00
2449123.87
Fannie Mae
2033-01-01
6.500000
Government Agency Debt
51081220.00
2409426.49
Fannie Mae
2033-05-01
5.000000
Government Agency Debt
7918196.00
2436821.65
Fannie Mae
2034-02-01
5.500000
Government Agency Debt
8300000.00
2231847.00
Fannie Mae
2034-08-01
5.000000
Government Agency Debt
3612015.00
2280069.30
Fannie Mae
2034-08-01
6.000000
Government Agency Debt
5695000.00
2387151.63
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
9099454.00
2306980.22
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
4765000.00
2255046.01
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
4300000.00
2389566.97
Fannie Mae
2035-06-01
7.000000
Government Agency Debt
3882554.00
2368513.43
Fannie Mae
2035-11-01
2.565000
Government Agency Debt
4707722.00
2410295.05
Fannie Mae
2036-01-01
5.000000
Government Agency Debt
3769292.00
2424044.06
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4096870.00
2367451.70
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
8130622.00
2428243.05
Fannie Mae
2036-08-01
2.470000
Government Agency Debt
5561809.00
2442556.90
Fannie Mae
2036-12-01
4.999000
Government Agency Debt
5249589.00
2398066.19
Fannie Mae
2037-02-01
5.822000
Government Agency Debt
6550000.00
2412470.60
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
4370092.00
2414629.81
Fannie Mae
2037-08-01
5.847000
Government Agency Debt
7013778.00
2281667.41
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
4396535.00
2294189.47
Fannie Mae
2037-10-01
5.000000
Government Agency Debt
4263119.00
2378732.02
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
3793857.00
2267560.19
Fannie Mae
2037-11-01
3.676000
Government Agency Debt
7429862.00
2319385.92
Fannie Mae
2038-04-01
4.500000
Government Agency Debt
2993696.00
2297906.87
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
8502245.00
2384726.50
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
4926904.00
2232297.36
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
4049000.00
2282052.32
Fannie Mae
2038-12-01
6.000000
Government Agency Debt
2518474.00
2263683.51
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
3584263.00
2407655.66
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
2520297.00
2308559.77
Fannie Mae
2039-05-01
5.500000
Government Agency Debt
2618958.00
2436315.76
Fannie Mae
2039-07-01
5.500000
Government Agency Debt
4259000.00
2289794.34
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
2531324.00
2350985.77
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
2286392.00
2274077.52
Fannie Mae
2039-10-01
4.500000
Government Agency Debt
2876664.00
2405300.88
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
2335750.00
2318385.31
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
2184612.00
2248348.98
Fannie Mae
2040-03-01
3.635000
Government Agency Debt
4719000.00
2402910.24
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
2406340.00
2256852.88
Fannie Mae
2040-05-01
3.788000
Government Agency Debt
5464504.00
2396852.07
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
2368581.00
2381383.24
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
2338823.00
2372030.15
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
2253752.00
2363705.30
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
2191082.00
2288070.36
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
2249201.00
2416790.67
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
2210921.00
2324406.08
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
2262617.00
2444735.48
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
2197729.00
2372842.68
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
2279348.00
2317704.81
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
2410000.00
2301964.69
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
2541301.00
2433755.66
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
2301287.00
2260086.25
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
2199004.00
2262901.77
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
2336641.00
2282558.29
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
2497449.00
2389438.34
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
2395525.00
2350434.82
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
2202943.00
2345293.73
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
2101053.00
2231118.23
Fannie Mae
2040-10-01
5.500000
Government Agency Debt
2477883.00
2414959.85
Fannie Mae
2040-10-01
5.500000
Government Agency Debt
2184815.00
2359042.87
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2500000.00
2449353.17
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
2450237.00
2429959.76
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
2138502.00
2299288.53
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
2198010.00
2337404.27
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
2229579.00
2385749.32
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
2218592.00
2364871.21
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
2146124.00
2286421.71
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
2139930.00
2281118.93
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
2288096.00
2438970.68
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
2229793.00
2395890.66
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
2153020.00
2294052.75
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
2151470.00
2291728.13
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
2206721.00
2292333.82
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
2246534.00
2398898.53
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
2233695.00
2392097.42
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
2219550.00
2381742.06
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
2185974.00
2334677.55
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
2063850.00
2250109.10
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
932111.00
977641.83
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
2265970.00
2421044.05
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
2218978.00
2378698.34
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
2152766.00
2314738.68
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
2093055.00
2243452.00
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
2045577.00
2232481.37
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
2329623.00
2443418.09
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
2292005.00
2454340.07
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
2243795.00
2399910.78
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
2284120.00
2451606.91
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
2127763.00
2344597.65
Fannie Mae
2042-04-01
2.719000
Government Agency Debt
9004173.00
2320529.08
Fannie Mae
2049-12-01
3.609000
Government Agency Debt
2287276.00
2213633.05
Freddie Mac
2013-06-01
4.500000
Government Agency Debt
45359049.00
2451640.23
Freddie Mac
2020-05-01
6.000000
Government Agency Debt
7564329.00
2274915.54
Freddie Mac
2021-01-01
4.000000
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2320228.00
2367075.66
Freddie Mac
2021-07-01
5.000000
Government Agency Debt
7097903.00
2384022.90
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
9500729.00
2445865.09
Freddie Mac
2021-12-01
5.500000
Government Agency Debt
9149238.00
2279115.17
Freddie Mac
2022-04-01
6.000000
Government Agency Debt
5108416.00
2303230.58
Freddie Mac
2023-01-01
5.500000
Government Agency Debt
5612555.00
2272039.05
Freddie Mac
2024-02-01
5.500000
Government Agency Debt
8826770.00
2347859.52
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
3125000.00
2303486.93
Freddie Mac
2025-07-01
4.500000
Government Agency Debt
2327043.00
2231678.97
Freddie Mac
2026-04-01
3.500000
Government Agency Debt
2254340.00
2298462.56
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
2218171.00
2333423.47
Freddie Mac
2031-03-01
6.000000
Government Agency Debt
37022158.00
2456021.84
Freddie Mac
2032-08-01
7.000000
Government Agency Debt
91941514.00
2287541.57
Freddie Mac
2032-10-01
6.000000
Government Agency Debt
41700000.00
2335996.15
Freddie Mac
2034-08-01
6.000000
Government Agency Debt
10867662.00
2402873.48
Freddie Mac
2036-04-01
5.500000
Government Agency Debt
4354186.00
2308043.91
Freddie Mac
2036-11-01
6.000000
Government Agency Debt
8003940.00
2275136.29
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
5000000.00
2361332.47
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
5900000.00
2396497.40
Freddie Mac
2038-08-01
5.000000
Government Agency Debt
4274391.00
2390814.59
Freddie Mac
2038-12-01
5.500000
Government Agency Debt
5610000.00
2321946.52
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
2298537.00
2330807.04
Freddie Mac
2040-03-01
4.000000
Government Agency Debt
2421504.00
2359825.47
Freddie Mac
2040-07-01
5.500000
Government Agency Debt
2246098.00
2326343.79
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
2444817.00
2255033.48
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
2329923.00
2230162.05
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
2256318.00
2395377.34
Freddie Mac
2040-09-01
5.500000
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2277324.00
2454816.50
Freddie Mac
2040-10-01
5.000000
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2118884.00
2275238.07
Freddie Mac
2041-02-01
3.500000
Government Agency Debt
2318222.00
2234900.28
Freddie Mac
2041-02-01
5.000000
Government Agency Debt
2022438.00
2161352.71
Freddie Mac
2041-04-01
4.000000
Government Agency Debt
2270082.00
2286573.11
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
2258093.00
2413835.18
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
2173591.00
2326473.33
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
2151205.00
2302937.38
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
2113836.00
2262932.60
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
2095309.00
2238878.03
GNMA
2021-07-16
3.407000
Government Agency Debt
2130000.00
451715.16
GNMA
2031-08-20
0.595700
Government Agency Debt
775000.00
5604.96
GNMA
2034-12-16
4.000000
Government Agency Debt
5333333.00
5658956.09
GNMA
2039-08-16
1.198000
Government Agency Debt
1500000.00
772648.69
GNMA
2039-08-16
4.646000
Government Agency Debt
150000.00
154325.35
GNMA
2040-04-20
4.500000
Government Agency Debt
5264983.00
5504034.29
GNMA
2040-04-20
4.500000
Government Agency Debt
5000000.00
5071680.00
GNMA
2040-09-20
0.795700
Government Agency Debt
191035.00
179590.97
GNMA
2040-12-16
4.000000
Government Agency Debt
1305050.00
1354920.28
GNMA
2041-01-20
0.695700
Government Agency Debt
229943.00
220708.37
GNMA
2041-02-20
4.500000
Government Agency Debt
3736484.00
3760827.19
GNMA
2041-02-20
4.500000
Government Agency Debt
2531457.00
2567791.00
GNMA
2041-03-16
4.000000
Government Agency Debt
1661650.00
1524027.72
GNMA
2041-03-16
4.500000
Government Agency Debt
771202.00
767167.84
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
389000000.00
389000000.00
0.0119
N
389000000.00
389000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110602_2M49
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999996.84
AFLAC INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999968.00
AMDOCS LTD ORD
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999992.64
ANADARKO PETE CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999957.98
BJS WHOLESALE CLUB INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3806570.73
CIGNA CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999991.58
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999987.68
GENON ENERGY INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999999.92
GOODRICH CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4193864.80
HEWLETT PACKARD CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999992.00
JPMORGAN CHASE & CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999975.61
MEAD JOHNSON NUTRITION CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999973.70
MERCK & CO INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999983.93
MURPHY OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999978.00
NATIONAL OILWELL VARCO INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999955.14
NEWMONT MINING CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999992.91
PACKAGING CORP AMER COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999982.56
PHILIP MORRIS INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999929.84
QUEST DIAGNOSTICS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999966.08
SPRINT NEXTEL CORP COM SER
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999997.85
TYCO INTERNATIONAL LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999975.41
US BANCORP DEL COM NEW
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
7999979.04
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
160000000.00
160000000.00
0.0049
Repurchase agreement collateralized by common stock and ETFs.
N
160000000.00
160000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110603_2M49
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299991.20
AMDOCS LTD ORD
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299998.48
ANADARKO PETE CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299944.32
BAKER HUGHES INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299970.12
BJS WHOLESALE CLUB INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299951.83
CIGNA CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299995.29
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299998.32
GENON ENERGY INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299997.24
HEWLETT PACKARD CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299973.60
JPMORGAN CHASE & CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
654087.94
MCKESSON CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2646274.72
MEAD JOHNSON NUTRITION CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299946.42
MERCK & CO INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299998.35
MURPHY OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299987.50
NATIONAL OILWELL VARCO INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299975.12
NEWMONT MINING CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299999.19
PACKAGING CORP AMER COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299986.72
PHILIP MORRIS INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299983.40
PPL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299989.14
SPRINT NEXTEL CORP COM SER
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299996.70
TYCO INTERNATIONAL LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299983.17
US BANCORP DEL COM NEW
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
3299998.98
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
66000000.00
66000000.00
0.0020
Repurchase agreement collateralized by common stock and ETFs.
N
66000000.00
66000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110607_2M49
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449998.96
AMDOCS LTD ORD
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449975.44
ANADARKO PETE CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449953.52
BAKER HUGHES INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449986.42
BJS WHOLESALE CLUB INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449961.67
CIGNA CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449974.91
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449990.96
GENON ENERGY INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449999.40
HEWLETT PACKARD CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449984.00
JPMORGAN CHASE & CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449988.84
MEAD JOHNSON NUTRITION CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449998.19
MERCK & CO INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449991.74
MURPHY OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449965.50
NATIONAL OILWELL VARCO INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449997.36
NEWMONT MINING CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449960.46
PACKAGING CORP AMER COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449997.28
PHILIP MORRIS INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449953.04
PPL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
68229.14
QUEST DIAGNOSTICS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4382127.57
SPRINT NEXTEL CORP COM SER
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449995.55
TYCO INTERNATIONAL LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449985.41
US BANCORP DEL COM NEW
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
4449999.78
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
89000000.00
89000000.00
0.0027
Repurchase agreement collateralized by common stock and ETFs.
N
89000000.00
89000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.630000%
992JYE002_0.6300_M110719_2M49
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749994.52
AMDOCS LTD ORD
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749995.52
ANADARKO PETE CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749944.44
BAKER HUGHES INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749953.14
BJS WHOLESALE CLUB INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749986.77
CIGNA CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749965.20
COCA COLA CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749966.76
COVANTA HLDG CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749999.25
DTE ENERGY CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
498215.52
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749995.20
GENON ENERGY INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749997.72
HEWLETT PACKARD CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749992.32
JOHNSON CTLS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
252249.48
MCKESSON CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749967.76
MERCK & CO INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749981.52
MURPHY OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749938.00
NATIONAL OILWELL VARCO INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749947.98
NEWMONT MINING CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749987.00
PHILIP MORRIS INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749980.20
PPL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749991.20
SPRINT NEXTEL CORP COM SER
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749999.25
TYCO INTERNATIONAL LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
749971.86
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
15000000.00
15000000.00
0.0005
Repurchase agreement collateralized by common stock and ETFs.
Y
15000000.00
15000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M110701_2M49
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249996.32
AMDOCS LTD ORD
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249986.56
ANADARKO PETE CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249990.64
AUTONATION INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1167444.50
BAKER HUGHES INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249932.88
BJS WHOLESALE CLUB INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249960.31
CIGNA CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249994.54
DICE HLDGS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1044102.94
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249985.60
GENON ENERGY INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249997.20
HEWLETT PACKARD CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249976.96
MCKESSON CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249988.32
MEAD JOHNSON NUTRITION CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1105816.38
MERCK & CO INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249980.77
MORGAN STANLEY COM NEW
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1157141.18
MURPHY OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249951.00
NATIONAL OILWELL VARCO INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249989.66
NEWMONT MINING CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249961.00
PACKAGING CORP AMER COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249987.04
PHILIP MORRIS INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249940.60
PPL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249973.60
ROCKWELL COLLINS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
25946.20
SPRINT NEXTEL CORP COM SER
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249997.75
TYCO INTERNATIONAL LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2249964.21
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
45000000.00
45000000.00
0.0014
Repurchase agreement collateralized by common stock and ETFs.
Y
45000000.00
45000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.710000%
992JYE002_0.7100_M110801_2M49
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499990.24
ALLERGAN INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
489936.60
AMDOCS LTD ORD
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499974.96
ANADARKO PETE CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499972.12
BAKER HUGHES INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499990.72
BJS WHOLESALE CLUB INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499955.90
CIGNA CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499966.45
DHT HOLDINGS INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
1271976.01
GENERAL ELECTRIC CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499984.00
GENON ENERGY INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499996.44
HEWLETT PACKARD CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499974.40
JAGUAR MNG INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
345363.58
MCKESSON CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499920.88
MEAD JOHNSON NUTRITION CO COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499949.05
MERCK & CO INC NEW COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499974.61
MURPHY OIL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499976.00
NABORS INDUSTRIES LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
350414.94
NATIONAL OILWELL VARCO INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499972.32
NEWMONT MINING CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499994.26
PACKAGING CORP AMER COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499985.60
PHILIP MORRIS INTL INC COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499934.00
PPL CORP COM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499989.24
RELIANCE STEEL & ALUMINUM COCOM
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
42874.18
SPRINT NEXTEL CORP COM SER
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499997.50
TYCO INTERNATIONAL LTD SHS
2011-05-31
N/A
Other Instrument
common stock or ETF
0.00
2499971.04
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
50000000.00
50000000.00
0.0015
Repurchase agreement collateralized by common stock and ETFs.
Y
50000000.00
50000000.00
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
125000000.00
125000000.00
0.0038
Y
125182500.00
125182500.00
Govco, LLC
Govco, LLC 0.150000%
38362WTU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49994374.99
0.0015
N
49994374.99
49994374.99
Govco, LLC
Govco, LLC 0.200000%
38362WVV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
94000000.00
93953522.23
0.0029
N
93945480.00
93945480.00
Govco, LLC
Govco, LLC 0.200000%
38362WVX6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
30000000.00
29984833.34
0.0009
N
30000000.00
30000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.310000%
38501CTH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
79000000.00
78989115.55
0.0024
N
78998420.00
78998420.00
Grampian Funding, LLC
Grampian Funding, LLC 0.470000%
38501CU54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
152000000.00
151932528.87
0.0046
N
151989360.00
151989360.00
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
13000000.00
12987541.67
0.0004
N
12997270.00
12997270.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
80000000.00
79856444.45
0.0024
N
79940800.00
79940800.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.220000%
4497W1W28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
Y
ING Bank NV
N/A
N/A
N
54000000.00
53969310.02
0.0016
N
53964360.00
53964360.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.235000%
4497W1WP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
Y
ING Bank NV
N/A
N/A
N
104000000.00
103922606.68
0.0032
N
103908480.00
103908480.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.350000%
4497W1YV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
ING Bank NV
N/A
N/A
N
85000000.00
84850423.61
0.0026
N
84857200.00
84857200.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.130000%
46899T004_0.1300_M110601_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
160954360.00
133595884.90
Fannie Mae
2031-12-25
5.000000
Government Agency Debt
68038387.00
72404115.46
Unrated Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
200000000.00
200000000.00
0.0061
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.235300%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-06-21
2012-06-21
N
N
N
250000000.00
250000000.00
0.0076
N
250135500.00
250135500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.303800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2011-07-18
2012-06-18
N
N
N
110000000.00
110000000.00
0.0034
N
110034650.00
110034650.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.130000%
4820P3TQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
99000000.00
98991777.50
0.0030
N
98988120.00
98988120.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P3U68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29994166.67
0.0009
N
29994300.00
29994300.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P3UB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7400000.00
7398355.55
0.0002
N
7398372.00
7398372.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.410000%
51488HW44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
28000000.00
28000000.00
0.0009
N
28003080.00
28003080.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.410000%
51488HW51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
44000000.00
44000000.00
0.0013
N
44005720.00
44005720.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.165000%
53943ST15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
90000000.00
90000000.00
0.0027
N
90000000.00
90000000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.275000%
53944AS71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
102000000.00
102000000.00
0.0031
N
102007140.00
102007140.00
Market Street Funding Corp
Market Street Funding Corp 0.270000%
5705X5T19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30028000.00
30028000.00
0.0009
N
30028000.00
30028000.00
Market Street Funding Corp
Market Street Funding Corp 0.280000%
5705X5TL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
33115000.00
33110106.34
0.0010
N
33113013.10
33113013.10
Market Street Funding Corp
Market Street Funding Corp 0.280000%
5705X5TN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
25000000.00
24995916.67
0.0008
N
24998250.00
24998250.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X5U58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11000000.00
10997402.78
0.0003
N
10998790.00
10998790.00
Market Street Funding Corp
Market Street Funding Corp 0.270000%
5705X5U66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9017000.00
9014633.04
0.0003
N
9016008.13
9016008.13
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5UT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
40000000.00
39986311.11
0.0012
N
39992400.00
39992400.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5VV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14993325.00
0.0005
N
14994750.00
14994750.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.130000%
06399U000_0.1300_M110601_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
8167962.71
Fannie Mae
2018-05-25
5.000000
Government Agency Debt
34770000.00
4217499.26
Fannie Mae
2019-07-25
3.400000
Government Agency Debt
6133000.00
5765547.40
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
11496642.25
Fannie Mae
2022-07-25
4.000000
Government Agency Debt
25000000.00
3267193.22
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
57000000.00
9865083.73
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
70625000.00
7769710.38
Fannie Mae
2023-04-25
4.250000
Government Agency Debt
14000000.00
6487640.78
Fannie Mae
2023-10-25
4.875000
Government Agency Debt
60500000.00
6649979.51
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
7000000.00
7101679.36
Fannie Mae
2027-03-25
4.500000
Government Agency Debt
4888888.00
3875394.80
Fannie Mae
2030-01-25
5.500000
Government Agency Debt
4000000.00
3379851.55
Fannie Mae
2030-05-25
4.000000
Government Agency Debt
4606989.00
4717985.17
Fannie Mae
2030-09-25
4.000000
Government Agency Debt
49500000.00
3340781.90
Fannie Mae
2031-09-25
5.500000
Government Agency Debt
9000000.00
3470728.80
Fannie Mae
2031-10-25
0.563000
Government Agency Debt
42784500.00
11246016.31
Fannie Mae
2031-11-25
6.000000
Government Agency Debt
10270000.00
7281596.77
Fannie Mae
2032-06-25
6.000000
Government Agency Debt
4067000.00
3508796.42
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
100000000.00
12880825.18
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
11623812.07
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
6100000.00
6263937.50
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
6710256.31
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
8025000.00
4108648.02
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
10000000.00
4683821.23
Fannie Mae
2034-08-25
6.250000
Government Agency Debt
55200000.00
4139584.46
Fannie Mae
2034-12-25
5.550000
Government Agency Debt
14400000.00
5554359.94
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
12567845.76
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
16800000.00
4009011.01
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
14620000.00
3813315.37
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
5500000.00
6200667.00
Fannie Mae
2036-03-25
6.000000
Government Agency Debt
10000000.00
10908890.00
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
10000000.00
6231202.89
Fannie Mae
2036-08-25
5.500000
Government Agency Debt
19300000.00
3485309.62
Fannie Mae
2036-10-25
4.500000
Government Agency Debt
7000000.00
4432085.00
Fannie Mae
2036-11-25
4.500000
Government Agency Debt
12528274.00
6702827.60
Fannie Mae
2037-03-25
0.544000
Government Agency Debt
55000000.00
9458265.41
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
11828651.29
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
23489633.00
7930696.26
Fannie Mae
2037-06-25
0.564000
Government Agency Debt
50000000.00
10385210.24
Fannie Mae
2037-08-25
5.000000
Government Agency Debt
10200000.00
3862730.40
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8007800.00
8901678.68
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5500000.00
6253071.00
Fannie Mae
2037-10-25
4.000000
Government Agency Debt
9244000.00
7226718.71
Fannie Mae
2037-10-25
5.975000
Government Agency Debt
10250000.00
3457525.12
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
10970314.14
Fannie Mae
2039-10-25
3.500000
Government Agency Debt
4500000.00
4550139.73
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
7784002.00
5713547.02
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
5950000.00
4159890.62
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
9173348.36
Fannie Mae
2040-11-25
0.662600
Government Agency Debt
10000000.00
9328868.28
Fannie Mae
2045-09-25
5.500000
Government Agency Debt
25940000.00
7367710.48
Fannie Mae
2049-01-25
5.000000
Government Agency Debt
14200000.00
6632725.16
Freddie Mac
2017-05-15
4.500000
Government Agency Debt
7441500.00
5389585.20
Freddie Mac
2017-11-15
3.750000
Government Agency Debt
51800000.00
6428414.63
Freddie Mac
2018-11-15
4.500000
Government Agency Debt
20000000.00
3760546.69
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
6117867.86
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
5467857.28
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
5000000.00
3811368.82
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
10397777.26
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
25000000.00
3932354.26
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
5600000.00
3894257.71
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
6835475.00
5347589.08
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
5000000.00
5551436.67
Freddie Mac
2027-08-15
4.000000
Government Agency Debt
12475000.00
8183102.19
Freddie Mac
2028-05-15
3.000000
Government Agency Debt
6000000.00
5878594.34
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
10000000.00
9930601.61
Freddie Mac
2028-07-15
4.500000
Government Agency Debt
33781000.00
7538284.02
Freddie Mac
2028-08-15
5.250000
Government Agency Debt
25700000.00
5183135.01
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
3750000.00
3833423.09
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
11434787.26
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
63000000.00
8120104.97
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
8140111.94
Freddie Mac
2032-06-15
3.750000
Government Agency Debt
19300000.00
4605736.16
Freddie Mac
2032-07-15
5.000000
Government Agency Debt
3550000.00
3827640.77
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
10000000.00
6003434.17
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
11372932.00
5112250.14
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
6460299.95
Freddie Mac
2032-10-15
5.500000
Government Agency Debt
7577000.00
6602164.02
Freddie Mac
2032-10-15
6.000000
Government Agency Debt
15612000.00
10947887.31
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
75000000.00
9701416.49
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
9640000.00
10669140.69
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
3210000.00
3322507.29
Freddie Mac
2032-12-15
4.500000
Government Agency Debt
100000000.00
11635063.31
Freddie Mac
2033-02-15
4.500000
Government Agency Debt
10000000.00
5323807.65
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5518273.45
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
11051903.33
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
43000000.00
5072723.20
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
3361000.00
3649043.30
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
2092725.00
2273144.40
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
9889995.27
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4000000.00
4334030.67
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
12248536.67
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6330597.73
Freddie Mac
2034-03-15
4.250000
Government Agency Debt
25000000.00
7332787.48
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
3750000.00
4064500.00
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
4300000.00
4680195.97
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
3125000.00
3404098.96
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
6536870.33
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6821526.30
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
9573209.49
Freddie Mac
2035-11-15
1.219000
Government Agency Debt
22100000.00
8266299.89
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
15140000.00
3777578.05
Freddie Mac
2036-02-15
0.669000
Government Agency Debt
21500000.00
5731027.88
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
12274675.41
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
38300000.00
8348883.37
Freddie Mac
2036-04-15
0.498000
Government Agency Debt
23720000.00
12005336.04
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
26800000.00
5571928.57
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
21150000.00
11626627.10
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
4000000.00
4507920.00
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
10000000.00
5510338.72
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
6794564.14
Freddie Mac
2037-05-15
0.538000
Government Agency Debt
20000000.00
7443048.72
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
6127000.00
6864151.62
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
3700000.00
3442427.26
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
5547606.58
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
9031267.47
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
5000000.00
5165690.56
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
9882139.14
Freddie Mac
2040-06-15
4.000000
Government Agency Debt
10832000.00
10734894.73
Freddie Mac
2040-08-15
4.250000
Government Agency Debt
4560000.00
4520698.49
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
12573000.00
12157492.77
Freddie Mac
2040-12-15
5.000000
Government Agency Debt
2052200.00
2179593.15
Freddie Mac
2041-03-15
5.000000
Government Agency Debt
6546000.00
6992369.56
Freddie Mac
2041-04-15
5.000000
Government Agency Debt
8439000.00
9165949.52
Freddie Mac
2047-10-15
4.500000
Government Agency Debt
30000000.00
8342463.90
GNMA
2026-08-16
4.250000
Government Agency Debt
100000000.00
3812666.63
GNMA
2032-01-20
4.500000
Government Agency Debt
96000000.00
8472262.65
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
10966576.25
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7257640.00
GNMA
2037-01-20
3.000000
Government Agency Debt
3500000.00
3568872.68
GNMA
2037-03-16
3.700000
Government Agency Debt
3257937.00
3426252.89
GNMA
2037-10-20
0.695700
Government Agency Debt
50000000.00
11881053.06
GNMA
2037-10-20
0.715700
Government Agency Debt
50000000.00
12221304.08
GNMA
2037-11-20
0.665700
Government Agency Debt
50000000.00
11783114.83
GNMA
2037-12-16
2.640000
Government Agency Debt
5000000.00
4975690.00
GNMA
2038-01-16
4.175000
Government Agency Debt
7985000.00
8572377.93
GNMA
2038-05-16
4.500000
Government Agency Debt
7165000.00
6433892.24
GNMA
2038-10-20
4.000000
Government Agency Debt
10952000.00
11264069.94
GNMA
2041-04-20
4.000000
Government Agency Debt
10000000.00
9625903.33
GNMA
2041-05-20
4.000000
Government Agency Debt
10376000.00
9891786.67
Unrated Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
950000000.00
950000000.00
0.0290
N
950000000.00
950000000.00
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
5000000.00
5000000.00
0.0002
N
5000200.00
5000200.00
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
0.0038
N
125003750.00
125003750.00
National Australia Bank Ltd
National Australia Bank Ltd 0.239500%
63253TBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2011-10-05
N
N
N
42000000.00
42000000.00
0.0013
N
42001680.00
42001680.00
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
72000000.00
72000000.00
0.0022
N
71997840.00
71997840.00
Nationwide Building Society
Nationwide Building Society 0.350000%
6385E1T84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
32700000.00
32697774.58
0.0010
N
32699019.00
32699019.00
Nationwide Building Society
Nationwide Building Society 0.270000%
6385E1UT6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
11000000.00
10995380.00
0.0003
N
10996370.00
10996370.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1W80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
35000000.00
34953800.00
0.0011
N
34974800.00
34974800.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1WE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
61000000.00
60914600.00
0.0019
N
60952420.00
60952420.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409SU55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
12688000.00
12685004.22
0.0004
N
12685969.92
12685969.92
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
30000000.00
29992125.00
0.0009
N
29994900.00
29994900.00
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
41000000.00
40989043.89
0.0013
N
40992620.00
40992620.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
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
42000000.00
41987458.33
0.0013
N
41990760.00
41990760.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SV54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
5000000.00
4998013.89
0.0002
N
4998200.00
4998200.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SV88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
32000000.00
31986702.22
0.0010
N
31987840.00
31987840.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.210000%
65557VPP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
28000000.00
28000000.00
0.0009
N
28001120.00
28001120.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
211000000.00
211000000.00
0.0064
N
210981010.00
210981010.00
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
148000000.00
147994388.34
0.0045
N
147997040.00
147997040.00
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
145000000.00
144989004.16
0.0044
N
144992750.00
144992750.00
Nordea North America, Inc
Nordea North America, Inc 0.195000%
6555P1UT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
Y
Nordea Bank AB
N/A
N/A
N
83000000.00
82974823.33
0.0025
N
82976760.00
82976760.00
Nordea North America, Inc
Nordea North America, Inc 0.195000%
6555P1W86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Nordea Bank AB
N/A
N/A
N
39000000.00
38979086.25
0.0012
N
38975040.00
38975040.00
NRW.Bank
NRW.Bank 0.200000%
62939MUD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
41000000.00
40990433.33
0.0013
N
40991800.00
40991800.00
NRW.Bank
NRW.Bank 0.200000%
62939MUK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
9000000.00
8997600.00
0.0003
N
8997840.00
8997840.00
Old Line Funding, LLC
Old Line Funding, LLC 0.200000%
67983UUU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
8452000.00
8449323.53
0.0003
N
8450394.12
8450394.12
Rabobank Nederland
Rabobank Nederland 0.380000%
74977JLF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
29000000.00
29000000.00
0.0009
N
29006670.00
29006670.00
Rabobank Nederland
Rabobank Nederland 0.288800%
74977MMM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-13
2011-09-13
N
N
N
116000000.00
116000000.00
0.0035
N
116018560.00
116018560.00
Rabobank Nederland
Rabobank Nederland 0.281200%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-10-07
N
N
N
71000000.00
71000000.00
0.0022
N
71013490.00
71013490.00
Rabobank Nederland
Rabobank Nederland 0.289500%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2011-12-05
N
N
N
150000000.00
150000000.00
0.0046
N
150031500.00
150031500.00
Rabobank Nederland
Rabobank Nederland 0.289000%
74977MRE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2012-01-06
N
N
N
120000000.00
120000000.00
0.0037
N
120028800.00
120028800.00
Rabobank Nederland
Rabobank Nederland 0.272700%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-27
2012-03-26
N
N
N
263000000.00
263000000.00
0.0080
N
263094680.00
263094680.00
Rabobank Nederland
Rabobank Nederland 0.280300%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-02
2012-05-02
N
N
N
26000000.00
26000000.00
0.0008
N
26002340.00
26002340.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0B39
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
9330000.00
9300553.48
0.0003
N
9301543.50
9301543.50
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
22000000.00
21928597.78
0.0007
N
21929160.00
21929160.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.200000%
7562E1TV6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
19600000.00
19596951.11
0.0006
N
19597256.00
19597256.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1YE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2600000.00
2595803.89
0.0001
N
2596178.00
2596178.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1Z64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
22700000.00
22658509.45
0.0007
N
22659140.00
22659140.00
Royal Bank of Canada
Royal Bank of Canada 0.259500%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2012-03-05
N
N
N
321000000.00
321000000.00
0.0098
N
321073830.00
321073830.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
8000000.00
8000000.00
0.0002
N
8005680.00
8005680.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
141000000.00
141000000.00
0.0043
N
140968980.00
140968980.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.640000%
78011HR72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
75000000.00
75000000.00
0.0023
N
75045750.00
75045750.00
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
2000000.00
2000000.00
0.0001
N
2001420.00
2001420.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HY66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
68000000.00
68000000.00
0.0021
N
68040800.00
68040800.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HZ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
166000000.00
166000000.00
0.0051
N
166101260.00
166101260.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 1.000000%
B0B99Z001
0000729153
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
125000000.00
125000000.00
0.0038
N
125226250.00
125226250.00
Sanofi
Sanofi 0.310000%
8010M3VG2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
50000000.00
49967277.78
0.0015
N
49978500.00
49978500.00
Sanofi
Sanofi 0.340000%
8010M3WC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
70000000.00
69931905.55
0.0021
N
69952400.00
69952400.00
Sanofi
Sanofi 0.330000%
8010M3WE6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
8000000.00
7992300.00
0.0002
N
7994480.00
7994480.00
Sanofi
Sanofi 0.340000%
8010M3WK2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
50000000.00
49948055.55
0.0015
N
49963000.00
49963000.00
Sanofi
Sanofi 0.330000%
8010M3WL0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
62000000.00
61936915.00
0.0019
N
61953500.00
61953500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.160000%
82124MT75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49998666.67
0.0015
N
49998500.00
49998500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MTL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
18000000.00
17998290.00
0.0005
N
17998380.00
17998380.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MVQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
111000000.00
110953380.00
0.0034
N
110945610.00
110945610.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83050UTE8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
60000000.00
59993933.34
0.0018
N
59996400.00
59996400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83051AJU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
6000000.00
6000000.00
0.0002
N
6000540.00
6000540.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83051ALW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
49000000.00
49000000.00
0.0015
N
49005390.00
49005390.00
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
554000000.00
554000000.00
0.0169
N
554304700.00
554304700.00
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
11000000.00
11000000.00
0.0003
N
11002970.00
11002970.00
Societe Generale
Societe Generale 0.415800%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
86000000.00
86000000.00
0.0026
N
86001720.00
86001720.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.130000%
83365ST29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
Y
Societe Generale
N/A
N/A
N
167000000.00
166999396.93
0.0051
N
166998330.00
166998330.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3T14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
6000000.00
6000000.00
0.0002
N
6000000.00
6000000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.430000%
8342E3UE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
71000000.00
70963533.61
0.0022
N
70985090.00
70985090.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3UE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
28000000.00
27991304.45
0.0009
N
27994120.00
27994120.00
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
58000000.00
57981568.89
0.0018
N
57987820.00
57987820.00
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
25000000.00
24990625.00
0.0008
N
24993250.00
24993250.00
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
34000000.00
33986777.78
0.0010
N
33990480.00
33990480.00
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
60000000.00
59976250.00
0.0018
N
59982600.00
59982600.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3V37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
100000000.00
99956250.00
0.0031
N
99967000.00
99967000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3V45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
2000000.00
1999111.11
0.0001
N
1999340.00
1999340.00
Starbird Funding Corp
Starbird Funding Corp 0.120000%
85520MT11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
102869000.00
102869000.00
0.0031
N
102869000.00
102869000.00
Starbird Funding Corp
Starbird Funding Corp 0.130000%
85520MT78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
25000000.00
24999458.34
0.0008
N
24999458.34
24999458.34
Starbird Funding Corp
Starbird Funding Corp 0.240000%
85520MUF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
1000000.00
999706.67
0.0000
N
999750.00
999750.00
Starbird Funding Corp
Starbird Funding Corp 0.240000%
85520MUJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
20000000.00
19993733.33
0.0006
N
19994600.00
19994600.00
Starbird Funding Corp
Starbird Funding Corp 0.230000%
85520MUJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
10000000.00
9996997.22
0.0003
N
9997300.00
9997300.00
Starbird Funding Corp
Starbird Funding Corp 0.240000%
85520MUK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
20000000.00
19993600.00
0.0006
N
19994400.00
19994400.00
Starbird Funding Corp
Starbird Funding Corp 0.240000%
85520MUL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
10000000.00
9996733.34
0.0003
N
9997200.00
9997200.00
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
72000000.00
71965680.00
0.0022
N
71962560.00
71962560.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257C3U4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49985486.11
0.0015
N
49989000.00
49989000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257C4H2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
69455000.00
69431713.28
0.0021
N
69432774.40
69432774.40
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GWZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
28523000.00
28516677.40
0.0009
N
28519006.78
28519006.78
Straight A Funding, LLC
Straight A Funding, LLC 0.230000%
86257KXE9
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
30000000.00
29994250.00
0.0009
N
29997000.00
29997000.00
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
133000000.00
132985961.11
0.0041
N
132992020.00
132992020.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257L3G5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60000000.00
59982900.02
0.0018
N
60004800.00
60004800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GW41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
8000000.00
8000000.00
0.0002
N
8000000.00
8000000.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.405000%
86562WKC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
78000000.00
78000464.88
0.0024
N
78014820.00
78014820.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.400000%
86562WKE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
26000000.00
26000000.00
0.0008
N
26005980.00
26005980.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.415000%
86562WKH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
60000000.00
60000706.87
0.0018
N
60018000.00
60018000.00
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
38000000.00
38000031.64
0.0012
N
38000760.00
38000760.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.210000%
86959BST3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
125000000.00
125001734.08
0.0038
N
124998750.00
124998750.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.503000%
86959YAA3
Other Note
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
240000000.00
240000000.00
0.0073
N
240013200.00
240013200.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.200000%
86958GUJ2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
35200000.00
35190808.89
0.0011
N
35191904.00
35191904.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.210000%
86958GUM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
16000000.00
15995333.33
0.0005
N
15996000.00
15996000.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.200000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.220000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
32000000.00
32000000.00
0.0010
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.220000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
24230000.00
24230000.00
0.0007
N
24230000.00
24230000.00
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
45000000.00
45000000.00
0.0014
N
45000000.00
45000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.280000%
88324MTE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999595.55
0.0001
N
3999720.00
3999720.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.150000%
88324MTF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999883.33
0.0001
N
1999860.00
1999860.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.150000%
88324MTL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
35000000.00
34997229.17
0.0011
N
34996500.00
34996500.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324MUE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
25681000.00
25673944.86
0.0008
N
25674836.56
25674836.56
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
19000000.00
18994051.94
0.0006
N
18994680.00
18994680.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602UUU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
52034000.00
52017522.56
0.0016
N
52016308.44
52016308.44
Toronto-Dominion Bank
Toronto-Dominion Bank 0.110000%
89112YB85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
329000000.00
329000000.00
0.0100
N
328996710.00
328996710.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.261300%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-28
2011-10-28
N
N
N
90000000.00
90000000.00
0.0027
N
90021600.00
90021600.00
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
70000000.00
70000000.00
0.0021
N
70000700.00
70000700.00
UBS AG
UBS AG 0.400000%
90267AE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
18000000.00
18000000.00
0.0005
N
18010980.00
18010980.00
UBS AG
UBS AG 0.400000%
90267AE44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
43000000.00
43000000.00
0.0013
N
43026230.00
43026230.00
UBS AG
UBS AG 0.600000%
90267AUH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
196000000.00
196000000.00
0.0060
N
196035280.00
196035280.00
UBS AG
UBS AG 0.598000%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-15
2011-10-17
N
N
N
6000000.00
6000000.00
0.0002
N
5999700.00
5999700.00
Union Bank, NA
Union Bank, NA 0.250000%
90527MQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
42000000.00
42000000.00
0.0013
N
42000000.00
42000000.00
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
50000000.00
49997625.00
0.0015
N
49998000.00
49998000.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217MUE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
7000000.00
6998327.78
0.0002
N
6998530.00
6998530.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MUM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
50000000.00
49989583.33
0.0015
N
49987500.00
49987500.00
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
115650000.00
115615305.00
0.0035
N
115618774.50
115618774.50
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MUU9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
15000000.00
14996437.50
0.0005
N
14996437.50
14996437.50
Westpac Banking Corp
Westpac Banking Corp 0.342800%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2011-07-28
2012-03-27
N
N
N
100000000.00
100000000.00
0.0031
N
100118000.00
100118000.00
Westpac Banking Corp
Westpac Banking Corp 0.260500%
96121H5S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
306000000.00
306000000.00
0.0093
N
306000000.00
306000000.00
Westpac Banking Corp
Westpac Banking Corp 0.283900%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-10
2012-01-10
N
N
N
215000000.00
215000000.00
0.0066
N
215000000.00
215000000.00
Westpac Banking Corp
Westpac Banking Corp 0.300500%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-01
2012-05-01
N
N
N
169000000.00
169000000.00
0.0052
N
170260740.00
170260740.00
Westpac Banking Corp
Westpac Banking Corp 0.330000%
96121TDG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
124000000.00
124006446.84
0.0038
N
124038440.00
124038440.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.200000%
96122HVJ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
66000000.00
65971399.99
0.0020
N
65981520.00
65981520.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
318225.96
318225.96
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
243538.33
243538.33
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
258579.24
258579.24
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
197890.69
197890.69
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994423.82
994423.82
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
761032.55
761032.55
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
1829731.39
1829731.39
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
1400293.43
1400293.43
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
278451.89
278451.89
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
213099.24
213099.24
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
198898.89
198898.89
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
152217.32
152217.32
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
79556.24
79556.24
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
60884.39
60884.39
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KT32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
36000000.00
35999420.00
0.0011
N
35999640.00
35999640.00
Windmill Funding Corp
Windmill Funding Corp 0.160000%
97342KTM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
30000000.00
29997333.33
0.0009
N
29997300.00
29997300.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KU63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
30000000.00
29991833.33
0.0009
N
29994900.00
29994900.00
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
9000000.00
8997965.00
0.0003
N
8998380.00
8998380.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KUC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
50000000.00
49987472.22
0.0015
N
49989500.00
49989500.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KUK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
21000000.00
20993840.00
0.0006
N
20994750.00
20994750.00
Windmill Funding Corp
Windmill Funding Corp 0.200000%
97342KVH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
82000000.00
81964922.22
0.0025
N
81963920.00
81963920.00
Windmill Funding Corp
Windmill Funding Corp 0.200000%
97342KVR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
22000000.00
21989611.11
0.0007
N
21989220.00
21989220.00
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342KWT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
14000000.00
13990363.33
0.0004
N
13988940.00
13988940.00