0001145549-11-007483.txt : 20110829
0001145549-11-007483.hdr.sgml : 20110829
20110708125906
ACCESSION NUMBER: 0001145549-11-007483
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110708
DATE AS OF CHANGE: 20110708
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: 11958622
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
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-06-30
0000857156
S000004499
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
42
63
13807405762.94
4853025.20
783782.41
13811475005.73
0.0025
1.0001
2011-06-30
1.0001
2011-06-30
C000012373
1.00
13811475005.73
1.00
152892247.82
3170285303.29
3017393055.47
0.0001
1.0001
2011-06-30
1.0001
2011-06-30
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.350000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0013
N
17550000.00
17550000.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.450000%
00279HXH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
Y
Santander UK Plc
N/A
N/A
N
48000000.00
48000000.00
0.0035
N
48002880.00
48002880.00
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
18000000.00
18000000.00
0.0013
N
18002700.00
18002700.00
Alpine Securitization Corp
Alpine Securitization Corp 0.140000%
02086MUL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
124000000.00
123990837.76
0.0090
N
123988840.00
123988840.00
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
20000000.00
19998655.56
0.0014
N
19999000.00
19999000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KUK6
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
33000000.00
32996370.00
0.0024
N
32997030.00
32997030.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KUN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
43000000.00
42994481.67
0.0031
N
42995270.00
42995270.00
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
15570000.00
15561350.00
0.0011
N
15562215.00
15562215.00
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
10000000.00
9994808.33
0.0007
N
9994200.00
9994200.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.470000%
04014BUS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4998368.06
0.0004
N
4999350.00
4999350.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
16000000.00
15992026.67
0.0012
N
15996480.00
15996480.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8994825.00
0.0007
N
8997660.00
8997660.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.450000%
04014BW72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
11000000.00
10990650.00
0.0008
N
10995490.00
10995490.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.220000%
04014BWL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
66000000.00
65967330.00
0.0048
N
65966340.00
65966340.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.450000%
04014BWL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7991900.00
0.0006
N
7995920.00
7995920.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.150000%
04821UU67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
16000000.00
15999666.67
0.0012
N
15999680.00
15999680.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.150000%
04821UU83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
3000000.00
2999912.50
0.0002
N
2999910.00
2999910.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.150000%
04821UUD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
16000000.00
15999200.00
0.0012
N
15999200.00
15999200.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.160000%
04821UUM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
28000000.00
27997511.11
0.0020
N
27997480.00
27997480.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.170000%
04821UUM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
6000000.00
5999433.33
0.0004
N
5999460.00
5999460.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.140000%
04915UUJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
92000000.00
91993917.78
0.0067
N
91998160.00
91998160.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.180000%
04915UVB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
12000000.00
11997540.00
0.0009
N
11999040.00
11999040.00
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
2000000.00
1997840.00
0.0001
N
1998820.00
1998820.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
43000000.00
42950932.22
0.0031
N
42970760.00
42970760.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
998902.78
0.0001
N
999320.00
999320.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1997515.56
0.0001
N
1998480.00
1998480.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
22000000.00
21974333.34
0.0016
N
21984160.00
21984160.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
118000000.00
118000000.00
0.0085
Security is a time deposit.
N
118000000.00
118000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005_M110705
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
43000000.00
43000000.00
0.0031
Security is a time deposit.
N
43000000.00
43000000.00
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
82000000.00
81992005.00
0.0059
N
81996720.00
81996720.00
Bank of America Corp
Bank of America Corp 0.230000%
0660P1UJ8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
17000000.00
16998153.61
0.0012
N
16999320.00
16999320.00
Bank of America, NA
Bank of America, NA 0.400000%
06052WBH5
Other Note
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
35000000.00
35000000.00
0.0025
N
34999440.00
34999440.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WCA9
Other Note
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
50000000.00
50000000.00
0.0036
N
50000000.00
50000000.00
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
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WCT8
Other Note
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
275000000.00
275000000.00
0.0199
N
275005500.00
275005500.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WCW1
Other Note
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
15000000.00
15000000.00
0.0011
N
15000300.00
15000300.00
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
71000000.00
71000000.00
0.0051
N
70990060.00
70990060.00
Bank of America, NA
Bank of America, NA 0.220000%
06052WDH3
Other Note
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
46000000.00
46000000.00
0.0033
N
46005980.00
46005980.00
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
18000000.00
18000000.00
0.0013
N
17996760.00
17996760.00
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
22000000.00
22000000.00
0.0016
N
22001760.00
22001760.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEH2
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
50000000.00
50000000.00
0.0036
N
50002500.00
50002500.00
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
3000000.00
2997847.50
0.0002
Security is a Bankers Acceptance
N
3001380.00
3001380.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TW66
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
21000000.00
20983975.83
0.0015
Security is a Bankers Acceptance
N
21009870.00
21009870.00
Bank of America, NA
Bank of America, NA 0.400000%
06422TWD1
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
3000000.00
2997533.33
0.0002
Security is a Bankers Acceptance
N
2998470.00
2998470.00
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
11000000.00
10990353.61
0.0008
Security is a Bankers Acceptance
N
10994060.00
10994060.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TWS8
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
21000000.00
20979192.50
0.0015
Security is a Bankers Acceptance
N
20986350.00
20986350.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
3000000.00
3000000.00
0.0002
N
2999460.00
2999460.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
77000000.00
77000000.00
0.0056
N
76986140.00
76986140.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
66000000.00
66000000.00
0.0048
N
65993400.00
65993400.00
Bank of Nova Scotia
Bank of Nova Scotia 0.230000%
06417DP74
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
8000000.00
8000000.00
0.0006
N
8000160.00
8000160.00
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
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417DU94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
47000000.00
47000000.00
0.0034
N
47002350.00
47002350.00
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
68000000.00
68000000.00
0.0049
N
68003400.00
68003400.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417DZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
4000000.00
4000000.00
0.0003
N
4000200.00
4000200.00
Bank of the West
Bank of the West 0.260000%
0642G0WA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
40000000.00
40000000.00
0.0029
N
40004400.00
40004400.00
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
64000000.00
64000000.00
0.0046
N
64015360.00
64015360.00
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
3000000.00
3000000.00
0.0002
N
3000420.00
3000420.00
Barclays Bank Plc
Barclays Bank Plc 0.687100%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-10-17
N
N
N
85000000.00
85000000.00
0.0062
N
85105400.00
85105400.00
Barclays Bank Plc
Barclays Bank Plc 0.585600%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2012-02-16
N
N
N
30000000.00
30000000.00
0.0022
N
30057900.00
30057900.00
Barclays Bank Plc
Barclays Bank Plc 0.730000%
06740MZB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20019400.00
20019400.00
Barclays Capital, Inc
Barclays Capital, Inc 0.010000%
00799J004_0.0100_M110701_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2012-12-15
1.125000
Treasury Debt
8986000.00
9089438.44
United States Treasury Department
2039-11-15
4.375000
Treasury Debt
21340600.00
21510657.91
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
30000000.00
30000000.00
0.0022
N
30000000.00
30000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
07699U005_0.0600_M110707_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
50098020.00
20008394.00
Fannie Mae
2037-05-01
2.702000
Government Agency Debt
26682003.00
20736415.18
Fannie Mae
2039-09-01
3.846000
Government Agency Debt
24217622.00
20836104.15
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
21500000.00
20644711.21
Fannie Mae
2040-06-01
3.888000
Government Agency Debt
21385437.00
20915860.77
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
10985927.00
10946599.45
Fannie Mae
2041-04-01
3.149000
Government Agency Debt
20912000.00
20971653.70
Fannie Mae
2041-06-01
3.762000
Government Agency Debt
20308538.00
20940261.72
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
25079089.00
11709694.71
Freddie Mac
2040-12-01
5.000000
Government Agency Debt
30912064.00
33010306.21
Unrated Security
N/A
N/A
2011-07-07
2011-07-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
193000000.00
193000000.00
0.0140
N
193000000.00
193000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
992JYM004_0.1000_M110701_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-07-25
4.000000
Government Agency Debt
20241739.00
20058029.47
Fannie Mae
2021-07-25
4.500000
Government Agency Debt
34372867.00
34222863.81
Fannie Mae
2041-07-25
0.687100
Government Agency Debt
97306434.00
97710596.00
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
97306435.00
96423303.42
GNMA
2040-10-20
4.000000
Government Agency Debt
191020733.00
182085207.60
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
410000000.00
410000000.00
0.0297
N
410000000.00
410000000.00
Barton Capital, LLC
Barton Capital, LLC 0.160000%
06945MU87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
1000000.00
999968.89
0.0001
N
999980.00
999980.00
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
50000000.00
50000000.00
0.0036
N
50005500.00
50005500.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4W4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
103000000.00
103000000.00
0.0075
N
103013390.00
103013390.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4Z7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
1000000.00
1000000.00
0.0001
N
1000180.00
1000180.00
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
227000000.00
227000000.00
0.0164
N
227108960.00
227108960.00
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
9000000.00
9000000.00
0.0007
N
9004950.00
9004950.00
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
8000000.00
8000000.00
0.0006
N
8005120.00
8005120.00
BNP Paribas
BNP Paribas 0.500000%
05572NCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
78000000.00
78000000.00
0.0056
N
78042900.00
78042900.00
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
9000000.00
9000000.00
0.0007
N
9004050.00
9004050.00
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
135000000.00
135000000.00
0.0098
N
135020250.00
135020250.00
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
8000000.00
8000000.00
0.0006
N
8002320.00
8002320.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M110701_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
153595718.00
159915721.00
GNMA
2041-04-20
5.000000
Government Agency Debt
132415775.00
143934279.32
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
295000000.00
295000000.00
0.0214
N
295000000.00
295000000.00
CAFCO, LLC
CAFCO, LLC 0.200000%
12476FW85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8996550.00
0.0007
N
8997750.00
8997750.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
85000000.00
84986447.23
0.0062
N
84996600.00
84996600.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
23000000.00
22995023.05
0.0017
N
22998620.00
22998620.00
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
5000000.00
4998519.44
0.0004
N
4999650.00
4999650.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.235600%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-12-28
N
N
N
21000000.00
21000000.00
0.0015
N
21003780.00
21003780.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.235600%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-12-28
N
N
N
16000000.00
16000000.00
0.0012
N
15999200.00
15999200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.240400%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2012-01-03
N
N
N
126000000.00
126000000.00
0.0091
N
125992440.00
125992440.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
48000000.00
47992800.00
0.0035
N
47997120.00
47997120.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999825.00
0.0001
N
999930.00
999930.00
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
100000000.00
99968750.00
0.0072
N
99987000.00
99987000.00
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
2000000.00
1998645.55
0.0001
N
1999380.00
1999380.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3W78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
22000000.00
21981300.00
0.0016
N
21990980.00
21990980.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.230000%
1373X3WE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7996166.66
0.0006
N
7996240.00
7996240.00
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
17000000.00
16976766.67
0.0012
N
16984530.00
16984530.00
Chariot Funding, LLC
Chariot Funding, LLC 0.130000%
15963UUC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
98000000.00
97996107.22
0.0071
N
97998040.00
97998040.00
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
10000000.00
9999250.00
0.0007
N
9999600.00
9999600.00
Chariot Funding, LLC
Chariot Funding, LLC 0.140000%
15963UUT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9998988.89
0.0007
N
9999500.00
9999500.00
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
17000000.00
16997577.50
0.0012
N
16999150.00
16999150.00
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
131000000.00
131000000.00
0.0095
N
130985590.00
130985590.00
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
73000000.00
72990854.72
0.0053
N
72997810.00
72997810.00
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
10000000.00
9998063.89
0.0007
N
9999500.00
9999500.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MVV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11991936.67
0.0009
N
11997600.00
11997600.00
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
15000000.00
15000000.00
0.0011
N
14999100.00
14999100.00
Citibank, NA
Citibank, NA 0.180000%
1730D2G22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
17000000.00
17000000.00
0.0012
N
16999320.00
16999320.00
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
1000000.00
999844.44
0.0001
N
999960.00
999960.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SV41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
Y
Citigroup Inc
N/A
N/A
N
88000000.00
87966755.55
0.0064
N
87992080.00
87992080.00
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
33000000.00
32980566.67
0.0024
N
32994720.00
32994720.00
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
2000000.00
1998505.00
0.0001
N
1999540.00
1999540.00
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
28000000.00
27977537.78
0.0020
N
27992720.00
27992720.00
Commerzbank AG
Commerzbank AG 0.110000%
20259X2A0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
9000000.00
9000000.00
0.0007
N
8999910.00
8999910.00
Commerzbank AG
Commerzbank AG 0.120000%
20259XZ97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
142000000.00
142000000.00
0.0103
N
141998580.00
141998580.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.343800%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-07-27
2012-06-26
N
N
N
150000000.00
150000000.00
0.0109
N
150109050.00
150109050.00
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
20000000.00
19998500.00
0.0014
N
19999200.00
19999200.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
71000000.00
70989488.05
0.0051
N
70997160.00
70997160.00
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
50000000.00
49980638.89
0.0036
N
49995000.00
49995000.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4998006.94
0.0004
N
4999450.00
4999450.00
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
18000000.00
18000000.00
0.0013
N
18000900.00
18000900.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.330000%
22532Y2V7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
32000000.00
32000000.00
0.0023
N
32000960.00
32000960.00
Credit Suisse AG
Credit Suisse AG 0.260200%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-12-01
N
N
N
87000000.00
87000000.00
0.0063
N
86993040.00
86993040.00
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
61000000.00
61000000.00
0.0044
N
61000000.00
61000000.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550CP70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
4000000.00
4000000.00
0.0003
N
3999400.00
3999400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.010000%
22799D001_0.0100_M110701_2M54
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2012-06-30
0.625000
Treasury Debt
40645000.00
40803919.73
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
40000000.00
40000000.00
0.0029
N
40000000.00
40000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.030000%
22799D001_0.0300_M110701_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-06-20
5.000000
Government Agency Debt
13465000.00
14625093.89
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
14336329.00
14336329.00
0.0010
N
14336329.00
14336329.00
Danske Corp
Danske Corp 0.215000%
2363F7VA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
Y
Danske Bank A/S
N/A
N/A
N
40000000.00
39990444.45
0.0029
N
39991200.00
39991200.00
Danske Corp
Danske Corp 0.250000%
2363F7WT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
Y
Danske Bank A/S
N/A
N/A
N
14000000.00
13991444.45
0.0010
N
13991320.00
13991320.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154T4U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
118000000.00
118000000.00
0.0085
N
118000000.00
118000000.00
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
88000000.00
88000000.00
0.0064
N
88040480.00
88040480.00
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
181000000.00
181000000.00
0.0131
N
181003620.00
181003620.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.010000%
21599B009_0.0100_M110701_2M54
0001074042
Treasury Repurchase Agreement
Y
2 3/4 NOTE R 13
2013-10-31
2.750000
Treasury Debt
22557900.00
23795616.42
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
231469000.00
231204442.32
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
250000000.00
250000000.00
0.0181
N
250000000.00
250000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M110701_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
25517579.00
17664007.22
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
33722743.00
34335993.54
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
50000000.00
50000000.00
0.0036
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
21599B009_0.0800_M110701_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
24932465.00
20325458.06
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
27827072.00
6059418.71
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
84258187.00
28316310.49
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
70781777.00
28498812.88
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
80000000.00
80000000.00
0.0058
N
80000000.00
80000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
991JCA005_0.2200_M110701_2M54
0001074042
Other Repurchase Agreement
N
AFLAC INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499950.00
AMERIPRISE FINL INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499910.00
CF INDS HLDGS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499870.00
CHESAPEAKE ENERGY CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499970.00
CONOCOPHILLIPS COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499960.00
CSX CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499990.00
EATON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499970.00
ENTRAVISION COMMUNICATIONS CCL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
259606.00
FLUOR CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499970.00
FREEPORT-MCMORAN COPPER & GOCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499990.00
GENON ENERGY INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499970.00
HEWLETT PACKARD CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499970.00
LOWES COS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499990.00
MARATHON OIL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3500000.00
MEADWESTVACO CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499980.00
OCCIDENTAL PETE CORP DEL COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3241030.00
REYNOLDS AMERICAN INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499990.00
SUNTRUST BKS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499980.00
TAL INTL GROUP INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499970.00
TARGET CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3500000.00
UNION PAC CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3499940.00
WESTERN UN CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
3500000.00
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
70000000.00
70000000.00
0.0051
Repurchase agreement collateralized by common stock and ETFs.
N
70000000.00
70000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M110701_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
54648828.00
19686750.24
Fannie Mae
2040-07-01
4.016000
Government Agency Debt
31349016.00
29676551.55
Fannie Mae
2041-01-01
3.239000
Government Agency Debt
2660484.00
2636698.43
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
50000000.00
50000000.00
0.0036
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
99ETSZ007_0.1300_M110707_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-09-01
5.784000
Government Agency Debt
10167293.00
9013990.63
Fannie Mae
2040-09-01
3.418000
Government Agency Debt
5367019.00
4506009.86
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
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
45000000.00
44976200.00
0.0033
N
44985150.00
44985150.00
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
30000000.00
29966250.00
0.0022
N
29962200.00
29962200.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
88000000.00
87900890.00
0.0064
N
87885600.00
87885600.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601WUK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
6279000.00
6278340.71
0.0005
N
6278497.68
6278497.68
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.210000%
30603BU50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
81750000.00
81748092.50
0.0059
N
81749182.50
81749182.50
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.200000%
30603BUM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
62000000.00
61993111.11
0.0045
N
61997520.00
61997520.00
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
10000000.00
9998875.00
0.0007
N
9999500.00
9999500.00
Fannie Mae
Fannie Mae 0.050000%
313588HU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
8900000.00
8899938.20
0.0006
N
8899991.10
8899991.10
Fannie Mae
Fannie Mae 0.050000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
3958000.00
3957934.03
0.0003
N
3957988.13
3957988.13
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
68000000.00
67999206.67
0.0049
N
67999728.00
67999728.00
Fannie Mae
Fannie Mae 0.070000%
313588KE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
7298000.00
7297446.57
0.0005
N
7297919.72
7297919.72
Fannie Mae
Fannie Mae 0.060000%
313588KF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
2000000.00
1999866.66
0.0001
N
1999978.00
1999978.00
Farm Credit System
Farm Credit System 0.060000%
313312KL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
4001000.00
4000699.92
0.0003
N
4000947.99
4000947.99
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
5167000.00
5167000.00
0.0004
N
5167000.00
5167000.00
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
4000000.00
4000000.00
0.0003
N
4000000.00
4000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384HU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
3000000.00
2999987.50
0.0002
N
2999997.00
2999997.00
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
165000000.00
164999294.16
0.0119
N
164999670.00
164999670.00
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
21000000.00
20999836.67
0.0015
N
20999958.00
20999958.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384HW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
5713000.00
5712944.46
0.0004
N
5712988.57
5712988.57
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
7200000.00
7199904.00
0.0005
N
7199978.40
7199978.40
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
5000000.00
4999902.78
0.0004
N
4999980.00
4999980.00
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
3000000.00
2999947.50
0.0002
N
2999988.00
2999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384JK6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
15000000.00
14999416.67
0.0011
N
14999910.00
14999910.00
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
62000000.00
61998191.67
0.0045
N
61999628.00
61999628.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
8000000.00
7999560.00
0.0006
N
7999928.00
7999928.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JZ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
192000000.00
191989120.00
0.0139
N
191998272.00
191998272.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
73534000.00
73530067.97
0.0053
N
73533264.66
73533264.66
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
67000000.00
66995440.28
0.0049
N
66999330.00
66999330.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
18000000.00
17999300.00
0.0013
N
17999820.00
17999820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
15000000.00
14998833.34
0.0011
N
14999850.00
14999850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
1176000.00
1175907.88
0.0001
N
1175984.71
1175984.71
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
32000000.00
31996951.11
0.0023
N
31999552.00
31999552.00
Federal Home Loan Bank
Federal Home Loan Bank 0.091000%
3133XWQP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
25000000.00
24999247.25
0.0018
N
25000925.00
25000925.00
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
96000000.00
96000000.00
0.0070
N
96000000.00
96000000.00
Freddie Mac
Freddie Mac 0.050000%
313396HP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Freddie Mac
Freddie Mac 0.050000%
313396JG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
4366000.00
4365896.91
0.0003
N
4365978.17
4365978.17
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
65000000.00
64998700.00
0.0047
N
64999675.00
64999675.00
Freddie Mac
Freddie Mac 0.070000%
313396JK0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
3100000.00
3099879.44
0.0002
N
3099981.40
3099981.40
Freddie Mac
Freddie Mac 0.050000%
313396JP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
13000000.00
12999566.66
0.0009
N
12999909.00
12999909.00
Freddie Mac
Freddie Mac 0.050000%
313396KG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
90000000.00
89994875.00
0.0065
N
89999010.00
89999010.00
Freddie Mac
Freddie Mac 0.060000%
313396KP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
43000000.00
42996560.00
0.0031
N
42999441.00
42999441.00
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
125000000.00
125000000.00
0.0091
N
125125000.00
125125000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1W10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
8000000.00
7997244.45
0.0006
N
7997040.00
7997040.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1WF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
7000000.00
6997044.44
0.0005
N
6996710.00
6996710.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
65000000.00
64915590.27
0.0047
N
64944750.00
64944750.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
10000000.00
9986944.45
0.0007
N
9991400.00
9991400.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
4000000.00
3994826.67
0.0003
N
3996440.00
3996440.00
General Electric Capital Corp
General Electric Capital Corp 0.100000%
36959JVV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
50000000.00
49991805.56
0.0036
N
49992500.00
49992500.00
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
29000000.00
28981955.56
0.0021
N
28994490.00
28994490.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
110000000.00
109873958.33
0.0080
N
109921900.00
109921900.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
33000000.00
32960812.50
0.0024
N
32975250.00
32975250.00
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
4000000.00
3995000.00
0.0003
N
3996800.00
3996800.00
Goldman Sachs & Co
Goldman Sachs & Co 0.030000%
38399H002_0.0300_M110701_2M54
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2040-02-20
2.935800
Government Agency Debt
58056068.00
57750000.18
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
55000000.00
55000000.00
0.0040
N
55000000.00
55000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111024_2M54
0000769993
Other Repurchase Agreement
N
AEROPOSTALE COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
401.81
AES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699993.00
AMDOCS LTD ORD
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699995.91
ANADARKO PETE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699997.38
BAKER HUGHES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699950.70
BANCORPSOUTH INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699996.28
BANK OF AMERICA CORPORATION COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699993.04
BJS WHOLESALE CLUB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699986.51
CAPITAL ONE FINL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699970.44
CIGNA CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699989.31
CITIGROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699980.50
DILLARDS INC CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699989.64
FEDEX CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699977.88
GENERAL DYNAMICS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699980.80
HESS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699951.18
MCKESSON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699924.70
NATIONAL SEMICONDUCTOR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699993.00
NEWMONT MINING CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699988.08
PPL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699983.16
ROCK-TENN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699990.97
STILLWATER MNG CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699992.16
YUM BRANDS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
699985.02
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
14000000.00
14000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
Y
14000000.00
14000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111025_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199993.80
AMDOCS LTD ORD
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199998.30
AMERICAN FINL GROUP INC OHIOCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
282697.78
AMERISOURCEBERGEN CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
287260.19
AMR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
324724.43
ANADARKO PETE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199944.39
AUTOLIV INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
435965.10
AVNET INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
659098.35
AVX CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
668683.68
BAKER HUGHES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199941.06
BANK OF AMERICA CORPORATION COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199989.28
BIO RAD LABS INC CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
455458.50
BJS WHOLESALE CLUB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199952.36
BOOZ ALLEN HAMILTON HLDG CORCL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
703433.50
BROADRIDGE FINL SOLUTIONS INCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
758956.96
CHIMERA INVT CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
898469.88
CIGNA CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199978.56
CITIGROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199975.50
COVANTA HLDG CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
323621.61
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
355676.37
ECOLAB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
610511.52
GENERAL MARITIME CORP NEW SHS
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
414741.06
GMX RES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
493847.01
GOLD RESOURCE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
422481.12
GRAY TELEVISION INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
466002.68
GREEN DOT CORP CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
863282.17
HARTFORD FINL SVCS GROUP INCCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
318492.45
HESS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199942.92
HOLLY CORP COM PAR
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
555326.10
HOVNANIAN ENTERPRISES INC CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
897232.05
HUBBELL INC CL B
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
837114.32
INTRALINKS HLDGS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
327745.90
JONES LANG LASALLE INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
671749.95
KBR INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
632918.52
KIRBY CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
520238.40
MACK CALI RLTY CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
347279.40
MARSH & MCLENNAN COS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
332310.15
MCKESSON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199925.20
MEAD JOHNSON NUTRITION CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
444009.00
MERITOR INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
413259.14
MGIC INVT CORP WIS COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
696940.14
NATIONAL RETAIL PROPERTIES ICOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
497394.81
NATIONAL SEMICONDUCTOR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199987.20
NCR CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
331529.34
NEWFIELD EXPL CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
367953.24
NEWMONT MINING CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199970.88
NIELSEN HOLDINGS N V COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
426878.00
ORBITAL SCIENCES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
531913.62
OVERSEAS SHIPHOLDING GROUP ICOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
740217.50
PARTNERRE LTD COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
686554.89
PFIZER INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199987.17
PPL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199982.28
PROASSURANCE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
344594.38
PROVIDENT FINL SVCS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
436573.83
QUEST DIAGNOSTICS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
311507.24
RADIAN GROUP INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
761587.25
ROCK-TENN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199947.95
SARA LEE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
658832.24
SEALY CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
316509.93
SERVICE CORP INTL COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
583956.24
SHAW GROUP INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
593974.96
SRA INTL INC CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
497895.24
STEPAN CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
302060.80
SWIFT TRANSN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
497742.20
TENET HEALTHCARE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
374185.50
THOMSON REUTERS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
104129.63
TRC COS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
396253.89
U S G CORP COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
588717.80
UGI CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
575296.02
UNIT CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
438195.80
URS CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
390234.54
VALERO ENERGY CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
6199975.20
VULCAN MATLS CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
506823.62
WABTEC CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
834750.78
WALTER INVT MGMT CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
864172.28
XL GROUP PLC SHS
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
620559.61
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
124000000.00
124000000.00
0.0090
Repurchase agreement collateralized by common stock and ETFs.
Y
124000000.00
124000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2M54
0000769993
Other Repurchase Agreement
N
AEROPOSTALE COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
34031.56
AES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599999.40
AMDOCS LTD ORD
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599970.60
ANADARKO PETE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599965.35
BAKER HUGHES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599978.16
BANCORPSOUTH INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599991.57
BANK OF AMERICA CORPORATION COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599989.26
BJS WHOLESALE CLUB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599959.70
CAPITAL ONE FINL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599997.06
CIGNA CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599961.54
CITIGROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599965.50
DILLARDS INC CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
566458.20
FEDEX CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599981.04
GENERAL DYNAMICS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599994.10
HESS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599968.58
MCKESSON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599947.30
NATIONAL SEMICONDUCTOR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599994.00
NEWMONT MINING CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599959.20
PPL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599977.60
ROCK-TENN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599955.02
STILLWATER MNG CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599993.28
YUM BRANDS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
599963.49
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
12000000.00
12000000.00
0.0009
Repurchase agreement collateralized by common stock and ETFs.
Y
12000000.00
12000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110714_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749988.80
AMDOCS LTD ORD
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749974.67
ANADARKO PETE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749993.45
BAKER HUGHES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749983.94
BANK OF AMERICA CORPORATION COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749993.74
BJS WHOLESALE CLUB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749991.42
CENTURYLINK INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749981.42
CIGNA CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749998.91
CIT GROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749975.08
CITIGROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749972.00
DOLBY LABORATORIES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
58534.28
EXTERRAN HLDGS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
172505.48
GARDNER DENVER INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
43024.18
HESS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749987.42
KENNAMETAL INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
172413.64
KNIGHT CAP GROUP INC CL A COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
181081.79
MCKESSON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749936.10
MERCK & CO INC NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749980.70
MOVADO GROUP INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
192820.06
NATIONAL PRESTO INDS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
188253.10
NATIONAL SEMICONDUCTOR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749994.80
NEWMONT MINING CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.96
OMEGA PROTEIN CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
179076.94
PFIZER INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749984.21
PPL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.72
ROCK-TENN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749944.84
TORO CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
196205.25
USANA HEALTH SCIENCES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
187826.21
VALERO ENERGY CORP NEW COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749993.00
VIACOM INC NEW CL B
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
1749954.96
VOYAGER OIL & GAS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
178712.68
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
35000000.00
35000000.00
0.0025
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
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
60000000.00
60000000.00
0.0043
Y
60046200.00
60046200.00
Govco, LLC
Govco, LLC 0.140000%
38362WU17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
15000000.00
0.0011
N
15000000.00
15000000.00
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
10000000.00
9996611.11
0.0007
N
9996400.00
9996400.00
Govco, LLC
Govco, LLC 0.190000%
38362WWU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
35000000.00
34983559.72
0.0025
N
34979700.00
34979700.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
82000000.00
81889026.68
0.0059
N
81877000.00
81877000.00
Govco, LLC
Govco, LLC 0.290000%
38362WZL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17975060.00
0.0013
N
17972100.00
17972100.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CW11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
52000000.00
51958804.44
0.0038
N
51991680.00
51991680.00
Grampian Funding, LLC
Grampian Funding, LLC 0.350000%
38501CXH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
2000000.00
1997900.00
0.0001
N
1999420.00
1999420.00
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
47000000.00
46930544.44
0.0034
N
46978380.00
46978380.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.230000%
4497W1WV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
Y
ING Bank NV
N/A
N/A
N
135000000.00
134922375.00
0.0098
N
134914950.00
134914950.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.010000%
46899T004_0.0100_M110701_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-12-27
1.000000
Government Agency Debt
81677000.00
82400930.48
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
80000000.00
80000000.00
0.0058
N
80000000.00
80000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.050000%
46899T004_0.0500_M110701_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-12-27
1.000000
Government Agency Debt
102096000.00
103000910.88
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
100000000.00
100000000.00
0.0072
N
100000000.00
100000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.010000%
46699T006
0001166678
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
25000000.00
25000000.00
0.0018
Security is a time deposit.
N
25000000.00
25000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.225800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-07-21
2012-07-20
N
N
N
129000000.00
129000000.00
0.0093
N
129061791.00
129061791.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3UC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6100000.00
6099645.86
0.0004
N
6099695.00
6099695.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.130000%
4820P3UD3
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
9000000.00
8999610.00
0.0007
N
8999460.00
8999460.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.130000%
4820P3UE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27000000.00
26998732.50
0.0020
N
26998110.00
26998110.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3UR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23100000.00
23097074.00
0.0017
N
23096997.00
23096997.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.150000%
4820P3US0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13500000.00
13498593.75
0.0010
N
13498245.00
13498245.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.150000%
4820P3VG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
43000000.00
42991758.33
0.0031
N
42988820.00
42988820.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.445000%
53944AR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
5000000.00
5000000.00
0.0004
N
5002050.00
5002050.00
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
44000000.00
44000000.00
0.0032
N
44002200.00
44002200.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5UL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
17000000.00
16997936.39
0.0012
N
16998980.00
16998980.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14524000.00
14518174.26
0.0011
N
14519933.28
14519933.28
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30000000.00
29987016.66
0.0022
N
29990700.00
29990700.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7996495.55
0.0006
N
7997440.00
7997440.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M110701_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-12-25
2.000000
Government Agency Debt
200000000.00
151596422.32
Fannie Mae
2039-11-25
4.000000
Government Agency Debt
79303158.00
78583420.16
Freddie Mac
2029-01-15
4.500000
Government Agency Debt
98930863.00
104570158.21
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
325000000.00
325000000.00
0.0235
N
325000000.00
325000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.150000%
60681PG99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
32000000.00
32000000.00
0.0023
N
31999680.00
31999680.00
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
68000000.00
68000000.00
0.0049
N
68000680.00
68000680.00
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
79000000.00
79000000.00
0.0057
N
78943910.00
78943910.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
57000000.00
57000000.00
0.0041
N
56957820.00
56957820.00
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
57000000.00
56947560.00
0.0041
N
56975490.00
56975490.00
Nationwide Building Society
Nationwide Building Society 0.490000%
6385E1WK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
3000000.00
2996733.33
0.0002
N
2998380.00
2998380.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.290000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15960000.00
15960000.00
0.0012
N
15960000.00
15960000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.290000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409SUC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
7000000.00
6999465.28
0.0005
N
6999650.00
6999650.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409SUM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
10000000.00
9998611.11
0.0007
N
9999100.00
9999100.00
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
61000000.00
60986952.78
0.0044
N
60989630.00
60989630.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409SWC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
9000000.00
8996350.00
0.0007
N
8996310.00
8996310.00
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
15000000.00
15000000.00
0.0011
N
15000300.00
15000300.00
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
28000000.00
28000000.00
0.0020
N
28000000.00
28000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.180000%
65557VVA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
42000000.00
41998075.64
0.0030
N
41997060.00
41997060.00
Nordea North America, Inc
Nordea North America, Inc 0.200000%
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
11000000.00
10998411.11
0.0008
N
10998900.00
10998900.00
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
6000000.00
5999155.00
0.0004
N
5999400.00
5999400.00
Nordea North America, Inc
Nordea North America, Inc 0.200000%
6555P1UU9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
Y
Nordea Bank AB
N/A
N/A
N
37000000.00
36994450.00
0.0027
N
36995930.00
36995930.00
Nordea North America, Inc
Nordea North America, Inc 0.205000%
6555P1X44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
Y
Nordea Bank AB
N/A
N/A
N
17000000.00
16990803.47
0.0012
N
16989800.00
16989800.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
Nordea Bank AB
N/A
N/A
N
94000000.00
93897487.78
0.0068
N
93891900.00
93891900.00
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
15000000.00
14999000.00
0.0011
N
14999400.00
14999400.00
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
49000000.00
48995100.00
0.0035
N
48997060.00
48997060.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983UU50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
12000000.00
11999720.00
0.0009
N
11999880.00
11999880.00
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UVW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23051000.00
23044084.70
0.0017
N
23047542.35
23047542.35
Rabobank Nederland
Rabobank Nederland 0.279600%
74977MMM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-13
2011-09-13
N
N
N
145000000.00
145000000.00
0.0105
N
145015950.00
145015950.00
Rabobank Nederland
Rabobank Nederland 0.264800%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-10-07
N
N
N
13000000.00
13000000.00
0.0009
N
13001820.00
13001820.00
Rabobank Nederland
Rabobank Nederland 0.270200%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-12-05
N
N
N
100000000.00
100000000.00
0.0072
N
100017000.00
100017000.00
Rabobank Nederland
Rabobank Nederland 0.265800%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-26
2012-03-26
N
N
N
58000000.00
58000000.00
0.0042
N
58019140.00
58019140.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
20000000.00
19931533.34
0.0014
N
19944800.00
19944800.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BQ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
7000000.00
6975935.55
0.0005
N
6980540.00
6980540.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1Z98
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24960868.06
0.0018
N
24964500.00
24964500.00
Royal Bank of Canada
Royal Bank of Canada 0.020000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
25000000.00
25000000.00
0.0018
Security is a time deposit.
N
25000000.00
25000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.425800%
78011H2J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-09-13
N
N
N
33000000.00
33000000.00
0.0024
N
32999670.00
32999670.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.810000%
78011H2R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20027400.00
20027400.00
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
3000000.00
3000000.00
0.0002
N
3001530.00
3001530.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.650000%
78011HN76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
35000000.00
35000000.00
0.0025
N
35002450.00
35002450.00
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
17000000.00
17000000.00
0.0012
N
17004420.00
17004420.00
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
20000000.00
20000000.00
0.0014
N
20007400.00
20007400.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HZ99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
100000000.00
100000000.00
0.0072
N
100055000.00
100055000.00
Sanofi
Sanofi 0.280000%
8010M3UE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
30000000.00
29996966.67
0.0022
N
29998800.00
29998800.00
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
25000000.00
24982763.89
0.0018
N
24989750.00
24989750.00
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
35000000.00
34975937.50
0.0025
N
34985300.00
34985300.00
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
25000000.00
24981111.11
0.0018
N
24988250.00
24988250.00
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
3000000.00
2997772.50
0.0002
N
2998560.00
2998560.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124LA51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19972844.45
0.0014
N
19966200.00
19966200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MVN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
21000000.00
20994236.67
0.0015
N
20994330.00
20994330.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MVS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19994400.00
0.0014
N
19994000.00
19994000.00
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
52000000.00
52000000.00
0.0038
N
52001040.00
52001040.00
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
1000000.00
1000000.00
0.0001
N
1000110.00
1000110.00
Societe Generale
Societe Generale 0.439800%
83369RUP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-09-07
N
N
N
77000000.00
77000000.00
0.0056
N
77004620.00
77004620.00
Societe Generale
Societe Generale 0.500000%
83369RWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
9000000.00
9000000.00
0.0007
N
9004860.00
9004860.00
Societe Generale
Societe Generale 0.100000%
83369RX22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
90000000.00
90000000.00
0.0065
N
89999100.00
89999100.00
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
20000000.00
20000000.00
0.0014
N
20007400.00
20007400.00
Societe Generale
Societe Generale 0.389600%
83369RYM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-11
2011-10-11
N
N
N
60000000.00
60000000.00
0.0043
N
60001800.00
60001800.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.520000%
83365SW82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Societe Generale
N/A
N/A
N
65000000.00
64935216.67
0.0047
N
64972050.00
64972050.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365SW82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Societe Generale
N/A
N/A
N
23000000.00
22976195.00
0.0017
N
22990110.00
22990110.00
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
11000000.00
10998291.94
0.0008
N
10999450.00
10999450.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3UK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9998700.00
0.0007
N
9999200.00
9999200.00
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
20000000.00
19996666.67
0.0014
N
19997800.00
19997800.00
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
27000000.00
26995125.00
0.0020
N
26996760.00
26996760.00
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
36000000.00
35993250.00
0.0026
N
35995680.00
35995680.00
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
9000000.00
8997937.50
0.0007
N
8998650.00
8998650.00
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
24000000.00
23994333.33
0.0017
N
23996160.00
23996160.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.240000%
8342E3V94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
25000000.00
24993500.00
0.0018
N
24995250.00
24995250.00
Starbird Funding Corp
Starbird Funding Corp 0.060000%
85520MU19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
2000000.00
2000000.00
0.0001
N
1999991.60
1999991.60
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
45000000.00
44995112.50
0.0033
N
44995950.00
44995950.00
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
25000000.00
24997000.00
0.0018
N
24997750.00
24997750.00
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
9998733.33
0.0007
N
9999000.00
9999000.00
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
67000000.00
66980346.66
0.0048
N
66981240.00
66981240.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
2000000.00
1997958.89
0.0001
N
1996980.00
1996980.00
Straight A Funding, LLC
Straight A Funding, LLC 0.230000%
86257C2X9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
50000000.00
0.0036
N
50000000.00
50000000.00
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
25000000.00
24996701.39
0.0018
N
24998000.00
24998000.00
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
35000000.00
35000000.00
0.0025
N
35000000.00
35000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257L3C4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
45030000.00
45027385.76
0.0033
N
45028649.10
45028649.10
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257L4A7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
65720000.00
65707896.57
0.0048
N
65711456.40
65711456.40
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562EDW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
47000000.00
47000000.00
0.0034
N
47000000.00
47000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.140000%
86562EEF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
21000000.00
21000000.00
0.0015
N
20999790.00
20999790.00
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
54000000.00
54000097.30
0.0039
N
54004320.00
54004320.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.150000%
86562WMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
39000000.00
39000000.00
0.0028
N
39000000.00
39000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.180000%
86959BUH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
6000000.00
6000000.00
0.0004
N
5999640.00
5999640.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.195000%
86959BUS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
64850000.00
64850566.48
0.0047
N
64843515.00
64843515.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.200000%
86959BVU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
114000000.00
114000000.00
0.0083
N
113986320.00
113986320.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.205000%
86959BVV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8000000.00
8000105.50
0.0006
N
7998160.00
7998160.00
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
25000000.00
24997923.61
0.0018
N
24998250.00
24998250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
57000000.00
57000000.00
0.0041
N
57000000.00
57000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.255600%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-10-28
N
N
N
45000000.00
45000000.00
0.0033
N
45009000.00
45009000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YN90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
30000000.00
30000000.00
0.0022
N
30000000.00
30000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YS46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
25000000.00
25000000.00
0.0018
N
25000000.00
25000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112YYM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
47000000.00
47014394.73
0.0034
N
47015510.00
47015510.00
UBS AG
UBS AG 0.390000%
90267AF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
105000000.00
105000000.00
0.0076
N
105038850.00
105038850.00
UBS AG
UBS AG 0.390000%
90267AG34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
44000000.00
44000000.00
0.0032
N
44016720.00
44016720.00
UBS AG
UBS AG 0.260000%
90267AR65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
43000000.00
43000000.00
0.0031
N
42991830.00
42991830.00
UBS AG
UBS AG 0.587100%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-10-17
N
N
N
11000000.00
11000000.00
0.0008
N
10999560.00
10999560.00
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
56000000.00
55992533.33
0.0041
N
55993840.00
55993840.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MVF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
42000000.00
41992125.00
0.0030
N
41990760.00
41990760.00
Westpac Banking Corp
Westpac Banking Corp 0.281000%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-01
2012-05-01
N
N
N
52000000.00
52000000.00
0.0038
N
52349960.00
52349960.00
Westpac Banking Corp
Westpac Banking Corp 0.280200%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
24000000.00
23999999.82
0.0017
N
23995680.00
23995680.00
Westpac Banking Corp
Westpac Banking Corp 0.277100%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-09-16
N
N
N
290000000.00
290000000.00
0.0210
N
289997100.00
289997100.00
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
33000000.00
32991200.00
0.0024
N
32995050.00
32995050.00
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
1173457.04
1173457.04
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
903327.23
903327.23
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
199054.30
199054.30
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1989106.59
1989106.59
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
1531214.25
1531214.25
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
338114.52
338114.52
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
260280.56
260280.56
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
25000000.00
24998319.44
0.0018
N
24998750.00
24998750.00
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
14000000.00
13996344.44
0.0010
N
13996640.00
13996640.00
Windmill Funding Corp
Windmill Funding Corp 0.190000%
97342KWC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
36000000.00
35986130.00
0.0026
N
35985240.00
35985240.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KWK0
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
23000000.00
22987222.22
0.0017
N
22989420.00
22989420.00
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
9000000.00
8995380.00
0.0007
N
8995320.00
8995320.00
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342KX37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15991226.67
0.0012
N
15990880.00
15990880.00