0001145549-11-008680.txt : 20110929
0001145549-11-008680.hdr.sgml : 20110929
20110805151744
ACCESSION NUMBER: 0001145549-11-008680
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110731
FILED AS OF DATE: 20110805
DATE AS OF CHANGE: 20110805
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: 111014028
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-07-31
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
38
64
18487493713.56
979702044.56
638841.02
19466556917.10
0.0023
1.0000
2011-07-31
1.0000
2011-07-31
C000012379
1.00
5449737235.31
1.00
-147315329.49
1719456730.62
1866772060.11
0.0001
1.0000
2011-07-31
1.0000
2011-07-31
C000012380
1.00
14016819681.79
1.00
-813522539.51
4931742387.98
5745264927.49
0.0001
1.0000
2011-07-31
1.0000
2011-07-31
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.750000%
00279HWN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
Y
Santander UK Plc
N/A
N/A
N
33000000.00
33000000.00
0.0017
N
33014850.00
33014850.00
Alpine Securitization Corp
Alpine Securitization Corp 0.200000%
02086MV19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
50000000.00
50000000.00
0.0026
N
50000000.00
50000000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.220000%
02086MV27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
15000000.00
14999908.33
0.0008
N
14999700.00
14999700.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086MV50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
4000000.00
3999906.67
0.0002
N
3999840.00
3999840.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086MV84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
11709000.00
11708521.88
0.0006
N
11708414.55
11708414.55
Alpine Securitization Corp
Alpine Securitization Corp 0.160000%
02086MVG6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
3000000.00
2999800.00
0.0002
N
2999730.00
2999730.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KVN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
49000000.00
48993711.67
0.0025
N
48993630.00
48993630.00
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
75000000.00
74974479.16
0.0039
N
74976750.00
74976750.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KX56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4998013.89
0.0003
N
4997800.00
4997800.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30997227.22
0.0016
N
30998140.00
30998140.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
35000000.00
34996422.22
0.0018
N
34997900.00
34997900.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9998211.11
0.0005
N
9999100.00
9999100.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.250000%
04014BVN8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999270.83
0.0003
N
4999350.00
4999350.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.220000%
04014BVR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
32000000.00
31995306.67
0.0016
N
31995200.00
31995200.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
19000000.00
18992231.11
0.0010
N
18996200.00
18996200.00
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
31000000.00
30990527.78
0.0016
N
30990080.00
30990080.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915UVA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
15000000.00
14998537.50
0.0008
N
14999550.00
14999550.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.190000%
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
45000000.00
44997625.00
0.0023
N
44998650.00
44998650.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.190000%
04915UVC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
6000000.00
5999651.67
0.0003
N
5999760.00
5999760.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UWV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
120000000.00
119927233.34
0.0062
N
119977200.00
119977200.00
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
10000000.00
9991525.00
0.0005
N
9994000.00
9994000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYV5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
6000000.00
5994600.00
0.0003
N
5996040.00
5996040.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UZ28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
9000000.00
8991697.50
0.0005
N
8993880.00
8993880.00
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
60000000.00
59947083.34
0.0031
N
59957400.00
59957400.00
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
55000000.00
54949552.78
0.0028
N
54960950.00
54960950.00
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
1000000.00
998981.66
0.0001
N
999180.00
999180.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.225000%
05252V7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
103000000.00
103000000.00
0.0053
N
102979400.00
102979400.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.110000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
7000000.00
7000000.00
0.0004
Security is a time deposit.
N
7000000.00
7000000.00
Bank of America Corp
Bank of America Corp 0.190000%
0660P1VN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
31000000.00
30996564.17
0.0016
N
30998140.00
30998140.00
Bank of America Corp
Bank of America Corp 0.190000%
0660P1VV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
94000000.00
93986108.89
0.0048
N
93992480.00
93992480.00
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
7000000.00
7000000.00
0.0004
N
7000000.00
7000000.00
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
30000000.00
30000000.00
0.0015
N
30000000.00
30000000.00
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
25000000.00
25000000.00
0.0013
N
24998250.00
24998250.00
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
110000000.00
110000000.00
0.0057
N
110012100.00
110012100.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WDJ9
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
100000000.00
100000000.00
0.0051
N
100018000.00
100018000.00
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
17000000.00
17000000.00
0.0009
N
16997620.00
16997620.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WDM2
Other Note
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
15000000.00
15000000.00
0.0008
N
15002850.00
15002850.00
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
69000000.00
69000000.00
0.0035
N
69002760.00
69002760.00
Bank of America, NA
Bank of America, NA 0.280000%
06052WDT7
Other Note
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
140000000.00
140000000.00
0.0072
N
140032200.00
140032200.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WDV2
Other Note
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
40000000.00
40000000.00
0.0021
N
39984800.00
39984800.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEF6
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
45000000.00
45000000.00
0.0023
N
45010800.00
45010800.00
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
80000000.00
80000000.00
0.0041
N
80019200.00
80019200.00
Bank of America, NA
Bank of America, NA 0.553000%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-10-24
2012-08-22
N
N
N
147000000.00
147000000.00
0.0076
N
147253575.00
147253575.00
Bank of America, NA
Bank of America, NA 0.200000%
06422TVQ3
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
10000000.00
9998722.22
0.0005
Security is a Bankers Acceptance.
N
9998700.00
9998700.00
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
24581943.00
24571864.40
0.0013
Security is a Bankers Acceptance.
N
24589317.58
24589317.58
Bank of Montreal
Bank of Montreal 0.120000%
06366U7A0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
137000000.00
137000000.00
0.0070
N
137000000.00
137000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417D2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
6000000.00
6000000.00
0.0003
N
6000360.00
6000360.00
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
37000000.00
37000000.00
0.0019
N
36993340.00
36993340.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4B8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
40000000.00
40000000.00
0.0021
N
39992800.00
39992800.00
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
108000000.00
108000000.00
0.0055
N
107980560.00
107980560.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417D5B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
98000000.00
98000000.00
0.0050
N
98002940.00
98002940.00
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
3000000.00
3000000.00
0.0002
N
2999640.00
2999640.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
85000000.00
85000000.00
0.0044
N
84981300.00
84981300.00
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
26000000.00
26000000.00
0.0013
N
26001040.00
26001040.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
80000000.00
80000000.00
0.0041
N
80004000.00
80004000.00
Barclays Bank Plc
Barclays Bank Plc 0.686500%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-10-17
N
N
N
64000000.00
64000000.00
0.0033
N
64057600.00
64057600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M110801_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-12-18
0.750000
Government Agency Debt
18653000.00
18683295.58
Fannie Mae
2016-03-15
2.250000
Government Agency Debt
26966000.00
27920731.23
GNMA
2039-06-15
4.500000
Government Agency Debt
96055507.00
89246201.08
GNMA
2041-05-20
4.000000
Government Agency Debt
27460004.00
28125412.99
GNMA
2041-07-20
4.500000
Government Agency Debt
65462440.00
69572826.60
Unrated Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
225000000.00
225000000.00
0.0116
N
225000000.00
225000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
992JYM004_0.1500_M110804_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-07-01
4.000000
Government Agency Debt
35080000.00
32351082.23
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
29451989.00
29145698.93
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
27964633.00
27851622.93
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
29946566.00
29617698.80
Fannie Mae
2026-05-01
3.500000
Government Agency Debt
30622610.00
30945354.42
Fannie Mae
2031-06-01
4.000000
Government Agency Debt
31957739.00
32959445.63
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
66664864.00
31282336.57
Fannie Mae
2040-01-01
4.292000
Government Agency Debt
34482966.00
32287543.05
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
50000000.00
28228867.53
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
30886965.00
28897620.46
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
30420595.00
32373844.51
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
27678187.00
28523832.40
Fannie Mae
2041-07-01
2.634900
Government Agency Debt
23578194.00
23891769.05
FNMS 05.000 CLAL0550
2041-07-01
5.000000
Government Agency Debt
24948030.00
26678347.74
Freddie Mac
2024-06-01
4.000000
Government Agency Debt
48097496.00
33204936.80
Unrated Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
431000000.00
431000000.00
0.0221
N
430995690.00
430995690.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
992JYM004_0.2200_M110805_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
257290000.00
135867851.46
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
50997436.00
48633762.65
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
22143092.00
22458973.41
Freddie Mac
2033-10-15
1.691000
Government Agency Debt
173314254.00
71607822.12
Freddie Mac
2034-01-15
1.637000
Government Agency Debt
35000000.00
16591585.67
Unrated Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
283000000.00
283000000.00
0.0145
N
283000000.00
283000000.00
BNP Paribas
BNP Paribas 0.590000%
05566Q6H5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
25000000.00
25000000.00
0.0013
N
25012750.00
25012750.00
BNP Paribas
BNP Paribas 0.530000%
05572NAP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
192000000.00
192000000.00
0.0099
N
192044160.00
192044160.00
BNP Paribas
BNP Paribas 0.540000%
05572NAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
86000000.00
86000000.00
0.0044
N
86020640.00
86020640.00
BNP Paribas
BNP Paribas 0.540000%
05572NAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
2000000.00
2000000.00
0.0001
N
2000520.00
2000520.00
BNP Paribas
BNP Paribas 0.540000%
05572NBF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
60000000.00
60000000.00
0.0031
N
60018000.00
60018000.00
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
24000000.00
24000000.00
0.0012
N
24008400.00
24008400.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
24000000.00
24000000.00
0.0012
N
24015600.00
24015600.00
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
13000000.00
13000000.00
0.0007
N
13008060.00
13008060.00
BNP Paribas
BNP Paribas 0.560000%
05572NDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
21000000.00
21000000.00
0.0011
N
21007770.00
21007770.00
BNP Paribas
BNP Paribas 0.585000%
05572WAE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
10900000.00
10906864.88
0.0006
N
10909265.00
10909265.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.210000%
987WVU007_0.2100_M110801_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-04-01
4.500000
Government Agency Debt
38950453.00
27818347.52
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
240445232.00
232088805.97
Fannie Mae
2041-06-01
2.822000
Government Agency Debt
194141734.00
200502846.79
Unrated Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
447000000.00
447000000.00
0.0230
N
447000000.00
447000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.250000%
10513DCH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
50000000.00
50000000.00
0.0026
N
49993500.00
49993500.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.190000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
37000000.00
36944243.05
0.0019
N
36960040.00
36960040.00
CAFCO, LLC
CAFCO, LLC 0.190000%
12476FX68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16994078.33
0.0009
N
16995580.00
16995580.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
60000000.00
59997950.00
0.0031
N
59998800.00
59998800.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
62000000.00
61997175.55
0.0032
N
61998760.00
61998760.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3VB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999544.44
0.0002
N
3999840.00
3999840.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.277300%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-22
2012-07-23
N
N
N
92000000.00
92000000.00
0.0047
N
92000000.00
92000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.237300%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-12-28
N
N
N
200000000.00
200000000.00
0.0103
N
199992000.00
199992000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3V87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30997287.50
0.0016
N
30998140.00
30998140.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3VA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8998987.50
0.0005
N
8999370.00
8999370.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.440000%
1373X3VB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999633.33
0.0002
N
2999790.00
2999790.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.170000%
1373X3VK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
44000000.00
43996260.00
0.0023
N
43994720.00
43994720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.460000%
1373X3VP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28991847.78
0.0015
N
28995940.00
28995940.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
1373X3VQ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
52000000.00
51992691.11
0.0027
N
51992720.00
51992720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
1373X3WC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
21000000.00
20994855.00
0.0011
N
20994540.00
20994540.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
1373X3WL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999388.89
0.0001
N
1999360.00
1999360.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.360000%
1373X3ZD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9986600.00
0.0005
N
9988300.00
9988300.00
Chariot Funding, LLC
Chariot Funding, LLC 0.150000%
15963UV29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74999687.50
0.0039
N
74999250.00
74999250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.150000%
15963UV45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
71000000.00
70999112.50
0.0036
N
70998580.00
70998580.00
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
294000000.00
294000000.00
0.0151
N
293991180.00
293991180.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MV33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69998405.55
0.0036
N
69998600.00
69998600.00
Ciesco, LLC
Ciesco, LLC 0.380000%
17177MV58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12999451.11
0.0007
N
12999740.00
12999740.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
32000000.00
31953431.11
0.0016
N
31967680.00
31967680.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CXE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13994532.22
0.0007
N
13995800.00
13995800.00
Citibank, NA
Citibank, NA 0.190000%
1730D2E65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
14000000.00
14000000.00
0.0007
N
14000280.00
14000280.00
Citibank, NA
Citibank, NA 0.180000%
1730D2F49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
40000000.00
40000000.00
0.0021
N
39999600.00
39999600.00
Citibank, NA
Citibank, NA 0.200000%
1730D2G89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
11000000.00
11000000.00
0.0006
N
10998680.00
10998680.00
Citibank, NA
Citibank, NA 0.110000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
15000000.00
15000000.00
0.0008
Security is a time deposit.
N
15000000.00
15000000.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
25000000.00
25000000.00
0.0013
Security is a time deposit.
N
25000000.00
25000000.00
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
32000000.00
31986826.67
0.0016
N
31996160.00
31996160.00
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
2000000.00
1999050.00
0.0001
N
1999700.00
1999700.00
Cleveland
Airport System Taxable Revenue Bonds Series 2008F 0.130000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
29000000.00
29000000.00
0.0015
N
29000000.00
29000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.276800%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2012-05-18
N
N
N
135000000.00
135000000.00
0.0069
N
135000000.00
135000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272EVP0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
108000000.00
107988780.01
0.0055
N
107990280.00
107990280.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272EWF1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
44000000.00
43990650.00
0.0023
N
43992080.00
43992080.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272EWM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
70000000.00
69981158.34
0.0036
N
69985300.00
69985300.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
20272EYE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
15300000.00
15289736.24
0.0008
N
15290208.00
15290208.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
81000000.00
80998155.00
0.0042
N
80998380.00
80998380.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
95000000.00
94996754.17
0.0049
N
94998100.00
94998100.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1997072.22
0.0001
N
1996440.00
1996440.00
Credit Suisse AG
Credit Suisse AG 0.255100%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-12-01
N
N
N
27000000.00
27000000.00
0.0014
N
26998380.00
26998380.00
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
227000000.00
227000000.00
0.0117
N
226988650.00
226988650.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799D001_0.1700_M110801_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-06-20
5.500000
Government Agency Debt
93090000.00
98736540.21
Unrated Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
96798133.00
96798133.00
0.0050
N
96798133.00
96798133.00
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
67000000.00
66996398.75
0.0034
N
66996650.00
66996650.00
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
11000000.00
10995645.83
0.0006
N
10996150.00
10996150.00
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
113000000.00
113000000.00
0.0058
N
113038420.00
113038420.00
Deutsche Bank AG
Deutsche Bank AG 0.240000%
25154TZ83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
65000000.00
65000000.00
0.0033
N
65005850.00
65005850.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
21599B009_0.2200_M110801_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-07-25
5.000000
Government Agency Debt
95170966.00
99509488.52
Fannie Mae
2040-11-25
0.637000
Government Agency Debt
14272417.00
14208348.12
Fannie Mae
2041-07-25
6.000000
Government Agency Debt
71136760.00
72875953.44
Freddie Mac
2029-04-15
5.500000
Government Agency Debt
87578333.00
90099669.78
GNMA
2036-12-16
5.750000
Government Agency Debt
100000000.00
94391210.19
GNMA
2037-11-16
5.750000
Government Agency Debt
98354811.00
96915330.95
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
450000000.00
450000000.00
0.0231
N
450000000.00
450000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.310000%
991JCA005_0.3100_M110801_2M47
0001074042
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249992.16
AFLAC INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249985.32
AGILENT TECHNOLOGIES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
759.24
CENTURYLINK INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249966.32
CHEVRON CORP NEW COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249952.66
DU PONT E I DE NEMOURS & CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249998.30
EXXON MOBIL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249925.20
GENON ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249997.77
GOODRICH CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249924.82
HONEYWELL INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249956.00
JPMORGAN CHASE & CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249970.12
MARATHON OIL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249983.30
MCDONALDS CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249945.06
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249999.70
NIKE INC CL B
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249966.16
OCCIDENTAL PETE CORP DEL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249961.00
PG&E CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249980.80
PHILIP MORRIS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249940.30
PUBLIC STORAGE COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249936.00
SUNTRUST BKS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249997.18
UNION PAC CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249931.36
UNITED TECHNOLOGIES CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
2249951.28
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
45000000.00
45000000.00
0.0023
Repurchase agreement collateralized by common stock and ETFs.
N
45000000.00
45000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M110805_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
6.000000
Government Agency Debt
29180514.00
9196345.27
Fannie Mae
2027-02-01
2.000000
Government Agency Debt
18890305.00
13233740.02
Fannie Mae
2035-09-01
4.000000
Government Agency Debt
11678537.00
5684501.54
Fannie Mae
2036-12-01
2.000000
Government Agency Debt
32602822.00
13095390.87
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
26842969.00
13195140.58
Fannie Mae
2040-07-01
3.500000
Government Agency Debt
18425.00
11592.77
GNMA
2038-12-15
5.500000
Government Agency Debt
47022280.00
13148678.10
GNMA
2041-05-20
3.500000
Government Agency Debt
7614.00
7841.65
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
65000000.00
65000000.00
0.0033
N
64995450.00
64995450.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.340000%
2332K1VS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
201000000.00
200952541.65
0.0103
N
200971860.00
200971860.00
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
43000000.00
42961383.61
0.0022
N
42953990.00
42953990.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.250000%
25600TK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
5000000.00
5000000.00
0.0003
N
4999300.00
4999300.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.190000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.140000%
30601WV89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
18859000.00
18858486.62
0.0010
N
18858057.05
18858057.05
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BV18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
25000000.00
0.0013
N
24999750.00
24999750.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BW74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
60000000.00
59990750.00
0.0031
N
59991600.00
59991600.00
Fannie Mae
Fannie Mae 0.070000%
313588KD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
5000000.00
4999931.94
0.0003
N
4999970.00
4999970.00
Fannie Mae
Fannie Mae 0.020000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
95300000.00
95298041.06
0.0049
N
95290184.10
95290184.10
Fannie Mae
Fannie Mae 0.020000%
313588LL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
335000000.00
334992927.74
0.0172
N
334964490.00
334964490.00
Fannie Mae
Fannie Mae 0.020000%
313588LM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
207000000.00
206995515.01
0.0106
N
206977644.00
206977644.00
Fannie Mae
Fannie Mae 0.035000%
313588LR4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
33000000.00
32998620.42
0.0017
N
32996073.00
32996073.00
Fannie Mae
Fannie Mae 0.035000%
313588LX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
50000000.00
49997618.06
0.0026
N
49993200.00
49993200.00
Fannie Mae
Fannie Mae 0.120000%
313588ME2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
10000000.00
9998133.34
0.0005
N
9998440.00
9998440.00
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
40000000.00
39999866.67
0.0021
N
39999920.00
39999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384JY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
15000000.00
14999933.33
0.0008
N
14999970.00
14999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384JY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
14000000.00
13999968.89
0.0007
N
13999972.00
13999972.00
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
57000000.00
56999715.00
0.0029
N
56999829.00
56999829.00
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
65000000.00
64999602.77
0.0033
N
64999805.00
64999805.00
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
59400000.00
59399538.00
0.0031
N
59399821.80
59399821.80
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
25000000.00
24999930.56
0.0013
N
24999925.00
24999925.00
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
8500000.00
8499924.44
0.0004
N
8499974.50
8499974.50
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
18000000.00
17999685.00
0.0009
N
17999874.00
17999874.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384KF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
3100000.00
3099953.50
0.0002
N
3099978.30
3099978.30
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
13442000.00
13441820.78
0.0007
N
13441825.25
13441825.25
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
2000000.00
1999946.67
0.0001
N
1999974.00
1999974.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384LK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
3000000.00
2999892.08
0.0002
N
2999691.00
2999691.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384LU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
5000000.00
4999872.22
0.0003
N
4999360.00
4999360.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384MB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
78000000.00
77985071.68
0.0040
N
77988534.00
77988534.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384MG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
12000000.00
11997100.00
0.0006
N
11998068.00
11998068.00
Freddie Mac
Freddie Mac 0.070000%
313396KD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
12350000.00
12349831.90
0.0006
N
12349925.90
12349925.90
Freddie Mac
Freddie Mac 0.035000%
313396KE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
265000000.00
264997938.88
0.0136
N
264998145.00
264998145.00
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
75000000.00
74998958.34
0.0039
N
74999400.00
74999400.00
Freddie Mac
Freddie Mac 0.070000%
313396KH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
10000000.00
9999786.11
0.0005
N
9999910.00
9999910.00
Freddie Mac
Freddie Mac 0.025000%
313396KT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
27000000.00
26999606.25
0.0014
N
26999541.00
26999541.00
Freddie Mac
Freddie Mac 0.030000%
313396LA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
11500000.00
11499731.66
0.0006
N
11499735.50
11499735.50
Freddie Mac
Freddie Mac 0.030000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
70000000.00
69997083.33
0.0036
N
69990270.00
69990270.00
Freddie Mac
Freddie Mac 0.040000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
35000000.00
34998055.56
0.0018
N
34995135.00
34995135.00
Freddie Mac
Freddie Mac 0.055000%
313396MA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
10000000.00
9999205.55
0.0005
N
9998560.00
9998560.00
Freddie Mac
Freddie Mac 0.146100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2012-08-10
N
N
N
100000000.00
100000000.00
0.0051
N
100149400.00
100149400.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.180000%
3686M1V52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
130000000.00
129997400.00
0.0067
N
129994800.00
129994800.00
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
46000000.00
45992077.78
0.0024
N
45991260.00
45991260.00
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
15000000.00
14996250.00
0.0008
N
14995800.00
14995800.00
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
105000000.00
104886249.99
0.0054
N
104902350.00
104902350.00
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
112000000.00
111991288.89
0.0058
N
111991040.00
111991040.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959JW90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
174000000.00
173939679.98
0.0089
N
173980860.00
173980860.00
General Electric Capital Corp
General Electric Capital Corp 0.190000%
36959JYM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
75000000.00
74955666.67
0.0039
N
74956500.00
74956500.00
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
7000000.00
6993486.11
0.0004
N
6994680.00
6994680.00
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
3000000.00
2997083.33
0.0002
N
2997570.00
2997570.00
General Electric Co
General Electric Co 0.120000%
36960MW74
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
20000000.00
19997533.33
0.0010
N
19997800.00
19997800.00
General Electric Co
General Electric Co 0.120000%
36960MWK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
22000000.00
21996406.67
0.0011
N
21996700.00
21996700.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
38399H002_0.2100_M110801_2M47
0000769993
Government Agency Repurchase Agreement
Y
0.13 FHLB 12 5W
2012-01-23
6.000000
Government Agency Debt
15000000.00
14998704.17
Fannie Mae
2013-04-25
4.000000
Government Agency Debt
15585000.00
15646733.92
Fannie Mae
2014-04-15
5.000000
Government Agency Debt
13852000.00
15237777.17
Fannie Mae
2017-06-12
4.000000
Government Agency Debt
2582000.00
3047734.35
FCFR 01LI A 13/06
2013-06-12
5.000000
Government Agency Debt
12500000.00
12506000.00
FCFR 01LI AN 13/07
2013-07-29
6.000000
Government Agency Debt
12000000.00
11990640.00
FHDN 11/18/11
2011-11-18
4.500000
Government Agency Debt
15300000.00
15294798.00
Freddie Mac
2011-09-06
4.000000
Government Agency Debt
10079000.00
10077891.31
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
95000000.00
95000000.00
0.0049
N
95000000.00
95000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M110804_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-12-15
5.500000
Government Agency Debt
128232721.00
90882031.88
GNMA
2039-12-15
6.000000
Government Agency Debt
115000000.00
102698971.74
GNMA
2041-01-20
3.500000
Government Agency Debt
121027832.00
118013083.43
GNMA
2041-02-15
4.000000
Government Agency Debt
55122439.00
55905913.43
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
350000000.00
350000000.00
0.0180
N
350000000.00
350000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111018_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749994.54
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749972.96
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749952.05
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749991.79
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749991.87
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749964.60
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749962.55
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749969.13
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749966.16
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749984.10
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749997.00
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749969.60
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749973.80
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749982.08
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749977.82
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749969.49
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749989.12
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749973.10
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749971.43
THERMO FISHER SCIENTIFIC INCCOM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
542.61
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749983.76
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749976.92
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
35000000.00
35000000.00
0.0018
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
992JYE002_0.5600_M111116_2M47
0000769993
Other Repurchase Agreement
N
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249982.34
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3617486.18
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249975.37
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249995.19
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249994.50
BOEING CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249967.34
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249998.11
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249957.60
CITIGROUP INC COM NEW
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1632996.78
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249951.95
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249952.30
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249991.00
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249986.00
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249975.84
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249983.62
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249982.84
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249966.20
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249986.72
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249980.75
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249964.72
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249951.28
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
5249983.44
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
105000000.00
105000000.00
0.0054
Repurchase agreement collateralized by common stock and ETFs.
Y
105000000.00
105000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249991.64
AES CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499997.10
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249976.98
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499972.29
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249958.67
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499923.11
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249995.92
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499925.96
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249996.09
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499994.43
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249991.80
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499976.85
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249954.12
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499991.57
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249992.88
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499973.54
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249960.07
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499993.91
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249977.87
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499993.77
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249918.90
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499921.90
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249965.60
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499996.00
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249986.34
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499985.32
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249966.72
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499984.64
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249994.08
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499991.57
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249968.08
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499998.59
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249982.56
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499993.44
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249967.60
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499994.50
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249961.35
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499989.92
THERMO FISHER SCIENTIFIC INCCOM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
602.90
THERMO FISHER SCIENTIFIC INCCOM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
542.61
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249938.37
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499954.61
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
3249987.24
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499957.64
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
95000000.00
95000000.00
0.0049
Repurchase agreement collateralized by common stock and ETFs.
Y
95089300.00
95089300.00
Goldman Sachs & Co
Goldman Sachs & Co 0.710000%
992JYE002_0.7100_M110801_2M47
0000769993
Other Repurchase Agreement
N
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999973.63
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999979.45
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999952.35
BOEING CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999960.64
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999988.76
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999964.72
CITIGROUP INC COM NEW
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999982.94
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999991.88
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999974.43
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999966.36
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999981.80
GENON ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1691262.68
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999989.50
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
309244.74
MERCK & CO INC NEW COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999987.01
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999988.76
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999998.12
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999984.80
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999951.70
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999952.94
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999939.48
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1999996.20
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
40000000.00
40000000.00
0.0021
Repurchase agreement collateralized by common stock and ETFs.
N
40000000.00
40000000.00
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
80000000.00
80000000.00
0.0041
N
80001600.00
80001600.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346MV35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
50000000.00
49999444.45
0.0026
N
49998500.00
49998500.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346MV43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
40000000.00
39999333.33
0.0021
N
39998800.00
39998800.00
Gotham Funding Corp
Gotham Funding Corp 0.200000%
38346MV50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
50000000.00
49998888.89
0.0026
N
49998055.00
49998055.00
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
9998333.33
0.0005
N
9998100.00
9998100.00
Govco, LLC
Govco, LLC 0.200000%
38362WW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19996444.44
0.0010
N
19996000.00
19996000.00
Govco, LLC
Govco, LLC 0.200000%
38362WWE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6998288.89
0.0004
N
6998040.00
6998040.00
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
75000000.00
74977041.66
0.0039
N
74972250.00
74972250.00
Govco, LLC
Govco, LLC 0.190000%
38362WXB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62000000.00
61976767.22
0.0032
N
61969620.00
61969620.00
Govco, LLC
Govco, LLC 0.190000%
38362WXD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
54000000.00
53979195.00
0.0028
N
53972460.00
53972460.00
Govco, LLC
Govco, LLC 0.190000%
38362WXE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
49000000.00
48980862.78
0.0025
N
48974520.00
48974520.00
Govco, LLC
Govco, LLC 0.190000%
38362WXJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
17000000.00
16993001.67
0.0009
N
16990480.00
16990480.00
Govco, LLC
Govco, LLC 0.190000%
38362WXM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
67000000.00
66971357.50
0.0034
N
66960470.00
66960470.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
25000000.00
24995527.78
0.0013
N
24999000.00
24999000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.230000%
38501CWE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
40000000.00
39988755.56
0.0021
N
39995200.00
39995200.00
Grampian Funding, LLC
Grampian Funding, LLC 0.420000%
38501CXT9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
51000000.00
50948235.00
0.0026
N
50982150.00
50982150.00
Grampian Funding, LLC
Grampian Funding, LLC 0.330000%
38501CY76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
7000000.00
6993711.67
0.0004
N
6997480.00
6997480.00
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
4000000.00
3995397.78
0.0002
N
3998520.00
3998520.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.180000%
75914UAF7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
19500000.00
19500000.00
0.0010
N
19500000.00
19500000.00
Indiana Health & Educational Facility Financing Auth
Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.130000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12645000.00
12645000.00
0.0006
N
12645000.00
12645000.00
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
164000000.00
163938181.09
0.0084
N
163939320.00
163939320.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.220000%
4497W1X68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
Y
ING Bank NV
N/A
N/A
N
45000000.00
44981850.00
0.0023
N
44980650.00
44980650.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.150000%
4662J1W71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
156000000.00
155975949.98
0.0080
N
155967240.00
155967240.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.215800%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2012-03-13
N
N
N
114000000.00
114000000.00
0.0059
N
114000000.00
114000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.210000%
46899T004_0.2100_M110801_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
4.500000
Government Agency Debt
150560009.00
120436051.69
Freddie Mac
2023-09-15
4.807000
Government Agency Debt
71461145.00
59813949.03
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
175000000.00
175000000.00
0.0090
N
175000000.00
175000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.226300%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-08-22
2012-08-21
N
N
N
47000000.00
47000000.00
0.0024
N
47020069.00
47020069.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.281300%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2011-10-18
2012-08-17
N
N
N
90000000.00
90000000.00
0.0046
N
90011160.00
90011160.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.150000%
4820P3VQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8999137.50
0.0005
N
8998740.00
8998740.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.120000%
4820P3VS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999166.66
0.0005
N
9998400.00
9998400.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.150000%
4820P3W74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39993833.33
0.0021
N
39990800.00
39990800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.140000%
4820P3WD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40017000.00
40010308.27
0.0021
N
40006195.41
40006195.41
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
52000000.00
51987924.44
0.0027
N
51991160.00
51991160.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5X63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14995050.00
0.0008
N
14996100.00
14996100.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5XM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15787000.00
15780251.05
0.0008
N
15781632.42
15781632.42
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4997875.00
0.0003
N
4998200.00
4998200.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5017000.00
5014842.69
0.0003
N
5015143.71
5015143.71
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M110801_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-12-25
1.637000
Government Agency Debt
100000000.00
14223390.56
Fannie Mae
2028-02-25
4.000000
Government Agency Debt
21000000.00
16629816.58
Fannie Mae
2033-09-25
4.500000
Government Agency Debt
54760000.00
15486740.33
Fannie Mae
2034-03-25
5.000000
Government Agency Debt
23090000.00
16895943.02
Fannie Mae
2034-04-25
3.500000
Government Agency Debt
50000000.00
14921316.78
Fannie Mae
2037-02-25
4.500000
Government Agency Debt
24840000.00
17077831.93
Fannie Mae
2037-04-25
4.000000
Government Agency Debt
38453970.00
13465389.95
Freddie Mac
2023-08-15
3.500000
Government Agency Debt
45270086.00
7230823.61
Freddie Mac
2024-11-15
4.000000
Government Agency Debt
16000000.00
15605182.48
Freddie Mac
2027-07-15
4.500000
Government Agency Debt
19500000.00
15067202.00
Freddie Mac
2029-02-15
1.691000
Government Agency Debt
15000000.00
15288080.00
Freddie Mac
2029-06-15
4.292000
Government Agency Debt
13390512.00
14711270.27
Freddie Mac
2030-10-15
3.500000
Government Agency Debt
50000000.00
14043173.30
Freddie Mac
2032-04-15
5.500000
Government Agency Debt
66619000.00
15014687.14
Freddie Mac
2032-10-15
4.000000
Government Agency Debt
52820882.00
14581427.47
Freddie Mac
2033-01-15
3.500000
Government Agency Debt
50000000.00
13998168.55
Freddie Mac
2033-09-15
2.634900
Government Agency Debt
50000000.00
16555420.97
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
44623085.00
17183985.11
Freddie Mac
2034-03-15
5.500000
Government Agency Debt
50000000.00
15492074.55
Freddie Mac
2034-06-15
3.500000
Government Agency Debt
13600000.00
15427862.67
Freddie Mac
2037-01-15
5.000000
Government Agency Debt
13813000.00
15176464.35
Freddie Mac
2038-01-15
5.000000
Government Agency Debt
13043800.00
14616930.11
GNMA
2032-08-16
3.500000
Government Agency Debt
30245000.00
17169506.41
GNMA
2034-05-20
0.637000
Government Agency Debt
15000000.00
13497403.69
GNMA
2037-10-20
0.637000
Government Agency Debt
17030525.00
16284636.22
GNMA
2039-02-16
0.686500
Government Agency Debt
15000000.00
14282923.33
GNMA
2039-04-16
4.500000
Government Agency Debt
20919066.00
15740857.83
GNMA
2039-04-20
4.000000
Government Agency Debt
20500000.00
16044247.25
GNMA
2039-06-20
3.000000
Government Agency Debt
25000000.00
15822235.32
GNMA
2040-07-20
0.637000
Government Agency Debt
17548356.00
16373382.82
GNMA
2041-06-20
6.000000
Government Agency Debt
15402000.00
14741625.56
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
455000000.00
455000000.00
0.0234
N
455000000.00
455000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.130000%
60681PK45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
20000000.00
20000000.00
0.0010
N
19999800.00
19999800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.150000%
60681PK52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
33000000.00
33000000.00
0.0017
N
32999670.00
32999670.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687C4S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
194000000.00
194000000.00
0.0100
N
193998060.00
193998060.00
National Australia Bank Ltd
National Australia Bank Ltd 0.215100%
63253TBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-05
2011-10-05
N
N
N
119000000.00
119000000.00
0.0061
N
119002380.00
119002380.00
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
87000000.00
87000000.00
0.0045
N
86965200.00
86965200.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253KX51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
Y
National Australia Bank Ltd
N/A
N/A
N
72000000.00
71974000.00
0.0037
N
71983440.00
71983440.00
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
6000000.00
5996960.00
0.0003
N
5998680.00
5998680.00
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
20000000.00
19986661.11
0.0010
N
19994000.00
19994000.00
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
20000000.00
19999511.11
0.0010
N
19999200.00
19999200.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SV88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
9000000.00
8999615.00
0.0005
N
8999550.00
8999550.00
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
16000000.00
15996266.67
0.0008
N
15996160.00
15996160.00
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
111000000.00
111000000.00
0.0057
N
110996670.00
110996670.00
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
6000000.00
6000000.00
0.0003
N
5999820.00
5999820.00
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
29000000.00
28999161.64
0.0015
N
29000580.00
29000580.00
Nordea North America, Inc
Nordea North America, Inc 0.195000%
6555P1W86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Nordea Bank AB
N/A
N/A
N
156000000.00
155967889.99
0.0080
N
155970360.00
155970360.00
Nordea North America, Inc
Nordea North America, Inc 0.210000%
6555P1XQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
Y
Nordea Bank AB
N/A
N/A
N
4000000.00
3998040.00
0.0002
N
3997920.00
3997920.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
Y
Nordea Bank AB
N/A
N/A
N
25000000.00
24979777.78
0.0013
N
24979000.00
24979000.00
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
47000000.00
46959266.66
0.0024
N
46955820.00
46955820.00
Old Line Funding, LLC
Old Line Funding, LLC 0.140000%
67983UVP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9999144.45
0.0005
N
9999400.00
9999400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.170000%
67983UXL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15000000.00
14994333.33
0.0008
N
14995050.00
14995050.00
Rabobank Nederland
Rabobank Nederland 0.276500%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-09-15
N
N
N
130000000.00
130000000.00
0.0067
N
130010400.00
130010400.00
Rabobank Nederland
Rabobank Nederland 0.260100%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-10-07
N
N
N
63000000.00
63000000.00
0.0032
N
63006300.00
63006300.00
Rabobank Nederland
Rabobank Nederland 0.265100%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-05
2011-12-05
N
N
N
78000000.00
78000000.00
0.0040
N
78010920.00
78010920.00
Rabobank Nederland
Rabobank Nederland 0.255100%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0051
N
100008000.00
100008000.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E0AP1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24957465.28
0.0013
N
24953500.00
24953500.00
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
6979070.00
0.0004
N
6982010.00
6982010.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1YE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10000000.00
9989791.67
0.0005
N
9991600.00
9991600.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1ZC1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17976725.00
0.0009
N
17978220.00
17978220.00
Royal Bank of Canada
Royal Bank of Canada 0.235100%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-05
2012-03-05
N
N
N
79000000.00
79000000.00
0.0041
N
79014220.00
79014220.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-03-27
N
N
N
234000000.00
234000000.00
0.0120
N
234107640.00
234107640.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-04-09
N
N
N
52000000.00
52000000.00
0.0027
N
52014560.00
52014560.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-04-12
N
N
N
69000000.00
69000000.00
0.0035
N
69057270.00
69057270.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
61000000.00
61000000.00
0.0031
N
61084180.00
61084180.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2X2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
35000000.00
35000000.00
0.0018
N
35049700.00
35049700.00
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
16000000.00
16000000.00
0.0008
N
16008960.00
16008960.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H3L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
46000000.00
46000000.00
0.0024
N
46002300.00
46002300.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HY66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
6000000.00
6000000.00
0.0003
N
6001020.00
6001020.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 1.000000%
B0B99Z001
0000729153
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
65000000.00
65000000.00
0.0033
N
65039650.00
65039650.00
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
50000000.00
49980166.67
0.0026
N
49989500.00
49989500.00
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
54000000.00
53978220.00
0.0028
N
53988120.00
53988120.00
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
35000000.00
34983802.78
0.0018
N
34991250.00
34991250.00
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
60000000.00
59931966.67
0.0031
N
59913000.00
59913000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.150000%
82124MV56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
17000000.00
16999716.67
0.0009
N
16999320.00
16999320.00
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
11000000.00
10998780.83
0.0006
N
10998680.00
10998680.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MVQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
60000000.00
59993100.00
0.0031
N
59992200.00
59992200.00
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
19997500.00
0.0010
N
19997200.00
19997200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MZ94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
25000000.00
24978333.33
0.0013
N
24974000.00
24974000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83051ALB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
69000000.00
69000000.00
0.0035
N
69001380.00
69001380.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051ANQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
11000000.00
11000000.00
0.0006
N
11000440.00
11000440.00
Societe Generale
Societe Generale 0.435100%
83369RUP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-09-07
N
N
N
126000000.00
126000000.00
0.0065
N
126005040.00
126005040.00
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
40000000.00
40000000.00
0.0021
N
40014400.00
40014400.00
Societe Generale
Societe Generale 0.385800%
83369RYM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-11
2011-10-11
N
N
N
25000000.00
25000000.00
0.0013
N
25000750.00
25000750.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365RBD6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
Y
Societe Generale
N/A
N/A
N
39000000.00
38885340.00
0.0020
N
38909910.00
38909910.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.520000%
83365SVP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
Y
Societe Generale
N/A
N/A
N
21000000.00
20993326.67
0.0011
N
20997480.00
20997480.00
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
68000000.00
67961240.00
0.0035
N
67985040.00
67985040.00
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
38000000.00
37999472.22
0.0020
N
37999240.00
37999240.00
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
24998666.67
0.0013
N
24998750.00
24998750.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.220000%
8342E3W93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
21000000.00
20994995.00
0.0011
N
20995590.00
20995590.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
55000000.00
54986525.00
0.0028
N
54985700.00
54985700.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
32000000.00
31991600.00
0.0016
N
31991040.00
31991040.00
Starbird Funding Corp
Starbird Funding Corp 0.200000%
85520MWF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
17000000.00
16995750.00
0.0009
N
16995240.00
16995240.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
24000000.00
23992860.00
0.0012
N
23992320.00
23992320.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257KA53
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40963000.00
40954636.72
0.0021
Y
40955217.03
40955217.03
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.415000%
86562WKH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
54000000.00
54000179.63
0.0028
N
54008100.00
54008100.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.150000%
86562WNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
99000000.00
99000000.00
0.0051
N
98999010.00
98999010.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.150000%
86562WNC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
41000000.00
41000000.00
0.0021
N
40999590.00
40999590.00
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
3000000.00
3000000.00
0.0002
N
2999970.00
2999970.00
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
21000000.00
21000093.18
0.0011
N
20999580.00
20999580.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.160000%
86959BVM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
66000000.00
66000000.00
0.0034
N
65998680.00
65998680.00
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
21000000.00
21000000.00
0.0011
N
20999370.00
20999370.00
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
105000000.00
105000932.84
0.0054
N
104991600.00
104991600.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.195000%
86959BWR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
9000000.00
9000000.00
0.0005
N
8999010.00
8999010.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.240000%
86958GV44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
47000000.00
46999060.00
0.0024
N
46999060.00
46999060.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.190000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0004
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.250000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Texas
N/A
N/A
N
N
1090000.00
1090000.00
0.0001
N
1090000.00
1090000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.150000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
13070000.00
13070000.00
0.0007
N
13070000.00
13070000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.180000%
88324MV93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
35000000.00
34998600.00
0.0018
N
34997900.00
34997900.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.257300%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-10-28
N
N
N
45000000.00
45000000.00
0.0023
N
45007200.00
45007200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YN33
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
122000000.00
122000000.00
0.0063
N
122001220.00
122001220.00
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
100000000.00
100000000.00
0.0051
N
100002000.00
100002000.00
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
0.0013
N
25000500.00
25000500.00
UBS AG
UBS AG 0.400000%
90267AE36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
56000000.00
56000000.00
0.0029
N
56015120.00
56015120.00
UBS AG
UBS AG 0.400000%
90267AE44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
63000000.00
63000000.00
0.0032
N
63017010.00
63017010.00
UBS AG
UBS AG 0.400000%
90267AF43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
35000000.00
35000000.00
0.0018
N
35009100.00
35009100.00
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
35000000.00
35000000.00
0.0018
N
35009450.00
35009450.00
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
30000000.00
30000000.00
0.0015
N
29994300.00
29994300.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
5000000.00
5000000.00
0.0003
N
4999450.00
4999450.00
UBS AG
UBS AG 0.586500%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-10-17
N
N
N
92000000.00
92000000.00
0.0047
N
91998160.00
91998160.00
UBS Securities LLC
UBS Securities LLC 0.220000%
99EPPA003_0.2200_M110801_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
101505355.00
100286675.49
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
1801027.00
1713325.31
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
100000000.00
100000000.00
0.0051
N
100000000.00
100000000.00
Union Bank, NA
Union Bank, NA 0.250000%
90527MQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
72000000.00
72000000.00
0.0037
N
72002160.00
72002160.00
Union Bank, NA
Union Bank, NA 0.150000%
90527MSC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
12000000.00
12000000.00
0.0006
N
11999640.00
11999640.00
Univ of California
General Revenue Bonds Series 2011 Y-2 0.267300%
91412GFA8
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-08-03
2012-07-01
N
N
N
30000000.00
30000000.00
0.0015
N
30000000.00
30000000.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MV20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
15000000.00
14999937.50
0.0008
N
14999700.00
14999700.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MV53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
29000000.00
28999516.67
0.0015
N
28999130.00
28999130.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MWN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
16000000.00
15996533.33
0.0008
N
15995360.00
15995360.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MXE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
21000000.00
20992661.67
0.0011
N
20990340.00
20990340.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MXR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
6000000.00
5997591.66
0.0003
N
5996700.00
5996700.00
Wells Fargo Bank NA
Wells Fargo Bank NA 0.050000%
910MLL002
0000072971
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
75000000.00
75000000.00
0.0039
Security is a time deposit.
N
74998500.00
74998500.00
Westpac Banking Corp
Westpac Banking Corp 0.402600%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2011-10-28
2012-08-27
N
N
N
100000000.00
100000000.00
0.0051
N
100127400.00
100127400.00
Westpac Banking Corp
Westpac Banking Corp 0.265800%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-10
2012-01-10
N
N
N
20000000.00
20000000.00
0.0010
N
20000000.00
20000000.00
Westpac Banking Corp
Westpac Banking Corp 0.275600%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-05-01
N
N
N
158000000.00
158000000.00
0.0081
N
158034760.00
158034760.00
Westpac Banking Corp
Westpac Banking Corp 0.330000%
96121TDG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8000000.00
8000212.96
0.0004
N
8001920.00
8001920.00
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
118000000.00
117999999.13
0.0061
N
117995280.00
117995280.00
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
46000000.00
45995655.56
0.0024
N
45997700.00
45997700.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
238689.07
238689.07
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
184816.94
184816.94
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
795539.45
795539.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
615986.20
615986.20
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1750178.03
1750178.03
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1355162.85
1355162.85
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
855266.72
855266.72
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
662233.02
662233.02
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
198890.60
198890.60
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
154000.99
154000.99
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
49000000.00
48995644.44
0.0025
N
48995100.00
48995100.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KVR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
59000000.00
58990166.67
0.0030
N
58992330.00
58992330.00
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KW61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
58000000.00
57986080.00
0.0030
N
57988400.00
57988400.00
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
9000000.00
8996937.50
0.0005
N
8997480.00
8997480.00
Windmill Funding Corp
Windmill Funding Corp 0.200000%
97342KWL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4998611.11
0.0003
N
4998550.00
4998550.00
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
2000000.00
1999335.00
0.0001
N
1999340.00
1999340.00