0001145549-11-009467.txt : 20111031
0001145549-11-009467.hdr.sgml : 20111031
20110908095829
ACCESSION NUMBER: 0001145549-11-009467
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110831
FILED AS OF DATE: 20110908
DATE AS OF CHANGE: 20110908
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: 111079687
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-08-31
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
38
68
17454292675.08
3463990.32
690844.31
17457065821.09
0.0021
0.9999
2011-08-31
0.9999
2011-08-31
C000012383
25000.00
12459412088.13
1.00
-429961694.57
199740662.32
629702356.89
0.0001
0.9999
2011-08-31
0.9999
2011-08-31
C000012384
1000000.00
2018978835.75
1.00
-114843511.48
37318021.32
152161532.80
0.0001
0.9999
2011-08-31
0.9999
2011-08-31
C000012385
3000000.00
1742045228.17
1.00
-54363801.54
122286702.49
176650504.03
0.0001
0.9999
2011-08-31
0.9999
2011-08-31
C000038267
10000000.00
1236629669.04
1.00
-311100586.99
44184332.04
355284919.03
0.0001
0.9999
2011-08-31
0.9999
2011-08-31
Amsterdam Funding Corp
Amsterdam Funding Corp 0.190000%
03221KW24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
50000000.00
49999736.11
0.0029
N
49999500.00
49999500.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.190000%
03221KW81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5250000.00
5249806.04
0.0003
N
5249790.00
5249790.00
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
25000000.00
24996875.00
0.0014
N
24997250.00
24997250.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KXQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
53000000.00
52982833.90
0.0030
N
52979860.00
52979860.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
23000000.00
22999706.11
0.0013
N
22999770.00
22999770.00
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
4000000.00
3999535.56
0.0002
N
3999520.00
3999520.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UWV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
12000000.00
11996546.67
0.0007
N
11999040.00
11999040.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.200000%
04915UXB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
11000000.00
10997555.56
0.0006
N
10998460.00
10998460.00
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
164000000.00
163886840.00
0.0094
N
163926200.00
163926200.00
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
76000000.00
75949333.34
0.0044
N
75962000.00
75962000.00
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
58000000.00
57959786.66
0.0033
N
57971000.00
57971000.00
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
26000000.00
25979344.45
0.0015
N
25983100.00
25983100.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
127000000.00
127000000.00
0.0073
Security is a time deposit.
N
127000000.00
127000000.00
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
54000000.00
54000000.00
0.0031
N
53988120.00
53988120.00
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
125000000.00
125000000.00
0.0072
N
125013750.00
125013750.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WEV1
Other Note
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
30000000.00
30000000.00
0.0017
N
30001500.00
30001500.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WFB4
Other Note
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
26000000.00
26000000.00
0.0015
N
26001300.00
26001300.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WFE8
Other Note
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
293000000.00
293000000.00
0.0168
N
292988280.00
292988280.00
Bank of America, NA
Bank of America, NA 0.553000%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2011-10-24
2012-08-22
N
N
N
149000000.00
149000000.00
0.0085
N
149000000.00
149000000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WFK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
50000000.00
50000000.00
0.0029
N
49992000.00
49992000.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WFW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
70000000.00
70000000.00
0.0040
N
69991600.00
69991600.00
Bank of Montreal
Bank of Montreal 0.220000%
06366WGF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
4000000.00
4000000.00
0.0002
N
3999200.00
3999200.00
Bank of Montreal
Bank of Montreal 0.140000%
06366WHH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
N
47000000.00
47000000.00
0.0027
N
47000000.00
47000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.230000%
06417D2K0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
24000000.00
24000000.00
0.0014
N
23996160.00
23996160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.230000%
06417D2T1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
135000000.00
135000000.00
0.0077
N
134978400.00
134978400.00
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
18000000.00
18000000.00
0.0010
N
17995140.00
17995140.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417D6B6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
81000000.00
81000000.00
0.0046
N
81000000.00
81000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
119000000.00
119000000.00
0.0068
N
118923840.00
118923840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.080000%
06417EEE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
141000000.00
141000000.00
0.0081
N
140998590.00
140998590.00
Bank of the West
Bank of the West 0.200000%
0642G0WE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
55000000.00
55000000.00
0.0032
N
55003850.00
55003850.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.140000%
06538DB24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
26000000.00
26000000.00
0.0015
N
26000000.00
26000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000%
06538DB81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
46000000.00
46000000.00
0.0026
N
46000000.00
46000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000%
06538DD71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
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
72000000.00
72000000.00
0.0041
N
71974080.00
71974080.00
Barclays Bank Plc
Barclays Bank Plc 0.707200%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-10-17
N
N
N
108000000.00
108000000.00
0.0062
N
108036720.00
108036720.00
Barclays Bank Plc
Barclays Bank Plc 0.613000%
06740MWE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-22
2012-02-22
N
N
N
92000000.00
92000000.00
0.0053
N
91903400.00
91903400.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M110901_2MN4
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2038-07-20
6.000000
Government Agency Debt
322372215.00
127092791.07
GNMA
2041-04-20
5.000000
Government Agency Debt
149430797.00
164107209.87
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
280000000.00
280000000.00
0.0160
N
280000000.00
280000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
07699U005_0.1100_M110907_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
447994.00
306677.10
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
179487.00
123467.44
Freddie Mac
2041-06-20
4.500000
Government Agency Debt
25098388.00
27207550.06
GNMA
2039-02-15
5.500000
Government Agency Debt
59898979.00
28444734.99
GNMA
2040-06-15
5.000000
Government Agency Debt
234834.00
205437.89
GNMA
2040-12-20
4.000000
Government Agency Debt
14874201.00
15548577.55
GNMA
2041-07-15
4.500000
Government Agency Debt
5870.00
6380.85
GNMA
2041-07-20
4.500000
Government Agency Debt
3169259.00
3443523.35
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
72000000.00
72000000.00
0.0041
N
72000000.00
72000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M110907_2MN4
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2040-12-15
6.000000
Government Agency Debt
74597826.00
75361403.21
GNMA
2041-01-20
3.500000
Government Agency Debt
65294106.00
66424516.40
GNMA
2041-08-20
4.000000
Government Agency Debt
244650.00
260993.44
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
136000000.00
136000000.00
0.0078
N
135998640.00
135998640.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M110906_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-04-25
3.500000
Government Agency Debt
29800000.00
24737724.79
Fannie Mae
2036-04-25
1.557000
Government Agency Debt
39500000.00
24166282.58
Fannie Mae
2041-01-25
1.050000
Government Agency Debt
26932308.00
27119218.22
Freddie Mac
2025-06-15
4.500000
Government Agency Debt
23964327.00
26729522.76
Freddie Mac
2028-09-15
3.500000
Government Agency Debt
23000000.00
23020152.12
Freddie Mac
2036-07-15
0.536000
Government Agency Debt
87243113.00
24857759.57
Freddie Mac
2037-02-15
5.700000
Government Agency Debt
63873534.00
27117665.64
Freddie Mac
2037-03-15
0.486000
Government Agency Debt
50000000.00
24372187.66
Freddie Mac
2037-06-15
4.500000
Government Agency Debt
50187267.00
27211104.04
Freddie Mac
2039-08-15
4.000000
Government Agency Debt
25000000.00
26403512.73
GNMA
2035-07-20
4.500000
Government Agency Debt
14674759.00
15157113.84
GNMA
2037-11-20
0.643000
Government Agency Debt
100000000.00
23431349.63
GNMA
2038-03-20
0.813000
Government Agency Debt
100000000.00
23501749.93
GNMA
2038-11-20
4.000000
Government Agency Debt
23700000.00
25035265.90
GNMA
2040-04-20
0.773000
Government Agency Debt
24516432.00
20688005.41
Unrated Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
346000000.00
346000000.00
0.0198
N
345996540.00
345996540.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XJ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
Y
BHP Billiton Ltd
N/A
N/A
N
47000000.00
46990795.83
0.0027
N
46984020.00
46984020.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
Y
BHP Billiton Ltd
N/A
N/A
N
41000000.00
40991458.33
0.0023
N
40984830.00
40984830.00
BNP Paribas
BNP Paribas 0.500000%
05572NCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
24000000.00
24000000.00
0.0014
N
24005520.00
24005520.00
BNP Paribas
BNP Paribas 0.540000%
05572NCN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
66000000.00
66000000.00
0.0038
N
66027720.00
66027720.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M110901_2MN4
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2039-11-15
6.000000
Government Agency Debt
312334173.00
249999999.70
GNMA
2041-02-20
4.000000
Government Agency Debt
129496307.00
136059143.72
GNMA
2041-02-20
4.500000
Government Agency Debt
92513428.00
98040857.41
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
470000000.00
470000000.00
0.0269
N
470000000.00
470000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.260000%
0556X1Y48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
Bank of New Zealand
N/A
N/A
N
44000000.00
43979662.22
0.0025
N
43979760.00
43979760.00
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
46000000.00
46000000.00
0.0026
N
45995860.00
45995860.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAJ8
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
25000000.00
24970076.39
0.0014
N
24982250.00
24982250.00
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
15000000.00
14981400.00
0.0009
N
14988750.00
14988750.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
86000000.00
85855591.67
0.0049
N
85926900.00
85926900.00
CAFCO, LLC
CAFCO, LLC 0.190000%
12476FWD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
56000000.00
55996453.33
0.0032
N
55997760.00
55997760.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270800%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-12-28
N
N
N
120000000.00
120000000.00
0.0069
N
120013200.00
120013200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270800%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-12-28
N
N
N
66000000.00
66000000.00
0.0038
N
65997360.00
65997360.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.242100%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2012-01-03
N
N
N
122000000.00
122000000.00
0.0070
N
121993900.00
121993900.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3W78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
42000000.00
41996850.00
0.0024
N
41998740.00
41998740.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X3Y19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
36000000.00
35975600.00
0.0021
N
35983800.00
35983800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.130000%
15963UW77
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
7000000.00
6999848.33
0.0004
N
6999860.00
6999860.00
Chariot Funding, LLC
Chariot Funding, LLC 0.150000%
15963UW93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21999266.67
0.0013
N
21999560.00
21999560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963UWC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7999608.89
0.0005
N
7999760.00
7999760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UXC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21995239.45
0.0013
N
21996040.00
21996040.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
47000000.00
47000000.00
0.0027
N
46994360.00
46994360.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAP0
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
118000000.00
117853680.00
0.0068
N
117911500.00
117911500.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CWG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
72000000.00
71994300.00
0.0041
N
71996400.00
71996400.00
Ciesco, LLC
Ciesco, LLC 0.180000%
17178CWG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28997825.00
0.0017
N
28998550.00
28998550.00
Citibank, NA
Citibank, NA 0.230000%
1730D2L75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
11000000.00
11000000.00
0.0006
N
11000000.00
11000000.00
Citibank, NA
Citibank, NA 0.120000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
190000000.00
190000000.00
0.0109
Security is a time deposit.
N
190000000.00
190000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SYE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
Y
Citigroup Inc
N/A
N/A
N
48000000.00
47970400.00
0.0027
N
47988000.00
47988000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20271EGW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
35000000.00
35000000.00
0.0020
N
34984600.00
34984600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.402100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-10-27
2012-09-26
N
N
N
50000000.00
50000000.00
0.0029
N
50020750.00
50020750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.175000%
20272EXL7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
28000000.00
27993330.56
0.0016
N
27992440.00
27992440.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272EXQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
60000000.00
59984100.00
0.0034
N
59981400.00
59981400.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
55000000.00
54959895.82
0.0031
N
54955450.00
54955450.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
975LCG007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
74000000.00
74000000.00
0.0042
N
74000000.00
74000000.00
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
22000000.00
21973667.22
0.0013
N
21965680.00
21965680.00
CRC Funding, LLC
CRC Funding, LLC 0.190000%
12622VWG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99992083.34
0.0057
N
99992000.00
99992000.00
CRC Funding, LLC
CRC Funding, LLC 0.200000%
12622VWP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13998288.89
0.0008
N
13998320.00
13998320.00
Credit Suisse AG
Credit Suisse AG 0.270800%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-12-01
N
N
N
100000000.00
100000000.00
0.0057
N
99995000.00
99995000.00
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
84000000.00
84000000.00
0.0048
N
83998320.00
83998320.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550CT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
9000000.00
9000000.00
0.0005
N
8999460.00
8999460.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.060000%
22799D001_0.0600_M110901_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-20
5.000000
Government Agency Debt
8890000.00
9644510.03
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
9454955.00
9454955.00
0.0005
N
9454955.00
9454955.00
Danaher Corp
Danaher Corp 0.130000%
23585MW93
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
6000000.00
5999826.67
0.0003
N
5999760.00
5999760.00
Danaher Corp
Danaher Corp 0.150000%
23585MWD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
23000000.00
22998850.00
0.0013
N
22998620.00
22998620.00
Danaher Corp
Danaher Corp 0.110000%
23585MWK8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
15000000.00
14999175.00
0.0009
N
14998650.00
14998650.00
Danaher Corp
Danaher Corp 0.120000%
23585MWN2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
28000000.00
27998040.00
0.0016
N
27996920.00
27996920.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154T4U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
54000000.00
54000000.00
0.0031
N
53997300.00
53997300.00
Deutsche Bank AG
Deutsche Bank AG 0.390000%
25154TT72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
21000000.00
21000000.00
0.0012
N
21001890.00
21001890.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M110901_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
470444023.00
156288756.60
Freddie Mac
2040-03-01
5.000000
Government Agency Debt
230090166.00
202511244.26
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
345000000.00
345000000.00
0.0198
N
345000000.00
345000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.320000%
991JCA005_0.3200_M110901_2MN4
0001074042
Other Repurchase Agreement
N
BOISE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
193291.20
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499993.52
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499990.15
ENTRAVISION COMMUNICATIONS CCL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
140077.32
EXCO RESOURCES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499996.98
FIVE STAR QUALITY CARE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499998.67
GENON ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499999.76
GRACE W R & CO DEL NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
230848.92
HUMANA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499968.00
JOURNAL COMMUNICATIONS INC CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499999.50
KEYCORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499996.71
LAZARD LTD SHS A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499973.80
MEDCO HEALTH SOLUTIONS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499964.10
NABORS INDUSTRIES LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499982.16
NIELSEN HOLDINGS N V COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499986.27
PARKER HANNIFIN CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499941.41
RED LION HOTELS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
331102.32
REGIONS FINANCIAL CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499994.88
ROWAN COS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499987.80
STONERIDGE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
104942.88
TWO HBRS INVT CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499997.56
WESTERN UN CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499988.96
WILLIAMS COS INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499990.30
XL GROUP PLC SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499990.32
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
10000000.00
10000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
N
10000000.00
10000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M110907_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
118627421.00
35483565.55
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
34000000.00
34000000.00
0.0019
N
33999660.00
33999660.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M110907_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
59204186.00
19281375.44
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
51731294.00
18200613.73
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
36000000.00
36000000.00
0.0021
N
36000000.00
36000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M110907_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
109800447.00
22138350.74
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
34773643.00
34986277.21
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
289193.00
105140.48
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
1718017.00
400035.79
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
295420.00
209059.75
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
97808891.00
35272589.60
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
91071084.00
35039286.90
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
29518.00
11709.04
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
54092452.00
19031339.61
Fannie Mae
2039-02-01
4.000000
Government Agency Debt
41000000.00
35450394.96
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
27369187.00
24212484.40
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
55672177.00
34833915.01
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
34000000.00
35033456.36
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
33275057.00
34562624.36
GNMA
2061-07-20
1.695000
Government Agency Debt
12511307.00
12191424.16
United States Treasury Department
2014-01-15
2.000000
Treasury Debt
516300.00
676623.74
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
311000000.00
311000000.00
0.0178
N
311006220.00
311006220.00
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
94000000.00
93937033.05
0.0054
N
93921980.00
93921980.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601WX61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
30000000.00
29994458.33
0.0017
N
29993400.00
29993400.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601WXK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
60000000.00
59984800.00
0.0034
N
59980800.00
59980800.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.200000%
30601WXK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
9300000.00
9297520.00
0.0005
N
9297024.00
9297024.00
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
15000000.00
14999625.00
0.0009
N
14999700.00
14999700.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.160000%
30603BWC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29998533.33
0.0017
N
29999100.00
29999100.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.170000%
30603BX57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
24000000.00
23996146.67
0.0014
N
23996640.00
23996640.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.190000%
30603BXR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24992875.00
0.0014
N
24993500.00
24993500.00
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
305000000.00
304998813.86
0.0175
N
304999390.00
304999390.00
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
205000000.00
204999088.90
0.0117
N
204999590.00
204999590.00
Fannie Mae
Fannie Mae 0.030000%
313588LS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
22900000.00
22899751.92
0.0013
N
22899908.40
22899908.40
Fannie Mae
Fannie Mae 0.090000%
313588MV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
107000000.00
106989300.00
0.0061
N
106998823.00
106998823.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384LM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
10000000.00
9999933.33
0.0006
N
9999980.00
9999980.00
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
10000000.00
9999916.67
0.0006
N
9999960.00
9999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384MP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
36000000.00
35999659.99
0.0021
N
35999676.00
35999676.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384MR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
201000000.00
200993970.00
0.0115
N
200997990.00
200997990.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384MR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
19800000.00
19799604.00
0.0011
N
19799802.00
19799802.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384MV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
103000000.00
102997711.11
0.0059
N
102998867.00
102998867.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
15000000.00
14999316.67
0.0009
N
14999835.00
14999835.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384ND7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
13500000.00
13499460.00
0.0008
N
13499824.50
13499824.50
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384NF2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
12500000.00
12499479.16
0.0007
N
12499825.00
12499825.00
Federal Home Loan Bank
Federal Home Loan Bank 0.001000%
313384NK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
4000000.00
3999994.00
0.0002
N
3999940.00
3999940.00
Freddie Mac
Freddie Mac 0.060000%
313396LD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
51000000.00
51000000.00
0.0029
N
51000000.00
51000000.00
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
72000000.00
71998860.00
0.0041
N
71999640.00
71999640.00
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
15000000.00
14999518.75
0.0009
N
14999910.00
14999910.00
Freddie Mac
Freddie Mac 0.045000%
313396MM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
5000000.00
4999800.00
0.0003
N
4999955.00
4999955.00
Freddie Mac
Freddie Mac 0.040000%
313396MN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
30600000.00
30598878.00
0.0018
N
30599724.60
30599724.60
Freddie Mac
Freddie Mac 0.020000%
313396MY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
11000000.00
10999737.23
0.0006
N
10999868.00
10999868.00
Freddie Mac
Freddie Mac 0.030000%
313396NB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
2500000.00
2499904.17
0.0001
N
2499967.50
2499967.50
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
350000000.00
350000000.00
0.0200
N
350430500.00
350430500.00
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
15000000.00
14986979.17
0.0009
N
14987550.00
14987550.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
56000000.00
55950720.00
0.0032
N
55949600.00
55949600.00
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
68000000.00
67951361.11
0.0039
N
67961240.00
67961240.00
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
109000000.00
108917493.06
0.0062
N
108930240.00
108930240.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
145000000.00
144889236.10
0.0083
N
144905750.00
144905750.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZM8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
91000000.00
90929854.16
0.0052
N
90939030.00
90939030.00
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
47000000.00
46999060.00
0.0027
N
46999530.00
46999530.00
General Electric Co
General Electric Co 0.120000%
36960MWF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
90000000.00
89995800.00
0.0052
N
89997300.00
89997300.00
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
174000000.00
173989560.00
0.0100
N
173993040.00
173993040.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
38399H002_0.0600_M110901_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
54660578.00
28363916.85
Fannie Mae
2039-02-01
6.000000
Government Agency Debt
133267563.00
76636083.27
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
100000000.00
100000000.00
0.0057
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111014_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399991.20
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399953.37
BUCKLE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1246606.56
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399988.47
CIGNA CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399993.50
COACH INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399981.30
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399993.84
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399966.85
HESS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399989.78
IDT CORP CL B NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1258978.24
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399995.58
MERCK & CO INC NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
2259635.40
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399976.40
NAVISTAR INTL CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
610746.44
NEWMONT MINING CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399992.41
ORBITAL SCIENCES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1203856.83
PFIZER INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849539.97
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399978.56
REGIS CORP MINN COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1226751.84
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399949.28
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399957.29
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399990.72
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399990.00
VENOCO INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
281428.56
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399969.08
VORNADO RLTY TR SH BEN I
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1262844.00
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3399964.78
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
68000000.00
68000000.00
0.0039
Repurchase agreement collateralized by common stock and ETFs.
Y
68029920.00
68029920.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111027_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49991.10
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49970.07
CHEMED CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49980.24
CIMAREX ENERGY CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
414.48
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49979.28
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49982.52
CVS CAREMARK CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49992.48
D R HORTON INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49989.60
EATON CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49974.75
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49985.95
FACTSET RESH SYS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49958.20
HONEYWELL INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49985.53
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49993.94
LORILLARD INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49933.29
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49995.56
SOLUTIA INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49990.86
TARGA RES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49981.68
TEEKAY CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49995.40
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49970.76
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49984.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49995.34
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
49968.50
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
1000000.00
1000000.00
0.0001
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111024_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349994.00
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
522160.87
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349970.24
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349982.84
EASTMAN KODAK CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
24633.00
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349989.55
HARSCO CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
499029.54
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349984.62
KODIAK OIL & GAS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1225419.84
LAS VEGAS SANDS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1308809.00
NATURAL GAS SERVICES GROUP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
913745.15
ORIENT-EXPRESS HOTELS LTD CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1311868.08
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349950.24
PIPER JAFFRAY COS COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1285997.00
PROVIDENT FINL SVCS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1187869.28
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349981.36
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349970.96
TRW AUTOMOTIVE HLDGS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1260430.70
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349993.89
VAIL RESORTS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1315056.99
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349986.00
VANTAGE DRILLING COMPANY ORD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1295248.68
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349969.50
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1349959.80
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
27000000.00
27000000.00
0.0015
Repurchase agreement collateralized by common stock and ETFs.
Y
27017280.00
27017280.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111201_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349989.45
BERKSHIRE HATHAWAY INC DEL CL B NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1535886.30
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349953.31
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349966.51
CHEMTURA CORP COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1417916.40
CIGNA CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349977.80
COACH INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349953.72
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349965.84
CORE LABORATORIES N V COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1523076.23
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349980.90
GOLD RESOURCE CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1505482.08
HESS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349978.80
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349964.58
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349992.48
NEWMONT MINING CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349993.45
ORMAT TECHNOLOGIES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
854137.49
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349983.00
POLYONE CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
235570.14
PROLOGIS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1477438.48
SKILLED HEALTHCARE GROUP INCCL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1500951.20
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349957.52
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349952.28
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349978.73
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349984.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349973.74
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3349996.28
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
67000000.00
67000000.00
0.0038
Repurchase agreement collateralized by common stock and ETFs.
Y
67000000.00
67000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249990.50
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849997.80
AOL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1079998.02
ATWOOD OCEANICS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1178218.51
BECTON DICKINSON & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1113670.35
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249978.21
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849958.20
CENTRAL VT PUB SVC CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
428449.20
CLOUD PEAK ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1062918.95
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249972.32
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849975.72
DYNEGY INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849999.54
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249980.76
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849982.49
FEDERATED INVS INC PA CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849999.40
GOVERNMENT PPTYS INCOME TR COM SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849981.24
HARSCO CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
683343.90
HOWARD HUGHES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1136087.34
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249996.74
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849971.10
KIMBERLY CLARK CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
423590.64
LAZARD LTD SHS A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849984.63
LIN TV CORP CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
510947.08
LYONDELLBASELL INDUSTRIES N SHS - A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1172924.22
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249959.12
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849994.64
PIER 1 IMPORTS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1175561.40
REGAL ENTMT GROUP CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849989.91
ROCKWELL AUTOMATION INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849994.21
SANDRIDGE ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849995.16
SL GREEN RLTY CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849930.71
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249997.84
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
132343.12
TCF FINL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1090803.36
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
716336.83
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
628650.06
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
533624.11
TRAVELERS COMPANIES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849954.88
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249969.91
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849997.68
U S G CORP COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1133149.44
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249996.00
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849992.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249978.82
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849968.44
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249968.78
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
849950.68
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
42000000.00
42000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
42032760.00
42032760.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111107_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499993.20
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499957.09
CIGNA CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499986.20
COACH INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499964.25
COMMUNITY HEALTH SYS INC NEWCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499995.39
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499956.12
CORN PRODS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499993.18
DTE ENERGY CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3378075.36
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3936753.24
HESS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499971.90
MERCK & CO INC NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499975.20
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499999.52
NEWMONT MINING CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499991.06
NOBLE ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5685548.40
OCCIDENTAL PETE CORP DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499947.30
PFIZER INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499992.33
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499983.76
PLAINS EXPL& PRODTN CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499991.68
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499998.96
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499994.06
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499988.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6499966.12
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
130000000.00
130000000.00
0.0074
Repurchase agreement collateralized by common stock and ETFs.
Y
130000000.00
130000000.00
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
55000000.00
54992162.50
0.0032
N
54990100.00
54990100.00
Govco, LLC
Govco, LLC 0.190000%
38362WX71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
38000000.00
37992780.00
0.0022
N
37990500.00
37990500.00
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
47000000.00
46990077.78
0.0027
N
46986840.00
46986840.00
Govco, LLC
Govco, LLC 0.250000%
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
50000000.00
49983680.55
0.0029
N
49983000.00
49983000.00
Govco, LLC
Govco, LLC 0.250000%
38362WXX4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
48000000.00
47980000.00
0.0027
N
47978880.00
47978880.00
Govco, LLC
Govco, LLC 0.260000%
38362WYF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
14991875.00
0.0009
N
14991150.00
14991150.00
Govco, LLC
Govco, LLC 0.290000%
38362WZC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49958916.67
0.0029
N
49954000.00
49954000.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
17000000.00
16985483.89
0.0010
N
16983510.00
16983510.00
Govco, LLC
Govco, LLC 0.290000%
38362WZL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
131000000.00
130883919.44
0.0075
N
130865070.00
130865070.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
42000000.00
41922743.34
0.0024
N
41951280.00
41951280.00
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
3000000.00
2997530.00
0.0002
N
2998920.00
2998920.00
HSBC USA, Inc
HSBC USA, Inc 0.130000%
40427SWM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
89000000.00
88993572.23
0.0051
N
88991990.00
88991990.00
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
69000000.00
68987656.66
0.0040
N
68988270.00
68988270.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.350000%
4497W1YV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
ING Bank NV
N/A
N/A
N
125000000.00
124891840.28
0.0072
N
124900000.00
124900000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.100000%
4662J1X47
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
76000000.00
75993033.34
0.0044
N
75984040.00
75984040.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.253000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-09-21
2012-09-20
N
N
N
500000000.00
500000000.00
0.0286
N
499979000.00
499979000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24997666.67
0.0014
N
24996500.00
24996500.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49995111.11
0.0029
N
49993000.00
49993000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WU3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
26000000.00
25996880.00
0.0015
N
25995320.00
25995320.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
67000000.00
66981258.61
0.0038
N
66974540.00
66974540.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23000000.00
22993445.00
0.0013
N
22991030.00
22991030.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.445000%
53944AR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
35000000.00
35000000.00
0.0020
N
35006650.00
35006650.00
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X5W64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5807000.00
5806870.96
0.0003
N
5806883.86
5806883.86
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5X48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
31000000.00
30994885.00
0.0018
N
30996590.00
30996590.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11540000.00
11537345.80
0.0007
N
11538038.20
11538038.20
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
8000000.00
7997840.00
0.0005
N
7998400.00
7998400.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5Y88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20106000.00
20098024.62
0.0012
N
20100772.44
20100772.44
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5Y96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20014000.00
20005560.76
0.0011
N
20008596.22
20008596.22
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5YE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
40028000.00
40010721.25
0.0023
N
40016391.88
40016391.88
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5YJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
28000000.00
27987260.00
0.0016
N
27991320.00
27991320.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399U000_0.0700_M110901_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
7830266.02
Fannie Mae
2019-06-25
4.500000
Government Agency Debt
10714286.00
8928702.58
Fannie Mae
2019-07-25
4.500000
Government Agency Debt
44000000.00
8111716.03
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
57000000.00
8646721.03
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
8566414.00
8597772.67
Fannie Mae
2028-11-25
4.000000
Government Agency Debt
8600000.00
5785869.07
Fannie Mae
2033-01-25
5.500000
Government Agency Debt
12495087.00
5689203.75
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
9531128.44
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
6157404.84
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
7455587.00
8778014.29
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9715501.88
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
15000000.00
7074700.97
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
10000000.00
5760386.72
Fannie Mae
2036-07-25
0.968300
Government Agency Debt
7889476.00
7779926.24
Fannie Mae
2036-11-25
4.500000
Government Agency Debt
12528274.00
6394882.31
Fannie Mae
2037-03-25
0.537200
Government Agency Debt
55000000.00
8744341.17
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
23489633.00
6552090.66
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5786525.00
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
8668157.44
Fannie Mae
2045-09-25
5.500000
Government Agency Debt
31040000.00
7544386.36
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
5843949.60
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
9351278.17
Freddie Mac
2027-04-15
4.250000
Government Agency Debt
25000000.00
8059336.12
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
8000000.00
9120106.67
Freddie Mac
2027-09-15
4.000000
Government Agency Debt
11366336.00
9387434.74
Freddie Mac
2028-05-15
3.000000
Government Agency Debt
6000000.00
5765894.70
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
1085941.00
1063014.75
Freddie Mac
2028-06-15
3.125000
Government Agency Debt
9000000.00
8898985.57
Freddie Mac
2029-06-15
5.000000
Government Agency Debt
8000000.00
9017333.33
Freddie Mac
2029-08-15
4.000000
Government Agency Debt
8000000.00
7882053.06
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
58000000.00
6508670.18
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
7082471.93
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
8114718.00
4599334.17
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
6304706.07
Freddie Mac
2032-10-15
6.000000
Government Agency Debt
15612000.00
8555855.76
Freddie Mac
2032-11-15
5.375000
Government Agency Debt
89073813.00
8279754.50
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5996559.99
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6646678.43
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
49800000.00
8082774.91
Freddie Mac
2034-03-15
4.250000
Government Agency Debt
25000000.00
6453942.40
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
28700000.00
8943419.40
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
6257110.69
Freddie Mac
2035-03-15
4.500000
Government Agency Debt
16000000.00
7419268.44
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6885734.90
Freddie Mac
2035-07-15
0.586500
Government Agency Debt
22796623.00
9065155.25
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
7701057.21
Freddie Mac
2036-02-15
0.636000
Government Agency Debt
23800000.00
5809985.95
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5724231.67
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
6053639.88
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
6851873.64
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
6850590.00
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
7063986.00
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
9503176.75
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
8415814.48
Freddie Mac
2040-01-15
4.500000
Government Agency Debt
8250971.00
8962485.23
Freddie Mac
2041-06-15
0.737000
Government Agency Debt
8026246.00
7674013.33
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
8000000.00
8669904.00
Freddie Mac
2047-10-15
4.500000
Government Agency Debt
30000000.00
7213229.18
GNMA
2032-01-20
4.500000
Government Agency Debt
96000000.00
7606303.99
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
9442651.33
GNMA
2033-08-20
1.086000
Government Agency Debt
5621875.00
5738511.10
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7578922.00
GNMA
2037-06-16
0.518300
Government Agency Debt
14000000.00
5787052.31
GNMA
2037-09-16
4.984000
Government Agency Debt
6000000.00
6510248.00
GNMA
2039-03-20
0.836200
Government Agency Debt
15000000.00
8778859.26
GNMA
2041-05-20
3.000000
Government Agency Debt
7500000.00
7764943.65
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
475000000.00
475000000.00
0.0272
N
475000000.00
475000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.160000%
60681PN91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
20000000.00
20000000.00
0.0011
N
20000000.00
20000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C6P7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
175000000.00
175000000.00
0.0100
N
175000000.00
175000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
42000000.00
42000000.00
0.0024
N
41985720.00
41985720.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TFB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
64000000.00
64000000.00
0.0037
N
63994240.00
63994240.00
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
117000000.00
116977900.01
0.0067
N
116987130.00
116987130.00
Nationwide Building Society
Nationwide Building Society 0.490000%
6385E1WM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
102000000.00
101972233.34
0.0058
N
101989800.00
101989800.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-01
2011-10-03
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
900000.00
900000.00
0.0001
N
900000.00
900000.00
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
20000000.00
19998777.78
0.0011
N
19999000.00
19999000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SXC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
2000000.00
1999498.89
0.0001
N
1999480.00
1999480.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SXD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
10000000.00
9997433.33
0.0006
N
9997300.00
9997300.00
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
9000000.00
9000000.00
0.0005
N
8998830.00
8998830.00
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
53000000.00
52999364.00
0.0030
N
53001060.00
53001060.00
Nordea North America, Inc
Nordea North America, Inc 0.205000%
6555P1X44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
Y
Nordea Bank AB
N/A
N/A
N
122000000.00
121977074.17
0.0070
N
121978040.00
121978040.00
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
89880000.00
89827420.20
0.0051
N
89822476.80
89822476.80
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
15000000.00
14990358.33
0.0009
N
14989050.00
14989050.00
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
35000000.00
34991901.39
0.0020
N
34993350.00
34993350.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UXM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4303000.00
4301864.48
0.0002
N
4302139.40
4302139.40
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UXS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
12986000.00
12982230.45
0.0007
N
12983013.22
12983013.22
Old Line Funding, LLC
Old Line Funding, LLC 0.170000%
67983UXT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
45030000.00
45018092.07
0.0026
N
45019643.10
45019643.10
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UYH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
38367000.00
38348946.20
0.0022
N
38353571.55
38353571.55
Rabobank Nederland
Rabobank Nederland 0.297200%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
125000000.00
125000000.00
0.0072
N
125002500.00
125002500.00
Rabobank Nederland
Rabobank Nederland 0.280100%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-10-07
N
N
N
22000000.00
22000000.00
0.0013
N
22001100.00
22001100.00
Rabobank Nederland
Rabobank Nederland 0.285600%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-12-05
N
N
N
150000000.00
150000000.00
0.0086
N
150015000.00
150015000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.470000%
74927MX76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
5000000.00
4997650.00
0.0003
N
4998800.00
4998800.00
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
32000000.00
31918648.89
0.0018
N
31926720.00
31926720.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.470000%
7562E0CT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
4000000.00
3989137.78
0.0002
N
3987960.00
3987960.00
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
37000000.00
36963308.34
0.0021
N
36964480.00
36964480.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-04-09
N
N
N
115000000.00
115000000.00
0.0066
N
114974700.00
114974700.00
Royal Bank of Canada
Royal Bank of Canada 0.040000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
300000000.00
300000000.00
0.0172
Security is a time deposit.
N
300000000.00
300000000.00
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
65000000.00
65000000.00
0.0037
N
65001950.00
65001950.00
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
40450000.00
40445797.69
0.0023
N
40447977.50
40447977.50
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
38000000.00
37993540.00
0.0022
N
37996960.00
37996960.00
Sanofi
Sanofi 0.330000%
8010M3WL0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
7000000.00
6998780.83
0.0004
N
6999440.00
6999440.00
Sanofi
Sanofi 0.220000%
8010M3ZF0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
35000000.00
34977541.66
0.0020
N
34967800.00
34967800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.160000%
82124MWN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6000000.00
5999440.00
0.0003
N
5999280.00
5999280.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83051AQH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
43000000.00
43000000.00
0.0025
N
43000860.00
43000860.00
Societe Generale
Societe Generale 0.500000%
83369RWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
8000000.00
8000000.00
0.0005
N
8001120.00
8001120.00
Societe Generale
Societe Generale 0.500000%
83369RXC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
100000000.00
100000000.00
0.0057
N
100013000.00
100013000.00
Societe Generale
Societe Generale 0.410000%
83369RZE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
113000000.00
113000000.00
0.0065
N
113007910.00
113007910.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.150000%
8574P02S6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
79000000.00
79000000.00
0.0045
N
78998420.00
78998420.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.140000%
8574P02W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
53000000.00
53000000.00
0.0030
N
53001060.00
53001060.00
State Street Corp
State Street Corp 0.190000%
85747KYJ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
23000000.00
22990531.66
0.0013
N
22984590.00
22984590.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
65000000.00
64958291.67
0.0037
N
64935000.00
64935000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257C5X6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
43000000.00
42995031.11
0.0025
N
42995700.00
42995700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257C6E7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49992444.44
0.0029
N
49993000.00
49993000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257C7M8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
70000000.00
69972661.11
0.0040
N
69972700.00
69972700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
88819000.00
88782904.95
0.0051
N
88801236.20
88801236.20
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB85
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34985961.12
0.0020
N
34986000.00
34986000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257GZG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
37190000.00
37186900.83
0.0021
N
37187024.80
37187024.80
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GZK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
24131000.00
24127246.29
0.0014
N
24127621.66
24127621.66
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GZN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
32000000.00
31994311.11
0.0018
N
31994560.00
31994560.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JA23
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
37000000.00
36985158.89
0.0021
N
36985200.00
36985200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JZW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40000000.00
39984377.85
0.0023
N
39984400.00
39984400.00
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
50000000.00
49996250.00
0.0029
N
49996500.00
49996500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257KZW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49994222.22
0.0029
N
49995000.00
49995000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.140000%
86562ELF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562ELQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
77000000.00
77000000.00
0.0044
N
76999230.00
76999230.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.150000%
86562WNU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
175000000.00
175000000.00
0.0100
N
175000000.00
175000000.00
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
96000000.00
96000013.31
0.0055
N
96000000.00
96000000.00
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
67000000.00
67000000.00
0.0038
N
66999330.00
66999330.00
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
10000000.00
10000045.81
0.0006
N
9999600.00
9999600.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.190000%
88324MW92
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
25663000.00
25661916.45
0.0015
N
25661973.48
25661973.48
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.190000%
88324MWC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
56918000.00
56914695.59
0.0033
N
56914584.92
56914584.92
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.220000%
88324MXC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10926000.00
10923262.43
0.0006
N
10922831.46
10922831.46
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.215000%
88324MXE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
25000000.00
24993579.86
0.0014
N
24992500.00
24992500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.250000%
89112Y3X9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
150000000.00
150000000.00
0.0086
N
150021000.00
150021000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.110000%
89112Y4Q3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
50000000.00
50000000.00
0.0029
N
50000500.00
50000500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112Y4U4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
136000000.00
136000000.00
0.0078
N
136005440.00
136005440.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
47000000.00
47000000.00
0.0027
N
46998590.00
46998590.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290800%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-10-28
N
N
N
60000000.00
60000000.00
0.0034
N
60005400.00
60005400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YR88
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
155000000.00
155000000.00
0.0089
N
155000000.00
155000000.00
UBS AG
UBS AG 0.400000%
90267AF43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
95000000.00
95000000.00
0.0054
N
95004750.00
95004750.00
UBS AG
UBS AG 0.390000%
90267AF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
47000000.00
47000000.00
0.0027
N
47003290.00
47003290.00
UBS AG
UBS AG 0.607200%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-10-17
N
N
N
87000000.00
87000000.00
0.0050
N
86999130.00
86999130.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.200000%
90262DX67
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
Y
UBS AG
N/A
N/A
N
11000000.00
10997861.11
0.0006
N
10997800.00
10997800.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.280000%
90262DZC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
Y
UBS AG
N/A
N/A
N
44000000.00
43965093.33
0.0025
N
43959520.00
43959520.00
UBS Securities LLC
UBS Securities LLC 0.080000%
99EPPA003_0.0800_M110901_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
160515658.00
163200000.36
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
160000000.00
160000000.00
0.0092
N
160000000.00
160000000.00
Union Bank, NA
Union Bank, NA 0.190000%
90527MSJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
16000000.00
16000000.00
0.0009
N
15999040.00
15999040.00
Union Bank, NA
Union Bank, NA 0.190000%
90527MSK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
5000000.00
5000000.00
0.0003
N
4999600.00
4999600.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
28000000.00
28000000.00
0.0016
N
27992720.00
27992720.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
20000000.00
20000000.00
0.0011
N
19994800.00
19994800.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.300800%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-09-30
2012-07-01
N
N
N
35000000.00
35000000.00
0.0020
N
35000350.00
35000350.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.140000%
92217MW60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
80000000.00
79998444.45
0.0046
N
79998400.00
79998400.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MX69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
40000000.00
39993388.89
0.0023
N
39991600.00
39991600.00
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LW63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
70000000.00
69997861.11
0.0040
N
69997900.00
69997900.00
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LW97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
15000000.00
14999266.66
0.0009
N
14999400.00
14999400.00
Westpac Banking Corp
Westpac Banking Corp 0.285800%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2012-01-10
N
N
N
60000000.00
60000000.00
0.0034
N
60000000.00
60000000.00
Westpac Banking Corp
Westpac Banking Corp 0.278300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-05-01
N
N
N
247000000.00
247000000.00
0.0141
N
246886380.00
246886380.00
Westpac Banking Corp
Westpac Banking Corp 0.298300%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
237000000.00
237000000.00
0.0136
N
236995260.00
236995260.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
835544.55
835544.55
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
650722.09
650722.09
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
676283.86
676283.86
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
526689.87
526689.87
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994403.85
994403.85
0.0001
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
774441.72
774441.72
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1193303.47
1193303.47
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
929344.74
929344.74
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
2982989.67
2982989.67
0.0002
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
2323152.35
2323152.35
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1074026.84
1074026.84
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
836452.10
836452.10
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
377908.39
377908.39
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
294315.05
294315.05
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
596697.67
596697.67
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
464708.14
464708.14
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
179003.04
179003.04
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
139407.57
139407.57
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
16000000.00
15998000.00
0.0009
N
15998400.00
15998400.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KXQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
13000000.00
12995789.45
0.0007
N
12995450.00
12995450.00