0001145549-11-010719.txt : 20111128
0001145549-11-010719.hdr.sgml : 20111128
20111007140952
ACCESSION NUMBER: 0001145549-11-010719
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111007
DATE AS OF CHANGE: 20111007
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: 111131841
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-09-30
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
35
53
14295181119.02
3442075.37
984908.08
14297638286.31
0.0021
1.0000
2011-09-30
1.0000
2011-09-30
C000012373
1.00
14297638286.31
1.00
-318094393.06
3189998052.53
3508092445.59
0.0001
1.0000
2011-09-30
1.0000
2011-09-30
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
00037CEK2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.260000%
03221KXL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
15000000.00
14998158.34
0.0010
N
14998350.00
14998350.00
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
34000000.00
33995636.67
0.0024
N
33995240.00
33995240.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.270000%
03221KXT4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
43000000.00
42992260.00
0.0030
N
42993120.00
42993120.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BXR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
101000000.00
100983335.00
0.0071
N
100984850.00
100984850.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.280000%
04014BY13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28993458.89
0.0020
N
28994490.00
28994490.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1999250.00
0.0001
N
1999740.00
1999740.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
43000000.00
42980124.44
0.0030
N
42991830.00
42991830.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999555.56
0.0001
N
999810.00
999810.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1998873.33
0.0001
N
1999560.00
1999560.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
22000000.00
21988694.45
0.0015
N
21991200.00
21991200.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WDF7
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
71000000.00
71000000.00
0.0050
N
71000000.00
71000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEH2
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
50000000.00
50000000.00
0.0035
N
49992000.00
49992000.00
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
34000000.00
34000000.00
0.0024
N
34000000.00
34000000.00
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
9000000.00
9000000.00
0.0006
N
8999910.00
8999910.00
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
30000000.00
30000000.00
0.0021
N
29989800.00
29989800.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFV0
Other Note
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
65000000.00
65000000.00
0.0045
N
64996750.00
64996750.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFW8
Other Note
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
20000000.00
20000000.00
0.0014
N
19999000.00
19999000.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WGB3
Other Note
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
250000000.00
250000000.00
0.0175
N
249987500.00
249987500.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WFA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
94000000.00
94000000.00
0.0066
N
94012220.00
94012220.00
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
101000000.00
101000000.00
0.0071
N
101015150.00
101015150.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
3000000.00
3000000.00
0.0002
N
2999550.00
2999550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
77000000.00
77000000.00
0.0054
N
76988450.00
76988450.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
66000000.00
66000000.00
0.0046
N
65990760.00
65990760.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
9000000.00
0.0006
N
8998020.00
8998020.00
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
1000000.00
1000000.00
0.0001
N
999620.00
999620.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417EBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
2000000.00
2000000.00
0.0001
N
1999960.00
1999960.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417EBX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
125000000.00
125000000.00
0.0087
N
124996250.00
124996250.00
Bank of Nova Scotia
Bank of Nova Scotia 0.295000%
06417EFA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
6000000.00
6000000.00
0.0004
N
5999640.00
5999640.00
Bank of Nova Scotia
Bank of Nova Scotia 0.050000%
06417EHQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
140000000.00
140000000.00
0.0098
N
139995800.00
139995800.00
Bank of the West
Bank of the West 0.200000%
0642G0WF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
40000000.00
40000000.00
0.0028
N
40001600.00
40001600.00
Barclays Bank Plc
Barclays Bank Plc 0.729000%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
85000000.00
85000000.00
0.0059
N
85008500.00
85008500.00
Barclays Bank Plc
Barclays Bank Plc 0.629400%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-17
2012-02-16
N
N
N
30000000.00
30000000.00
0.0021
N
30014400.00
30014400.00
Barclays Bank Plc
Barclays Bank Plc 0.730000%
06740MZB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20015400.00
20015400.00
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
00799J004_0.0500_M111003_2M54
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-06-30
3.375000
Treasury Debt
67185000.00
71400018.94
Unrated Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
70000000.00
70000000.00
0.0049
N
70000000.00
70000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
07699U005_0.1400_M111007_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-01
6.000000
Government Agency Debt
3088579.00
3174991.45
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
758793.00
733123.98
Fannie Mae
2041-09-01
2.908000
Government Agency Debt
86136.00
89593.72
United States Treasury Department
2013-07-31
0.375000
Treasury Debt
29956100.00
30036729.94
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
78496000.00
102204539.36
Unrated Security
N/A
N/A
2011-10-07
2011-10-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
132000000.00
132000000.00
0.0092
N
132000000.00
132000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M111007_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-02-01
2.119000
Government Agency Debt
42383467.00
6047464.65
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
7312985.00
6023207.12
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
5314000.00
5498687.92
Fannie Mae
2024-02-01
5.569000
Government Agency Debt
4500000.00
4920668.93
Fannie Mae
2035-02-01
4.777000
Government Agency Debt
23655248.00
5776742.65
Fannie Mae
2036-05-01
2.600000
Government Agency Debt
25646270.00
6081741.96
Fannie Mae
2036-06-01
2.608000
Government Agency Debt
40004796.00
5224157.67
Fannie Mae
2036-07-01
5.981000
Government Agency Debt
14000000.00
4874993.45
Fannie Mae
2036-08-01
2.520000
Government Agency Debt
23603064.00
5180745.28
Fannie Mae
2036-09-01
4.000000
Government Agency Debt
963899.00
1016035.16
Fannie Mae
2036-11-01
5.873000
Government Agency Debt
25004556.00
6024108.59
Fannie Mae
2037-04-01
5.555000
Government Agency Debt
7047326.00
5488342.06
Fannie Mae
2037-07-01
5.772000
Government Agency Debt
6344310.00
6080457.49
Fannie Mae
2037-09-01
5.997000
Government Agency Debt
20075386.00
5027169.66
Fannie Mae
2038-01-01
5.800000
Government Agency Debt
20041172.00
5770999.70
Fannie Mae
2038-02-01
3.126000
Government Agency Debt
13080400.00
5596523.08
Fannie Mae
2038-03-01
3.791000
Government Agency Debt
1951207.00
665995.43
Fannie Mae
2038-07-01
2.285000
Government Agency Debt
6762275.00
5181715.07
Fannie Mae
2038-08-01
5.372000
Government Agency Debt
19420555.00
5726969.29
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
1495537.00
1189484.76
Fannie Mae
2039-11-01
3.861000
Government Agency Debt
13185000.00
5731710.63
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
7615000.00
7116373.67
Fannie Mae
2041-01-01
2.852000
Government Agency Debt
6554991.00
5811256.34
Fannie Mae
2041-02-01
3.256000
Government Agency Debt
6416854.00
6004759.91
Fannie Mae
2041-05-01
3.609000
Government Agency Debt
5850000.00
5986544.40
Fannie Mae
2041-07-01
2.972000
Government Agency Debt
737417.00
766197.14
Fannie Mae
2041-09-01
3.587000
Government Agency Debt
5137383.00
5350161.19
Fannie Mae
2041-10-01
2.791000
Government Agency Debt
5032439.00
5236536.13
Fannie Mae
2044-03-01
1.452000
Government Agency Debt
77463805.00
6107830.25
Fannie Mae
2044-04-01
1.452000
Government Agency Debt
54152574.00
5928775.09
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
48729311.00
49035548.06
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
6712290.00
7081830.95
GNMA
2041-03-20
4.500000
Government Agency Debt
7297798.00
7725175.15
United States Treasury Department
2021-05-15
3.125000
Treasury Debt
1948000.00
2179478.40
Unrated Security
N/A
N/A
2011-10-07
2011-10-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
209000000.00
209000000.00
0.0146
N
209000000.00
209000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M111007_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-07-01
3.000000
Government Agency Debt
7000000.00
7075661.89
Fannie Mae
2033-09-01
2.578000
Government Agency Debt
22000000.00
3457855.66
Fannie Mae
2034-01-01
2.540000
Government Agency Debt
50000000.00
4037594.29
Fannie Mae
2034-02-01
2.351000
Government Agency Debt
45097789.00
4531070.72
Fannie Mae
2034-02-01
2.487000
Government Agency Debt
11976925.00
3332117.79
Fannie Mae
2034-03-01
2.455000
Government Agency Debt
7629596.00
4761053.54
Fannie Mae
2034-07-01
2.367000
Government Agency Debt
13680000.00
4515934.92
Fannie Mae
2034-07-01
2.482000
Government Agency Debt
19197609.00
4198199.27
Fannie Mae
2034-11-01
2.390000
Government Agency Debt
2764798.00
391358.26
Fannie Mae
2035-01-01
2.440000
Government Agency Debt
32195000.00
3402529.22
Fannie Mae
2035-05-01
5.174000
Government Agency Debt
12153000.00
3364231.80
Fannie Mae
2035-10-01
2.441000
Government Agency Debt
17800000.00
3978274.32
Fannie Mae
2035-11-01
5.419000
Government Agency Debt
19863235.00
3936640.17
Fannie Mae
2035-12-01
5.267000
Government Agency Debt
14000864.00
4050876.13
Fannie Mae
2036-03-01
5.834000
Government Agency Debt
14766044.00
4261315.09
Fannie Mae
2036-08-01
2.750000
Government Agency Debt
10735472.00
3879922.85
Fannie Mae
2036-09-01
4.000000
Government Agency Debt
5763986.00
6075753.21
Fannie Mae
2036-10-01
6.162000
Government Agency Debt
15098384.00
3368827.72
Fannie Mae
2036-11-01
5.844000
Government Agency Debt
23415028.00
4506584.92
Fannie Mae
2037-01-01
5.857000
Government Agency Debt
9260000.00
3424681.77
Fannie Mae
2037-04-01
5.525000
Government Agency Debt
16950000.00
3440327.13
Fannie Mae
2037-05-01
5.841000
Government Agency Debt
18457479.00
4199344.24
Fannie Mae
2037-08-01
6.109000
Government Agency Debt
15271324.00
4505593.99
Fannie Mae
2037-11-01
5.866000
Government Agency Debt
17179506.00
3955926.23
Fannie Mae
2037-11-01
5.980000
Government Agency Debt
16276233.00
3403899.91
Fannie Mae
2037-12-01
5.746000
Government Agency Debt
10070181.00
4332739.43
Fannie Mae
2038-01-01
5.333000
Government Agency Debt
11000000.00
3996454.62
Fannie Mae
2038-01-01
6.125000
Government Agency Debt
14559302.00
4761209.99
Fannie Mae
2038-03-01
3.791000
Government Agency Debt
12343669.00
4213200.93
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
16394000.00
7029413.00
Fannie Mae
2038-03-01
5.636000
Government Agency Debt
5018101.00
4731180.79
Fannie Mae
2038-05-01
4.690000
Government Agency Debt
10500000.00
3342768.46
Fannie Mae
2038-05-01
4.800000
Government Agency Debt
8300000.00
4144800.19
Fannie Mae
2038-08-01
5.754000
Government Agency Debt
10006464.00
3314651.56
Fannie Mae
2039-07-01
4.813000
Government Agency Debt
7505000.00
4600065.10
Fannie Mae
2039-12-01
4.382000
Government Agency Debt
6413945.00
4832186.41
Fannie Mae
2040-03-01
4.381000
Government Agency Debt
4602559.00
3824684.02
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
6959186.00
7015158.85
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
4428317.00
4576555.20
Fannie Mae
2041-03-01
3.744000
Government Agency Debt
3475170.00
3509553.85
Fannie Mae
2041-04-01
3.983000
Government Agency Debt
3607750.00
3809096.47
Fannie Mae
2041-05-01
2.641000
Government Agency Debt
5642476.00
4814809.90
Fannie Mae
2041-06-01
2.421000
Government Agency Debt
4500000.00
4609011.99
Fannie Mae
2041-06-01
3.118000
Government Agency Debt
4500000.00
4487362.48
Fannie Mae
2041-06-01
3.880000
Government Agency Debt
3813693.00
3987371.41
Fannie Mae
2041-06-01
4.080000
Government Agency Debt
3624374.00
3603493.76
Fannie Mae
2041-08-01
2.835000
Government Agency Debt
3682050.00
3828845.32
Fannie Mae
2041-08-01
3.023000
Government Agency Debt
3829438.00
3987175.15
Fannie Mae
2041-08-01
3.303000
Government Agency Debt
3252077.00
3381682.64
Fannie Mae
2041-08-01
3.775000
Government Agency Debt
3130000.00
3274791.85
Fannie Mae
2041-09-01
3.483000
Government Agency Debt
4222399.00
4402279.98
Freddie Mac
2018-07-01
4.000000
Government Agency Debt
32745404.00
7009700.86
Unrated Security
N/A
N/A
2011-10-07
2011-10-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
211000000.00
211000000.00
0.0148
N
211000000.00
211000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M111007_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-08-28
0.875000
Government Agency Debt
34134000.00
34372520.81
Freddie Mac
2013-06-17
0.000000
Government Agency Debt
58357000.00
58327821.50
Unrated Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
90000000.00
90000000.00
0.0063
N
90000000.00
90000000.00
Barton Capital, LLC
Barton Capital, LLC 0.550000%
06945MX35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
105016000.00
105016000.00
0.0073
N
105015033.85
105015033.85
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
38000000.00
37997625.00
0.0027
N
37996580.00
37996580.00
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
34000000.00
33997450.00
0.0024
N
33996260.00
33996260.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.110000%
0554M3XR1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
Y
BHP Billiton Ltd
N/A
N/A
N
5000000.00
4999663.89
0.0003
N
4999250.00
4999250.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.100000%
0554M3Y17
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
Y
BHP Billiton Ltd
N/A
N/A
N
5000000.00
4999597.23
0.0003
N
4998900.00
4998900.00
BNP Paribas
BNP Paribas 0.500000%
05572NCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
78000000.00
78000000.00
0.0055
N
78001560.00
78001560.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
9000000.00
9000000.00
0.0006
N
9004500.00
9004500.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M111003_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.002000
Government Agency Debt
163793421.00
48228113.33
Fannie Mae
2036-02-01
2.231000
Government Agency Debt
200005968.00
48555698.25
Fannie Mae
2038-04-01
4.846000
Government Agency Debt
100001366.00
47910877.70
Fannie Mae
2040-12-01
3.283000
Government Agency Debt
29428574.00
27124833.88
Fannie Mae
2041-03-01
3.405000
Government Agency Debt
50288078.00
50104153.29
Fannie Mae
2041-05-01
3.662000
Government Agency Debt
49912176.00
48402396.64
Fannie Mae
2041-06-01
3.660000
Government Agency Debt
50418941.00
50299693.51
Fannie Mae
2041-09-01
3.372000
Government Agency Debt
50008595.00
51769593.32
Fannie Mae
2041-10-01
3.048900
Government Agency Debt
8410882.00
8704640.96
Unrated Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
370000000.00
370000000.00
0.0259
N
370000000.00
370000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.150000%
987YEA006_0.1500_M111007_2M54
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2023-04-20
2.375000
Government Agency Debt
184794747.00
2492440.07
GNMA
2024-08-20
2.625000
Government Agency Debt
248821652.00
3534821.25
GNMA
2024-08-20
2.625000
Government Agency Debt
187750000.00
2741320.62
GNMA
2024-09-20
2.625000
Government Agency Debt
314642077.00
3831424.96
GNMA
2024-09-20
2.625000
Government Agency Debt
218231779.00
3305974.72
GNMA
2027-07-20
2.625000
Government Agency Debt
344887846.00
2684358.66
GNMA
2027-11-20
2.125000
Government Agency Debt
320889290.00
2773584.65
GNMA
2030-04-20
2.375000
Government Agency Debt
158533320.00
2840345.92
GNMA
2030-05-20
2.375000
Government Agency Debt
137554479.00
4199603.30
GNMA
2032-10-20
2.000000
Government Agency Debt
46000000.00
2296071.44
GNMA
2033-05-20
2.375000
Government Agency Debt
87432734.00
3384775.14
GNMA
2033-08-20
2.625000
Government Agency Debt
50229573.00
4039374.47
GNMA
2033-10-20
2.125000
Government Agency Debt
57854815.00
4554029.11
GNMA
2033-11-20
2.125000
Government Agency Debt
59377416.00
5066400.21
GNMA
2034-01-20
2.500000
Government Agency Debt
76686890.00
3918948.45
GNMA
2034-06-20
2.500000
Government Agency Debt
34351991.00
2771523.25
GNMA
2034-08-20
2.625000
Government Agency Debt
27335912.00
3670178.52
GNMA
2034-09-20
2.625000
Government Agency Debt
19000500.00
2325807.70
GNMA
2035-07-20
2.625000
Government Agency Debt
25664583.00
3246177.43
GNMA
2035-10-20
1.750000
Government Agency Debt
8946526.00
2550898.00
GNMA
2035-11-20
1.750000
Government Agency Debt
7226153.00
2223922.96
GNMA
2035-12-20
1.750000
Government Agency Debt
11158895.00
3521723.31
GNMA
2036-07-20
3.500000
Government Agency Debt
7359524.00
1587346.09
GNMA
2038-10-20
4.000000
Government Agency Debt
14000000.00
5005160.61
GNMA
2039-01-20
4.500000
Government Agency Debt
11420654.00
4279813.20
GNMA
2039-08-20
3.500000
Government Agency Debt
3805910.00
3386881.59
GNMA
2039-08-20
4.000000
Government Agency Debt
6093362.00
4934877.93
GNMA
2039-11-20
4.500000
Government Agency Debt
8645228.00
3923425.85
GNMA
2039-12-20
3.500000
Government Agency Debt
8795520.00
5072798.22
GNMA
2041-01-20
3.000000
Government Agency Debt
5163744.00
5335289.47
GNMA
2041-02-20
3.000000
Government Agency Debt
5023170.00
5091696.56
GNMA
2041-05-20
3.000000
Government Agency Debt
5247551.00
5427896.12
GNMA
2041-05-20
3.000000
Government Agency Debt
2638513.00
2739948.18
GNMA
2041-06-20
2.500000
Government Agency Debt
2272157.00
2343463.66
GNMA
2041-06-20
3.000000
Government Agency Debt
2928453.00
3045063.35
GNMA
2041-07-20
3.000000
Government Agency Debt
4452579.00
4602635.70
Unrated Security
N/A
N/A
2011-10-07
2011-10-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
125000000.00
125000000.00
0.0087
N
125000000.00
125000000.00
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
9000000.00
8997920.00
0.0006
N
8998110.00
8998110.00
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
33000000.00
33000000.00
0.0023
N
32999340.00
32999340.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
50000000.00
50000000.00
0.0035
N
49972500.00
49972500.00
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
68000000.00
67937345.55
0.0048
N
67966000.00
67966000.00
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
18000000.00
17982640.00
0.0013
N
17990460.00
17990460.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5991933.33
0.0004
N
5996400.00
5996400.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FZ25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999533.33
0.0001
N
999770.00
999770.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476FZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999420.00
0.0001
N
999710.00
999710.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.304400%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-07
2012-07-09
N
N
N
44000000.00
44000000.00
0.0031
N
44010120.00
44010120.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.287400%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-28
2011-12-28
N
N
N
21000000.00
21000000.00
0.0015
N
21001680.00
21001680.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.287400%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-28
2011-12-28
N
N
N
16000000.00
16000000.00
0.0011
N
15999360.00
15999360.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.271800%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2012-01-03
N
N
N
126000000.00
126000000.00
0.0088
N
125993700.00
125993700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X2A90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49945555.56
0.0035
N
49951500.00
49951500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
1373X3XE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
15000000.00
14998808.33
0.0010
N
14998950.00
14998950.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3XU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
45000000.00
44991562.50
0.0031
N
44992800.00
44992800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X3Y19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
17000000.00
16994522.22
0.0012
N
16996770.00
16996770.00
Chariot Funding, LLC
Chariot Funding, LLC 0.170000%
15963UX50
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
3000000.00
2999971.67
0.0002
N
2999970.00
2999970.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UXD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39997888.89
0.0028
N
39999200.00
39999200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UY83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17600000.00
17596128.00
0.0012
N
17598416.00
17598416.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UYE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
83000000.00
82978696.66
0.0058
N
82989210.00
82989210.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UYG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
35000000.00
34991872.22
0.0024
N
34995100.00
34995100.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28973529.44
0.0020
N
28985790.00
28985790.00
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
6000000.00
5994213.33
0.0004
N
5996820.00
5996820.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CX57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12999862.78
0.0009
N
12999740.00
12999740.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CXE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61000000.00
60996458.61
0.0043
N
60997560.00
60997560.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CYU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26000000.00
25989888.89
0.0018
N
25994540.00
25994540.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CZ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12993821.39
0.0009
N
12997010.00
12997010.00
Citibank, NA
Citibank, NA 0.240000%
1730D2K50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
103000000.00
103000000.00
0.0072
N
103010300.00
103010300.00
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
45000000.00
45000000.00
0.0031
N
45003600.00
45003600.00
Citibank, NA
Citibank, NA 0.270000%
1730D2L91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
10000000.00
10000000.00
0.0007
N
9999600.00
9999600.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.210000%
17307SX56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
Y
Citigroup Inc
N/A
N/A
N
85000000.00
84999008.34
0.0059
N
84996600.00
84996600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.402100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-10-27
2012-10-26
N
N
N
150000000.00
150000000.00
0.0105
N
150057900.00
150057900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZ27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
25000000.00
24988333.34
0.0017
N
24989750.00
24989750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.275000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
44087000.00
44062415.37
0.0031
N
44063633.89
44063633.89
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
35000000.00
34982256.94
0.0024
N
34981450.00
34981450.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
149000000.00
148914242.22
0.0104
N
148919540.00
148919540.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
2000000.00
1998749.17
0.0001
N
1998820.00
1998820.00
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
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999130.28
0.0001
N
999010.00
999010.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69936105.55
0.0049
N
69925800.00
69925800.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
63000000.00
62915300.00
0.0044
N
62919360.00
62919360.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VX33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
15000000.00
0.0010
N
14999850.00
14999850.00
CRC Funding, LLC
CRC Funding, LLC 0.200000%
12622VX33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
3000000.00
0.0002
N
2999970.00
2999970.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622VYE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35989080.00
0.0025
N
35988840.00
35988840.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C4X6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
17000000.00
17000000.00
0.0012
N
16999660.00
16999660.00
Credit Suisse AG
Credit Suisse AG 0.291800%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-12-01
N
N
N
87000000.00
87000000.00
0.0061
N
86997390.00
86997390.00
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
60000000.00
60000000.00
0.0042
N
59999400.00
59999400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.060000%
22799D001_0.0600_M111003_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
100000000.00
16863153.87
Freddie Mac
2041-08-20
5.000000
Government Agency Debt
84045000.00
92220819.59
GNMA
2040-02-20
4.500000
Government Agency Debt
103520133.00
100663866.85
GNMA
2041-07-20
4.500000
Government Agency Debt
40786590.00
44127021.47
Unrated Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
248891951.00
248891951.00
0.0174
N
248891951.00
248891951.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.030000%
992JYD004_0.0300_M111007_2M54
0001230485
Government Agency Repurchase Agreement
Y
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
76330000.00
81601920.61
Unrated Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
80000000.00
80000000.00
0.0056
N
80000000.00
80000000.00
Danaher Corp
Danaher Corp 0.080000%
23585MX76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
25000000.00
24999777.78
0.0017
N
24999250.00
24999250.00
Danske Corp
Danske Corp 0.290000%
2363F7XU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
Y
Danske Bank A/S
N/A
N/A
N
56000000.00
55988722.21
0.0039
N
55989920.00
55989920.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
21599B009_0.0400_M111003_2M54
0001074042
Government Agency Repurchase Agreement
Y
0.22 FHLB 12 H4
2012-09-12
0.220000
Government Agency Debt
15000000.00
14997300.00
1.37 FCOR 11-15 IU
2015-11-18
1.370000
Government Agency Debt
15000000.00
14950175.00
Fannie Mae
2013-07-15
0.000000
Government Agency Debt
4428000.00
4363572.60
Fannie Mae
2013-09-06
0.500000
Government Agency Debt
15000000.00
14978900.00
FCFR 03FF 12/09
2012-09-20
0.000000
Government Agency Debt
15000000.00
14989050.00
Freddie Mac
2013-03-21
0.000000
Government Agency Debt
12971000.00
12971389.13
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
75000000.00
75000000.00
0.0052
N
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M111003_2M54
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2013-01-31
0.625000
Treasury Debt
101340800.00
102000022.45
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
100000000.00
100000000.00
0.0070
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M111003_2M54
0001074042
Other Repurchase Agreement
N
AIR LEASE CORP CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249984.90
AMDOCS LTD ORD
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
127790.53
AMERICAN TOWER CORP CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249997.35
ANADARKO PETE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249999.45
DAVITA INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249957.96
EASTMAN CHEM CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249995.16
EMERSON ELEC CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249997.11
ENTRAVISION COMMUNICATIONS CCL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
136469.36
FIVE STAR QUALITY CARE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249999.36
HESS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249985.54
JOHNSON CTLS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249997.60
JOURNAL COMMUNICATIONS INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249999.50
KEYCORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249997.44
KINETIC CONCEPTS INC COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249941.88
LIN TV CORP CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
234881.04
METROPOLITAN HEALTH NETWORKSCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
93776.62
MOTOROLA MOBILITY HLDGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249979.87
NIKE INC CL B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249979.59
NORTHEAST UTILS COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249992.19
OFFICE DEPOT INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
41772.50
THERMO FISHER SCIENTIFIC INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249981.00
TRC COS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
115552.50
VONAGE HLDGS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249998.85
WELLPOINT INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
249974.88
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
5000000.00
5000000.00
0.0003
Repurchase agreement collateralized by common stock and ETFs.
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.100000%
99ETSZ007_0.1000_M111003_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
4699950.00
4997043.83
Fannie Mae
2030-11-01
4.500000
Government Agency Debt
810752.00
821153.86
Fannie Mae
2035-12-01
4.500000
Government Agency Debt
9609157.00
4999709.97
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
2536594.00
991128.29
Fannie Mae
2037-03-01
5.945000
Government Agency Debt
11773521.00
4979122.12
GNMA
2037-10-16
2.250000
Government Agency Debt
5242528.00
5066777.68
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
21000000.00
21000000.00
0.0015
N
21000000.00
21000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M111003_2M54
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-12-01
5.000000
Government Agency Debt
86826724.00
32982093.63
Freddie Mac
2037-07-01
5.000000
Government Agency Debt
73619019.00
33040119.62
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
82565550.00
32139336.23
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
85635000.00
29814843.51
Freddie Mac
2038-03-01
5.500000
Government Agency Debt
88588452.00
29832834.66
Freddie Mac
2039-02-01
5.000000
Government Agency Debt
66592313.00
30494568.41
Freddie Mac
2039-03-01
6.500000
Government Agency Debt
4920312.00
2284349.88
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
29463212.00
30617415.09
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
8018087.00
8634439.56
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
221000000.00
221000000.00
0.0155
N
221000000.00
221000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M111005_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-08-25
0.718300
Government Agency Debt
50000000.00
2762111.06
Fannie Mae
2034-05-25
0.584500
Government Agency Debt
2339235.00
677726.18
Fannie Mae
2036-05-25
0.534500
Government Agency Debt
3000000.00
2886582.71
Fannie Mae
2036-12-25
0.568000
Government Agency Debt
20000000.00
2956988.05
Fannie Mae
2037-03-25
0.738000
Government Agency Debt
7270000.00
2932726.88
Fannie Mae
2037-08-25
0.868000
Government Agency Debt
50000000.00
2819288.85
Fannie Mae
2039-04-25
4.500000
Government Agency Debt
3500000.00
2938716.95
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
13985.00
12420.36
Fannie Mae
2040-11-25
4.500000
Government Agency Debt
3196000.00
2885159.76
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
3011815.89
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
335068.00
363262.97
Fannie Mae
2041-08-25
0.634500
Government Agency Debt
3070333.00
3005511.50
Freddie Mac
2025-10-15
2.000000
Government Agency Debt
3191702.00
3073370.00
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
28278000.00
29207391.21
Freddie Mac
2026-04-15
4.000000
Government Agency Debt
2427000.00
2663798.08
Freddie Mac
2032-12-15
0.957200
Government Agency Debt
40000000.00
2822729.72
Freddie Mac
2037-09-15
2.000000
Government Agency Debt
3195978.00
3061939.04
Freddie Mac
2039-04-15
4.000000
Government Agency Debt
3000000.00
2924007.11
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
3278970.00
3195112.96
Freddie Mac
2041-03-15
4.500000
Government Agency Debt
2803000.00
2758035.37
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
8807359.00
9354411.22
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
2479000.00
2789301.39
GNMA
2037-10-16
2.250000
Government Agency Debt
200985.00
194247.19
GNMA
2040-07-16
4.000000
Government Agency Debt
2572901.00
2758657.31
GNMA
2041-04-16
4.500000
Government Agency Debt
2467780.00
2840552.98
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
91000000.00
91000000.00
0.0064
N
91000000.00
91000000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1YU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
30000000.00
29987400.00
0.0021
N
29985900.00
29985900.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
88000000.00
87961781.11
0.0062
N
87956000.00
87956000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.230000%
30601WZ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
16000000.00
15993355.55
0.0011
N
15992160.00
15992160.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.160000%
30603BX40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19999911.11
0.0014
N
19999800.00
19999800.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.160000%
30603BX65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
129000000.00
128998280.00
0.0090
N
128998710.00
128998710.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.180000%
30603BX65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4999925.00
0.0003
N
4999950.00
4999950.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BXM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7999400.00
0.0006
N
7999760.00
7999760.00
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
100000000.00
99998000.00
0.0070
N
99999800.00
99999800.00
Fannie Mae
Fannie Mae 0.035000%
313588MW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
1000000.00
999991.25
0.0001
N
999997.00
999997.00
Fannie Mae
Fannie Mae 0.100000%
313588NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
20000000.00
19999222.22
0.0014
N
19999920.00
19999920.00
Fannie Mae
Fannie Mae 0.035000%
313588NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
15000000.00
14999795.83
0.0010
N
14999940.00
14999940.00
Fannie Mae
Fannie Mae 0.030000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
3000000.00
2999942.50
0.0002
N
2999982.00
2999982.00
Fannie Mae
Fannie Mae 0.030000%
313588PA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
1000000.00
999969.17
0.0001
N
999990.00
999990.00
Fannie Mae
Fannie Mae 0.025000%
313588PQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
20000000.00
19999291.67
0.0014
N
19999720.00
19999720.00
Fannie Mae
Fannie Mae 0.020000%
313588PY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
2400000.00
2399921.33
0.0002
N
2399961.60
2399961.60
Fannie Mae
Fannie Mae 0.035000%
313588RY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
3000000.00
2999687.91
0.0002
N
2999910.00
2999910.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
114000000.00
113999746.67
0.0080
N
113999886.00
113999886.00
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
2000000.00
1999998.89
0.0001
N
1999998.00
1999998.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384MQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
27000000.00
26999921.25
0.0019
N
26999973.00
26999973.00
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
195000000.00
194999349.99
0.0136
N
194999805.00
194999805.00
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
40000000.00
39999822.22
0.0028
N
39999920.00
39999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
9900000.00
9899888.63
0.0007
N
9899970.30
9899970.30
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
2000000.00
1999980.00
0.0001
N
1999994.00
1999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384NF2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
7000000.00
6999930.00
0.0005
N
6999965.00
6999965.00
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
19000000.00
18999988.39
0.0013
N
18999886.00
18999886.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384NL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
30000000.00
29999616.67
0.0021
N
29999820.00
29999820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384NV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
15000000.00
14999733.33
0.0010
N
14999865.00
14999865.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384NV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
4000000.00
3999857.78
0.0003
N
3999964.00
3999964.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384PA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
15000000.00
14999460.42
0.0010
N
14999850.00
14999850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384PF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
15000000.00
14999387.50
0.0010
N
14999820.00
14999820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
74000000.00
73994799.46
0.0052
N
73999038.00
73999038.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
7000000.00
6999731.67
0.0005
N
6999909.00
6999909.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384PQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
55000000.00
54998441.66
0.0038
N
54999230.00
54999230.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384PS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-25
2011-11-25
N
N
N
95000000.00
94997902.08
0.0066
N
94998575.00
94998575.00
Freddie Mac
Freddie Mac 0.030000%
313396MM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
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
9700000.00
9699989.22
0.0007
N
9700000.00
9700000.00
Freddie Mac
Freddie Mac 0.030000%
313396MN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8300000.00
8299993.08
0.0006
N
8300000.00
8300000.00
Freddie Mac
Freddie Mac 0.050000%
313396MW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
10000000.00
9999875.00
0.0007
N
9999970.00
9999970.00
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
34000000.00
33999792.22
0.0024
N
33999898.00
33999898.00
Freddie Mac
Freddie Mac 0.035000%
313396NC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
25000000.00
24999635.42
0.0017
N
24999900.00
24999900.00
Freddie Mac
Freddie Mac 0.005000%
313396NJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
51000000.00
50999851.25
0.0036
N
50999694.00
50999694.00
Freddie Mac
Freddie Mac 0.035000%
313396PA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
66000000.00
65997625.84
0.0046
N
65999340.00
65999340.00
Freddie Mac
Freddie Mac 0.030000%
313396PH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
62000000.00
61997726.66
0.0043
N
61999256.00
61999256.00
Freddie Mac
Freddie Mac 0.035000%
313396QS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
14000000.00
13998951.94
0.0010
N
13999706.00
13999706.00
Freddie Mac
Freddie Mac 0.146100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2012-08-10
N
N
N
125000000.00
125000000.00
0.0087
N
125119250.00
125119250.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
65000000.00
64958020.83
0.0045
N
64978550.00
64978550.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
10000000.00
9993472.22
0.0007
N
9996600.00
9996600.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HA98
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
19000000.00
18989655.55
0.0013
N
18992590.00
18992590.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
48000000.00
47965333.32
0.0034
N
47979840.00
47979840.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
4000000.00
3997333.33
0.0003
N
3998320.00
3998320.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
110000000.00
109945763.88
0.0077
N
109976900.00
109976900.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
33000000.00
32982354.17
0.0023
N
32992740.00
32992740.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
4000000.00
3997611.11
0.0003
N
3999000.00
3999000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111027_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.90
AGCO CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749995.68
ARCHER DANIELS MIDLAND CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749989.16
BEST BUY INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.40
CAMERON INTERNATIONAL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749959.68
CONSOL ENERGY INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
10961.26
CVS CAREMARK CORPORATION COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749973.92
DPL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1008471.62
ENNIS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1326598.14
GOODRICH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749969.24
ISTAR FINL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.66
KINETIC CONCEPTS INC COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749990.84
LILLY ELI & CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749967.75
LORILLARD INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749892.86
NEUSTAR INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749990.58
PLUM CREEK TIMBER CO INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749989.20
PPL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749983.30
ROCK-TENN CO CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749975.32
TEEKAY CORPORATION COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749979.70
UNITED STATES STL CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1154353.59
VISTEON CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749976.20
WESTERN DIGITAL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749999.30
WEYERHAEUSER CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1749996.67
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
35000000.00
35000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111024_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699998.76
AMERIGROUP CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699961.77
APACHE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699921.60
BOEING CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699978.51
BRIDGEPOINT ED INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699984.52
CAMERON INTERNATIONAL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699992.58
CELANESE CORP DEL COM SER
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699982.92
CNO FINL GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699999.10
COMMONWEALTH REIT COM SH B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699987.50
EMULEX CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
161887.68
ENNIS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
405672.54
FLOWSERVE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699933.00
FOREST LABS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699976.03
GOODRICH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699963.48
HOME DEPOT INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699993.64
L-3 COMMUNICATIONS HLDGS INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699937.92
NEUSTAR INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
132934.62
NICOR INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699970.56
OCWEN FINL CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699997.50
PHILIP MORRIS INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699949.35
PPL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699987.55
STONERIDGE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699999.10
UNITED STATES STL CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
699989.94
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
14000000.00
14000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
Y
14003360.00
14003360.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111025_2M54
0000769993
Other Repurchase Agreement
N
AAR CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
38537.73
ACCRETIVE HEALTH INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
106293.61
AECOM TECHNOLOGY CORP DELAWACOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
68593.14
AES CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199994.88
AGREE REALTY CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
9943.35
ALLIANCE HEALTHCARE SRVCS INCOM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
23005.71
AMDOCS LTD ORD
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199989.25
AMERICAN AXLE & MFG HLDGS INCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
548828.68
AMERICAN CAMPUS CMNTYS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
176231.02
AMERICAN EXPRESS CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
91571.20
AMERICAN VANGUARD CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
2523.82
AMERON INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
65627.70
AMPHENOL CORP NEW CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
29246.40
APOLLO COML REAL EST FIN INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
173034.54
APPLIED INDL TECHNOLOGIES INCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
103173.42
ARMSTRONG WORLD INDS INC NEWCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
100371.75
ASHFORD HOSPITALITY TR INC COM SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
67512.69
ASTORIA FINL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
65157.20
AVERY DENNISON CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
236996.00
AVX CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
606572.90
AZZ INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
112130.10
BAKER MICHAEL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
218010.80
BANCO LATINOAMERICANO DE COMSHS E
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
21431.43
BANK HAWAII CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
271212.48
BEAZER HOMES USA INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
126053.73
BLOCK H & R INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
134842.33
BOSTON SCIENTIFIC CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
177912.60
BRINKER INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
14026.44
BRINKS CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
73156.32
BUCKLE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
52944.66
BUILD A BEAR WORKSHOP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
103734.68
CAI INTERNATIONAL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
19629.80
CAL DIVE INTL INC DEL COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
227210.00
CALIX INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
55175.50
CALLON PETE CO DEL COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
11876.41
CAMAC ENERGY INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
130802.61
CAMERON INTERNATIONAL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199965.38
CARLISLE COS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
15996.64
CARMAX INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
188136.00
CARTER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
612593.28
CASCADE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
70332.79
CB RICHARD ELLIS GROUP INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
328000.42
CBL & ASSOC PPTYS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
13724.95
CHATHAM LODGING TR COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
135957.54
CHEMTURA CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
305176.48
CHESAPEAKE LODGING TR SH BEN I
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
16582.54
CIBER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
18411.36
CIGNA CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199968.76
CINEMARK HOLDINGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
152849.64
CITIZENS INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
19192.81
CLEAR CHANNEL OUTDOOR HLDGS CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
404289.72
CLEARWATER PAPER CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
110785.08
CNH GLOBAL N V SHS NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
627621.75
COACH INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199956.00
COGDELL SPENCER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
166399.20
COLE KENNETH PRODTNS INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
91874.12
CONSOLIDATED EDISON INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
18396.51
CONSOLIDATED GRAPHICS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
37797.84
COPA HOLDINGS SA CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
615200.24
CREXUS INVT CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
651699.39
DOLAN CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
39297.36
DOLBY LABORATORIES INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
170762.89
DOLE FOOD CO INC NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
610630.69
DORAL FINL CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
15605.30
DSW INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
140750.61
DUCOMMUN INC DEL COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
20945.88
DUN & BRADSTREET CORP DEL NECOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
215592.57
DYNEGY INC DEL COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
190845.00
EASTMAN KODAK CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
628784.78
EATON CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
40932.72
EATON VANCE CORP COM NON
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
26796.08
EMERITUS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
14797.44
ENDURANCE SPECIALTY HLDGS LTSHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
30478.09
ENTERGY CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
23658.06
ENTERTAINMENT PPTYS TR COM SH B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
139048.98
ENTRAVISION COMMUNICATIONS CCL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
41526.84
ENZO BIOCHEM INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
56012.04
EQUITY ONE COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
430600.50
ESSEX PPTY TR INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
45587.70
ESTERLINE TECHNOLOGIES CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
104283.78
EVERCORE PARTNERS INC CLASS A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
36324.67
EVOLUTION PETROLEUM CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
115119.45
EXCEL TR INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
138137.94
EXTRA SPACE STORAGE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
145629.94
FEDERATED INVS INC PA CL B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
272033.68
FIRST COMWLTH FINL CORP PA COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
121482.20
FIRST REP BK SAN FRAN CALI NCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
44613.36
FIVE STAR QUALITY CARE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
87329.28
FORTEGRA FINL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
208114.40
FRONTLINE LTD SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
55221.60
FURNITURE BRANDS INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
29816.80
FXCM INC COM CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
417875.04
GASTAR EXPL LTD COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
30812.32
GENERAL MARITIME CORP NEW SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
56745.00
GENERAL MARITIME CORP NEW SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
15493.71
GEORGIA GULF CORP COM PAR$
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
328789.18
GLOBAL PMTS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
418046.20
GMX RES INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
182090.65
GOLD RESOURCE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
14538.15
GOODRICH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199901.40
GOODYEAR TIRE & RUBR CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
284814.75
GORMAN RUPP CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
647.00
GRACO INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
119641.08
GRAHAM CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
157247.20
GRAPHIC PACKAGING HLDG CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
93154.90
GRAY TELEVISION INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
284239.01
GREENHILL & CO INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
17700.45
GREIF INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
434676.55
HAEMONETICS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
13508.71
HARMAN INTL INDS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
250264.00
HARTFORD FINL SVCS GROUP INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
188535.09
HEALTH MGMT ASSOC INC NEW CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
79539.57
HECKMANN CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
243695.68
HEICO CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
3663.75
HHGREGG INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
278180.01
HIGHER ONE HLDGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
69812.74
HOME PROPERTIES INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
164561.04
HORACE MANN EDUCATORS CORP NCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
35369.88
HUBBELL INC CL B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
497337.40
HYPERDYNAMICS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
207069.69
IDACORP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
204683.16
INVESCO LTD SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
5398.88
INVESCO MORTGAGE CAPITAL INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
465521.00
ION GEOPHYSICAL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
643060.26
IRON MTN INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
586523.43
JAGUAR MNG INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
60230.79
JOHN BEAN TECHNOLOGIES CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
36143.82
JPMORGAN CHASE & CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199995.85
KAYDON CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
79508.33
KEMET CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
275879.17
KENNAMETAL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
54502.50
KEY ENERGY SVCS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
237061.90
KEYCORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
24839.01
KINDRED HEALTHCARE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
416583.00
KIRBY CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
418072.05
KITE RLTY GROUP TR COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
20929.68
KODIAK OIL & GAS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
478548.06
KRATON PERFORMANCE POLYMERS COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1898.78
LANNET INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
72119.25
LEGG MASON INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
48267.17
LEUCADIA NATL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
234406.08
LIBERTY PPTY TR SH BEN I
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
10729.68
LINCOLN NATL CORP IND COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
257566.08
LIONS GATE ENTMNT CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
392675.40
LYDALL INC DEL COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
19143.00
M & T BK CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
487706.45
MANPOWER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
281960.28
MARTIN MARIETTA MATLS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
477984.84
MCMORAN EXPLORATION CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
63227.08
MEDTRONIC INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
50362.68
MEREDITH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
64708.00
METLIFE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
78465.40
METTLER TOLEDO INTERNATIONALCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
108977.22
MFA FINANCIAL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
178835.65
MGIC INVT CORP WIS COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
12381.08
MIDWAY GOLD CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
111484.27
MILLER ENERGY RES INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
48477.90
MOVADO GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
22670.64
MSCI INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
19644.24
MUELLER WTR PRODS INC COM SER
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
467366.78
NATIONAL HEALTHCARE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
18821.46
NATIONAL PRESTO INDS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
561356.88
NAVISTAR INTL CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
58588.46
NEENAH PAPER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
32877.36
NEOPROBE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
114058.08
NEW YORK TIMES CO CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
571562.55
NEWCASTLE INVT CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
168236.64
NIELSEN HOLDINGS N V COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
529248.75
NL INDS INC COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
10013.00
NORANDA ALUM HLDG CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
19399.62
NORDIC AMERICAN TANKER SHIPPCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
158556.60
NORTHEAST UTILS COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
212164.20
OFFICE DEPOT INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
555214.03
OLIN CORP COM PAR
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
608484.16
ONEBEACON INSURANCE GROUP LTCL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
25988.20
OSHKOSH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
293418.65
OWENS ILL INC COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
98367.66
OXFORD INDS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
57980.88
PARKER DRILLING CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
432576.48
PARTNERRE LTD COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
437985.45
PEABODY ENERGY CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
377358.24
PENN VA CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
15524.32
PEP BOYS MANNY MOE & JACK COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
279517.56
PFIZER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199989.46
PIEDMONT OFFICE REALTY TR INCOM CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
243220.23
PIER 1 IMPORTS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
54462.38
PILGRIMS PRIDE CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
16728.25
PIONEER NAT RES CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
22194.00
PIPER JAFFRAY COS COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
433785.29
PLAINS EXPL& PRODTN CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
226336.24
PMI GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
231988.55
POLYPORE INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
29839.10
POST PPTYS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
27737.96
PPL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199980.40
PRINCIPAL FINL GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
30258.80
PROASSURANCE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
355968.89
PROGRESS ENERGY INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
154966.41
PROTECTIVE LIFE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
182608.00
PRUDENTIAL FINL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
80019.90
PVH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
96985.39
QUANTA SVCS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
552504.24
QUANTUM CORP COM DSSG
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
127799.91
QUEPASA CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
257313.24
QUIKSILVER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
111247.50
RAIT FINANCIAL TRUST COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
244252.80
RAYMOND JAMES FINANCIAL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
306493.75
RAYTHEON CO COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
513645.74
RESOLUTE ENERGY CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
243927.70
REVETT MINERALS INC COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
11548.73
ROPER INDS INC NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
124190.64
ROSETTA STONE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
251294.05
RYDER SYS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
156971.55
RYLAND GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
120932.90
SALLY BEAUTY HLDGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
50108.50
SCOTTS MIRACLE GRO CO CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
223053.60
SCRIPPS E W CO OHIO CL A NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
79819.20
SEABRIGHT HOLDINGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
12955.14
SEMGROUP CORP CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
215599.56
SHERWIN WILLIAMS CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
15641.50
SKECHERS U S A INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
336312.90
SKILLED HEALTHCARE GROUP INCCL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
562098.46
SMITH A O COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
76584.36
SONIC AUTOMOTIVE INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
661.78
SOUTHWESTERN ENERGY CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
351641.94
SPARTECH CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
171126.86
SPECTRA ENERGY CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
219688.04
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
209936.32
STANLEY BLACK & DECKER INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
120063.00
STR HLDGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
69524.76
SUPERIOR INDS INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
530207.16
SUPERVALU INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
305070.72
SYMETRA FINL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
50878.44
SYNNEX CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
594246.28
TARGET CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199989.36
TECO ENERGY INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
158127.90
TELEFLEX INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
5902.20
TENNECO INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
584092.80
TEXAS INSTRS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
306648.82
THERMO FISHER SCIENTIFIC INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199982.00
THOMSON REUTERS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
386864.80
TIME WARNER CABLE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
1660969.44
TITANIUM METALS CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
505640.07
TRC COS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
31837.00
TWO HBRS INVT CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
456393.24
UNION PAC CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
77805.86
UNIT CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
69700.77
UNIVERSAL AMERN SPIN CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
10321.12
UNIVERSAL CORP VA COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
53271.84
USANA HEALTH SCIENCES INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
12491.15
VAALCO ENERGY INC COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
16868.30
VALERO ENERGY CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199993.80
VALLEY NATL BANCORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
41045.20
VANTAGE DRILLING COMPANY ORD SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
22725.30
VERIZON COMMUNICATIONS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
83847.55
VIACOM INC NEW CL B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
6199961.24
VIAD CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
24598.08
VIRNETX HLDG CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
477851.40
VISHAY INTERTECHNOLOGY INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
590260.86
VISHAY PRECISION GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
273466.82
VMWARE INC CL A COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
192533.08
VORNADO RLTY TR SH BEN I
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
190082.96
W & T OFFSHORE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
146356.08
WABCO HLDGS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
602081.48
WASTE MGMT INC DEL COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
18612.75
WATERS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
410597.75
WATSCO INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
60238.15
WATSON PHARMACEUTICALS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
423049.06
WEBSTER FINL CORP CONN COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
106800.82
WEIGHT WATCHERS INTL INC NEWCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
172651.41
WEST PHARMACEUTICAL SVSC INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
13641.54
WHITE MTNS INS GROUP LTD COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
334042.50
WILLIAMS SONOMA INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
44406.60
WORLD WRESTLING ENTMT INC CL A
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
215295.75
WRIGHT EXPRESS CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
235583.28
XL GROUP PLC SHS
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
30158.52
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
124000000.00
124000000.00
0.0087
Repurchase agreement collateralized by common stock and ETFs.
Y
124000000.00
124000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599994.54
AMERIGROUP CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599990.22
APACHE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599968.32
BANK OF AMERICA CORPORATION COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
562140.10
BOEING CO COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599999.40
BRIDGEPOINT ED INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599981.32
CAMERON INTERNATIONAL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599981.20
CELANESE CORP DEL COM SER
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599985.36
CNO FINL GROUP INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599996.82
COMMONWEALTH REIT COM SH B
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599981.01
EMULEX CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599997.28
FLOWSERVE CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599953.80
FOREST LABS INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599992.77
GOODRICH CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599951.40
HOME DEPOT INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599975.24
L-3 COMMUNICATIONS HLDGS INCCOM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599955.84
NICOR INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599998.32
OCWEN FINL CORP COM NEW
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599999.75
PHILIP MORRIS INTL INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599965.73
PPL CORP COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599993.45
STONERIDGE INC COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
599996.82
UNITED STATES STL CORP NEW COM
2011-09-30
N/A
Other Instrument
common stock or ETF
0.00
38203.92
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
12000000.00
12000000.00
0.0008
Repurchase agreement collateralized by common stock and ETFs.
Y
12004200.00
12004200.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.370000%
38142UZF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
48000000.00
47963986.67
0.0034
N
47968320.00
47968320.00
Govco, LLC
Govco, LLC 0.320000%
38362VA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999182.23
0.0001
N
999110.00
999110.00
Govco, LLC
Govco, LLC 0.320000%
38362VA45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32972720.00
0.0023
N
32970300.00
32970300.00
Govco, LLC
Govco, LLC 0.190000%
38362WX63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17999715.00
0.0013
N
17999460.00
17999460.00
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
24000000.00
23999493.33
0.0017
N
23999040.00
23999040.00
Govco, LLC
Govco, LLC 0.190000%
38362WXJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999841.67
0.0001
N
1999800.00
1999800.00
Govco, LLC
Govco, LLC 0.240000%
38362WXQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9998600.00
0.0007
N
9998600.00
9998600.00
Govco, LLC
Govco, LLC 0.260000%
38362WY70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
142000000.00
141964105.55
0.0099
N
141965920.00
141965920.00
Govco, LLC
Govco, LLC 0.260000%
38362WYG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999682.22
0.0001
N
999680.00
999680.00
Govco, LLC
Govco, LLC 0.300000%
38362WZ95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
42000000.00
41976550.00
0.0029
N
41976900.00
41976900.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
82000000.00
81951118.88
0.0057
N
81947520.00
81947520.00
Govco, LLC
Govco, LLC 0.290000%
38362WZL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17988690.00
0.0013
N
17987400.00
17987400.00
Govco, LLC
Govco, LLC 0.300000%
38362WZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2998000.00
0.0002
N
2997840.00
2997840.00
Grampian Funding, LLC
Grampian Funding, LLC 0.350000%
38501CXH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
2000000.00
1999727.78
0.0001
N
1999920.00
1999920.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
47000000.00
46977178.89
0.0033
N
46992010.00
46992010.00
HSBC USA, Inc
HSBC USA, Inc 0.170000%
40427SXQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
71000000.00
70992959.17
0.0050
N
70991480.00
70991480.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.280000%
75914UAM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12075000.00
12075000.00
0.0008
N
12075000.00
12075000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
46899T004_0.0800_M111003_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
35404204.00
27289278.12
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
142035403.00
127210722.67
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
150000000.00
150000000.00
0.0105
N
150000000.00
150000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.270700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-10-21
2012-10-19
N
N
N
129000000.00
129000000.00
0.0090
N
128988390.00
128988390.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3X32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
2000000.00
0.0001
N
1999960.00
1999960.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.155000%
4820P3XH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24998493.06
0.0017
N
24997750.00
24997750.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3XK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
16000000.00
15998862.22
0.0011
N
15998240.00
15998240.00
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
33000000.00
32996342.50
0.0023
N
32995380.00
32995380.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
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
23000000.00
22997853.33
0.0016
N
22996780.00
22996780.00
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
75000000.00
74991291.66
0.0052
N
74988750.00
74988750.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23000000.00
22997208.06
0.0016
N
22996550.00
22996550.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.445000%
53944AR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
5000000.00
5000000.00
0.0003
N
5000150.00
5000150.00
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X5XJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999933.33
0.0001
N
999950.00
999950.00
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
10765000.00
10763815.85
0.0008
N
10764138.80
10764138.80
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
17000000.00
16998045.00
0.0012
N
16998640.00
16998640.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XT3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
26069000.00
26065871.72
0.0018
N
26066914.48
26066914.48
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5YV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12760000.00
12755555.26
0.0009
N
12757192.80
12757192.80
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5Z61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
18349000.00
18342149.66
0.0013
N
18344412.75
18344412.75
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26986717.52
0.0019
N
26991360.00
26991360.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19780000.00
19770016.60
0.0014
N
19773472.60
19773472.60
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5ZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7996088.89
0.0006
N
7997360.00
7997360.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
06399U000_0.0800_M111003_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-08-25
4.500000
Government Agency Debt
3862073.00
4178187.54
Freddie Mac
2022-12-15
5.000000
Government Agency Debt
20463760.00
22170678.60
Freddie Mac
2033-07-15
4.000000
Government Agency Debt
23000000.00
22837862.49
Freddie Mac
2033-11-15
0.647000
Government Agency Debt
92000000.00
23420088.75
Freddie Mac
2035-04-15
5.500000
Government Agency Debt
19200000.00
22448401.07
Freddie Mac
2037-05-15
0.447000
Government Agency Debt
50000000.00
22986397.55
Freddie Mac
2040-01-15
4.000000
Government Agency Debt
21000000.00
22271869.67
GNMA
2033-11-20
4.250000
Government Agency Debt
25000000.00
22571707.51
GNMA
2033-11-20
4.350000
Government Agency Debt
25000000.00
22609537.70
GNMA
2036-02-20
4.500000
Government Agency Debt
25000000.00
22318250.26
GNMA
2036-04-20
4.500000
Government Agency Debt
25000000.00
22380256.90
GNMA
2037-01-20
4.500000
Government Agency Debt
25000000.00
22054450.24
GNMA
2037-01-20
4.500000
Government Agency Debt
25000000.00
22054450.24
GNMA
2037-02-20
4.500000
Government Agency Debt
25000000.00
22135479.57
GNMA
2038-09-20
4.000000
Government Agency Debt
19908776.00
18662500.60
GNMA
2038-10-20
4.000000
Government Agency Debt
25000000.00
23290492.27
GNMA
2039-06-16
4.300000
Government Agency Debt
25403609.00
22109389.80
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
350000000.00
350000000.00
0.0245
N
350000000.00
350000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.170000%
60681PS96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
78000000.00
78000000.00
0.0055
N
78000000.00
78000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687GBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
136000000.00
136000000.00
0.0095
N
135998640.00
135998640.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GBW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
2000000.00
2000000.00
0.0001
N
1999960.00
1999960.00
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
79000000.00
79000000.00
0.0055
N
78984990.00
78984990.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
57000000.00
57000000.00
0.0040
N
56988600.00
56988600.00
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
5000000.00
5000000.00
0.0003
N
4999900.00
4999900.00
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
70000000.00
69999222.22
0.0049
N
70000000.00
70000000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.330000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15960000.00
15960000.00
0.0011
N
15960000.00
15960000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.330000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
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
6000000.00
5999670.00
0.0004
N
5999640.00
5999640.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
28000000.00
28000000.00
0.0020
N
28003080.00
28003080.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
25000000.00
25000000.00
0.0017
N
25003750.00
25003750.00
Nordea North America, Inc
Nordea North America, Inc 0.205000%
6555P1X44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
Y
Nordea Bank AB
N/A
N/A
N
17000000.00
16999903.19
0.0012
N
16999830.00
16999830.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
Nordea Bank AB
N/A
N/A
N
94000000.00
93961303.34
0.0066
N
93959580.00
93959580.00
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UXK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
47028000.00
47024237.76
0.0033
N
47027529.72
47027529.72
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
30000000.00
29997591.67
0.0021
N
29999700.00
29999700.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UY15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10138000.00
10136448.32
0.0007
N
10137797.24
10137797.24
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UZ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
54000000.00
53977230.00
0.0038
N
53989740.00
53989740.00
Rabobank Nederland
Rabobank Nederland 0.299400%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
Rabobank Nederland
Rabobank Nederland 0.400000%
74977MNR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
128000000.00
128007953.08
0.0090
N
128014080.00
128014080.00
Rabobank Nederland
Rabobank Nederland 0.301800%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-05
2011-12-05
N
N
N
100000000.00
100000000.00
0.0070
N
100007000.00
100007000.00
Rabobank Nederland
Rabobank Nederland 0.314600%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-26
2012-03-26
N
N
N
58000000.00
58000000.00
0.0041
N
58011600.00
58011600.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
20000000.00
19958688.89
0.0014
N
19964400.00
19964400.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BQ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
7000000.00
6985440.00
0.0005
N
6987400.00
6987400.00
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
1000000.00
997702.22
0.0001
N
997470.00
997470.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.200000%
7562E1YA6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
999788.89
0.0001
N
999720.00
999720.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1Z98
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24983715.28
0.0017
N
24985250.00
24985250.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2012-04-09
N
N
N
131000000.00
131000000.00
0.0092
N
130969870.00
130969870.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2012-04-12
N
N
N
175000000.00
175000000.00
0.0122
N
175033250.00
175033250.00
Royal Bank of Canada
Royal Bank of Canada 0.010000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
40000000.00
40000000.00
0.0028
Security is a time deposit.
N
40000000.00
40000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.210000%
78009SXR1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
5000000.00
4999358.34
0.0003
N
4999250.00
4999250.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.810000%
78011H2R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20014200.00
20014200.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
3000000.00
3000000.00
0.0002
N
3000570.00
3000570.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H4Z5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
50000000.00
50000000.00
0.0035
N
50001000.00
50001000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H5A9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
188000000.00
188000000.00
0.0131
N
188003760.00
188003760.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.240000%
78011H5E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
4000000.00
4000000.00
0.0003
N
3999400.00
3999400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124LA51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19986422.22
0.0014
N
19982800.00
19982800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MXD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
42000000.00
41997666.67
0.0029
N
41997480.00
41997480.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MXK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
12000000.00
11998933.33
0.0008
N
11998800.00
11998800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MXQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
70000000.00
69989383.34
0.0049
N
69990900.00
69990900.00
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
56000000.00
56000000.00
0.0039
N
56002800.00
56002800.00
Societe Generale
Societe Generale 0.500000%
83369RXC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
20000000.00
20000000.00
0.0014
N
20000200.00
20000200.00
Societe Generale
Societe Generale 0.425000%
83369RYM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
60000000.00
60000000.00
0.0042
N
60000000.00
60000000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E3X68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
17000000.00
16999674.17
0.0012
N
16999490.00
16999490.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P03K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
13000000.00
13000000.00
0.0009
N
13000520.00
13000520.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.140000%
8574P03X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
N
91000000.00
91000000.00
0.0064
N
90994540.00
90994540.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.140000%
8574P03Z9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
2000000.00
2000000.00
0.0001
N
1999940.00
1999940.00
State Street Corp
State Street Corp 0.190000%
85747KYG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
4000000.00
3999071.11
0.0003
N
3998680.00
3998680.00
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
66000000.00
65983976.66
0.0046
N
65976240.00
65976240.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
2000000.00
1999107.78
0.0001
N
1998680.00
1998680.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49984958.33
0.0035
N
49993500.00
49993500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19994088.89
0.0014
N
19997400.00
19997400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19000000.00
18993983.33
0.0013
N
18997340.00
18997340.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24991687.50
0.0017
N
24996250.00
24996250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
66000000.00
65973178.34
0.0046
N
65985546.00
65985546.00
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
85000000.00
84979812.50
0.0059
N
84990650.00
84990650.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
125152000.00
125114350.18
0.0088
N
125135730.24
125135730.24
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
13995566.67
0.0010
N
13998040.00
13998040.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB77
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
65793000.00
65775985.20
0.0046
N
65777867.61
65777867.61
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GC92
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63267000.00
63244962.00
0.0044
N
63245489.22
63245489.22
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19322000.00
19314147.76
0.0014
N
19313884.76
19313884.76
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
50000000.00
49998222.22
0.0035
N
49998000.00
49998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JA80
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47362000.00
47347252.00
0.0033
N
47347791.40
47347791.40
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
37000000.00
36991798.37
0.0026
N
36992970.00
36992970.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KF66
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63000000.00
62980382.50
0.0044
N
62981100.00
62981100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KF74
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9997044.44
0.0007
N
9997200.00
9997200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG24
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10994000.00
10990518.57
0.0008
N
10990701.80
10990701.80
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG81
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15087000.00
15081744.70
0.0011
N
15081870.42
15081870.42
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KH56
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10995820.00
0.0008
N
10995710.00
10995710.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L6D9
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
97000000.00
96998706.66
0.0068
N
96998060.00
96998060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562ERA8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
66000000.00
66000000.00
0.0046
N
65999340.00
65999340.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562ERD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
5000000.00
5000000.00
0.0003
N
4999950.00
4999950.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WPN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
142000000.00
142000000.00
0.0099
N
142000000.00
142000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WPQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
1000000.00
1000000.00
0.0001
N
999990.00
999990.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.205000%
86959BVV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8000000.00
8000001.11
0.0006
N
8000000.00
8000000.00
Texas
TRAN Series 2011A 0.150000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.150000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
Texas
TRAN Series 2011A 0.150000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.220000%
88324MXD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
44765000.00
44762264.36
0.0031
N
44761866.45
44761866.45
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
24617000.00
24615382.80
0.0017
N
24615276.81
24615276.81
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.280000%
88324MXH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
48000000.00
47994773.33
0.0034
N
47995680.00
47995680.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MXH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
14000000.00
13998421.11
0.0010
N
13998740.00
13998740.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.280000%
88324MXJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
11000000.00
10998716.67
0.0008
N
10998900.00
10998900.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UXL9
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
3000000.00
2999730.83
0.0002
N
2999670.00
2999670.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
17000000.00
16993766.66
0.0012
N
16992010.00
16992010.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZ86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20041000.00
20032549.38
0.0014
N
20030177.86
20030177.86
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
16000000.00
15992640.00
0.0011
N
15990240.00
15990240.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3757000.00
3755186.20
0.0003
N
3754332.53
3754332.53
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XAQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
N
2000000.00
2000000.00
0.0001
N
1998800.00
1998800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112Y4W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
11000000.00
11000000.00
0.0008
N
11001650.00
11001650.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112Y5L3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
65000000.00
65000000.00
0.0045
N
65007800.00
65007800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112Y5N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
93000000.00
93000000.00
0.0065
N
93012090.00
93012090.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6E8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
72000000.00
72000000.00
0.0050
N
72012960.00
72012960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
110000000.00
110000000.00
0.0077
N
110012100.00
110012100.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112Y6Q1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
2000000.00
2000000.00
0.0001
N
2000500.00
2000500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
57000000.00
57000000.00
0.0040
N
57010830.00
57010830.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.307400%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
N
45000000.00
45000000.00
0.0031
N
45001800.00
45001800.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112YYM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
47000000.00
47003986.23
0.0033
N
47008460.00
47008460.00
UBS AG
UBS AG 0.260000%
90267AR65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
43000000.00
43000000.00
0.0030
N
42987530.00
42987530.00
UBS AG
UBS AG 0.629000%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
11000000.00
11000000.00
0.0008
N
11000000.00
11000000.00
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
4000000.00
3999933.33
0.0003
N
3999920.00
3999920.00
UBS Securities LLC
UBS Securities LLC 0.100000%
99EPPA003_0.1000_M111003_2M54
0001070766
Government Agency Repurchase Agreement
Y
GNMA
2041-08-20
4.500000
Government Agency Debt
46921966.00
51000000.99
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
50000000.00
50000000.00
0.0035
N
50000000.00
50000000.00
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
55000000.00
55000000.00
0.0038
N
54998900.00
54998900.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
2000000.00
2000000.00
0.0001
N
2000120.00
2000120.00
Univ of California
Commerical Paper Notes Series B 0.230000%
91411SA91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
4000000.00
3997495.55
0.0003
N
3997480.00
3997480.00
Univ of California
Commerical Paper Notes Series B 0.150000%
91411UY17
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
10000000.00
9998791.67
0.0007
N
9998700.00
9998700.00
Univ of California
Commerical Paper Notes Series B 0.150000%
91411UY25
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
5000000.00
4999375.00
0.0003
N
4999350.00
4999350.00
Univ of California
Commerical Paper Notes Series B 0.150000%
91411UY82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
5000000.00
4999250.00
0.0003
N
5000000.00
5000000.00
Univ of California
Commerical Paper Notes Series B 0.190000%
91411UZD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
22000000.00
21991756.11
0.0015
N
21991860.00
21991860.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MXR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
54000000.00
53994390.00
0.0038
N
53992980.00
53992980.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.190000%
92217MYN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
25000000.00
24993402.78
0.0017
N
24991750.00
24991750.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
22000000.00
21991658.33
0.0015
N
21989660.00
21989660.00
Wells Fargo Bank NA
Wells Fargo Bank NA 0.030000%
910MLL002
0000072971
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
13000000.00
13000000.00
0.0009
Security is a time deposit.
N
13000000.00
13000000.00
Westpac Banking Corp
Westpac Banking Corp 0.311500%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2012-05-01
N
N
N
52000000.00
52000000.00
0.0036
N
51979200.00
51979200.00
Westpac Banking Corp
Westpac Banking Corp 0.311800%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
12990380.00
12990380.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
24000000.00
23999999.93
0.0017
N
24000000.00
24000000.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C0A33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
23000000.00
22982366.67
0.0016
N
22992640.00
22992640.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
104000000.00
103771893.23
0.0073
N
103910560.00
103910560.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CU1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
79000000.00
78817444.16
0.0055
N
78924950.00
78924950.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.315000%
96122HZ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
34000000.00
33982447.50
0.0024
N
33993540.00
33993540.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1173457.04
1173457.04
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1009877.13
1009877.13
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
258579.24
258579.24
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
222533.29
222533.29
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1989106.59
1989106.59
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1711825.13
1711825.13
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
338114.52
338114.52
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
290981.35
290981.35
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342KX37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
16000000.00
0.0011
N
15999840.00
15999840.00