0001145549-11-011673.txt : 20111229
0001145549-11-011673.hdr.sgml : 20111229
20111107140816
ACCESSION NUMBER: 0001145549-11-011673
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111031
FILED AS OF DATE: 20111107
DATE AS OF CHANGE: 20111107
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: 111184011
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-10-31
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
33
50
19911930485.31
4842254.12
3755745.21
19913016994.22
0.0022
1.0000
2011-10-31
1.0000
2011-10-31
C000012379
1.00
5855115478.90
1.00
-116096040.35
1526997027.04
1643093067.39
0.0001
1.0000
2011-10-31
1.0000
2011-10-31
C000012380
1.00
14057901515.32
1.00
-293334032.35
4482304575.92
4775638608.27
0.0001
1.0000
2011-10-31
1.0000
2011-10-31
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086MYW8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999234.72
0.0003
N
4999250.00
4999250.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.270000%
03221KY71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
24000000.00
23998920.00
0.0012
N
23999280.00
23999280.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KYE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
60000000.00
59994583.33
0.0030
N
59995800.00
59995800.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KYG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
57000000.00
56994062.50
0.0029
N
56995440.00
56995440.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KYV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
61000000.00
60988138.88
0.0031
N
60990240.00
60990240.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.440000%
04014AB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
55000000.00
54934794.45
0.0028
N
54947200.00
54947200.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BYU9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
42000000.00
41991495.00
0.0021
N
41993700.00
41993700.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BYW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
28000000.00
27993910.00
0.0014
N
27995240.00
27995240.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
10000000.00
9998425.00
0.0005
N
9999400.00
9999400.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYV5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
6000000.00
5998740.00
0.0003
N
5999520.00
5999520.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UZ28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
9000000.00
8997907.50
0.0005
N
8999190.00
8999190.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
60000000.00
59985416.66
0.0030
N
59994000.00
59994000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
55000000.00
54986097.22
0.0028
N
54994500.00
54994500.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999646.11
0.0001
N
999860.00
999860.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.225000%
05252V7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
103000000.00
103000000.00
0.0052
N
103002060.00
103002060.00
Bank of America, NA
Bank of America, NA 0.280000%
06052WDT7
Other Note
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
140000000.00
140000000.00
0.0070
N
140001400.00
140001400.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WDV2
Other Note
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
40000000.00
40000000.00
0.0020
N
40000000.00
40000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEF6
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
45000000.00
45000000.00
0.0023
N
44998650.00
44998650.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEH2
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
80000000.00
80000000.00
0.0040
N
79997600.00
79997600.00
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
107000000.00
107000000.00
0.0054
N
107000000.00
107000000.00
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
25000000.00
25000000.00
0.0013
N
25000000.00
25000000.00
Bank of America, NA
Bank of America, NA 0.765600%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-01-23
2012-08-22
N
N
N
147000000.00
147000000.00
0.0074
N
145796070.00
145796070.00
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
175000000.00
175000000.00
0.0088
N
175012250.00
175012250.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WFK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
103000000.00
103000000.00
0.0052
N
103009270.00
103009270.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WFW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
61000000.00
61000000.00
0.0031
N
61006100.00
61006100.00
Bank of Montreal
Bank of Montreal 0.220000%
06366WGF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
4000000.00
4000000.00
0.0002
N
4000440.00
4000440.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
15000000.00
15000000.00
0.0008
N
15001650.00
15001650.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
37000000.00
37000000.00
0.0019
N
37001850.00
37001850.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4B8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
40000000.00
40000000.00
0.0020
N
40002000.00
40002000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
108000000.00
108000000.00
0.0054
N
108005400.00
108005400.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
3000000.00
3000000.00
0.0002
N
3000300.00
3000300.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
85000000.00
85000000.00
0.0043
N
84988950.00
84988950.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417ECS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
35000000.00
35000000.00
0.0018
N
35000000.00
35000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EDB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
118000000.00
118000000.00
0.0059
N
118001180.00
118001180.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EKP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
4000000.00
4000000.00
0.0002
N
3999120.00
3999120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
100000000.00
100000000.00
0.0050
N
99976000.00
99976000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
27000000.00
27000000.00
0.0014
N
26993790.00
26993790.00
Bank of the West
Bank of the West 0.240000%
0642G0WK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
63000000.00
63000000.00
0.0032
N
63003780.00
63003780.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000%
06538DZ44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
86000000.00
86000000.00
0.0043
N
86000000.00
86000000.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
80000000.00
80000000.00
0.0040
N
79993600.00
79993600.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06740MM75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
129000000.00
129000000.00
0.0065
N
129001290.00
129001290.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
00799J004_0.1200_M111101_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-08-25
0.644700
Government Agency Debt
37337925.00
18457175.68
Fannie Mae
2038-02-25
0.685000
Government Agency Debt
27438000.00
17719347.19
Fannie Mae
2039-09-25
4.000000
Government Agency Debt
30000000.00
18751957.60
Fannie Mae
2041-11-25
0.750000
Government Agency Debt
26227836.00
26294795.67
Freddie Mac
2024-11-15
3.500000
Government Agency Debt
21030000.00
19205230.01
Freddie Mac
2025-02-15
3.500000
Government Agency Debt
19500000.00
17994778.08
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
21500000.00
18395983.56
Freddie Mac
2037-11-15
5.500000
Government Agency Debt
11151064.00
2604203.51
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
25700000.00
26457531.65
Freddie Mac
2039-05-15
4.000000
Government Agency Debt
30800000.00
18639992.22
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
20000000.00
19301032.87
Freddie Mac
2041-05-15
4.500000
Government Agency Debt
18840000.00
19925221.68
Freddie Mac
2041-10-15
0.00
Government Agency Debt
21000000.00
21103782.00
GNMA
2037-08-16
4.000000
Government Agency Debt
42600000.00
27633424.72
GNMA
2038-03-20
2.750000
Government Agency Debt
30000000.00
29341637.86
GNMA
2038-08-16
4.500000
Government Agency Debt
50000000.00
29065209.91
GNMA
2038-12-20
4.500000
Government Agency Debt
50000000.00
24030001.10
GNMA
2039-06-20
4.500000
Government Agency Debt
34272027.00
16131439.32
GNMA
2039-11-20
4.500000
Government Agency Debt
22380000.00
24252870.30
GNMA
2039-12-20
5.000000
Government Agency Debt
30000000.00
22347249.68
GNMA
2040-01-16
0.779300
Government Agency Debt
37000000.00
18609550.90
GNMA
2040-12-20
4.000000
Government Agency Debt
17868069.00
17861624.58
GNMA
2041-07-20
4.000000
Government Agency Debt
27954000.00
28875960.19
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
460000000.00
460000000.00
0.0231
N
460000000.00
460000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111107_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-01-01
4.150000
Government Agency Debt
50000000.00
23615215.32
Fannie Mae
2039-10-01
5.566000
Government Agency Debt
25652905.00
23718010.76
Fannie Mae
2040-07-01
3.788000
Government Agency Debt
24458250.00
24305215.09
Fannie Mae
2040-12-01
3.058000
Government Agency Debt
25227173.00
24417945.63
Fannie Mae
2041-03-01
3.288000
Government Agency Debt
25174599.00
24109049.94
Fannie Mae
2041-09-01
3.868000
Government Agency Debt
23270172.00
23967560.19
Fannie Mae
2041-10-01
2.962000
Government Agency Debt
16659661.00
17231674.99
Fannie Mae
2041-10-01
3.203000
Government Agency Debt
12931576.00
13355328.49
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
168000000.00
168000000.00
0.0084
N
168000000.00
168000000.00
Barton Capital, LLC
Barton Capital, LLC 0.450000%
06945MY18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
72000000.00
72000000.00
0.0036
N
71999776.80
71999776.80
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
5000000.00
0.0003
N
5000000.00
5000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.120000%
0554M3YH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
Y
BHP Billiton Ltd
N/A
N/A
N
10000000.00
9999466.67
0.0005
N
9999100.00
9999100.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.120000%
0554M3YN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
Y
BHP Billiton Ltd
N/A
N/A
N
47000000.00
46996710.00
0.0024
N
46994360.00
46994360.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.140000%
0554M3ZF5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
Y
BHP Billiton Ltd
N/A
N/A
N
34000000.00
33994182.23
0.0017
N
33988440.00
33988440.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.140000%
0554M3ZK4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
Y
BHP Billiton Ltd
N/A
N/A
N
20000000.00
19996266.66
0.0010
N
19992600.00
19992600.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
24000000.00
24000000.00
0.0012
N
23989200.00
23989200.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
13000000.00
13000000.00
0.0007
N
12993240.00
12993240.00
BNP Paribas
BNP Paribas 0.560000%
05572NDU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
21000000.00
21000000.00
0.0011
N
20981940.00
20981940.00
BNP Paribas
BNP Paribas 0.585000%
05572WAE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
10900000.00
10901730.17
0.0005
N
10899891.00
10899891.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M111101_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
90252511.00
88247759.18
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
51953642.00
53266011.29
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
253400000.00
89325241.80
Fannie Mae
2039-04-01
5.500000
Government Agency Debt
144809771.00
88854279.13
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
98195500.00
89951657.65
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
14544455.00
15443466.97
Freddie Mac
2024-08-01
5.000000
Government Agency Debt
201599938.00
89911584.50
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
500000000.00
500000000.00
0.0251
N
500000000.00
500000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.340000%
0556X0AB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
Y
Bank of New Zealand
N/A
N/A
N
34000000.00
33977201.11
0.0017
N
33980620.00
33980620.00
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
16000000.00
15999653.33
0.0008
N
15999840.00
15999840.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.250000%
10513DCH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
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
25000000.00
25000000.00
0.0013
N
24988750.00
24988750.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
9000000.00
9000000.00
0.0005
N
8995950.00
8995950.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.220000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
37000000.00
36973555.28
0.0019
N
36987420.00
36987420.00
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
22000000.00
21977511.11
0.0011
N
21991420.00
21991420.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
78000000.00
77920569.99
0.0039
N
77968800.00
77968800.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
22000000.00
21976044.44
0.0011
N
21990540.00
21990540.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EDA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3990876.67
0.0002
N
3996360.00
3996360.00
CAFCO, LLC
CAFCO, LLC 0.260000%
12476FYH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24997111.11
0.0013
N
24998750.00
24998750.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.334700%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2012-07-23
N
N
N
92000000.00
92000000.00
0.0046
N
92018400.00
92018400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295800%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-12-28
N
N
N
200000000.00
200000000.00
0.0100
N
199994000.00
199994000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Y27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
20000000.00
19999850.00
0.0010
N
19999800.00
19999800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Y35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
52000000.00
51999220.00
0.0026
N
51999480.00
51999480.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3YF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
144000000.00
143984880.00
0.0072
N
143989920.00
143989920.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.360000%
1373X3ZD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9995800.00
0.0005
N
9997300.00
9997300.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49980138.89
0.0025
N
49985500.00
49985500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TA66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5997470.00
0.0003
N
5998200.00
5998200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
86000000.00
85963736.67
0.0043
N
85972480.00
85972480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
59000000.00
58973679.47
0.0030
N
58978760.00
58978760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3998044.45
0.0002
N
3998240.00
3998240.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
49000000.00
48975146.12
0.0025
N
48976480.00
48976480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13000000.00
12993106.39
0.0007
N
12993760.00
12993760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.140000%
15963UY34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999992.22
0.0001
N
999990.00
999990.00
Chariot Funding, LLC
Chariot Funding, LLC 0.140000%
15963UY75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
52000000.00
51998786.66
0.0026
N
51998960.00
51998960.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
130000000.00
130000000.00
0.0065
N
130002600.00
130002600.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
32000000.00
31978782.22
0.0016
N
31990080.00
31990080.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
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
100000000.00
99897777.78
0.0050
N
99961000.00
99961000.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7982222.22
0.0004
N
7992800.00
7992800.00
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
9000000.00
8997825.00
0.0005
N
8999100.00
8999100.00
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
53000000.00
53000000.00
0.0027
N
53003180.00
53003180.00
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
10000000.00
10000000.00
0.0005
N
10000600.00
10000600.00
Citibank, NA
Citibank, NA 0.270000%
1730D2M66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
153000000.00
153000000.00
0.0077
N
153015300.00
153015300.00
Cleveland
Airport System Taxable Revenue Bonds Series 2008F 0.150000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
29000000.00
29000000.00
0.0015
N
29000000.00
29000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.312800%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2012-05-18
N
N
N
135000000.00
135000000.00
0.0068
N
135023625.00
135023625.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.397500%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2012-06-22
N
N
N
123000000.00
122935933.75
0.0062
N
122969250.00
122969250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
20272EYE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
15300000.00
15298729.25
0.0008
N
15298929.00
15298929.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.265000%
20272EZ68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
60000000.00
59984541.67
0.0030
N
59988000.00
59988000.00
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
23000000.00
22992269.44
0.0012
N
22994250.00
22994250.00
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
37000000.00
36987050.00
0.0019
N
36990380.00
36990380.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998656.66
0.0001
N
1998560.00
1998560.00
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
188000000.00
187807822.22
0.0094
N
187827040.00
187827040.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622VYA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
48000000.00
47996880.00
0.0024
N
47997600.00
47997600.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622VYH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
43000000.00
42995031.11
0.0022
N
42996130.00
42996130.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C6U0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
43000000.00
43000000.00
0.0022
N
42999570.00
42999570.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
4000000.00
4000000.00
0.0002
N
3999960.00
3999960.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C7B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
21000000.00
21000000.00
0.0011
N
20999790.00
20999790.00
Credit Suisse AG
Credit Suisse AG 0.309400%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-12-01
N
N
N
27000000.00
27000000.00
0.0014
N
26999730.00
26999730.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M111101_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-20
4.500000
Government Agency Debt
41015000.00
44401142.29
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
43530475.00
43530475.00
0.0022
N
43530475.00
43530475.00
Danaher Corp
Danaher Corp 0.100000%
23585MYE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
7000000.00
6999747.22
0.0004
N
6999510.00
6999510.00
Danaher Corp
Danaher Corp 0.120000%
23585MYF7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
8000000.00
7999626.67
0.0004
N
7999360.00
7999360.00
Danaher Corp
Danaher Corp 0.120000%
23585MYM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
40000000.00
39997333.33
0.0020
N
39995200.00
39995200.00
Danske Corp
Danske Corp 0.290000%
2363F7Y36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
Y
Danske Bank A/S
N/A
N/A
N
1000000.00
999983.89
0.0001
N
999990.00
999990.00
Danske Corp
Danske Corp 0.290000%
2363F7YU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
Y
Danske Bank A/S
N/A
N/A
N
78000000.00
77983035.00
0.0039
N
77986740.00
77986740.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154UFP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
280000000.00
280000000.00
0.0141
N
280000000.00
280000000.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154UFS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
17000000.00
17000000.00
0.0009
N
17000000.00
17000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M111101_2M47
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2041-02-20
4.000000
Government Agency Debt
6361599.00
6806000.25
GNMA
2041-06-20
4.000000
Government Agency Debt
88674319.00
97193999.78
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
100000000.00
100000000.00
0.0050
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
991JCA005_0.0800_M111103_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
26947000.00
27582803.18
Fannie Mae
2030-05-25
3.500000
Government Agency Debt
34100000.00
31723699.14
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
13100856.00
13451696.92
Fannie Mae
2034-03-25
0.634500
Government Agency Debt
22316192.00
14491407.81
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
22551974.00
25088544.86
Fannie Mae
2035-03-25
6.000000
Government Agency Debt
103000000.00
30413566.75
Fannie Mae
2037-03-25
0.434700
Government Agency Debt
58500000.00
24027460.00
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1548622.00
529795.33
Fannie Mae
2037-11-25
0.884500
Government Agency Debt
16651787.00
6566896.49
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
19122502.00
11312558.99
Fannie Mae
2039-06-25
5.500000
Government Agency Debt
50000000.00
27136886.02
Fannie Mae
2040-03-25
0.744700
Government Agency Debt
32500000.00
25262137.13
Fannie Mae
2041-11-25
4.000000
Government Agency Debt
12072751.00
12012548.21
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
240000000.00
240000000.00
0.0121
N
239997600.00
239997600.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M111101_2M47
0001074042
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249941.32
AMERICAN ELEC PWR INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249968.78
ANADARKO PETE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
91360.34
BELO CORP COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249994.88
BLACKROCK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249920.36
COMPLETE PRODUCTION SERVICESCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249981.15
DAVITA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249931.10
ENTRAVISION COMMUNICATIONS CCL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
213373.01
GENERAL MLS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249968.72
HANOVER INS GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1003439.78
HUNTSMAN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
592160.28
IRON MTN INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249986.36
ITT CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249957.17
JOURNAL COMMUNICATIONS INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
675632.00
LEAR CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249976.00
NALCO HOLDING COMPANY COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1120170.24
PARTNERRE LTD COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1250000.00
PEPSICO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249969.60
PPG INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249928.82
PROGRESS ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249983.63
RED LION HOTELS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
267407.10
SALLY BEAUTY HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249988.46
WALTER ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1036993.75
WESTERN DIGITAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249985.10
YUM BRANDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1249984.32
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
25000000.00
25000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
N
25000000.00
25000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-07-25
0.784700
Government Agency Debt
10635091.00
7755388.81
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
2390175.00
817696.99
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
30693925.00
31851157.59
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
58878.00
24256.00
Fannie Mae
2039-06-25
4.500000
Government Agency Debt
27509685.00
25615771.15
Fannie Mae
2039-09-01
4.231000
Government Agency Debt
43279.00
27496.45
Fannie Mae
2040-06-25
0.734500
Government Agency Debt
9797823.00
6315009.53
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
110222.00
108374.00
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
382955.00
376039.58
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
37236.00
39032.53
Fannie Mae
2041-11-25
4.000000
Government Agency Debt
2549108.00
2586371.71
GNMA
2037-11-16
2.750000
Government Agency Debt
45262113.00
44083405.71
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
115000000.00
115000000.00
0.0058
N
115000000.00
115000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M111107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-12-01
6.500000
Government Agency Debt
54357.00
40513.94
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
105091.00
96778.33
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
49612083.00
47928299.93
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
46000000.00
46000000.00
0.0023
N
46000000.00
46000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M111107_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
35000000.00
25298785.64
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
35000000.00
23541375.17
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
32139384.00
25036272.05
Fannie Mae
2025-08-01
4.500000
Government Agency Debt
25175036.00
24079705.55
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
27778883.00
25434222.42
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
24939362.00
24264614.99
Fannie Mae
2030-12-01
6.500000
Government Agency Debt
115839.00
86338.36
Fannie Mae
2031-05-01
4.500000
Government Agency Debt
21002249.00
21232735.02
Fannie Mae
2031-07-25
0.844700
Government Agency Debt
3474723.00
93800.64
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
130014916.00
25399705.79
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
63950879.00
21110324.17
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
215255.00
127341.33
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
28697457.00
24827618.91
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
31191508.00
17182052.16
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
28387728.00
22624700.21
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
23417841.00
24375056.38
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
25662978.00
25636428.82
Fannie Mae
2040-09-01
3.422000
Government Agency Debt
27121332.00
19475204.86
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
25000000.00
22912869.03
Fannie Mae
2040-11-01
3.252000
Government Agency Debt
18979288.00
18101551.53
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
34020.00
33405.67
Fannie Mae
2041-04-01
3.301000
Government Agency Debt
25212185.00
23833076.74
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
8440320.00
4557725.40
Freddie Mac
2031-08-01
3.500000
Government Agency Debt
18951284.00
19404300.07
Freddie Mac
2038-09-01
5.500000
Government Agency Debt
5406540.00
1994870.77
Freddie Mac
2040-06-01
4.000000
Government Agency Debt
2995362.00
2730130.97
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
19115663.00
19868228.21
Freddie Mac
2041-02-01
4.000000
Government Agency Debt
5799003.00
5907756.28
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
23847824.00
24969270.96
Freddie Mac
2041-07-01
5.500000
Government Agency Debt
4106045.00
4526986.82
GNMA
2041-01-20
3.500000
Government Agency Debt
10018622.00
10130204.98
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
488000000.00
488000000.00
0.0245
N
488009760.00
488009760.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
43000000.00
42990504.17
0.0022
N
42991400.00
42991400.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.250000%
25600TK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
5000000.00
5000000.00
0.0003
N
5000200.00
5000200.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.220000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.230000%
30601VA50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
10000000.00
9995847.22
0.0005
N
9995300.00
9995300.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601WY29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2000000.00
1999989.44
0.0001
N
1999980.00
1999980.00
Fannie Mae
Fannie Mae 0.035000%
313588PA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
111400000.00
111399133.55
0.0056
N
111399777.20
111399777.20
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
13100000.00
13099912.67
0.0007
N
13099973.80
13099973.80
Fannie Mae
Fannie Mae 0.015000%
313588PA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
3300000.00
3299989.00
0.0002
N
3299993.40
3299993.40
Fannie Mae
Fannie Mae 0.015000%
313588PB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
2000000.00
1999992.50
0.0001
N
1999994.00
1999994.00
Fannie Mae
Fannie Mae 0.035000%
313588RJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
100000000.00
99993777.78
0.0050
N
99998200.00
99998200.00
Fannie Mae
Fannie Mae 0.035000%
313588RR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
4000000.00
3999723.89
0.0002
N
3999920.00
3999920.00
Fannie Mae
Fannie Mae 0.030000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
4000000.00
3999743.33
0.0002
N
3999916.00
3999916.00
Fannie Mae
Fannie Mae 0.050000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
1200000.00
1199871.66
0.0001
N
1199974.80
1199974.80
Fannie Mae
Fannie Mae 5.375000%
31359MLS0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
11911000.00
11935101.77
0.0006
N
11935536.66
11935536.66
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384NT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
107000000.00
106999970.28
0.0054
N
107000000.00
107000000.00
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
33300000.00
33299889.00
0.0017
N
33299966.70
33299966.70
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
221000000.00
220997206.79
0.0111
N
220999116.00
220999116.00
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
60000000.00
59999150.00
0.0030
N
59999700.00
59999700.00
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
81125000.00
81124008.47
0.0041
N
81124513.25
81124513.25
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384PX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
25000000.00
24999798.61
0.0013
N
24999800.00
24999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
49000000.00
48999265.00
0.0025
N
48999510.00
48999510.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
33000000.00
32999477.50
0.0017
N
32999637.00
32999637.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
89000000.00
88996662.50
0.0045
N
88998843.00
88998843.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384RJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
1250000.00
1249922.22
0.0001
N
1249977.50
1249977.50
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
121000000.00
120993344.98
0.0061
N
120997822.00
120997822.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
1000000.00
999917.50
0.0001
N
999982.00
999982.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
16100000.00
16098255.83
0.0008
N
16099645.80
16099645.80
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313396PG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
10000000.00
9999863.89
0.0005
N
9999960.00
9999960.00
Federal Home Loan Bank
Federal Home Loan Bank 4.875000%
3133XHPH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
5000000.00
5011207.86
0.0003
N
5011255.00
5011255.00
Freddie Mac
Freddie Mac 0.030000%
313396NV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
196000000.00
195999510.00
0.0098
N
195999804.00
195999804.00
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
19000000.00
18999852.22
0.0010
N
18999962.00
18999962.00
Freddie Mac
Freddie Mac 0.030000%
313396PP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
56000000.00
55999020.00
0.0028
N
55999664.00
55999664.00
Freddie Mac
Freddie Mac 0.030000%
313396PV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
20000000.00
19999550.00
0.0010
N
19999860.00
19999860.00
Freddie Mac
Freddie Mac 0.035000%
313396QG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
2000000.00
1999926.11
0.0001
N
1999978.00
1999978.00
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
45000000.00
44997900.00
0.0023
N
44999415.00
44999415.00
Freddie Mac
Freddie Mac 0.030000%
313396RH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
3000000.00
2999842.50
0.0002
N
2999949.00
2999949.00
Freddie Mac
Freddie Mac 0.030000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
102000000.00
101994134.98
0.0051
N
101998062.00
101998062.00
Freddie Mac
Freddie Mac 0.035000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
18000000.00
17998792.47
0.0009
N
17999658.00
17999658.00
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
100000000.00
100000000.00
0.0050
N
100122600.00
100122600.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
105000000.00
104953333.34
0.0053
N
104976900.00
104976900.00
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
111000000.00
110943081.66
0.0056
N
110968920.00
110968920.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HAJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
223000000.00
222893703.35
0.0112
N
222921950.00
222921950.00
General Electric Capital Corp
General Electric Capital Corp 0.190000%
36959JYM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
75000000.00
74992083.33
0.0038
N
74995500.00
74995500.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
7000000.00
6997958.33
0.0004
N
6999160.00
6999160.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
3000000.00
2999000.00
0.0002
N
2999580.00
2999580.00
General Electric Co
General Electric Co 0.140000%
36960MZ55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
66000000.00
65991273.33
0.0033
N
65993400.00
65993400.00
General Electric Co
General Electric Co 0.140000%
36960MZ71
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
98000000.00
97986280.00
0.0049
N
97990200.00
97990200.00
General Electric Co
General Electric Co 0.140000%
36960MZC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
5000000.00
4999202.78
0.0003
N
4999400.00
4999400.00
General Electric Co
General Electric Co 0.150000%
36960MZT3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-27
2011-12-27
N
N
N
237000000.00
236944699.99
0.0119
N
236959710.00
236959710.00
GFRE Holdings LLC
GFRE Holdings LLC 0.270000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
38399H002_0.1200_M111101_2M47
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-10-16
0.979300
Government Agency Debt
23004693.00
12985224.22
GNMA
2040-01-16
0.829000
Government Agency Debt
48000000.00
27765495.41
GNMA
2040-09-20
0.680500
Government Agency Debt
27000000.00
24945832.00
GNMA
2040-12-16
0.642000
Government Agency Debt
16751197.00
16707149.73
GNMA
2041-02-16
0.729000
Government Agency Debt
40000000.00
38346299.10
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
115000000.00
115000000.00
0.0058
N
115000000.00
115000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
992JYE002_0.5600_M111116_2M47
0000769993
Other Repurchase Agreement
N
AIRGAS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1655175.96
AMDOCS LTD ORD
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249997.34
AMERICAN WTR WKS CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1349874.80
AT&T INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249972.46
BEAM INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1507315.47
BIG LOTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1183025.20
BUCKLE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1211933.40
CAMPBELL SOUP CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1400384.80
CENTURYLINK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249980.20
CIMAREX ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1444672.69
CNH GLOBAL N V SHS NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1288337.28
CUBIC CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1515745.40
DAVITA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1689184.50
DILLARDS INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1087079.96
DOMINOS PIZZA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1325544.50
DOMTAR CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1139358.00
DTE ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249978.60
FIDELITY NATIONAL FINANCIAL CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1377590.28
FIDELITY NATL INFORMATION SVCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1327244.96
FMC TECHNOLOGIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1075938.08
GRACO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1342720.45
HARRIS CORP DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1202601.75
HCC INS HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1125890.10
HOWARD HUGHES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1570455.04
INTERNATIONAL GAME TECHNOLOGCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1394032.40
ITC HLDGS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1669399.62
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249942.88
KIRBY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1562306.97
L-3 COMMUNICATIONS HLDGS INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1355745.60
LILLY ELI & CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249987.16
LIN TV CORP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
519753.57
MANPOWER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1176951.44
MEAD JOHNSON NUTRITION CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1396802.00
MEDIFAST INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1071051.26
MEMC ELECTR MATLS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1394167.60
MERCK & CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249998.30
MID-AMER APT CMNTYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1120985.32
MIDWAY GOLD CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
57598.16
NAVISTAR INTL CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1461913.20
NORDSTROM INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1061316.97
OCWEN FINL CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1105081.04
PENNEY J C INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
365269.36
PFIZER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
4686121.88
PLAINS EXPL& PRODTN CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
33292.00
QUANTA SVCS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1350679.68
RAIT FINANCIAL TRUST COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1119480.78
SUCCESSFACTORS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1064336.00
SWIFT TRANSN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1134534.41
SYSCO CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1116194.52
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249954.36
THERMO FISHER SCIENTIFIC INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1389856.00
THOMSON REUTERS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1638333.48
TITANIUM METALS CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1508113.80
TOTAL SYS SVCS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1069524.00
USANA HEALTH SCIENCES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1195976.88
VERIFONE SYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1114474.00
VERIZON COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5249987.08
VORNADO RLTY TR SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1046853.56
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
105000000.00
105000000.00
0.0053
Repurchase agreement collateralized by common stock and ETFs.
Y
105017850.00
105017850.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111129_2M47
0000769993
Other Repurchase Agreement
N
ASPEN INSURANCE HOLDINGS LTDSHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999991.56
BB&T CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999999.77
BEST BUY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999981.50
CAMERON INTERNATIONAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
517.80
CAPITALSOURCE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999999.96
CARBO CERAMICS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999865.60
CELANESE CORP DEL COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999988.00
CHESAPEAKE ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999985.26
COACH INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999957.68
DEVON ENERGY CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999998.05
EMERSON ELEC CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999977.54
HELMERICH & PAYNE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999967.95
HOLLYFRONTIER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999979.64
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999978.24
OWENS ILL INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999979.64
RAYTHEON CO COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999966.36
REGAL ENTMT GROUP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999986.12
TEEKAY CORPORATION COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999977.84
VALASSIS COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999987.20
WALTER INVT MGMT CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999996.96
WARNACO GROUP INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999999.68
WATSCO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999949.70
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
40000000.00
40000000.00
0.0020
Repurchase agreement collateralized by common stock and ETFs.
Y
40000000.00
40000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2M47
0000769993
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1868968.20
AETNA INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499978.34
ALPHA NATURAL RESOURCES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499976.00
AMDOCS LTD ORD
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1611292.28
AMERICAN CAMPUS CMNTYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1931338.92
AMERICAN WTR WKS CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
363029.90
BRIDGEPOINT ED INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499982.96
BROWN FORMAN CORP CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1907372.00
CAMERON INTERNATIONAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499963.04
CAPITALSOURCE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
783973.40
CELANESE CORP DEL COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
442658.00
CENTERPOINT ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499986.95
CENTURYLINK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499999.48
CHEMED CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1756746.68
COACH INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299084.52
COMPLETE PRODUCTION SERVICESCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1863282.74
COMPUTER SCIENCES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1309116.20
DEAN FOODS CO NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1969830.80
DENBURY RES INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1916097.75
DICKS SPORTING GOODS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1975385.28
DTE ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2982773.60
DUPONT FABROS TECHNOLOGY INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1812827.60
EMERSON ELEC CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
56208.13
ENNIS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499987.47
FOREST LABS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499984.22
GAMESTOP CORP NEW CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1956773.20
GENERAL CABLE CORP DEL NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1953721.77
GENERAL GROWTH PPTYS INC NEWCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1868335.56
HCA HOLDINGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1820554.82
HELMERICH & PAYNE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1280707.68
HOLLYFRONTIER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
262717.56
ISHARES INC MSCI MEX
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499949.04
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3249964.64
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499983.68
LAZARD LTD SHS A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1889695.86
LEVEL 3 COMMUNICATIONS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1996993.28
MARRIOTT INTL INC NEW CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499980.02
MERCK & CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3249992.26
MOHAWK INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1955573.10
NIKE INC CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499915.25
PHILIP MORRIS INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
30218.28
PROASSURANCE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1832543.02
REGAL ENTMT GROUP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
688432.86
REPUBLIC SVCS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1894045.86
ROCK-TENN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499953.02
SIMON PPTY GROUP INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499964.27
SMITH A O COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1757712.04
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3249990.16
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499986.96
TENET HEALTHCARE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1869952.89
TEREX CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1814968.92
TEXAS INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1941223.80
TJX COS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499953.02
V F CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499959.17
VALASSIS COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
366638.40
VERIZON COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3249990.21
VITAMIN SHOPPE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1898137.44
VULCAN MATLS CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1766240.64
WABCO HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1928769.57
WABTEC CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1836786.93
WATSCO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
289869.72
WEYERHAEUSER CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1499996.10
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
95000000.00
95000000.00
0.0048
Repurchase agreement collateralized by common stock and ETFs.
N
95000000.00
95000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.750000%
992JYE002_0.7500_M120215_2M47
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749974.73
ALPHA NATURAL RESOURCES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749985.28
BEST BUY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
352397.00
BRIDGEPOINT ED INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1398146.01
CAMERON INTERNATIONAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749956.88
CAPITALSOURCE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749999.16
CELANESE CORP DEL COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749978.00
CENTURYLINK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749993.40
COACH INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749979.56
EMERSON ELEC CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749992.75
FOREST LABS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749997.48
HELMERICH & PAYNE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749993.29
HOLLYFRONTIER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749974.22
ISHARES INC MSCI MEX
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749988.48
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749980.96
MARRIOTT INTL INC NEW CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749993.08
NIKE INC CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749917.25
REGAL ENTMT GROUP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749998.52
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749947.96
V F CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749882.28
VALASSIS COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749988.80
WATSCO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1749940.22
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
35000000.00
35000000.00
0.0018
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
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
11000000.00
10995025.55
0.0006
N
10996260.00
10996260.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.360000%
38142UZL9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
60000000.00
59970600.00
0.0030
N
59977200.00
59977200.00
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
53000000.00
52970320.00
0.0027
N
52974560.00
52974560.00
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
1000000.00
999431.11
0.0001
N
999510.00
999510.00
Govco, LLC
Govco, LLC 0.320000%
38362VA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
24000000.00
23985280.00
0.0012
N
23986560.00
23986560.00
Govco, LLC
Govco, LLC 0.330000%
38362VAA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
64000000.00
63958933.34
0.0032
N
63963520.00
63963520.00
Govco, LLC
Govco, LLC 0.330000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
52000000.00
51963296.66
0.0026
N
51965160.00
51965160.00
Govco, LLC
Govco, LLC 0.320000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
47000000.00
46967831.11
0.0024
N
46968510.00
46968510.00
Govco, LLC
Govco, LLC 0.320000%
38362VAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
13000000.00
12990871.11
0.0007
N
12990900.00
12990900.00
Govco, LLC
Govco, LLC 0.320000%
38362VAQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
66000000.00
65950720.00
0.0033
N
65949180.00
65949180.00
Govco, LLC
Govco, LLC 0.250000%
38362WY13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
140000000.00
140000000.00
0.0070
N
140000000.00
140000000.00
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
18000000.00
17999220.00
0.0009
N
17999460.00
17999460.00
Govco, LLC
Govco, LLC 0.260000%
38362WYF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
28000000.00
27997168.89
0.0014
N
27998040.00
27998040.00
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
3000000.00
2999675.00
0.0002
N
2999760.00
2999760.00
Govco, LLC
Govco, LLC 0.290000%
38362WYV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
16000000.00
15996391.11
0.0008
N
15997440.00
15997440.00
Govco, LLC
Govco, LLC 0.320000%
38362WYV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2999253.33
0.0002
N
2999520.00
2999520.00
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
8000000.00
7996600.00
0.0004
N
7997200.00
7997200.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
44000000.00
43951123.33
0.0022
N
43974920.00
43974920.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CY27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
85000000.00
84999362.50
0.0043
N
85000000.00
85000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CY43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
30000000.00
29999325.00
0.0015
N
30000000.00
30000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.330000%
38501CY76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
7000000.00
6999615.00
0.0004
N
6999930.00
6999930.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CY84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
37000000.00
36998057.50
0.0019
N
36999630.00
36999630.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CYF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
24000000.00
23997480.00
0.0012
N
23999520.00
23999520.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
4000000.00
3999282.22
0.0002
N
3999880.00
3999880.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RAQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
7000000.00
6995916.67
0.0004
N
6994890.00
6994890.00
HSBC USA, Inc
HSBC USA, Inc 0.195000%
40427SZ10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
93000000.00
92984887.50
0.0047
N
92984190.00
92984190.00
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
7000000.00
7000000.00
0.0004
N
7000000.00
7000000.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.270000%
75914UAN0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
7500000.00
7500000.00
0.0004
N
7500000.00
7500000.00
Indiana Health & Educational Facility Financing Auth
Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.160000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
12545000.00
12545000.00
0.0006
N
12545000.00
12545000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.273100%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2012-03-13
N
N
N
114000000.00
114000000.00
0.0057
N
113990880.00
113990880.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.130000%
46899T004_0.1300_M111101_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
120357355.00
90101331.50
Fannie Mae
2026-09-25
3.500000
Government Agency Debt
48082413.00
49497671.58
Freddie Mac
2023-09-15
2.000000
Government Agency Debt
100000000.00
78369429.19
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
54246368.00
39531567.88
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
250000000.00
250000000.00
0.0126
N
250000000.00
250000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.284700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-11-21
2012-11-21
N
N
N
47000000.00
47000000.00
0.0024
N
46998496.00
46998496.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.434700%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-01-18
2012-11-18
N
N
N
90000000.00
90000000.00
0.0045
N
89974530.00
89974530.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9995538.89
0.0005
N
9993900.00
9993900.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.170000%
4820P3Z55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46992453.89
0.0024
N
46990600.00
46990600.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.175000%
53943SY76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
20000000.00
19999416.67
0.0010
N
19999400.00
19999400.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.175000%
53943SYU5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
74000000.00
73990287.50
0.0037
N
73987420.00
73987420.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.180000%
53944A4H5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
11000000.00
11000000.00
0.0006
N
11000000.00
11000000.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998211.11
0.0002
N
3998920.00
3998920.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10031000.00
10026449.83
0.0005
N
10028191.32
10028191.32
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30023000.00
30008038.54
0.0015
N
30013692.87
30013692.87
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10035000.00
10029486.33
0.0005
N
10031387.40
10031387.40
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9994441.66
0.0005
N
9996400.00
9996400.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5YJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
38639000.00
38635168.30
0.0019
N
38637068.05
38637068.05
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
43000000.00
42991220.83
0.0022
N
42994840.00
42994840.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5ZF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
50000000.00
49986555.56
0.0025
N
49992000.00
49992000.00
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
1000000.00
999680.55
0.0001
N
999820.00
999820.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399U000_0.0700_M111101_2M47
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
50000000.00
22467616.18
Freddie Mac
2033-11-15
0.669000
Government Agency Debt
25296543.00
6169284.10
Freddie Mac
2037-05-15
0.469000
Government Agency Debt
923529.00
419918.84
GNMA
2033-11-20
4.350000
Government Agency Debt
25000000.00
22443181.14
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000%
06399U000_0.1100_M111101_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
90000000.00
12149811.63
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
11494070.52
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
12433503.40
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
53070000.00
13378128.69
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
23090000.00
14537155.38
Fannie Mae
2034-04-25
5.000000
Government Agency Debt
50000000.00
12508480.06
Fannie Mae
2035-07-25
0.744700
Government Agency Debt
16771208.00
15057331.61
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
12626721.73
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
11855704.00
13245524.47
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
50000000.00
11705467.60
Freddie Mac
2026-02-15
3.500000
Government Agency Debt
14460000.00
13922683.91
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
13628946.46
Freddie Mac
2028-06-15
3.125000
Government Agency Debt
13350000.00
12577140.28
Freddie Mac
2030-10-15
0.679000
Government Agency Debt
50000000.00
13257256.46
Freddie Mac
2032-04-15
5.750000
Government Agency Debt
66619000.00
13781567.38
Freddie Mac
2032-10-15
0.679000
Government Agency Debt
52820882.00
14576737.34
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
11100000.00
12274061.80
Freddie Mac
2033-01-15
0.679000
Government Agency Debt
50000000.00
12144664.90
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
11109523.33
Freddie Mac
2033-05-15
0.579000
Government Agency Debt
55000000.00
11422412.32
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
12450595.67
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
20830255.00
14909237.93
Freddie Mac
2034-03-15
6.000000
Government Agency Debt
50000000.00
14089896.97
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
58000000.00
14434609.31
Freddie Mac
2035-08-15
0.929000
Government Agency Debt
32000000.00
11993477.84
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
99942000.00
14560075.06
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
12108909.19
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
9890823.00
11342014.44
Freddie Mac
2036-08-15
0.829000
Government Agency Debt
49961966.00
13391374.99
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
13043800.00
14521414.71
Freddie Mac
2039-12-15
0.903300
Government Agency Debt
20000000.00
13256818.37
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
5563139.00
5325484.31
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
13767000.00
13766784.32
GNMA
2034-05-20
4.500000
Government Agency Debt
15000000.00
13012116.06
GNMA
2037-10-20
0.764700
Government Agency Debt
50000000.00
11017181.56
GNMA
2038-09-20
4.500000
Government Agency Debt
12696063.00
13493770.99
GNMA
2039-04-16
4.500000
Government Agency Debt
20919066.00
14612186.42
GNMA
2039-04-20
4.000000
Government Agency Debt
11691233.00
8683307.71
GNMA
2039-06-20
4.500000
Government Agency Debt
25000000.00
14749555.08
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
485000000.00
485000000.00
0.0244
N
485000000.00
485000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GEA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
36000000.00
36000000.00
0.0018
N
35999679.60
35999679.60
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
87000000.00
87000000.00
0.0044
N
87001740.00
87001740.00
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
5000100.00
5000100.00
National Australia Bank Ltd
National Australia Bank Ltd 0.320000%
63253THD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
72000000.00
72000000.00
0.0036
N
72004320.00
72004320.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973HMM004
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
65000000.00
65000000.00
0.0033
N
65023400.00
65023400.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
8000000.00
8000000.00
0.0004
N
8002800.00
8002800.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973SKG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
2000000.00
2000000.00
0.0001
N
1996620.00
1996620.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.250000%
63253KY43
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
National Australia Bank Ltd
N/A
N/A
N
22000000.00
21999541.67
0.0011
N
21999780.00
21999780.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
111000000.00
111000000.00
0.0056
N
111006660.00
111006660.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
6000000.00
6000000.00
0.0003
N
6000720.00
6000720.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
Y
Nordea Bank AB
N/A
N/A
N
25000000.00
24996388.89
0.0013
N
24997500.00
24997500.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
Nordea Bank AB
N/A
N/A
N
47000000.00
46990495.55
0.0024
N
46992480.00
46992480.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983TAL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23000000.00
22988244.45
0.0012
N
22991490.00
22991490.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983UYE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
84500000.00
84493592.08
0.0042
N
84496620.00
84496620.00
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
57201000.00
57187478.32
0.0029
N
57194707.89
57194707.89
Philip Morris International, Inc.
Philip Morris International, Inc. 0.100000%
71838MY79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
67000000.00
66998883.34
0.0034
N
66997990.00
66997990.00
Rabobank Nederland
Rabobank Nederland 0.320000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-12-05
N
N
N
78000000.00
78000000.00
0.0039
N
78003120.00
78003120.00
Rabobank Nederland
Rabobank Nederland 0.309400%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0050
N
100005000.00
100005000.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E0AP1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24979826.39
0.0013
N
24980250.00
24980250.00
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
6988372.22
0.0004
N
6990900.00
6990900.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.200000%
7562E1Y40
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17999700.00
0.0009
N
17999640.00
17999640.00
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
4060000.00
4059797.00
0.0002
N
4059797.00
4059797.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1YE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10000000.00
9998736.11
0.0005
N
9999300.00
9999300.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1ZC1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17992825.00
0.0009
N
17994420.00
17994420.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2012-03-05
N
N
N
79000000.00
79000000.00
0.0040
N
79007900.00
79007900.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-03-27
N
N
N
234000000.00
234000000.00
0.0118
N
233983620.00
233983620.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-04-09
N
N
N
52000000.00
52000000.00
0.0026
N
51989080.00
51989080.00
Royal Bank of Canada
Royal Bank of Canada 0.320000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-04-12
N
N
N
69000000.00
69000000.00
0.0035
N
69010350.00
69010350.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
61000000.00
61000000.00
0.0031
N
61033550.00
61033550.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2X2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
35000000.00
35000000.00
0.0018
N
35020300.00
35020300.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
16000000.00
16000000.00
0.0008
N
16002880.00
16002880.00
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
87000000.00
87000000.00
0.0044
N
87000000.00
87000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
3000000.00
3000000.00
0.0002
N
2999970.00
2999970.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.240000%
78011H5W1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
80000000.00
80000000.00
0.0040
N
79998400.00
79998400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124LA51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
60000000.00
59971833.33
0.0030
N
59971800.00
59971800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MZ94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
25000000.00
24993666.67
0.0013
N
24994750.00
24994750.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050UZ19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
5000000.00
4999000.00
0.0003
N
4999000.00
4999000.00
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
66000000.00
66000000.00
0.0033
N
66002640.00
66002640.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365RBD6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
Y
Societe Generale
N/A
N/A
N
39000000.00
38939160.00
0.0020
N
38956710.00
38956710.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.270000%
8342E3Y34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
16000000.00
15999760.00
0.0008
N
15999840.00
15999840.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.270000%
8342E3Y75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
80000000.00
79996400.00
0.0040
N
79998400.00
79998400.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3Y91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
15000000.00
14999133.33
0.0008
N
14999550.00
14999550.00
Starbird Funding Corp
Starbird Funding Corp 0.500000%
85520MY15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
70000000.00
70000000.00
0.0035
N
69999706.00
69999706.00
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
256000000.00
256000000.00
0.0129
N
256017920.00
256017920.00
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
5000000.00
4999604.17
0.0003
N
4999550.00
4999550.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
262000000.00
261979258.35
0.0132
N
261997380.00
261997380.00
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
30000000.00
29995725.00
0.0015
N
29999400.00
29999400.00
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
52101000.00
52092475.70
0.0026
N
52099436.97
52099436.97
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAQ1
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
14000000.00
13997487.78
0.0007
N
13999440.00
13999440.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
22031000.00
22023558.42
0.0011
N
22028796.90
22028796.90
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAR6
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
87000000.00
86986225.00
0.0044
N
86997390.00
86997390.00
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
27000000.00
26995582.50
0.0014
N
26999190.00
26999190.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
68258000.00
68245391.23
0.0034
N
68255269.68
68255269.68
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79984800.00
0.0040
N
79996800.00
79996800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
114000000.00
113949459.99
0.0057
N
113974920.00
113974920.00
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
100000000.00
99989444.44
0.0050
N
99994000.00
99994000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GC35
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26997007.50
0.0014
N
26998110.00
26998110.00
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
20000000.00
19994933.34
0.0010
N
19996600.00
19996600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JA23
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25552000.00
25549977.13
0.0013
N
25550722.40
25550722.40
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
50000000.00
49996569.44
0.0025
N
49998000.00
49998000.00
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
37150000.00
37144117.92
0.0019
N
37146285.00
37146285.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KF82
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
58034000.00
58024504.99
0.0029
N
58028196.60
58028196.60
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
69000000.00
68988710.83
0.0035
N
68993100.00
68993100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M2X7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15016000.00
15013226.21
0.0008
N
15014348.24
15014348.24
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M2Y5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20493000.00
20489106.33
0.0010
N
20490540.84
20490540.84
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M4H0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79970444.45
0.0040
N
79974400.00
79974400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562EWJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
85000000.00
85000000.00
0.0043
N
84998963.00
84998963.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.150000%
86562WQX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
196000000.00
196000000.00
0.0098
N
195998040.00
195998040.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.220000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
TRAN Series 2011A 0.150000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
38000000.00
38000000.00
0.0019
N
38000000.00
38000000.00
Texas
TRAN Series 2011A 0.150000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
75000000.00
75000000.00
0.0038
N
75000000.00
75000000.00
Texas
TRAN Series 2011A 0.150000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
27000000.00
27000000.00
0.0014
N
27000000.00
27000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Texas
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.250000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Texas
N/A
N/A
N
N
1090000.00
1090000.00
0.0001
N
1090000.00
1090000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.160000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
13070000.00
13070000.00
0.0007
N
13070000.00
13070000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999687.50
0.0002
N
2999760.00
2999760.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9998888.89
0.0005
N
9999100.00
9999100.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
24000000.00
23996666.67
0.0012
N
23997360.00
23997360.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30815000.00
30801415.72
0.0015
N
30797743.60
30797743.60
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
41202000.00
41180941.20
0.0021
N
41172746.58
41172746.58
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TAP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
31000000.00
30982131.94
0.0016
N
30976440.00
30976440.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TAQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
17000000.00
16990876.67
0.0009
N
16986910.00
16986910.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UY12
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
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UY38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49999472.22
0.0025
N
49999500.00
49999500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0050
N
100000000.00
100000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112Y5E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
31000000.00
31000000.00
0.0016
N
31002790.00
31002790.00
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
181000000.00
181000000.00
0.0091
N
181016290.00
181016290.00
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
50000000.00
50000000.00
0.0025
N
50005500.00
50005500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
186000000.00
186000000.00
0.0093
N
186016740.00
186016740.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y7B3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
188000000.00
188000000.00
0.0094
N
188020680.00
188020680.00
UBS AG
UBS AG 0.190000%
90267A4V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
214000000.00
214000000.00
0.0107
N
214002140.00
214002140.00
UBS AG
UBS AG 0.190000%
90267A4W3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
59000000.00
59000000.00
0.0030
N
59000590.00
59000590.00
UBS AG
UBS AG 0.260000%
90267AR65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
30000000.00
30000000.00
0.0015
N
29998200.00
29998200.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
5000000.00
5000000.00
0.0003
N
4999800.00
4999800.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M120119_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
24256897.00
25500000.03
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
Y
UBS Securities LLC
N/A
N/A
N
N
25000000.00
25000000.00
0.0013
N
25001250.00
25001250.00
UBS Securities LLC
UBS Securities LLC 0.120000%
99EPPA003_0.1200_M111101_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-04-01
3.500000
Government Agency Debt
14969576.00
14940313.28
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
40309839.00
35000399.89
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
17955445.00
18257783.38
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
33825000.00
35149163.89
Freddie Mac
2029-04-01
6.000000
Government Agency Debt
38497204.00
34978473.92
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
35881015.00
35073865.98
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
170000000.00
170000000.00
0.0085
N
170000000.00
170000000.00
Union Bank, NA
Union Bank, NA 0.250000%
90526NYM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
45000000.00
44993750.00
0.0023
N
44994600.00
44994600.00
Union Bank, NA
Union Bank, NA 0.250000%
90526NZ16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
23000000.00
22995208.33
0.0012
N
22995400.00
22995400.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
15000000.00
15000000.00
0.0008
N
15001050.00
15001050.00
United States Treasury Department
United States Treasury Department 0.001000%
9127953R0
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
140000000.00
139999992.22
0.0070
N
139999860.00
139999860.00
United States Treasury Department
United States Treasury Department 1.125000%
912828KB5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
6000000.00
6013437.50
0.0003
N
6014298.00
6014298.00
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
6000000.00
5999825.00
0.0003
N
6000000.00
6000000.00
Univ of California
Commerical Paper Notes Series B 0.130000%
91411UYH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
30000000.00
29998266.66
0.0015
N
29998200.00
29998200.00
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
34000000.00
33992463.34
0.0017
N
33992520.00
33992520.00
Univ of California
General Revenue Bonds Series 2011 Y-2 0.319000%
91412GFA8
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-11-01
2012-07-01
N
N
N
30000000.00
30000000.00
0.0015
N
30000900.00
30000900.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217LAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
57000000.00
56966354.18
0.0029
N
56959530.00
56959530.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217MYU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
29000000.00
28995650.00
0.0015
N
28996230.00
28996230.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
30000000.00
29994050.00
0.0015
N
29994900.00
29994900.00
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
7000000.00
6998530.00
0.0004
N
6998670.00
6998670.00
Westpac Banking Corp
Westpac Banking Corp 0.574700%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-01-30
2012-11-27
N
N
N
100000000.00
100000000.00
0.0050
N
100030700.00
100030700.00
Westpac Banking Corp
Westpac Banking Corp 0.322900%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2012-01-10
N
N
N
20000000.00
20000000.00
0.0010
N
20001000.00
20001000.00
Westpac Banking Corp
Westpac Banking Corp 0.329400%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-05-01
N
N
N
158000000.00
158000000.00
0.0079
N
157944700.00
157944700.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
118000000.00
117999999.81
0.0059
N
118003540.00
118003540.00
Westpac Banking Corp
Westpac Banking Corp 0.385000%
9612C0BM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
180000000.00
179784400.00
0.0090
N
179816400.00
179816400.00
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
52000000.00
51986350.00
0.0026
N
51994280.00
51994280.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
238689.07
238689.07
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
206633.13
206633.13
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
795539.45
795539.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
688698.50
688698.50
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1750178.03
1750178.03
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1515129.12
1515129.12
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
855266.72
855266.72
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
740404.40
740404.40
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
198890.60
198890.60
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
172179.59
172179.59
Windmill Funding Corp
Windmill Funding Corp 0.260000%
97342KY36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
14000000.00
13999797.78
0.0007
N
13999860.00
13999860.00
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KY93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9999466.67
0.0005
N
9999700.00
9999700.00
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KYA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7999520.00
0.0004
N
7999680.00
7999680.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15998222.22
0.0008
N
15998720.00
15998720.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9998819.45
0.0005
N
9999200.00
9999200.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
32000000.00
31995333.34
0.0016
N
31996800.00
31996800.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5998875.00
0.0003
N
5999160.00
5999160.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYV4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
31000000.00
30993972.23
0.0016
N
30995660.00
30995660.00