0001145549-14-002955.txt : 20140328
0001145549-14-002955.hdr.sgml : 20140328
20140328144240
ACCESSION NUMBER: 0001145549-14-002955
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110831
FILED AS OF DATE: 20140328
DATE AS OF CHANGE: 20140328
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/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14725093
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/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2011-08-31
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
40
62
21330858763.48
4309304.91
714486.37
21334453582.02
0.0022
1.0000
2011-08-31
1.0000
2011-08-31
C000012379
1.00
6038330659.12
1.00
588592719.54
2585313200.78
1996720481.24
0.0001
1.0000
2011-08-31
1.0000
2011-08-31
C000012380
1.00
15296122922.90
1.00
1279301466.53
7827167609.65
6547866143.12
0.0001
1.0000
2011-08-31
1.0000
2011-08-31
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KWK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
75000000.00
74990625.00
0.0035
N
74991750.00
74991750.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KX56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4998961.11
0.0002
N
4998850.00
4998850.00
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
23987940.00
0.0011
N
23987760.00
23987760.00
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
54893788.89
0.0026
N
54891100.00
54891100.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
19000000.00
18999757.22
0.0009
N
18999810.00
18999810.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.220000%
04014BWL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30996400.56
0.0015
N
30996280.00
30996280.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UWV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
120000000.00
119965466.66
0.0056
N
119990400.00
119990400.00
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
9993850.00
0.0005
N
9996200.00
9996200.00
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
5995995.00
0.0003
N
5997420.00
5997420.00
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
8993790.00
0.0004
N
8995950.00
8995950.00
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
59960000.00
0.0028
N
59970000.00
59970000.00
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
54961866.66
0.0026
N
54972500.00
54972500.00
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
999205.55
0.0000
N
999350.00
999350.00
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
0.0048
N
102970130.00
102970130.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WDF7
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
25000000.00
25000000.00
0.0012
N
24994500.00
24994500.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WDJ9
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
100000000.00
100000000.00
0.0047
N
100009000.00
100009000.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WDM2
Other Note
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
15000000.00
15000000.00
0.0007
N
15001650.00
15001650.00
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
0.0066
N
140021000.00
140021000.00
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
0.0019
N
39975600.00
39975600.00
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
0.0021
N
45006750.00
45006750.00
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
0.0037
N
80012000.00
80012000.00
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
0.0050
N
107009630.00
107009630.00
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
0.0012
N
25002250.00
25002250.00
Bank of America, NA
Bank of America, NA 0.553000%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2011-10-24
2012-08-22
N
N
N
147000000.00
147000000.00
0.0069
N
147000000.00
147000000.00
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
0.0082
N
174973750.00
174973750.00
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
0.0048
N
102983520.00
102983520.00
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
0.0029
N
60992680.00
60992680.00
Bank of Montreal
Bank of Montreal 0.220000%
06366WGF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
4000000.00
4000000.00
0.0002
N
3999200.00
3999200.00
Bank of Montreal
Bank of Montreal 0.140000%
06366WHH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
N
117000000.00
117000000.00
0.0055
N
117000000.00
117000000.00
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
0.0017
N
36990010.00
36990010.00
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
0.0019
N
39989200.00
39989200.00
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
0.0051
N
107970840.00
107970840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417D5B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
98000000.00
98000000.00
0.0046
N
98002940.00
98002940.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
3000000.00
3000000.00
0.0001
N
2999250.00
2999250.00
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
0.0040
N
84972800.00
84972800.00
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
0.0016
N
34996150.00
34996150.00
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
0.0055
N
117987020.00
117987020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.080000%
06417EEE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
91000000.00
91000000.00
0.0043
N
90999090.00
90999090.00
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
0.0030
N
63000000.00
63000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.140000%
06538DB24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
100000000.00
100000000.00
0.0047
N
100000000.00
100000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000%
06538DB81
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.140000%
06538DB99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
12000000.00
12000000.00
0.0006
N
11999880.00
11999880.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000%
06538DD71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
36000000.00
36000000.00
0.0017
N
35999640.00
35999640.00
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
0.0037
N
79971200.00
79971200.00
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
0.0060
N
128983230.00
128983230.00
Barclays Bank Plc
Barclays Bank Plc 0.707200%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-10-17
N
N
N
64000000.00
64000000.00
0.0030
N
64021760.00
64021760.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M110901_2M47
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-07-20
5.000000
Government Agency Debt
154543000.00
154903360.61
GNMA
2038-07-20
6.000000
Government Agency Debt
93816984.00
36986631.58
GNMA
2039-09-15
5.000000
Government Agency Debt
180000000.00
139318213.09
GNMA
2040-07-15
4.500000
Government Agency Debt
1543112.00
1591794.82
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
320000000.00
320000000.00
0.0150
N
320000000.00
320000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
07699U005_0.1100_M110907_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-08-01
4.000000
Government Agency Debt
2000000.00
1310385.57
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
80697.00
55241.64
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1314565.00
1317360.89
Fannie Mae
2029-04-01
5.000000
Government Agency Debt
2250000.00
1317045.01
Fannie Mae
2035-12-01
2.468000
Government Agency Debt
4577983.00
1310114.86
Fannie Mae
2036-07-01
5.660000
Government Agency Debt
2303321.00
506723.03
Fannie Mae
2040-01-01
4.059000
Government Agency Debt
1251893.00
984378.39
Fannie Mae
2040-06-01
3.620000
Government Agency Debt
1733100.00
1318314.80
Freddie Mac
2021-08-01
6.000000
Government Agency Debt
6200000.00
1315986.40
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
10473.00
11494.63
Freddie Mac
2040-05-01
4.000000
Government Agency Debt
1288914.00
1316749.19
Freddie Mac
2040-07-20
5.000000
Government Agency Debt
283976.00
284638.17
Freddie Mac
2040-11-01
3.500000
Government Agency Debt
1317500.00
1314689.96
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1191399.00
1307996.92
GNMA
2026-02-16
4.000000
Government Agency Debt
26152312.00
25767857.32
GNMA
2026-05-16
3.500000
Government Agency Debt
25000000.00
24788897.10
GNMA
2041-06-20
3.000000
Government Agency Debt
15109179.00
15752003.37
GNMA
2041-07-15
4.000000
Government Agency Debt
24931.00
26521.69
GNMA
2041-07-15
4.500000
Government Agency Debt
28616.00
31106.35
United States Treasury Department
2018-07-31
2.250000
Treasury Debt
39700.00
41785.06
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
77000000.00
77000000.00
0.0036
N
77000000.00
77000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M110907_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
69021350.00
73381911.83
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
35396146.00
37366753.94
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
62186875.00
65992711.75
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
9234020.00
9992720.94
GNMA
2040-08-15
4.500000
Government Agency Debt
10975213.00
10575733.68
GNMA
2041-01-20
3.500000
Government Agency Debt
81190319.00
82595934.10
GNMA
2061-07-20
1.744000
Government Agency Debt
13195653.00
13027808.69
GNMA
2061-07-20
4.681000
Government Agency Debt
8162294.00
8813480.45
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
290000000.00
290000000.00
0.0136
N
289997100.00
289997100.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
07699U005_0.1400_M110907_2M47
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
2840490.00
1944475.22
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
409097.00
281414.02
Fannie Mae
2041-03-25
1.387200
Government Agency Debt
2880615.00
2089329.56
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
82180797.00
89089051.76
Freddie Mac
2017-04-15
0.737000
Government Agency Debt
10000000.00
1725007.54
Freddie Mac
2033-10-15
1.686000
Government Agency Debt
75929069.00
30355408.39
Freddie Mac
2034-01-15
1.637000
Government Agency Debt
35000000.00
15839836.52
GNMA
2037-07-20
4.000000
Government Agency Debt
37868971.00
38740286.01
GNMA
2040-08-15
4.500000
Government Agency Debt
22757948.00
21929596.92
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
193000000.00
193000000.00
0.0090
N
193000000.00
193000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XJ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
Y
BHP Billiton Ltd
N/A
N/A
N
56000000.00
55989033.33
0.0026
N
55980960.00
55980960.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
Y
BHP Billiton Ltd
N/A
N/A
N
24000000.00
23995200.00
0.0011
N
23991600.00
23991600.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
Y
BHP Billiton Ltd
N/A
N/A
N
25000000.00
24994791.67
0.0012
N
24990750.00
24990750.00
BNP Paribas
BNP Paribas 0.590000%
05566Q6H5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
25000000.00
25000000.00
0.0012
N
25003250.00
25003250.00
BNP Paribas
BNP Paribas 0.540000%
05572NBF2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
60000000.00
60000000.00
0.0028
N
60000600.00
60000600.00
BNP Paribas
BNP Paribas 0.540000%
05572NBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
24000000.00
24000000.00
0.0011
N
24001440.00
24001440.00
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
0.0011
N
24011760.00
24011760.00
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
0.0006
N
13006110.00
13006110.00
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
0.0010
N
21004410.00
21004410.00
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
10905134.71
0.0005
N
10906540.00
10906540.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M110901_2M47
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
142082781.00
151059144.85
GNMA
2040-04-15
5.500000
Government Agency Debt
324085703.00
249999999.46
GNMA
2041-02-20
4.000000
Government Agency Debt
108444899.00
113940856.23
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
500000000.00
500000000.00
0.0234
N
500000000.00
500000000.00
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
15992604.45
0.0007
N
15992640.00
15992640.00
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
0.0023
N
49995500.00
49995500.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.210000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0000
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
36954120.00
0.0017
N
36972250.00
36972250.00
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
21962600.00
0.0010
N
21981740.00
21981740.00
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
77869025.00
0.0036
N
77933700.00
77933700.00
CAFCO, LLC
CAFCO, LLC 0.190000%
12476FWD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19998733.33
0.0009
N
19999200.00
19999200.00
CAFCO, LLC
CAFCO, LLC 0.180000%
12476FWS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5999250.00
0.0003
N
5999520.00
5999520.00
CAFCO, LLC
CAFCO, LLC 0.190000%
12476FX68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16996859.72
0.0008
N
16997960.00
16997960.00
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
24986097.22
0.0012
N
24992250.00
24992250.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.303000%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-21
2012-07-23
N
N
N
92000000.00
92000000.00
0.0043
N
92023920.00
92023920.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270800%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-12-28
N
N
N
200000000.00
200000000.00
0.0094
N
199992000.00
199992000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
1373X3WC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
21000000.00
20998652.50
0.0010
N
20998740.00
20998740.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
1373X3WL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999767.78
0.0001
N
1999760.00
1999760.00
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
9989700.00
0.0005
N
9990700.00
9990700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.200000%
15963UW10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
102000000.00
102000000.00
0.0048
N
102000000.00
102000000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.130000%
15963UW77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
54000000.00
53998830.00
0.0025
N
53998920.00
53998920.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963UWC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999511.11
0.0005
N
9999700.00
9999700.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UXC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3999134.45
0.0002
N
3999280.00
3999280.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UXD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
98000000.00
97978276.67
0.0046
N
97981380.00
97981380.00
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
0.0061
N
129984400.00
129984400.00
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
31961973.33
0.0015
N
31977280.00
31977280.00
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
99830000.00
0.0047
N
99917000.00
99917000.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CXE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
14000000.00
13996822.78
0.0007
N
13997760.00
13997760.00
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
8993402.50
0.0004
N
8996490.00
8996490.00
Citibank, NA
Citibank, NA 0.200000%
1730D2G89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
11000000.00
11000000.00
0.0005
N
11000330.00
11000330.00
Citibank, NA
Citibank, NA 0.140000%
1730D2K35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
176000000.00
176000000.00
0.0082
N
176000000.00
176000000.00
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
0.0025
N
52998940.00
52998940.00
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
10000000.00
10000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.390000%
17307SW81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Citigroup Inc
N/A
N/A
N
32000000.00
31997573.33
0.0015
N
31999360.00
31999360.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.380000%
17307SWF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
Y
Citigroup Inc
N/A
N/A
N
2000000.00
1999704.44
0.0001
N
1999920.00
1999920.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.200000%
17307SWM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
Y
Citigroup Inc
N/A
N/A
N
68000000.00
67992444.44
0.0032
N
67996600.00
67996600.00
Cleveland
Airport System Taxable Revenue Bonds Series 2008F 0.180000%
186352MF4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
29000000.00
29000000.00
0.0014
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
0.0063
N
135000000.00
135000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.288800%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2012-06-22
N
N
N
123000000.00
122919232.72
0.0058
N
122917590.00
122917590.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272EWF1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
44000000.00
43997091.11
0.0021
N
43997360.00
43997360.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272EWM6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
70000000.00
69992611.11
0.0033
N
69994400.00
69994400.00
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
15292766.49
0.0007
N
15292350.00
15292350.00
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
1997606.11
0.0001
N
1996880.00
1996880.00
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
187680400.00
0.0088
N
187655960.00
187655960.00
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
47975733.33
0.0022
N
47972160.00
47972160.00
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
42976087.22
0.0020
N
42971620.00
42971620.00
Credit Suisse AG
Credit Suisse AG 0.270800%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-12-01
N
N
N
27000000.00
27000000.00
0.0013
N
26998650.00
26998650.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550CP70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
227000000.00
227000000.00
0.0106
N
226995460.00
226995460.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.060000%
22799D001_0.0600_M110901_2M47
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-20
5.000000
Government Agency Debt
4335000.00
4702919.12
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
4609693.00
4609693.00
0.0002
N
4609693.00
4609693.00
Danaher Corp
Danaher Corp 0.130000%
23585MW93
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
52000000.00
51998497.78
0.0024
N
51997920.00
51997920.00
Danaher Corp
Danaher Corp 0.150000%
23585MWD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
30000000.00
29998500.00
0.0014
N
29998200.00
29998200.00
Danaher Corp
Danaher Corp 0.140000%
23585MWU6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
4000000.00
3999580.00
0.0002
N
3999360.00
3999360.00
Danske Corp
Danske Corp 0.250000%
2363F7WT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
Y
Danske Bank A/S
N/A
N/A
N
11000000.00
10998013.89
0.0005
N
10998350.00
10998350.00
Deutsche Bank AG
Deutsche Bank AG 0.390000%
25154TT72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
113000000.00
113000000.00
0.0053
N
113010170.00
113010170.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M110901_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
199325330.00
199204255.42
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
123004736.00
50821602.13
Freddie Mac
2040-10-01
4.500000
Government Agency Debt
250108629.00
243974143.40
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
475000000.00
475000000.00
0.0223
N
475000000.00
475000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
991JCA005_0.0900_M110906_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
63712773.00
37226685.97
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
33042184.00
34777760.82
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
69000000.00
69000000.00
0.0032
N
69000000.00
69000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.320000%
991JCA005_0.3200_M110901_2M47
0001074042
Other Repurchase Agreement
N
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749990.28
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749951.95
ENTRAVISION COMMUNICATIONS CCL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
140077.32
EXCO RESOURCES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749988.64
FIVE STAR QUALITY CARE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
116468.97
GENON ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749999.64
GRACE W R & CO DEL NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749964.84
HONEYWELL INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749972.11
HUMANA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749952.00
JOURNAL COMMUNICATIONS INC CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
646397.70
KEYCORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749985.21
LAZARD LTD SHS A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749989.87
LIN TV CORP CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
15.70
MEDCO HEALTH SOLUTIONS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749946.15
NABORS INDUSTRIES LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749991.68
NIELSEN HOLDINGS N V COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749994.12
PARKER HANNIFIN CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749947.82
RED LION HOTELS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
236338.89
REGIONS FINANCIAL CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749996.80
ROBERT HALF INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
361055.84
ROWAN COS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749999.64
TWO HBRS INVT CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749991.56
WESTERN UN CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749999.90
WILLIAMS COS INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749998.90
XL GROUP PLC SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
749985.48
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
15000000.00
15000000.00
0.0007
Repurchase agreement collateralized by common stock and ETFs.
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M110926_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
21432.00
7540.42
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
23573040.00
20854176.75
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
20000000.00
20000000.00
0.0009
Y
19999800.00
19999800.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M111004_2M47
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
53929901.00
50742423.99
GNMA
2041-03-15
4.500000
Government Agency Debt
65029949.00
68572124.65
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
115000000.00
115000000.00
0.0054
Y
115000000.00
115000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.160000%
99ETSZ007_0.1600_M110919_2M47
0001074042
Government Agency Repurchase Agreement
Y
06.000 FRPC G90027 G
2017-11-15
6.000000
Government Agency Debt
100000.00
9406.62
Fannie Mae
2018-03-01
3.978000
Government Agency Debt
10875000.00
11722869.37
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
27172469.00
27824710.85
Fannie Mae
2035-08-01
2.445000
Government Agency Debt
83625155.00
26243864.85
Fannie Mae
2037-01-01
6.221000
Government Agency Debt
2192112.00
406638.78
Fannie Mae
2037-04-01
2.620000
Government Agency Debt
1076028.00
290306.51
Fannie Mae
2037-05-01
5.613000
Government Agency Debt
75441557.00
26521720.63
Fannie Mae
2037-09-01
5.901000
Government Agency Debt
702149.00
224841.82
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
266463.00
47224.13
Fannie Mae
2038-03-01
5.169000
Government Agency Debt
57834000.00
27745894.33
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
655256.00
230538.62
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
42000000.00
27807827.46
Fannie Mae
2039-03-01
6.500000
Government Agency Debt
28586610.00
26863657.52
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
1743910.00
999013.12
Fannie Mae
2040-01-01
3.818000
Government Agency Debt
30777467.00
27821138.89
Fannie Mae
2040-03-01
3.884000
Government Agency Debt
617422.00
350322.62
Fannie Mae
2040-05-01
4.394000
Government Agency Debt
29044762.00
26113152.22
Fannie Mae
2040-11-25
4.500000
Government Agency Debt
398000.00
424490.88
Fannie Mae
2040-12-01
3.217000
Government Agency Debt
28000000.00
26554119.21
Fannie Mae
2041-01-01
3.301000
Government Agency Debt
25045899.00
25953737.68
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
394413.66
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
392924.46
Fannie Mae
2041-04-01
3.498000
Government Agency Debt
25100471.00
25933466.89
Fannie Mae
2041-04-01
3.516000
Government Agency Debt
77849.00
81508.34
Fannie Mae
2041-04-01
3.661000
Government Agency Debt
25079347.00
25986600.91
Fannie Mae
2041-05-01
4.000000
Government Agency Debt
500659.00
520722.95
Fannie Mae
2041-05-01
4.000000
Government Agency Debt
493714.00
513381.12
Fannie Mae
2041-06-01
4.000000
Government Agency Debt
509987.00
522161.26
Fannie Mae
2041-07-01
2.903000
Government Agency Debt
25312661.00
26340364.56
Fannie Mae
2041-07-01
3.529000
Government Agency Debt
25044801.00
26355957.51
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
500000.00
522161.17
Freddie Mac
2014-05-01
4.500000
Government Agency Debt
4000000.00
504348.37
Freddie Mac
2016-04-01
5.500000
Government Agency Debt
2000000.00
519483.65
Freddie Mac
2023-12-01
5.500000
Government Agency Debt
1431013.00
503783.05
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
665000.00
522871.02
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
546735.00
508824.47
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
511343.00
510349.42
Freddie Mac
2030-12-01
4.500000
Government Agency Debt
500000.00
518017.59
Freddie Mac
2036-02-15
0.586500
Government Agency Debt
500000.00
488672.80
Freddie Mac
2039-12-15
1.036500
Government Agency Debt
1300000.00
477473.70
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
598405.00
513805.50
Freddie Mac
2041-05-15
4.000000
Government Agency Debt
495000.00
508090.93
GNMA
2022-05-15
9.500000
Government Agency Debt
2709094.00
508371.10
GNMA
2023-05-16
4.388000
Government Agency Debt
235000.00
15524.72
GNMA
2028-11-16
2.017000
Government Agency Debt
150000.00
145217.47
GNMA
2030-09-20
0.586000
Government Agency Debt
1100000.00
8311.42
GNMA
2033-02-20
4.500000
Government Agency Debt
1861.00
1785.41
GNMA
2039-04-20
4.500000
Government Agency Debt
34000.00
7318.01
GNMA
2039-06-20
4.500000
Government Agency Debt
176000.00
183762.39
GNMA
2039-09-16
2.207000
Government Agency Debt
120000.00
119352.17
GNMA
2039-10-15
6.000000
Government Agency Debt
678892.00
506227.54
GNMA
2040-06-20
4.500000
Government Agency Debt
1801.00
1900.04
GNMA
2040-09-15
4.000000
Government Agency Debt
355523.00
359303.20
GNMA
2041-01-20
4.000000
Government Agency Debt
92791.00
97000.25
GNMA
2041-02-15
3.500000
Government Agency Debt
288549.00
294881.45
GNMA
2041-04-16
1.308300
Government Agency Debt
380952.00
378441.21
GNMA
2041-04-16
4.250000
Government Agency Debt
285714.00
294345.25
GNMA
2041-07-15
4.000000
Government Agency Debt
480602.00
510853.93
GNMA
2041-08-15
4.000000
Government Agency Debt
478120.00
509837.68
GNMA
2041-08-15
4.000000
Government Agency Debt
71408.00
76145.09
GNMA
2051-03-16
2.870000
Government Agency Debt
200000.00
175648.02
United States Treasury Department
2014-01-15
2.000000
Treasury Debt
124700.00
163422.39
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
386000000.00
386000000.00
0.0181
Y
386007720.00
386007720.00
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
42971195.97
0.0020
N
42964310.00
42964310.00
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
0.0002
N
4998650.00
4998650.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.210000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
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 0.190000%
30601WXD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
35015000.00
35007238.34
0.0016
N
35005545.95
35005545.95
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
1999345.56
0.0001
N
1999140.00
1999140.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BW74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
60000000.00
59998500.00
0.0028
N
59998800.00
59998800.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.130000%
30603BW82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
37000000.00
36999064.72
0.0017
N
36999260.00
36999260.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.160000%
30603BWC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24998777.78
0.0012
N
24999250.00
24999250.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BWL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49996041.67
0.0023
N
49996500.00
49996500.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.170000%
30603BWL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10999013.06
0.0005
N
10999230.00
10999230.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.190000%
30603BX73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7998480.00
0.0004
N
7998800.00
7998800.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.190000%
30603BXR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999145.00
0.0001
N
2999220.00
2999220.00
Fannie Mae
Fannie Mae 0.020000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
95300000.00
95299682.33
0.0045
N
95299809.40
95299809.40
Fannie Mae
Fannie Mae 0.020000%
313588LL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
335000000.00
334998697.18
0.0157
N
334999330.00
334999330.00
Fannie Mae
Fannie Mae 0.020000%
313588LM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
207000000.00
206999080.01
0.0097
N
206999586.00
206999586.00
Fannie Mae
Fannie Mae 0.035000%
313588LR4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
33000000.00
32999615.00
0.0015
N
32999901.00
32999901.00
Fannie Mae
Fannie Mae 0.035000%
313588LX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
50000000.00
49999125.00
0.0023
N
49999750.00
49999750.00
Fannie Mae
Fannie Mae 0.050000%
313588LZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
40000000.00
39998888.89
0.0019
N
39999760.00
39999760.00
Fannie Mae
Fannie Mae 0.120000%
313588ME2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
10000000.00
9999166.67
0.0005
N
9999930.00
9999930.00
Fannie Mae
Fannie Mae 0.050000%
313588MM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
17720000.00
17719212.44
0.0008
N
17719840.52
17719840.52
Fannie Mae
Fannie Mae 0.040000%
313588MM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
16300000.00
16299420.44
0.0008
N
16299853.30
16299853.30
Fannie Mae
Fannie Mae 0.090000%
313588MV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
200000000.00
199980000.00
0.0094
N
199997800.00
199997800.00
Fannie Mae
Fannie Mae 0.035000%
313588MW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
19000000.00
18999242.64
0.0009
N
18999791.00
18999791.00
Fannie Mae
Fannie Mae 0.100000%
313588NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
65000000.00
64991694.45
0.0030
N
64999155.00
64999155.00
Fannie Mae
Fannie Mae 0.030000%
313588ND3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
3600000.00
3599856.00
0.0002
N
3599953.20
3599953.20
Fannie Mae
Fannie Mae 0.030000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
2600000.00
2599880.83
0.0001
N
2599961.00
2599961.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384LK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
3000000.00
2999982.50
0.0001
N
2999994.00
2999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384LQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
10000000.00
9999969.44
0.0005
N
9999970.00
9999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384LU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
5000000.00
4999958.33
0.0002
N
4999980.00
4999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384MB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
78000000.00
77993803.34
0.0037
N
77999532.00
77999532.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384MB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
50000000.00
49998166.67
0.0023
N
49999700.00
49999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384MG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
12000000.00
11998650.00
0.0006
N
11999916.00
11999916.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
50000000.00
49998111.11
0.0023
N
49999550.00
49999550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384MQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
151000000.00
150994861.80
0.0071
N
150998490.00
150998490.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
22100000.00
22099116.00
0.0010
N
22099779.00
22099779.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384MR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
7500000.00
7499625.00
0.0004
N
7499925.00
7499925.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
75000000.00
74996583.33
0.0035
N
74999175.00
74999175.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
8000000.00
7999590.00
0.0004
N
7999912.00
7999912.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384MY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
25000000.00
24998506.94
0.0012
N
24999700.00
24999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.001000%
313384NK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
13000000.00
12999980.51
0.0006
N
12999805.01
12999805.01
Freddie Mac
Freddie Mac 0.030000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
70000000.00
69998891.66
0.0033
N
69999650.00
69999650.00
Freddie Mac
Freddie Mac 0.040000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
35000000.00
34999261.11
0.0016
N
34999825.00
34999825.00
Freddie Mac
Freddie Mac 0.055000%
313396MA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
10000000.00
9999679.17
0.0005
N
9999940.00
9999940.00
Freddie Mac
Freddie Mac 0.045000%
313396MM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
46452000.00
46450141.92
0.0022
N
46451581.93
46451581.93
Freddie Mac
Freddie Mac 0.030000%
313396MN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
1000000.00
999972.50
0.0000
N
999991.00
999991.00
Freddie Mac
Freddie Mac 0.050000%
313396MQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
4200000.00
4199795.84
0.0002
N
4199958.00
4199958.00
Freddie Mac
Freddie Mac 0.170000%
313396MR1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
2400000.00
2399592.00
0.0001
N
2399976.00
2399976.00
Freddie Mac
Freddie Mac 0.050000%
313396MV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
12491000.00
12490306.05
0.0006
N
12490862.60
12490862.60
Freddie Mac
Freddie Mac 0.050000%
313396MW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
13000000.00
12999259.72
0.0006
N
12999857.00
12999857.00
Freddie Mac
Freddie Mac 0.020000%
313396MY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
13000000.00
12999689.44
0.0006
N
12999844.00
12999844.00
Freddie Mac
Freddie Mac 0.150000%
313396NB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
17000000.00
16996741.67
0.0008
N
16999779.00
16999779.00
Freddie Mac
Freddie Mac 0.020000%
313396NJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
9000000.00
8999735.00
0.0004
N
8999865.00
8999865.00
Freddie Mac
Freddie Mac 0.146100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2012-08-10
N
N
N
100000000.00
100000000.00
0.0047
N
100123000.00
100123000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1W10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
46000000.00
46000000.00
0.0022
N
46000000.00
46000000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.250000%
3686M1W69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
75000000.00
74997395.83
0.0035
N
74997750.00
74997750.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1WF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
15000000.00
14998833.33
0.0007
N
14998800.00
14998800.00
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
104908854.16
0.0049
N
104912850.00
104912850.00
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
110894179.99
0.0052
N
110900100.00
110900100.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959JW90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
174000000.00
173987626.65
0.0082
N
173996520.00
173996520.00
General Electric Capital Corp
General Electric Capital Corp 0.130000%
36959JWF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
59000000.00
58997017.22
0.0028
N
58998230.00
58998230.00
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
74967937.50
0.0035
N
74971500.00
74971500.00
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
6994993.06
0.0003
N
6996010.00
6996010.00
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
2997729.17
0.0001
N
2998080.00
2998080.00
General Electric Co
General Electric Co 0.120000%
36960MW74
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
20000000.00
19999600.00
0.0009
N
19999800.00
19999800.00
General Electric Co
General Electric Co 0.120000%
36960MWF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
120000000.00
119994400.01
0.0056
N
119996400.00
119996400.00
General Electric Co
General Electric Co 0.120000%
36960MWK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
165000000.00
164990100.00
0.0077
N
164993400.00
164993400.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
38399H002_0.0600_M110901_2M47
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-02-01
6.000000
Government Agency Debt
127625088.00
101346140.75
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
47241799.00
29903859.55
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
125000000.00
125000000.00
0.0059
N
125000000.00
125000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111018_2M47
0000769993
Other Repurchase Agreement
N
ACCURIDE CORP NEW COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
595234.50
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749997.35
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749951.39
BUILD A BEAR WORKSHOP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
2316.60
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749990.25
CEC ENTMT INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
819873.64
CHENIERE ENERGY INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
842774.40
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749979.44
DUPONT FABROS TECHNOLOGY INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
718218.09
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749987.82
FLEETCOR TECHNOLOGIES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
701469.30
GALLAGHER ARTHUR J & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
720018.18
HOME DEPOT INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
798697.44
INLAND REAL ESTATE CORP COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
752603.60
INVESCO LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
752044.80
ITT EDUCATIONAL SERVICES INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
906527.52
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749973.20
KEMPER CORP DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
840916.92
KNIGHT TRANSN INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
788870.96
LIBERTY PPTY TR SH BEN I
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
857060.55
MACK CALI RLTY CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
462175.90
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749984.56
PENNEY J C INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
869324.01
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749984.84
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749966.40
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749956.27
TOLL BROTHERS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
822200.44
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749966.12
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749990.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749979.88
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749977.90
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
35000000.00
35000000.00
0.0016
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
992JYE002_0.5600_M111116_2M47
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249992.05
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249955.59
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249970.75
CIGNA CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249967.30
COACH INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249998.98
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249983.80
CORN PRODS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5079052.16
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249963.46
HESS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249988.50
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249993.72
MERCK & CO INC NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249985.00
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249978.56
NEWMONT MINING CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249953.93
OCCIDENTAL PETE CORP DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
2644389.30
PFIZER INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249984.36
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249954.52
PLAINS EXPL& PRODTN CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
881957.44
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249950.16
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249978.35
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249980.82
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249992.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5249987.30
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1895075.62
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
105000000.00
105000000.00
0.0049
Repurchase agreement collateralized by common stock and ETFs.
Y
105000000.00
105000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111129_2M47
0000769993
Other Repurchase Agreement
N
99 CENTS ONLY STORES COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
538681.89
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999995.45
ALPHA NATURAL RESOURCES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
451513.44
ASHFORD HOSPITALITY TR INC COM SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
456089.38
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999951.69
BOSTON SCIENTIFIC CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
466108.08
CABLEVISION SYS CORP CL A NY
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
490764.10
CALIX INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
385209.00
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999996.27
CHICOS FAS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
493827.48
COMMERCIAL METALS CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
522297.25
COMSTOCK RES INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
490533.84
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999983.00
CONTINENTAL RESOURCES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
426047.16
COOPER INDUSTRIES PLC SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
531697.60
CORPORATE EXECUTIVE BRD CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
517644.60
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999991.35
ENTERTAINMENT PPTYS TR COM SH B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
373495.44
FIRST HORIZON NATL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
533029.44
FOREST CITY ENTERPRISES INC CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
380045.52
HELIX ENERGY SOLUTIONS GRP ICOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
387883.29
ITT CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
491065.12
JOHNSON & JOHNSON COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
459732.30
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999979.96
KOPPERS HOLDINGS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
531197.15
MANPOWER INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
498902.85
MCDONALDS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
334796.64
METTLER TOLEDO INTERNATIONALCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
480248.44
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999978.80
NOBLE ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
496521.45
PARKER DRILLING CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
439095.63
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999962.64
RED HAT INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
460718.34
RSC HOLDINGS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
502499.09
SOUTHERN UN CO NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
533365.98
SPANSION INC COM CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
438170.56
SUPERIOR ENERGY SVCS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
405954.22
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999976.16
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999981.32
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999984.84
UNIVERSAL AMERN SPIN CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
483162.64
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999998.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999956.58
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1999982.46
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
40000000.00
40000000.00
0.0019
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
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249996.60
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499999.25
ALLETE INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1403579.80
AVERY DENNISON CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1344344.66
BARD C R INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1051673.04
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249953.19
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499951.09
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249974.48
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499984.23
CIGNA CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249993.10
COACH INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
2530181.07
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249955.32
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499975.88
DEVRY INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1366028.28
DINEEQUITY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1022604.07
DTE ENERGY CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
948074.16
EASTMAN KODAK CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1297718.80
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249972.11
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499984.29
HARMAN INTL INDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1327113.47
HESS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249956.84
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249976.70
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499966.44
KIMBERLY CLARK CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
638126.76
MACK CALI RLTY CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
449111.40
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249999.76
NATURAL GAS SERVICES GROUP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
403499.39
NEWMONT MINING CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249995.53
OLIN CORP COM PAR
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
939871.46
ORMAT TECHNOLOGIES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
558478.92
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249991.88
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499936.92
PNM RES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1003230.00
SEALED AIR CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1381525.60
SOUTHERN COPPER CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1387881.48
SUNOCO INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
938779.18
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249974.00
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499956.64
TEAM HEALTH HOLDINGS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1019806.39
TEXAS INDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1009575.45
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249997.03
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499985.99
TITANIUM METALS CORP COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
927559.86
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249995.98
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499988.63
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249994.00
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499982.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249983.06
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499955.52
WELLCARE HEALTH PLANS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1033084.15
WHITE MTNS INS GROUP LTD COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1018880.00
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
3249951.24
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1499973.34
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
95000000.00
95000000.00
0.0045
Repurchase agreement collateralized by common stock and ETFs.
Y
95074100.00
95074100.00
Govco, LLC
Govco, LLC 0.200000%
38362WW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19999888.89
0.0009
N
19999800.00
19999800.00
Govco, LLC
Govco, LLC 0.200000%
38362WWE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6999494.44
0.0003
N
6999510.00
6999510.00
Govco, LLC
Govco, LLC 0.190000%
38362WWU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
75000000.00
74989312.50
0.0035
N
74986500.00
74986500.00
Govco, LLC
Govco, LLC 0.190000%
38362WXB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
62000000.00
61986911.11
0.0029
N
61982640.00
61982640.00
Govco, LLC
Govco, LLC 0.190000%
38362WXD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
54000000.00
53988030.00
0.0025
N
53984340.00
53984340.00
Govco, LLC
Govco, LLC 0.190000%
38362WXE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
49000000.00
48988879.72
0.0023
N
48985300.00
48985300.00
Govco, LLC
Govco, LLC 0.190000%
38362WXJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
17000000.00
16995783.06
0.0008
N
16994220.00
16994220.00
Govco, LLC
Govco, LLC 0.190000%
38362WXM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
67000000.00
66982319.45
0.0031
N
66975880.00
66975880.00
Govco, LLC
Govco, LLC 0.240000%
38362WXQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999293.33
0.0001
N
1999240.00
1999240.00
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
139940694.45
0.0066
N
139937000.00
139937000.00
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
17991290.00
0.0008
N
17990820.00
17990820.00
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
27984833.34
0.0013
N
27983480.00
27983480.00
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
2998353.33
0.0001
N
2998170.00
2998170.00
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
2997626.67
0.0001
N
2997750.00
2997750.00
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
43919064.45
0.0021
N
43948960.00
43948960.00
Grampian Funding, LLC
Grampian Funding, LLC 0.230000%
38501CWE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
40000000.00
39996677.78
0.0019
N
39998800.00
39998800.00
Grampian Funding, LLC
Grampian Funding, LLC 0.420000%
38501CXT9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
51000000.00
50966680.00
0.0024
N
50988780.00
50988780.00
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
6995700.83
0.0003
N
6997970.00
6997970.00
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
3996706.67
0.0002
N
3998560.00
3998560.00
HSBC USA, Inc
HSBC USA, Inc 0.130000%
40427SWP0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
97000000.00
96992294.04
0.0045
N
96990300.00
96990300.00
HSBC USA, Inc
HSBC USA, Inc 0.170000%
40427SXQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
8000000.00
7997997.78
0.0004
N
7997120.00
7997120.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.240000%
75914UAL4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
19500000.00
19500000.00
0.0009
N
19500000.00
19500000.00
Indiana Health & Educational Facility Financing Auth
Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.200000%
454795BM6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
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
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.230000%
4497W1WV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
Y
ING Bank NV
N/A
N/A
N
164000000.00
163970662.21
0.0077
N
163972120.00
163972120.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.220000%
4497W1X68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
Y
ING Bank NV
N/A
N/A
N
45000000.00
44990375.00
0.0021
N
44989650.00
44989650.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.150000%
4662J1W71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
156000000.00
155996100.00
0.0073
N
155995320.00
155995320.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.237200%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2012-03-13
N
N
N
114000000.00
114000000.00
0.0053
N
114000000.00
114000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
46899T004_0.0700_M110901_2M47
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-09-25
3.500000
Government Agency Debt
50000000.00
52808683.33
Fannie Mae
2031-12-25
5.000000
Government Agency Debt
96334236.00
101976307.42
Fannie Mae
2040-02-25
0.977200
Government Agency Debt
100000000.00
53501031.02
Freddie Mac
2030-12-15
6.000000
Government Agency Debt
11600000.00
5186592.54
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
50000000.00
39383397.59
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
35073384.66
Freddie Mac
2041-03-15
5.000000
Government Agency Debt
50000000.00
55218083.33
GNMA
2038-12-20
2.750000
Government Agency Debt
20000000.00
17352520.83
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
350000000.00
350000000.00
0.0164
N
350000000.00
350000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.253000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-09-21
2012-09-20
N
N
N
47000000.00
47000000.00
0.0022
N
46998026.00
46998026.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.279800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2011-10-18
2012-09-18
N
N
N
90000000.00
90000000.00
0.0042
N
90032040.00
90032040.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.150000%
4820P3W74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39999000.00
0.0019
N
39998800.00
39998800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99994666.66
0.0047
N
99993000.00
99993000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.140000%
4820P3WD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40017000.00
40015132.54
0.0019
N
40014198.81
40014198.81
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
78000000.00
77995493.33
0.0037
N
77994540.00
77994540.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999813.33
0.0001
N
2999760.00
2999760.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999022.22
0.0005
N
9998600.00
9998600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WU3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9998800.00
0.0005
N
9998200.00
9998200.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74983770.83
0.0035
N
74978250.00
74978250.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
52000000.00
51996432.22
0.0024
N
51997920.00
51997920.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5X63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14997375.00
0.0007
N
14998200.00
14998200.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5XC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30011000.00
30004505.95
0.0014
N
30006498.35
30006498.35
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5XM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15787000.00
15782833.98
0.0007
N
15784158.34
15784158.34
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4998650.00
0.0002
N
4999000.00
4999000.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5017000.00
5015620.33
0.0002
N
5015996.60
5015996.60
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
38621419.26
0.0018
N
38627021.91
38627021.91
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399U000_0.0700_M110901_2M47
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
10506247.56
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
13224780.54
Fannie Mae
2029-08-25
4.000000
Government Agency Debt
12155000.00
12919492.78
Fannie Mae
2031-10-25
0.537000
Government Agency Debt
42784500.00
10397621.70
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
10065394.77
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
12785351.25
Fannie Mae
2036-03-25
6.000000
Government Agency Debt
10000000.00
10856410.00
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
10737123.08
Fannie Mae
2037-06-25
0.468300
Government Agency Debt
18000000.00
10759678.98
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8428554.00
9904562.38
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
10845740.50
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
11945854.05
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
14659301.00
3890265.72
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
10000000.00
10913716.67
Freddie Mac
2023-04-15
4.500000
Government Agency Debt
16794000.00
9978157.47
Freddie Mac
2023-08-15
5.500000
Government Agency Debt
83927365.00
12858313.66
Freddie Mac
2026-01-15
3.500000
Government Agency Debt
11707322.00
11952551.37
Freddie Mac
2026-01-15
3.500000
Government Agency Debt
10264439.00
10510987.40
Freddie Mac
2027-08-15
4.000000
Government Agency Debt
17875000.00
10752266.26
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
8914059.00
8725866.50
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
10771696.96
Freddie Mac
2029-06-15
4.000000
Government Agency Debt
10000000.00
10323393.79
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
75000000.00
9935027.30
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
11100000.00
12370887.10
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
11192333.33
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
10259364.27
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
12341486.67
Freddie Mac
2034-09-15
4.000000
Government Agency Debt
18850000.00
10965162.62
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
10605000.00
12136227.67
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
11063357.19
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
9890823.00
11697045.53
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
21150000.00
10835588.21
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
10028089.04
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
12573000.00
11761916.39
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
11400000.00
11381279.02
GNMA
2037-10-20
0.713000
Government Agency Debt
50000000.00
11143653.54
GNMA
2037-10-20
0.733000
Government Agency Debt
50000000.00
11490989.64
GNMA
2037-11-20
0.683000
Government Agency Debt
50000000.00
11104016.04
GNMA
2040-06-16
5.020000
Government Agency Debt
10000000.00
10450963.33
GNMA
2041-07-20
4.000000
Government Agency Debt
11449000.00
11967139.76
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
425000000.00
425000000.00
0.0199
N
425000000.00
425000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C6P7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
86000000.00
86000000.00
0.0040
N
86000000.00
86000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C6T9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
120000000.00
120000000.00
0.0056
N
120000000.00
120000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C7B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
6000000.00
6000000.00
0.0003
N
6000000.00
6000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.235600%
63253TBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-10-05
N
N
N
119000000.00
119000000.00
0.0056
N
119001190.00
119001190.00
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
87000000.00
87000000.00
0.0041
N
86972160.00
86972160.00
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
0.0002
N
4999550.00
4999550.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253KX51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
Y
National Australia Bank Ltd
N/A
N/A
N
72000000.00
71986400.00
0.0034
N
71992080.00
71992080.00
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
21990222.22
0.0010
N
21993840.00
21993840.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1W80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
6000000.00
5999440.00
0.0003
N
5999760.00
5999760.00
Nationwide Building Society
Nationwide Building Society 0.490000%
6385E1WK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
20000000.00
19995100.00
0.0009
N
19998200.00
19998200.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409SWC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
16000000.00
15999022.22
0.0007
N
15999200.00
15999200.00
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
0.0052
N
110985570.00
110985570.00
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
5999100.00
5999100.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.180000%
65557VVA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
29000000.00
28999652.00
0.0014
N
29000580.00
29000580.00
Nordea North America, Inc
Nordea North America, Inc 0.195000%
6555P1W86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Nordea Bank AB
N/A
N/A
N
156000000.00
155994085.01
0.0073
N
155995320.00
155995320.00
Nordea North America, Inc
Nordea North America, Inc 0.210000%
6555P1XQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
Y
Nordea Bank AB
N/A
N/A
N
4000000.00
3998763.33
0.0002
N
3998560.00
3998560.00
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
24985375.00
0.0012
N
24984000.00
24984000.00
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
46969789.44
0.0022
N
46965690.00
46965690.00
Old Line Funding, LLC
Old Line Funding, LLC 0.150000%
67983UX40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
37014000.00
37008910.58
0.0017
N
37010298.60
37010298.60
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UX73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49990500.00
0.0023
N
49994000.00
49994000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.170000%
67983UXL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
15000000.00
14996529.16
0.0007
N
14997150.00
14997150.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UXS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49985486.11
0.0023
N
49988500.00
49988500.00
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
84463524.16
0.0040
N
84472115.00
84472115.00
Rabobank Nederland
Rabobank Nederland 0.297200%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
130000000.00
130000000.00
0.0061
N
130002600.00
130002600.00
Rabobank Nederland
Rabobank Nederland 0.280100%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-10-07
N
N
N
63000000.00
63000000.00
0.0030
N
63003150.00
63003150.00
Rabobank Nederland
Rabobank Nederland 0.400000%
74977MNR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
46000000.00
46008955.50
0.0022
N
46011040.00
46011040.00
Rabobank Nederland
Rabobank Nederland 0.285600%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-12-05
N
N
N
78000000.00
78000000.00
0.0037
N
78007800.00
78007800.00
Rabobank Nederland
Rabobank Nederland 0.261100%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2012-05-02
N
N
N
100000000.00
100000000.00
0.0047
N
100007000.00
100007000.00
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
24965000.00
0.0012
N
24958750.00
24958750.00
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
6982204.44
0.0003
N
6983970.00
6983970.00
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
17993600.00
0.0008
N
17990640.00
17990640.00
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
4058421.11
0.0002
N
4057645.20
4057645.20
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
9992805.56
0.0005
N
9993800.00
9993800.00
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
17982150.00
0.0008
N
17982720.00
17982720.00
Royal Bank of Canada
Royal Bank of Canada 0.255600%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2012-03-05
N
N
N
79000000.00
79000000.00
0.0037
N
79011850.00
79011850.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-03-27
N
N
N
234000000.00
234000000.00
0.0110
N
233990640.00
233990640.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-04-09
N
N
N
52000000.00
52000000.00
0.0024
N
51988560.00
51988560.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-04-12
N
N
N
69000000.00
69000000.00
0.0032
N
69017940.00
69017940.00
Royal Bank of Canada
Royal Bank of Canada 0.040000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
200000000.00
200000000.00
0.0094
Security is a time deposit.
N
200000000.00
200000000.00
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
0.0029
N
61057950.00
61057950.00
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
0.0016
N
35034300.00
35034300.00
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
0.0007
N
16002240.00
16002240.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H3L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
46000000.00
46000000.00
0.0022
N
46001380.00
46001380.00
Sanofi
Sanofi 0.340000%
8010M3WC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
50000000.00
49994805.56
0.0023
N
49997500.00
49997500.00
Sanofi
Sanofi 0.330000%
8010M3WE6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
54000000.00
53993565.00
0.0025
N
53997300.00
53997300.00
Sanofi
Sanofi 0.340000%
8010M3WK2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
35000000.00
34994050.00
0.0016
N
34997200.00
34997200.00
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
59945400.00
0.0028
N
59926200.00
59926200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MXQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19992344.44
0.0009
N
19993000.00
19993000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MXR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
82000000.00
81968020.00
0.0038
N
81970480.00
81970480.00
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
24983500.00
0.0012
N
24979500.00
24979500.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051ANQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
11000000.00
11000000.00
0.0005
N
11000220.00
11000220.00
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
0.0031
N
66001320.00
66001320.00
Societe Generale
Societe Generale 0.455100%
83369RUP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
126000000.00
126000000.00
0.0059
N
126000000.00
126000000.00
Societe Generale
Societe Generale 0.500000%
83369RWT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
40000000.00
40000000.00
0.0019
N
40005600.00
40005600.00
Societe Generale
Societe Generale 0.408000%
83369RYM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-10-11
N
N
N
25000000.00
25000000.00
0.0012
N
25000250.00
25000250.00
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
38903475.00
0.0018
N
38919660.00
38919660.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365SW82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Societe Generale
N/A
N/A
N
68000000.00
67992860.00
0.0032
N
67997280.00
67997280.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E3W77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
59000000.00
58998033.33
0.0028
N
58998230.00
58998230.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.220000%
8342E3W93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
21000000.00
20998973.33
0.0010
N
20999370.00
20999370.00
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
15992440.00
0.0007
N
15993280.00
15993280.00
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
79959800.00
0.0037
N
79963200.00
79963200.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
55000000.00
54996470.84
0.0026
N
54996700.00
54996700.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
32000000.00
31997386.67
0.0015
N
31997440.00
31997440.00
Starbird Funding Corp
Starbird Funding Corp 0.200000%
85520MWF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
17000000.00
16998677.78
0.0008
N
16998640.00
16998640.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
24000000.00
23997200.00
0.0011
N
23996880.00
23996880.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.150000%
8574P02S6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
262000000.00
262000000.00
0.0123
N
261994760.00
261994760.00
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
4997994.44
0.0002
N
4996750.00
4996750.00
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
261894908.91
0.0123
N
261950220.00
261950220.00
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
99957250.00
0.0047
N
99956000.00
99956000.00
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
26988315.00
0.0013
N
26988120.00
26988120.00
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
25541750.81
0.0012
N
25541779.20
25541779.20
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
49980472.22
0.0023
N
49980500.00
49980500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257KA53
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40963000.00
40959927.77
0.0019
N
40960132.59
40960132.59
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.140000%
86562ELF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
23000000.00
23000000.00
0.0011
N
23000000.00
23000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562ELW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
69000000.00
69000000.00
0.0032
N
69000000.00
69000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.150000%
86562WNU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
111000000.00
111000000.00
0.0052
N
111000000.00
111000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.195000%
86959BUS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
21000000.00
21000002.91
0.0010
N
21000000.00
21000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.200000%
86959BVU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
21000000.00
21000000.00
0.0010
N
20999790.00
20999790.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.205000%
86959BVV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
105000000.00
105000480.98
0.0049
N
104995800.00
104995800.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.195000%
86959BWR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
9000000.00
9000000.00
0.0004
N
8999460.00
8999460.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
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
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.310000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
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 0.310000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
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 0.190000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
13070000.00
13070000.00
0.0006
N
13070000.00
13070000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UXL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
65302000.00
65285112.18
0.0031
N
65279144.30
65279144.30
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112Y4N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
150000000.00
150000000.00
0.0070
N
150004500.00
150004500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.110000%
89112Y4Q3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
50000000.00
50000000.00
0.0023
N
50000500.00
50000500.00
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
0.0015
N
31000000.00
31000000.00
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
0.0085
N
181000000.00
181000000.00
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
0.0023
N
49995000.00
49995000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290800%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-10-28
N
N
N
45000000.00
45000000.00
0.0021
N
45004050.00
45004050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112YV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
95000000.00
95002422.88
0.0045
N
95006650.00
95006650.00
UBS AG
UBS AG 0.400000%
90267AF43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
35000000.00
35000000.00
0.0016
N
35001750.00
35001750.00
UBS AG
UBS AG 0.390000%
90267AF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
35000000.00
35000000.00
0.0016
N
35002450.00
35002450.00
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
0.0014
N
29987700.00
29987700.00
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
0.0002
N
4998250.00
4998250.00
UBS AG
UBS AG 0.607200%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-10-17
N
N
N
92000000.00
92000000.00
0.0043
N
91999080.00
91999080.00
UBS Securities LLC
UBS Securities LLC 0.080000%
99EPPA003_0.0800_M110901_2M47
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
88271524.00
84243661.70
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
122575527.00
129956338.91
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
210000000.00
210000000.00
0.0098
N
210000000.00
210000000.00
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
44974687.50
0.0021
N
44968500.00
44968500.00
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
22985465.28
0.0011
N
22980910.00
22980910.00
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
0.0007
N
15000450.00
15000450.00
Univ of California
General Revenue Bonds Series 2011 Y-2 0.300800%
91412GFA8
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-09-30
2012-07-01
N
N
N
30000000.00
30000000.00
0.0014
N
30000300.00
30000300.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MWN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
16000000.00
15998600.00
0.0007
N
15998080.00
15998080.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MX69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
35000000.00
34994215.28
0.0016
N
34992650.00
34992650.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MXE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
21000000.00
20995735.83
0.0010
N
20994330.00
20994330.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MXR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
6000000.00
5998470.00
0.0003
N
5997900.00
5997900.00
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
28985822.22
0.0014
N
28980570.00
28980570.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646LW14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
14906000.00
14906000.00
0.0007
N
14906000.00
14906000.00
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LW22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
48000000.00
47999706.67
0.0022
N
47999520.00
47999520.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646LW22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
18000000.00
17999900.00
0.0008
N
17999820.00
17999820.00
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LW97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
20000000.00
19999022.22
0.0009
N
19999200.00
19999200.00
Westpac Banking Corp
Westpac Banking Corp 0.402600%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2011-10-28
2012-09-27
N
N
N
100000000.00
100000000.00
0.0047
N
100084000.00
100084000.00
Westpac Banking Corp
Westpac Banking Corp 0.285800%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2012-01-10
N
N
N
20000000.00
20000000.00
0.0009
N
20000000.00
20000000.00
Westpac Banking Corp
Westpac Banking Corp 0.278300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-05-01
N
N
N
158000000.00
158000000.00
0.0074
N
157927320.00
157927320.00
Westpac Banking Corp
Westpac Banking Corp 0.330000%
96121TDG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8000000.00
8000109.81
0.0004
N
8001120.00
8001120.00
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
117999999.53
0.0055
N
117970500.00
117970500.00
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
179666975.01
0.0084
N
179839800.00
179839800.00
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
51958595.00
0.0024
N
51979720.00
51979720.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
185891.05
185891.05
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
619566.13
619566.13
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
1363038.64
1363038.64
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
666081.72
666081.72
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
154896.00
154896.00
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KW61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
58000000.00
57998066.66
0.0027
N
57998840.00
57998840.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KWK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
9000000.00
8998875.00
0.0004
N
8999100.00
8999100.00
Windmill Funding Corp
Windmill Funding Corp 0.200000%
97342KWL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4999472.22
0.0002
N
4999450.00
4999450.00
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342KWT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999696.67
0.0001
N
1999680.00
1999680.00