0001145549-14-002956.txt : 20140328
0001145549-14-002956.hdr.sgml : 20140328
20140328144243
ACCESSION NUMBER: 0001145549-14-002956
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: 14725097
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Schwab Money Market Fund
SWMXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2011-08-31
0000857156
S000004499
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
38
58
14613021283.78
3629860.56
918464.97
14615732679.37
0.0022
1.0000
2011-08-31
1.0000
2011-08-31
C000012373
1.00
14615732679.37
1.00
540607528.43
4688087607.70
4147480079.27
0.0001
1.0000
2011-08-31
1.0000
2011-08-31
ABAG Finance Auth
Taxable RB (Public Policy Institute of California) Series 2001 0.330000%
00037CEK2
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
17550000.00
17550000.00
0.0012
N
17550000.00
17550000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KWK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
15570000.00
15568053.75
0.0011
N
15568287.30
15568287.30
Amsterdam Funding Corp
Amsterdam Funding Corp 0.210000%
03221KWU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9998425.00
0.0007
N
9998200.00
9998200.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KXQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
34000000.00
33988987.79
0.0023
N
33987080.00
33987080.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.450000%
04014BW72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
11000000.00
10999175.00
0.0008
N
10999670.00
10999670.00
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
66000000.00
65992336.66
0.0045
N
65992080.00
65992080.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.450000%
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
8000000.00
7998100.00
0.0005
N
7999040.00
7999040.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1998770.00
0.0001
N
1999240.00
1999240.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
43000000.00
42970186.67
0.0029
N
42978500.00
42978500.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999333.33
0.0001
N
999500.00
999500.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1998411.11
0.0001
N
1998700.00
1998700.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
22000000.00
21983805.56
0.0015
N
21984820.00
21984820.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
97000000.00
97000000.00
0.0066
Security is a time deposit.
N
97000000.00
97000000.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WDF7
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
71000000.00
71000000.00
0.0049
N
70984380.00
70984380.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEH2
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
50000000.00
50000000.00
0.0034
N
50007500.00
50007500.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WEV1
Other Note
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
34000000.00
34000000.00
0.0023
N
34001700.00
34001700.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WFB4
Other Note
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
9000000.00
9000000.00
0.0006
N
9000450.00
9000450.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WFE8
Other Note
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
30000000.00
30000000.00
0.0021
N
29998800.00
29998800.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFV0
Other Note
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
65000000.00
65000000.00
0.0044
N
65005850.00
65005850.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFW8
Other Note
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
20000000.00
20000000.00
0.0014
N
20001800.00
20001800.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WGB3
Other Note
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
250000000.00
250000000.00
0.0171
N
250022500.00
250022500.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WFA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
94000000.00
94000000.00
0.0064
N
93985900.00
93985900.00
Bank of Montreal
Bank of Montreal 0.220000%
06366WGF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
101000000.00
101000000.00
0.0069
N
100979800.00
100979800.00
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
109000000.00
109000000.00
0.0075
N
109000000.00
109000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
3000000.00
3000000.00
0.0002
N
2999190.00
2999190.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
77000000.00
77000000.00
0.0053
N
76979210.00
76979210.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
66000000.00
66000000.00
0.0045
N
65983500.00
65983500.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
9000000.00
0.0006
N
8997120.00
8997120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
1000000.00
1000000.00
0.0001
N
999360.00
999360.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417EBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
2000000.00
2000000.00
0.0001
N
1999840.00
1999840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417EBX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
125000000.00
125000000.00
0.0086
N
124986250.00
124986250.00
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
152000000.00
152000000.00
0.0104
N
151998480.00
151998480.00
Bank of the West
Bank of the West 0.200000%
0642G0WF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
40000000.00
40000000.00
0.0027
N
40002800.00
40002800.00
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
2000000.00
2000000.00
0.0001
N
1999980.00
1999980.00
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
85000000.00
85000000.00
0.0058
N
85028900.00
85028900.00
Barclays Bank Plc
Barclays Bank Plc 0.608300%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-16
2012-02-16
N
N
N
30000000.00
30000000.00
0.0021
N
30017700.00
30017700.00
Barclays Bank Plc
Barclays Bank Plc 0.730000%
06740MZB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20010000.00
20010000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M110901_2M54
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2041-04-20
5.000000
Government Agency Debt
2069468.00
2272721.73
GNMA
2041-07-20
4.500000
Government Agency Debt
174440082.00
189535943.65
GNMA
2041-08-20
4.000000
Government Agency Debt
15177432.00
16191335.05
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
200000000.00
200000000.00
0.0137
N
200000000.00
200000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
07699U005_0.1100_M110907_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
74796.00
51202.07
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
44282.00
30461.18
Fannie Mae
2040-07-20
6.000000
Government Agency Debt
13427630.00
10219573.39
GNMA
2039-06-15
4.500000
Government Agency Debt
5154198.00
4291756.26
GNMA
2040-06-15
5.000000
Government Agency Debt
45690.00
39970.60
GNMA
2041-07-15
4.500000
Government Agency Debt
2440.00
2652.34
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
14000000.00
14000000.00
0.0010
N
14000000.00
14000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M110907_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-03-01
1.773000
Government Agency Debt
49270870.00
637053.94
Fannie Mae
2025-04-01
4.500000
Government Agency Debt
10095414.00
9445538.97
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
9508474.00
9639076.38
Fannie Mae
2026-07-01
3.000000
Government Agency Debt
1012420.00
1036388.70
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
15090144.00
15648817.53
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
15038744.00
15624437.91
Fannie Mae
2030-08-01
4.000000
Government Agency Debt
10550000.00
9648102.17
Fannie Mae
2033-11-01
5.000000
Government Agency Debt
18314273.00
15079418.22
Fannie Mae
2035-11-01
2.175000
Government Agency Debt
24209729.00
19599929.59
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
26514810.00
9676243.97
Fannie Mae
2036-08-01
5.042000
Government Agency Debt
42867908.00
9358320.12
Fannie Mae
2036-10-01
5.819000
Government Agency Debt
5829644.00
1273340.36
Fannie Mae
2037-01-01
5.533000
Government Agency Debt
42575106.00
9681493.33
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
1500000.00
945210.18
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1784010.00
1278901.81
Fannie Mae
2040-03-01
3.610000
Government Agency Debt
11875834.00
9501151.76
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1271562.00
1277171.11
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
957068.00
1007638.89
Fannie Mae
2041-07-01
4.246000
Government Agency Debt
863804.00
913429.14
Fannie Mae
2041-09-01
2.805000
Government Agency Debt
9089537.00
9434871.23
Fannie Mae
2043-06-01
1.481000
Government Agency Debt
104125516.00
9572878.93
Freddie Mac
2017-01-01
5.500000
Government Agency Debt
171350851.00
9687326.40
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
8406850.00
7151903.34
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
10000000.00
9538966.61
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
9544802.00
9501206.71
Freddie Mac
2026-09-01
3.000000
Government Agency Debt
1239375.00
1278024.91
Freddie Mac
2030-07-01
4.000000
Government Agency Debt
632961.00
540626.30
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
3711145.00
4073162.25
Freddie Mac
2037-05-01
6.500000
Government Agency Debt
3296339.00
1017162.74
Freddie Mac
2038-02-01
6.500000
Government Agency Debt
4451680.00
1116366.72
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
15000000.00
9354585.06
Freddie Mac
2038-03-01
6.500000
Government Agency Debt
2368670.00
1074894.13
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
3251885.00
1062772.57
Freddie Mac
2038-06-01
6.500000
Government Agency Debt
2400975.00
892716.60
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
2850358.00
1044182.00
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
3078201.00
1035224.40
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
4126322.00
1279798.85
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
9162115.00
9433574.79
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
9389219.00
9553003.63
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
9104763.00
9480209.78
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
9075830.00
9529652.39
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
9134280.00
9668774.76
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
13795072.00
14563084.38
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
1704715.00
1844780.63
GNMA
2036-01-20
5.250000
Government Agency Debt
37339441.00
7495908.17
GNMA
2040-08-15
4.500000
Government Agency Debt
24301798.00
23417253.37
GNMA
2041-03-20
4.500000
Government Agency Debt
8763382.00
9369594.42
GNMA
2041-08-20
4.000000
Government Agency Debt
286849.00
306011.47
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
312000000.00
312000000.00
0.0213
N
311996880.00
311996880.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
07699U005_0.1400_M110907_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
2463151.00
1686165.44
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
5857904.00
4029597.73
Fannie Mae
2035-07-25
6.000000
Government Agency Debt
190000000.00
29459841.62
Freddie Mac
2024-11-15
3.500000
Government Agency Debt
30000000.00
29276634.09
Freddie Mac
2036-04-15
5.000000
Government Agency Debt
24763000.00
24656530.41
Freddie Mac
2040-07-15
1.187000
Government Agency Debt
31323205.00
24380216.64
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
3423214.00
3507636.31
GNMA
2040-10-20
4.000000
Government Agency Debt
29085479.00
30350204.17
GNMA
2041-06-15
4.000000
Government Agency Debt
57222270.00
60658099.23
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
198000000.00
198000000.00
0.0135
N
198000000.00
198000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M110902_2M54
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2041-03-20
4.500000
Government Agency Debt
2924092.00
3126367.89
GNMA
2041-08-20
4.000000
Government Agency Debt
6307.00
6728.33
Unrated Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XJ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
Y
BHP Billiton Ltd
N/A
N/A
N
38000000.00
37992558.33
0.0026
N
37987080.00
37987080.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
Y
BHP Billiton Ltd
N/A
N/A
N
34000000.00
33992916.67
0.0023
N
33987420.00
33987420.00
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
9000000.00
9000000.00
0.0006
N
9000540.00
9000540.00
BNP Paribas
BNP Paribas 0.520000%
05572NBV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
8000000.00
8000000.00
0.0005
N
8001600.00
8001600.00
BNP Paribas
BNP Paribas 0.500000%
05572NCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
78000000.00
78000000.00
0.0053
N
78017940.00
78017940.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
9000000.00
9000000.00
0.0006
N
9004230.00
9004230.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M110901_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-12-25
3.500000
Government Agency Debt
75443570.00
76122972.48
Fannie Mae
2039-10-01
3.934000
Government Agency Debt
100000000.00
51375900.59
Fannie Mae
2040-09-01
3.492000
Government Agency Debt
21438144.00
18935986.58
Fannie Mae
2040-10-01
3.549000
Government Agency Debt
50024760.00
48322117.87
Fannie Mae
2041-03-01
3.151000
Government Agency Debt
50052136.00
47974974.75
Fannie Mae
2041-05-01
2.736000
Government Agency Debt
49856981.00
48104671.46
Fannie Mae
2041-08-01
2.996000
Government Agency Debt
40810548.00
42494744.90
Fannie Mae
2041-08-01
3.253000
Government Agency Debt
47258008.00
49218593.10
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
370000000.00
370000000.00
0.0253
N
370000000.00
370000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.260000%
0556X1Y48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
Bank of New Zealand
N/A
N/A
N
9000000.00
8995840.00
0.0006
N
8995860.00
8995860.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.250000%
10513DCH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
33000000.00
33000000.00
0.0023
N
32997030.00
32997030.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
68000000.00
67918607.78
0.0046
N
67951720.00
67951720.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17977680.00
0.0012
N
17986500.00
17986500.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5989800.00
0.0004
N
5995020.00
5995020.00
CAFCO, LLC
CAFCO, LLC 0.200000%
12476FW85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8999650.00
0.0006
N
8999820.00
8999820.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.285100%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2012-07-09
N
N
N
44000000.00
44000000.00
0.0030
N
44011000.00
44011000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.120000%
13606X4Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
129000000.00
129000000.00
0.0088
N
129000000.00
129000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270800%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-12-28
N
N
N
21000000.00
21000000.00
0.0014
N
21002310.00
21002310.00
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
16000000.00
16000000.00
0.0011
N
15999360.00
15999360.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.242100%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2012-01-03
N
N
N
126000000.00
126000000.00
0.0086
N
125993700.00
125993700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X2A90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49927777.78
0.0034
N
49931000.00
49931000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3W78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
22000000.00
21998350.00
0.0015
N
21999340.00
21999340.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.230000%
1373X3WE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7999335.55
0.0005
N
7999440.00
7999440.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X3Y19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
17000000.00
16988477.78
0.0012
N
16992350.00
16992350.00
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
40000000.00
40000000.00
0.0027
N
40000000.00
40000000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.170000%
15963UX50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999518.33
0.0002
N
2999580.00
2999580.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UXD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39991133.33
0.0027
N
39992400.00
39992400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UY83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17600000.00
17592686.22
0.0012
N
17593664.00
17593664.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UYE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
83000000.00
82962465.54
0.0057
N
82966800.00
82966800.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
29000000.00
28965538.33
0.0020
N
28979410.00
28979410.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAP0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5992560.00
0.0004
N
5995500.00
5995500.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CX57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12997667.22
0.0009
N
12998570.00
12998570.00
Ciesco, LLC
Ciesco, LLC 0.190000%
17178CXE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
61000000.00
60986156.39
0.0042
N
60990240.00
60990240.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CYU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26000000.00
25984111.11
0.0018
N
25990380.00
25990380.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CZ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12990470.27
0.0009
N
12994930.00
12994930.00
Citibank, NA
Citibank, NA 0.180000%
1730D2G22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
17000000.00
17000000.00
0.0012
N
17000170.00
17000170.00
Citibank, NA
Citibank, NA 0.240000%
1730D2K50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
103000000.00
103000000.00
0.0070
N
102997940.00
102997940.00
Citibank, NA
Citibank, NA 0.230000%
1730D2L75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
45000000.00
45000000.00
0.0031
N
45000000.00
45000000.00
Citibank, NA
Citibank, NA 0.120000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
10000000.00
10000000.00
0.0007
Security is a time deposit.
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
2000000.00
1999848.33
0.0001
N
1999960.00
1999960.00
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
28000000.00
27995862.22
0.0019
N
27998880.00
27998880.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.402100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-10-27
2012-09-26
N
N
N
150000000.00
150000000.00
0.0103
N
150062250.00
150062250.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
35000000.00
34974479.17
0.0024
N
34971650.00
34971650.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
975LCG007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
25000000.00
25000000.00
0.0017
N
25000000.00
25000000.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998854.72
0.0001
N
998560.00
998560.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69916816.66
0.0048
N
69892200.00
69892200.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
63000000.00
62892900.00
0.0043
N
62884710.00
62884710.00
CRC Funding, LLC
CRC Funding, LLC 0.230000%
12622VX33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14996933.34
0.0010
N
14997000.00
14997000.00
CRC Funding, LLC
CRC Funding, LLC 0.200000%
12622VX33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999466.67
0.0002
N
2999400.00
2999400.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622VYE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35980760.00
0.0025
N
35977680.00
35977680.00
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
87000000.00
87000000.00
0.0060
N
86995650.00
86995650.00
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
4000000.00
4000000.00
0.0003
N
3999920.00
3999920.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550CT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
60000000.00
60000000.00
0.0041
N
59996400.00
59996400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.060000%
22799D001_0.0600_M110901_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-20
5.000000
Government Agency Debt
4180000.00
4534763.99
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
4445530.00
4445530.00
0.0003
N
4445530.00
4445530.00
Danaher Corp
Danaher Corp 0.110000%
23585MWK8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
15000000.00
14999175.00
0.0010
N
14998650.00
14998650.00
Danaher Corp
Danaher Corp 0.120000%
23585MWN2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
22000000.00
21998460.00
0.0015
N
21997580.00
21997580.00
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
21000000.00
20997795.00
0.0014
N
20996640.00
20996640.00
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
14000000.00
13997472.22
0.0010
N
13997900.00
13997900.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154T4U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
118000000.00
118000000.00
0.0081
N
117994100.00
117994100.00
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
88000000.00
88000000.00
0.0060
N
88007920.00
88007920.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M110901_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-04-01
4.500000
Government Agency Debt
13589411.00
9654442.49
Fannie Mae
2039-05-01
5.500000
Government Agency Debt
492055000.00
233919044.84
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
223310990.00
231877755.81
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
115266562.00
122548757.59
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
575000000.00
575000000.00
0.0393
N
575000000.00
575000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.320000%
991JCA005_0.3200_M110901_2M54
0001074042
Other Repurchase Agreement
N
AEROFLEX HLDG CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
241349.20
BOISE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249996.40
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249971.67
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249961.80
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
249991.66
FIVE STAR QUALITY CARE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249997.68
GENON ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249999.88
INDEPENDENCE HLDG CO NEW COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
192270.72
JOURNAL COMMUNICATIONS INC CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249997.80
KEYCORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249995.07
LAZARD LTD SHS A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249986.90
LIN TV CORP CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
73463.44
MEDCO HEALTH SOLUTIONS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249982.05
NABORS INDUSTRIES LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249991.08
NIELSEN HOLDINGS N V COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249978.42
PARKER HANNIFIN CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
103044.63
RED LION HOTELS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249997.35
REGIONS FINANCIAL CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249997.44
ROWAN COS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249975.96
STONERIDGE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249998.56
TWO HBRS INVT CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249994.00
WILLIAMS COS INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249981.70
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
5000000.00
5000000.00
0.0003
Repurchase agreement collateralized by common stock and ETFs.
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M110926_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
21440652.00
15172897.24
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
134203704.00
43334901.37
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
56000000.00
56000000.00
0.0038
Y
55999440.00
55999440.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M111005_2M54
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-04-01
4.000000
Government Agency Debt
28278000.00
29270457.76
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
27842561.00
29317794.58
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
25468247.00
26678922.57
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
8807359.00
9372825.16
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
91000000.00
91000000.00
0.0062
Y
91000000.00
91000000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1YU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
30000000.00
29980200.00
0.0021
N
29976300.00
29976300.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
88000000.00
87941052.22
0.0060
N
87926960.00
87926960.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.140000%
30601WWM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
23009000.00
23007210.41
0.0016
N
23006238.92
23006238.92
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.150000%
30603BW66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39000000.00
38999187.50
0.0027
N
38999220.00
38999220.00
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
38000000.00
37999039.44
0.0026
N
37999240.00
37999240.00
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
13000000.00
12998970.83
0.0009
N
12999090.00
12999090.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.160000%
30603BWV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
48000000.00
47994026.67
0.0033
N
47995200.00
47995200.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.180000%
30603BX65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4999125.00
0.0003
N
4999300.00
4999300.00
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
14000000.00
13999953.33
0.0010
N
13999972.00
13999972.00
Fannie Mae
Fannie Mae 0.020000%
313588LL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
74000000.00
73999712.21
0.0051
N
73999852.00
73999852.00
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
79000000.00
78999648.89
0.0054
N
78999842.00
78999842.00
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
10000000.00
9999883.33
0.0007
N
9999970.00
9999970.00
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
3000000.00
2999750.00
0.0002
N
2999979.00
2999979.00
Fannie Mae
Fannie Mae 0.090000%
313588MV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
100000000.00
99990000.00
0.0068
N
99998900.00
99998900.00
Fannie Mae
Fannie Mae 0.035000%
313588MW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
1000000.00
999960.14
0.0001
N
999989.00
999989.00
Fannie Mae
Fannie Mae 0.100000%
313588NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
20000000.00
19997444.44
0.0014
N
19999740.00
19999740.00
Fannie Mae
Fannie Mae 0.035000%
313588NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
15000000.00
14999329.17
0.0010
N
14999805.00
14999805.00
Fannie Mae
Fannie Mae 0.030000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
3000000.00
2999862.50
0.0002
N
2999955.00
2999955.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384LZ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
53000000.00
52995877.78
0.0036
N
52999682.00
52999682.00
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
80000000.00
79997066.67
0.0055
N
79999520.00
79999520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384MB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
21000000.00
20999294.17
0.0014
N
20999874.00
20999874.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
114000000.00
113995693.33
0.0078
N
113998974.00
113998974.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384MP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
2000000.00
1999981.11
0.0001
N
1999982.00
1999982.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384MQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
27000000.00
26999081.25
0.0018
N
26999730.00
26999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384MR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
195000000.00
194994150.00
0.0133
N
194998050.00
194998050.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384MV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
40000000.00
39999111.11
0.0027
N
39999560.00
39999560.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
9900000.00
9899492.63
0.0007
N
9899891.10
9899891.10
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
2000000.00
1999908.89
0.0001
N
1999978.00
1999978.00
Federal Home Loan Bank
Federal Home Loan Bank 0.001000%
313384NK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
19000000.00
18999971.51
0.0013
N
18999715.00
18999715.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
74000000.00
73991181.70
0.0051
N
73998372.00
73998372.00
Freddie Mac
Freddie Mac 0.060000%
313396LD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
10663000.00
10663000.00
0.0007
N
10663000.00
10663000.00
Freddie Mac
Freddie Mac 0.060000%
313396LJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
50000000.00
49999583.33
0.0034
N
49999950.00
49999950.00
Freddie Mac
Freddie Mac 0.030000%
313396LU5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
7000000.00
6999912.50
0.0005
N
6999972.00
6999972.00
Freddie Mac
Freddie Mac 0.030000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
15000000.00
14999762.50
0.0010
N
14999925.00
14999925.00
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
20000000.00
19999358.33
0.0014
N
19999880.00
19999880.00
Freddie Mac
Freddie Mac 0.030000%
313396MM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
2000000.00
1999946.66
0.0001
N
1999982.00
1999982.00
Freddie Mac
Freddie Mac 0.040000%
313396MN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
9700000.00
9699644.33
0.0007
N
9699912.70
9699912.70
Freddie Mac
Freddie Mac 0.030000%
313396MN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8300000.00
8299771.75
0.0006
N
8299925.30
8299925.30
Freddie Mac
Freddie Mac 0.050000%
313396MW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
10000000.00
9999430.55
0.0007
N
9999890.00
9999890.00
Freddie Mac
Freddie Mac 0.020000%
313396MY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
34000000.00
33999187.77
0.0023
N
33999592.00
33999592.00
Freddie Mac
Freddie Mac 0.035000%
313396NC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
25000000.00
24998857.65
0.0017
N
24999675.00
24999675.00
Freddie Mac
Freddie Mac 0.005000%
313396NJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
51000000.00
50999624.59
0.0035
N
50999235.00
50999235.00
Freddie Mac
Freddie Mac 0.146100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2012-08-10
N
N
N
125000000.00
125000000.00
0.0086
N
125153750.00
125153750.00
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
8000000.00
8000000.00
0.0005
N
8000000.00
8000000.00
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
7000000.00
6999455.56
0.0005
N
6999440.00
6999440.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
65000000.00
64943576.39
0.0044
N
64946050.00
64946050.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
10000000.00
9991250.00
0.0007
N
9991600.00
9991600.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
48000000.00
47954239.99
0.0033
N
47956800.00
47956800.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
4000000.00
3996480.00
0.0003
N
3996400.00
3996400.00
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
29000000.00
28997937.78
0.0020
N
28999420.00
28999420.00
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
20000000.00
19998988.89
0.0014
N
19999400.00
19999400.00
General Electric Capital Corp
General Electric Capital Corp 0.120000%
36959JWK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
42000000.00
41997480.00
0.0029
N
41998320.00
41998320.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
110000000.00
109921319.44
0.0075
N
109937300.00
109937300.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
33000000.00
32975020.83
0.0023
N
32978880.00
32978880.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
4000000.00
3996722.22
0.0003
N
3997000.00
3997000.00
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
31000000.00
30998553.33
0.0021
N
30999070.00
30999070.00
General Electric Co
General Electric Co 0.120000%
36960MWG4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
95000000.00
94995250.00
0.0065
N
94997150.00
94997150.00
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
30000000.00
29998200.00
0.0021
N
29998800.00
29998800.00
General Electric Co
General Electric Co 0.110000%
36960MWL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
3000000.00
2999825.83
0.0002
N
2999850.00
2999850.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
38399H002_0.0600_M110901_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
108947008.00
67506444.16
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
32082895.00
21743556.43
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
85000000.00
85000000.00
0.0058
N
85000000.00
85000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111027_2M54
0000769993
Other Repurchase Agreement
N
ACCURIDE CORP NEW COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
102139.80
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749997.35
ALBEMARLE CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
553749.28
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749951.39
BRINKER INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
640823.26
BUILD A BEAR WORKSHOP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
571393.68
CAL DIVE INTL INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
594009.00
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749990.25
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749979.44
CON-WAY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
641379.72
CUBIC CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
561191.96
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749987.82
FIRST INDUSTRIAL REALTY TRUSCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
596038.53
GREIF INC CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
629992.17
HARVEST NATURAL RESOURCES INCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
635100.84
HUDSON PAC PPTYS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
613072.24
HYPERDYNAMICS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
662395.89
INVESTMENT TECHNOLOGY GRP NECOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
691018.81
JACOBS ENGR GROUP INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
554573.68
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749973.20
MONSTER WORLDWIDE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
586880.11
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
120245.04
NOBLE ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
54368.10
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749984.84
PRECISION CASTPARTS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
686826.36
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749966.40
TELEFLEX INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
686444.40
TENET HEALTHCARE CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
637068.16
TEREX CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
668427.20
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
1749956.27
TRIUMPH GROUP INC NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
668446.80
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
VULCAN MATLS CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
584667.00
WALTER ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599217.44
WALTER INVT MGMT CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
660831.00
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
2011-10-27
2011-10-27
N
N
N
35000000.00
35000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
35000000.00
35000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111024_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699992.55
BUCKLE INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699988.80
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699996.10
CENTRAL VT PUB SVC CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
683285.76
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699982.68
DYNEGY INC DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
190643.18
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699987.75
FEDERATED INVS INC PA CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
224716.60
GOVERNMENT PPTYS INCOME TR COM SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
189527.22
IDT CORP CL B NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699994.56
INTERNATIONAL FLAVORS&FRAGRACOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
410630.40
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699989.28
LAZARD LTD SHS A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
173707.35
NAVISTAR INTL CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699997.23
ORBITAL SCIENCES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699996.06
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699937.84
REGAL ENTMT GROUP CL A
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
222822.71
REGIS CORP MINN COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699999.84
ROCKWELL AUTOMATION INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
198147.07
SANDRIDGE ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
43636.74
SL GREEN RLTY CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
260826.04
TRAVELERS COMPANIES INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
202346.30
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699961.71
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699996.00
VENOCO INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699990.48
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699982.42
VORNADO RLTY TR SH BEN I
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699964.24
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
699991.16
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
14000000.00
14000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
Y
14008960.00
14008960.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111025_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199993.35
BJS WHOLESALE CLUB INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199956.73
CIGNA CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199985.40
COACH INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199965.90
COMMUNITY HEALTH SYS INC NEWCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
342562.71
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199970.04
CORN PRODS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199994.22
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199991.63
HESS CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199964.24
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
5857851.84
MERCK & CO INC NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199985.40
NATIONAL SEMICONDUCTOR CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199996.48
NEWMONT MINING CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199997.30
OCCIDENTAL PETE CORP DEL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199974.90
PFIZER INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199981.35
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199940.28
PLAINS EXPL& PRODTN CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199997.44
TARGET CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199997.44
THERMO FISHER SCIENTIFIC INCCOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199964.00
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199961.25
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199996.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
6199994.08
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
124000000.00
124000000.00
0.0085
Repurchase agreement collateralized by common stock and ETFs.
Y
124000000.00
124000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599999.70
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599952.18
CHEMED CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599996.16
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599972.16
CVS CAREMARK CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599981.28
D R HORTON INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599991.80
EATON CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599996.25
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599978.96
FACTSET RESH SYS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599937.40
HONEYWELL INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
472.90
INTERNATIONAL FLAVORS&FRAGRACOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599961.60
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599964.34
LORILLARD INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599977.95
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599946.72
SOLUTIA INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599994.54
TARGA RES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599986.94
TEEKAY CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599999.74
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599978.96
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599984.00
VENOCO INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599995.20
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599991.74
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
599946.12
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
12000000.00
12000000.00
0.0008
Repurchase agreement collateralized by common stock and ETFs.
Y
12009360.00
12009360.00
Govco, LLC
Govco, LLC 0.150000%
38362WW98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
38000000.00
37998733.33
0.0026
N
37998480.00
37998480.00
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
35000000.00
34995012.50
0.0024
N
34993700.00
34993700.00
Govco, LLC
Govco, LLC 0.190000%
38362WX63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17996675.00
0.0012
N
17995680.00
17995680.00
Govco, LLC
Govco, LLC 0.190000%
38362WX71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
24000000.00
23995440.00
0.0016
N
23994000.00
23994000.00
Govco, LLC
Govco, LLC 0.190000%
38362WXJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999503.89
0.0001
N
1999320.00
1999320.00
Govco, LLC
Govco, LLC 0.240000%
38362WXQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9996466.67
0.0007
N
9996200.00
9996200.00
Govco, LLC
Govco, LLC 0.260000%
38362WY70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
142000000.00
141931287.79
0.0097
N
141927580.00
141927580.00
Govco, LLC
Govco, LLC 0.260000%
38362WYG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999451.11
0.0001
N
999390.00
999390.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
82000000.00
81929981.12
0.0056
N
81920460.00
81920460.00
Govco, LLC
Govco, LLC 0.290000%
38362WZL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17984050.00
0.0012
N
17981460.00
17981460.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CW11
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 Scotland Plc
N/A
N/A
52000000.00
52000000.00
0.0036
N
52000000.00
52000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.350000%
38501CXH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
2000000.00
1999105.55
0.0001
N
1999660.00
1999660.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
47000000.00
46961303.33
0.0032
N
46983080.00
46983080.00
HSBC USA, Inc
HSBC USA, Inc 0.170000%
40427SXQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
71000000.00
70982230.27
0.0049
N
70974440.00
70974440.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.190000%
75914UAH3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
22075000.00
22075000.00
0.0015
N
22075000.00
22075000.00
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
135000000.00
134975849.99
0.0092
N
134977050.00
134977050.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
46899T004_0.0700_M110901_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
43586462.00
34519263.22
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
34235060.00
32430737.55
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
65000000.00
65000000.00
0.0044
N
65000000.00
65000000.00
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
129000000.00
129000000.00
0.0088
N
128994582.00
128994582.00
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
55000000.00
54996577.78
0.0038
N
54995600.00
54995600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24997666.67
0.0017
N
24996500.00
24996500.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999022.22
0.0007
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
23000000.00
22997240.00
0.0016
N
22995860.00
22995860.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3X32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1999715.56
0.0001
N
1999571.00
1999571.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
33000000.00
32990769.17
0.0023
N
32987460.00
32987460.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74978625.00
0.0051
N
74970750.00
74970750.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P3XS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
23000000.00
22993323.61
0.0016
N
22990800.00
22990800.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.445000%
53944AR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
5000000.00
5000000.00
0.0003
N
5000950.00
5000950.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MW99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
11000000.00
10999462.22
0.0008
N
10999538.00
10999538.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14524000.00
14522926.84
0.0010
N
14523273.80
14523273.80
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30000000.00
29996833.33
0.0021
N
29998200.00
29998200.00
Market Street Funding Corp
Market Street Funding Corp 0.190000%
5705X5WN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7999113.33
0.0005
N
7999440.00
7999440.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10765000.00
10762093.45
0.0007
N
10762847.00
10762847.00
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
17000000.00
16995325.00
0.0012
N
16996600.00
16996600.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XT3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
26069000.00
26061700.68
0.0018
N
26063525.51
26063525.51
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5YV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12760000.00
12753059.97
0.0009
N
12755278.80
12755278.80
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399U000_0.0700_M110901_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-02-25
4.000000
Government Agency Debt
3764739.00
2918133.43
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
23090000.00
16413122.25
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
24840000.00
16751241.32
Fannie Mae
2037-06-25
0.437000
Government Agency Debt
50000000.00
17623957.40
Freddie Mac
2028-04-15
3.500000
Government Agency Debt
20600000.00
17594553.79
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
20830255.00
16794985.83
Freddie Mac
2034-02-15
0.707200
Government Agency Debt
44623085.00
17336548.51
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
99942000.00
17436361.88
GNMA
2034-02-20
0.486000
Government Agency Debt
63252708.00
15199751.69
GNMA
2041-02-16
3.000000
Government Agency Debt
16000000.00
16431344.00
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
150000000.00
150000000.00
0.0103
N
150000000.00
150000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.160000%
60681PN83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
65000000.00
65000000.00
0.0044
N
65000000.00
65000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.160000%
60681PN91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C7A9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
19000000.00
19000000.00
0.0013
N
19000000.00
19000000.00
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
125000000.00
125000000.00
0.0086
N
125000000.00
125000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.230000%
63253TCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
79000000.00
79000000.00
0.0054
N
78974720.00
78974720.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
57000000.00
57000000.00
0.0039
N
56980620.00
56980620.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TFB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
5000000.00
5000000.00
0.0003
N
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
70000000.00
69986777.78
0.0048
N
69992300.00
69992300.00
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
57000000.00
56994680.00
0.0039
N
56997720.00
56997720.00
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
3000000.00
2999265.00
0.0002
N
2999730.00
2999730.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.320000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
15960000.00
15960000.00
0.0011
N
15960000.00
15960000.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.320000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
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
9000000.00
8999450.00
0.0006
N
8999550.00
8999550.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SXC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
6000000.00
5998496.67
0.0004
N
5998440.00
5998440.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
28000000.00
28000000.00
0.0019
N
27996360.00
27996360.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
25000000.00
25000000.00
0.0017
N
24996250.00
24996250.00
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
42000000.00
41999496.00
0.0029
N
42000840.00
42000840.00
Nordea North America, Inc
Nordea North America, Inc 0.205000%
6555P1X44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
Y
Nordea Bank AB
N/A
N/A
N
17000000.00
16996805.41
0.0012
N
16996940.00
16996940.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
Nordea Bank AB
N/A
N/A
N
94000000.00
93939578.89
0.0064
N
93931380.00
93931380.00
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UXK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
47028000.00
47016713.28
0.0032
N
47019534.96
47019534.96
Old Line Funding, LLC
Old Line Funding, LLC 0.170000%
67983UXL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29993058.34
0.0021
N
29994300.00
29994300.00
Rabobank Nederland
Rabobank Nederland 0.297200%
74977MMM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
145000000.00
145000000.00
0.0099
N
145002900.00
145002900.00
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
13000000.00
13000000.00
0.0009
N
13000650.00
13000650.00
Rabobank Nederland
Rabobank Nederland 0.400000%
74977MNR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
128000000.00
128024919.66
0.0088
N
128030720.00
128030720.00
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
100000000.00
100000000.00
0.0068
N
100010000.00
100010000.00
Rabobank Nederland
Rabobank Nederland 0.298900%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-26
2012-03-26
N
N
N
58000000.00
58000000.00
0.0040
N
58013920.00
58013920.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
20000000.00
19949444.45
0.0014
N
19954800.00
19954800.00
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
0.0005
N
6983970.00
6983970.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.470000%
7562E0CT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
997284.44
0.0001
N
996990.00
996990.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.200000%
7562E1YA6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
999611.11
0.0001
N
999420.00
999420.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1Z98
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24975937.50
0.0017
N
24976750.00
24976750.00
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
131000000.00
131000000.00
0.0090
N
130971180.00
130971180.00
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
175000000.00
175000000.00
0.0120
N
175045500.00
175045500.00
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
0.0137
Security is a time deposit.
N
200000000.00
200000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.443400%
78011H2J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
33000000.00
33000000.00
0.0023
N
33000000.00
33000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.810000%
78011H2R5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
20000000.00
20000000.00
0.0014
N
20017800.00
20017800.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
3000000.00
3000000.00
0.0002
N
3000420.00
3000420.00
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
20000000.00
20000000.00
0.0014
N
20000600.00
20000600.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HZ99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
100000000.00
100000000.00
0.0068
N
100008000.00
100008000.00
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
25000000.00
24997402.78
0.0017
N
24998750.00
24998750.00
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
35000000.00
34995829.17
0.0024
N
34998250.00
34998250.00
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
25000000.00
24995750.00
0.0017
N
24998000.00
24998000.00
Sanofi
Sanofi 0.330000%
8010M3WL0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
3000000.00
2999477.50
0.0002
N
2999760.00
2999760.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124LA51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19981800.00
0.0014
N
19975400.00
19975400.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.160000%
82124MWN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
32000000.00
31997013.33
0.0022
N
31996160.00
31996160.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MXD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
42000000.00
41990200.00
0.0029
N
41988660.00
41988660.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.200000%
82124MXK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
12000000.00
11996800.00
0.0008
N
11996160.00
11996160.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.260000%
82124MXQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
70000000.00
69973205.55
0.0048
N
69975500.00
69975500.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83051AQH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
56000000.00
56000000.00
0.0038
N
56001120.00
56001120.00
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
77000000.00
77000000.00
0.0053
N
77000000.00
77000000.00
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
9000000.00
9000000.00
0.0006
N
9001260.00
9001260.00
Societe Generale
Societe Generale 0.500000%
83369RXC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
20000000.00
20000000.00
0.0014
N
20002600.00
20002600.00
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
60000000.00
60000000.00
0.0041
N
60000600.00
60000600.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.520000%
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
65000000.00
64993427.77
0.0044
N
64997400.00
64997400.00
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
23000000.00
22997585.00
0.0016
N
22999080.00
22999080.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.210000%
8342E3W69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
15000000.00
14999562.50
0.0010
N
14999700.00
14999700.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.210000%
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
75000000.00
74997375.00
0.0051
N
74997750.00
74997750.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E3X68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
17000000.00
16996198.61
0.0012
N
16996430.00
16996430.00
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
17000000.00
17000000.00
0.0012
N
16999660.00
16999660.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.140000%
8574P02W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
92000000.00
92000000.00
0.0063
N
92001840.00
92001840.00
State Street Corp
State Street Corp 0.190000%
85747KYG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
4000000.00
3998395.56
0.0003
N
3997400.00
3997400.00
State Street Corp
State Street Corp 0.190000%
85747KYJ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
66000000.00
65972829.99
0.0045
N
65955780.00
65955780.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
2000000.00
1998716.67
0.0001
N
1998000.00
1998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257C5X6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998844.44
0.0007
N
9999000.00
9999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
85000000.00
84965456.95
0.0058
N
84983000.00
84983000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB77
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
65793000.00
65764873.50
0.0045
N
65764051.08
65764051.08
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GZN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49991111.11
0.0034
N
49991500.00
49991500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JZW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
37000000.00
36985549.51
0.0025
N
36985570.00
36985570.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257KA53
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49996250.00
0.0034
N
49996500.00
49996500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257KZW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19997688.89
0.0014
N
19998000.00
19998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L6D9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
97000000.00
96984911.11
0.0066
N
96986420.00
96986420.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.140000%
86562ELF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
61000000.00
61000000.00
0.0042
N
61000000.00
61000000.00
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
70000000.00
70000000.00
0.0048
N
70000000.00
70000000.00
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
64850000.00
64850008.99
0.0044
N
64850000.00
64850000.00
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
114000000.00
114000000.00
0.0078
N
113998860.00
113998860.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.205000%
86959BVV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
8000000.00
8000036.65
0.0005
N
7999680.00
7999680.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.190000%
88324MWC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
49000000.00
48997155.28
0.0034
N
48997060.00
48997060.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.220000%
88324MXD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
44765000.00
44753510.32
0.0031
N
44752018.15
44752018.15
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.215000%
88324MXE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
24617000.00
24610678.22
0.0017
N
24609614.90
24609614.90
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UXL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2999224.16
0.0002
N
2998950.00
2998950.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
17000000.00
16990442.22
0.0012
N
16986605.70
16986605.70
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112Y4W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
11000000.00
11000000.00
0.0008
N
11000550.00
11000550.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112Y5L3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
65000000.00
65000000.00
0.0044
N
65000000.00
65000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112Y5N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
93000000.00
93000000.00
0.0064
N
92990700.00
92990700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
57000000.00
57000000.00
0.0039
N
56998290.00
56998290.00
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
0.0031
N
45004050.00
45004050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112YYM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
47000000.00
47007529.55
0.0032
N
47008930.00
47008930.00
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
105000000.00
105000000.00
0.0072
N
105007350.00
105007350.00
UBS AG
UBS AG 0.390000%
90267AG34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
44000000.00
44000000.00
0.0030
N
44003520.00
44003520.00
UBS AG
UBS AG 0.260000%
90267AR65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
43000000.00
43000000.00
0.0029
N
42982370.00
42982370.00
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
11000000.00
11000000.00
0.0008
N
10999890.00
10999890.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.200000%
90262DX67
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
Y
UBS AG
N/A
N/A
N
4000000.00
3999222.22
0.0003
N
3999200.00
3999200.00
UBS Securities LLC
UBS Securities LLC 0.080000%
99EPPA003_0.0800_M110901_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
151804368.00
147900000.27
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
145000000.00
145000000.00
0.0099
N
145000000.00
145000000.00
Union Bank, NA
Union Bank, NA 0.190000%
90527MSK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
55000000.00
55000000.00
0.0038
N
54995600.00
54995600.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
2000000.00
2000000.00
0.0001
N
2000060.00
2000060.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.170000%
92217MXR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
54000000.00
53986230.00
0.0037
N
53981100.00
53981100.00
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
8000000.00
7999951.11
0.0005
N
7999920.00
7999920.00
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LW89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
9181000.00
9180607.26
0.0006
N
9180632.76
9180632.76
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
10000000.00
9999511.11
0.0007
N
9999600.00
9999600.00
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
52000000.00
52000000.00
0.0036
N
51976080.00
51976080.00
Westpac Banking Corp
Westpac Banking Corp 0.282100%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
12989210.00
12989210.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
24000000.00
23999999.90
0.0016
N
23994000.00
23994000.00
Westpac Banking Corp
Westpac Banking Corp 0.298300%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
290000000.00
290000000.00
0.0198
N
289994200.00
289994200.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.315000%
96122HZ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
34000000.00
33972927.50
0.0023
N
33986740.00
33986740.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1173457.04
1173457.04
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
913888.34
913888.34
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
258579.24
258579.24
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
201381.51
201381.51
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XHB2
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1989106.59
1989106.59
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1549116.22
1549116.22
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
338114.52
338114.52
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
263323.59
263323.59
Windmill Funding Corp
Windmill Funding Corp 0.190000%
97342KWC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
36000000.00
35997910.00
0.0025
N
35998200.00
35998200.00
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
23000000.00
22997125.00
0.0016
N
22997700.00
22997700.00
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
9000000.00
8998635.00
0.0006
N
8998560.00
8998560.00
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342KX37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
16000000.00
15997013.33
0.0011
N
15996800.00
15996800.00