0001145549-14-002991.txt : 20140401
0001145549-14-002991.hdr.sgml : 20140401
20140401141832
ACCESSION NUMBER: 0001145549-14-002991
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110731
FILED AS OF DATE: 20140401
DATE AS OF CHANGE: 20140401
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: 14733487
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
2011-07-31
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
40
64
13368237784.15
707734223.06
852605.33
14075119401.88
0.0023
1.0000
2011-07-31
1.0000
2011-07-31
C000012373
1.00
14075119401.88
1.00
263644870.02
3081065145.40
2817420275.38
0.0001
1.0000
2011-07-31
1.0000
2011-07-31
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
2011-08-05
2011-08-05
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
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.430000%
00279HXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
Y
Santander UK Plc
N/A
N/A
N
18000000.00
18000000.00
0.0013
N
18000360.00
18000360.00
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
15564701.88
0.0011
N
15565173.30
15565173.30
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
9996616.66
0.0007
N
9996300.00
9996300.00
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
33982546.67
0.0024
N
33978920.00
33978920.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
16000000.00
15998364.44
0.0011
N
15999040.00
15999040.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8998390.00
0.0006
N
8999190.00
8999190.00
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
10994912.50
0.0008
N
10997470.00
10997470.00
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
65979833.33
0.0047
N
65978880.00
65978880.00
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
7995000.00
0.0006
N
7997440.00
7997440.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.180000%
04915UVB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
12000000.00
11999400.00
0.0009
N
11999640.00
11999640.00
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
1998305.00
0.0001
N
1998800.00
1998800.00
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
42960559.44
0.0031
N
42969470.00
42969470.00
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
999118.06
0.0001
N
999290.00
999290.00
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
1997963.34
0.0001
N
1998360.00
1998360.00
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
21979069.45
0.0016
N
21988560.00
21988560.00
Bank of America, NA
Bank of America, NA 0.290000%
06052WCT8
Other Note
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
275000000.00
275000000.00
0.0195
N
275000000.00
275000000.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WCW1
Other Note
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
15000000.00
15000000.00
0.0011
N
15000000.00
15000000.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WDF7
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
71000000.00
71000000.00
0.0050
N
70995030.00
70995030.00
Bank of America, NA
Bank of America, NA 0.220000%
06052WDH3
Other Note
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
46000000.00
46000000.00
0.0033
N
46005060.00
46005060.00
Bank of America, NA
Bank of America, NA 0.210000%
06052WDK6
Other Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
18000000.00
18000000.00
0.0013
N
17997480.00
17997480.00
Bank of America, NA
Bank of America, NA 0.190000%
06052WDQ3
Other Note
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
22000000.00
22000000.00
0.0016
N
22000880.00
22000880.00
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
0.0036
N
50012000.00
50012000.00
Bank of America, NA
Bank of America, NA 0.200000%
06052WEV1
Other Note
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
34000000.00
34000000.00
0.0024
N
34003060.00
34003060.00
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
9000900.00
9000900.00
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
30001500.00
30001500.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TW25
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
3000000.00
2998906.67
0.0002
Security is a Bankers Acceptance
N
3000840.00
3000840.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TW66
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
21000000.00
20991390.00
0.0015
Security is a Bankers Acceptance.
N
21006300.00
21006300.00
Bank of America, NA
Bank of America, NA 0.400000%
06422TWD1
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
3000000.00
2998566.67
0.0002
Security is a Bankers Acceptance
N
2999220.00
2999220.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TWG4
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
11000000.00
10994237.22
0.0008
Security is a Bankers Acceptance
N
10996920.00
10996920.00
Bank of America, NA
Bank of America, NA 0.410000%
06422TWS8
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
21000000.00
20986606.67
0.0015
Security is a Bankers Acceptance
N
20992440.00
20992440.00
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
2999460.00
2999460.00
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
0.0055
N
76986140.00
76986140.00
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
0.0047
N
65992080.00
65992080.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
9000000.00
0.0006
N
8998020.00
8998020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417DV77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
68000000.00
68000000.00
0.0048
N
68000680.00
68000680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417DZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
4000000.00
4000000.00
0.0003
N
4000160.00
4000160.00
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
999300.00
999300.00
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
1999720.00
1999720.00
Bank of the West
Bank of the West 0.200000%
0642G0WF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
40000000.00
40000000.00
0.0028
N
40004400.00
40004400.00
Barclays Bank Plc
Barclays Bank Plc 0.686500%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-10-17
N
N
N
85000000.00
85000000.00
0.0060
N
85076500.00
85076500.00
Barclays Bank Plc
Barclays Bank Plc 0.586500%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-16
2012-02-16
N
N
N
30000000.00
30000000.00
0.0021
N
30050700.00
30050700.00
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
20023200.00
20023200.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M110801_2M54
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2041-05-20
5.000000
Government Agency Debt
79608815.00
84264182.28
GNMA
2041-07-15
3.500000
Government Agency Debt
69652842.00
71735817.98
Unrated Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
150000000.00
150000000.00
0.0107
N
150000000.00
150000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
992JYM004_0.1500_M110804_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-12-01
5.000000
Government Agency Debt
59000000.00
41740212.97
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
15076846.00
12789808.04
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
40128959.00
42016206.11
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
18358552.00
19608376.34
FNMS 05.000 CLAL0550
2041-07-01
5.500000
Government Agency Debt
1671524.00
1787455.70
Freddie Mac
2025-01-01
6.000000
Government Agency Debt
50000000.00
42087218.50
Freddie Mac
2026-07-01
5.500000
Government Agency Debt
38925877.00
40822077.57
Freddie Mac
2031-07-01
6.000000
Government Agency Debt
38062138.00
40163853.13
Freddie Mac
2038-03-01
6.000000
Government Agency Debt
105920000.00
39672884.55
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
40413273.00
41711907.92
Unrated Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
310000000.00
310000000.00
0.0220
N
309996900.00
309996900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
992JYM004_0.2200_M110805_2M54
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
96595898.00
80662409.25
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
54863442.00
52457591.32
Unrated Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
128000000.00
128000000.00
0.0091
N
128000000.00
128000000.00
BNP Paribas
BNP Paribas 0.540000%
05572NAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
227000000.00
227000000.00
0.0161
N
227054480.00
227054480.00
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
9003150.00
9003150.00
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
0.0006
N
8003760.00
8003760.00
BNP Paribas
BNP Paribas 0.500000%
05572NCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
78000000.00
78000000.00
0.0055
N
78035880.00
78035880.00
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
9005580.00
9005580.00
BNP Paribas
BNP Paribas 0.480000%
985YBU007
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
8000000.00
8000000.00
0.0006
N
8000720.00
8000720.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.210000%
987WVU007_0.2100_M110801_2M54
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-07-25
3.000000
Government Agency Debt
45000000.00
44772537.24
Fannie Mae
2037-01-25
4.500000
Government Agency Debt
70500000.00
42232397.38
Fannie Mae
2040-05-25
4.000000
Government Agency Debt
42933302.00
43821854.39
Freddie Mac
2026-01-15
3.445000
Government Agency Debt
50000000.00
51816520.25
Freddie Mac
2030-10-15
4.500000
Government Agency Debt
49200000.00
48248841.45
Freddie Mac
2035-12-15
6.000000
Government Agency Debt
150000000.00
34397841.88
Freddie Mac
2041-04-15
0.486000
Government Agency Debt
10498813.00
11271122.59
GNMA
2039-12-16
4.000000
Government Agency Debt
31920000.00
33188885.00
Unrated Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
295000000.00
295000000.00
0.0210
N
295000000.00
295000000.00
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
32995710.00
32995710.00
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
67900455.55
0.0048
N
67930640.00
67930640.00
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
17972875.00
0.0013
N
17980560.00
17980560.00
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
8998100.00
0.0006
N
8998740.00
8998740.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.265800%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2012-07-09
N
N
N
44000000.00
44000000.00
0.0031
N
44012320.00
44012320.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.237300%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-12-28
N
N
N
21000000.00
21000000.00
0.0015
N
21003360.00
21003360.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.237300%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
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 0.235100%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2012-01-03
N
N
N
126000000.00
126000000.00
0.0090
N
125989920.00
125989920.00
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
49910555.56
0.0035
N
49919500.00
49919500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.460000%
1373X3VP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999437.78
0.0001
N
1999720.00
1999720.00
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
21989825.00
0.0016
N
21994940.00
21994940.00
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
7997751.11
0.0006
N
7997760.00
7997760.00
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
16982622.22
0.0012
N
16988270.00
16988270.00
Chariot Funding, LLC
Chariot Funding, LLC 0.120000%
15963UVB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
141008000.00
141003299.73
0.0100
N
141002359.68
141002359.68
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
2999079.17
0.0002
N
2999130.00
2999130.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
131000000.00
131000000.00
0.0093
N
130996070.00
130996070.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MVV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11996173.33
0.0009
N
11998800.00
11998800.00
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
28957796.94
0.0021
N
28970710.00
28970710.00
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
5990958.33
0.0004
N
5993520.00
5993520.00
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
12995540.28
0.0009
N
12996750.00
12996750.00
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
60976176.11
0.0043
N
60981700.00
60981700.00
Citibank, NA
Citibank, NA 0.180000%
1730D2F49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
15000000.00
15000000.00
0.0011
N
14999850.00
14999850.00
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
17000510.00
17000510.00
Citibank, NA
Citibank, NA 0.110000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
26000000.00
26000000.00
0.0018
Security is a time deposit.
N
26000000.00
26000000.00
Citibank, NA
Citibank, NA 0.110000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
57000000.00
57000000.00
0.0040
Security is a time deposit.
N
57000000.00
57000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SV41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
Y
Citigroup Inc
N/A
N/A
N
88000000.00
87997066.66
0.0063
N
87999120.00
87999120.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SVP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
Y
Citigroup Inc
N/A
N/A
N
33000000.00
32991933.33
0.0023
N
32998020.00
32998020.00
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
1999176.67
0.0001
N
1999760.00
1999760.00
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
27986700.00
0.0020
N
27995800.00
27995800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.402100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-10-27
2012-08-24
N
N
N
150000000.00
150000000.00
0.0107
N
150149250.00
150149250.00
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
34966944.44
0.0025
N
34963950.00
34963950.00
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
0.0018
N
25000000.00
25000000.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49998291.67
0.0036
N
49999000.00
49999000.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999772.22
0.0004
N
4999900.00
4999900.00
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
998587.78
0.0001
N
998320.00
998320.00
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
69898130.55
0.0050
N
69876800.00
69876800.00
Credit Suisse AG
Credit Suisse AG 0.255100%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-12-01
N
N
N
87000000.00
87000000.00
0.0062
N
86994780.00
86994780.00
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
3999800.00
3999800.00
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
0.0043
N
59993400.00
59993400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799D001_0.1700_M110801_2M54
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-06-20
4.000000
Government Agency Debt
19080000.00
20237331.48
Unrated Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
19836865.00
19836865.00
0.0014
N
19836865.00
19836865.00
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
14997754.17
0.0011
N
14995500.00
14995500.00
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
21996186.66
0.0016
N
21992960.00
21992960.00
Danske Corp
Danske Corp 0.215000%
2363F7VA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
Y
Danske Bank A/S
N/A
N/A
N
40000000.00
39997850.00
0.0028
N
39998000.00
39998000.00
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
13994458.34
0.0010
N
13995100.00
13995100.00
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
0.0084
N
118003540.00
118003540.00
Deutsche Bank AG
Deutsche Bank AG 0.100000%
25154T5C7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
175000000.00
175000000.00
0.0124
N
175000000.00
175000000.00
Deutsche Bank AG
Deutsche Bank AG 0.100000%
25154T5D5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
23000000.00
23000000.00
0.0016
N
23000000.00
23000000.00
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
0.0063
N
88029920.00
88029920.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
21599B009_0.2200_M110801_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-11-25
5.000000
Government Agency Debt
78245000.00
79606646.34
Fannie Mae
2038-08-25
4.500000
Government Agency Debt
62810000.00
60906863.98
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
64154179.00
65462499.06
Fannie Mae
2040-11-25
5.000000
Government Agency Debt
69551583.00
69239365.94
Freddie Mac
2026-02-15
3.323000
Government Agency Debt
60189204.00
61888776.41
Freddie Mac
2026-02-15
4.000000
Government Agency Debt
23000890.00
15098916.35
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
75413500.00
79056716.68
GNMA
2039-11-16
3.500000
Government Agency Debt
130000000.00
60674890.99
GNMA
2040-02-16
6.000000
Government Agency Debt
100000000.00
56044181.96
GNMA
2040-05-20
3.000000
Government Agency Debt
80000000.00
69839121.31
GNMA
2041-01-16
4.500000
Government Agency Debt
58506000.00
58182021.77
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
650000000.00
650000000.00
0.0462
N
650000000.00
650000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.310000%
991JCA005_0.3100_M110801_2M54
0001074042
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499966.78
AFLAC INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499959.56
AGILENT TECHNOLOGIES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
590.52
CENTURYLINK INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499989.96
CHEVRON CORP NEW COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499933.43
DU PONT E I DE NEMOURS & CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499964.00
EXXON MOBIL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499922.98
GENON ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499997.21
GOODRICH CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499981.34
HONEYWELL INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499953.00
JPMORGAN CHASE & CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499993.64
MARATHON OIL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499999.23
MCDONALDS CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499992.30
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499991.57
NIKE INC CL B
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499977.44
OCCIDENTAL PETE CORP DEL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499940.75
PG&E CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499987.20
PHILIP MORRIS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499960.20
PUBLIC STORAGE COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499997.12
SUNTRUST BKS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499998.12
UNION PAC CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499988.63
UNITED TECHNOLOGIES CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1499939.88
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
30000000.00
30000000.00
0.0021
Repurchase agreement collateralized by common stock and ETFs.
N
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
99ETSZ007_0.0800_M110818_2M54
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-01-01
4.500000
Government Agency Debt
130163939.00
13888514.43
Fannie Mae
2036-10-01
4.500000
Government Agency Debt
35268609.00
11201240.01
Fannie Mae
2037-08-01
4.000000
Government Agency Debt
20557543.00
8946134.03
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
23000000.00
13896859.50
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
46000000.00
46000000.00
0.0033
Y
45996780.00
45996780.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.340000%
2332K1VS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
45000000.00
44989375.00
0.0032
N
44993700.00
44993700.00
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
29973225.00
0.0021
N
29969100.00
29969100.00
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
87920971.11
0.0062
N
87905840.00
87905840.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.120000%
30601WVF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
19000000.00
18999113.33
0.0013
N
18998480.00
18998480.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.120000%
30601WVN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
11523000.00
11522193.39
0.0008
N
11521617.24
11521617.24
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.120000%
30601WVP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
25538000.00
25536127.22
0.0018
N
25534680.06
25534680.06
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
23004436.55
0.0016
N
23002327.39
23002327.39
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.110000%
30603BV34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6999957.22
0.0005
N
6999860.00
6999860.00
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
38994150.00
0.0028
N
38994540.00
38994540.00
Fannie Mae
Fannie Mae 0.070000%
313588KE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
7298000.00
7297886.48
0.0005
N
7297948.91
7297948.91
Fannie Mae
Fannie Mae 0.060000%
313588KF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
2000000.00
1999970.00
0.0001
N
1999986.00
1999986.00
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
13999712.22
0.0010
N
13998558.00
13998558.00
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
73998437.78
0.0053
N
73992156.00
73992156.00
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
78998288.33
0.0056
N
78991468.00
78991468.00
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
9999581.94
0.0007
N
9998810.00
9998810.00
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
2999440.00
0.0002
N
2999532.00
2999532.00
Farm Credit System
Farm Credit System 0.060000%
313312KL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
4001000.00
4000906.64
0.0003
N
4000951.99
4000951.99
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
8000000.00
7999973.33
0.0006
N
7999984.00
7999984.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JZ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
192000000.00
191999040.00
0.0136
N
191999424.00
191999424.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
135000000.00
134999625.00
0.0096
N
134999595.00
134999595.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
73534000.00
73533550.62
0.0052
N
73533779.40
73533779.40
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
67000000.00
66999478.89
0.0048
N
66999799.00
66999799.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
18000000.00
17999920.00
0.0013
N
17999946.00
17999946.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
15000000.00
14999866.67
0.0011
N
14999955.00
14999955.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
32000000.00
31999573.34
0.0023
N
31999584.00
31999584.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
1176000.00
1175968.64
0.0001
N
1175984.71
1175984.71
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
32000000.00
31998880.00
0.0023
N
31999520.00
31999520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
26000000.00
25999610.00
0.0018
N
25999610.00
25999610.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
3350000.00
3349933.00
0.0002
N
3349949.75
3349949.75
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384KU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
15000000.00
14999908.33
0.0011
N
14999730.00
14999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384KX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
52400000.00
52398544.44
0.0037
N
52398899.60
52398899.60
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
20998299.58
0.0015
N
20996913.00
20996913.00
Freddie Mac
Freddie Mac 0.035000%
313396KE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
19000000.00
18999852.22
0.0013
N
18999867.00
18999867.00
Freddie Mac
Freddie Mac 0.050000%
313396KG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
90000000.00
89998750.00
0.0064
N
89999280.00
89999280.00
Freddie Mac
Freddie Mac 0.060000%
313396KP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
43000000.00
42998781.67
0.0031
N
42999398.00
42999398.00
Freddie Mac
Freddie Mac 0.025000%
313396KT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
60000000.00
59999125.00
0.0043
N
59998980.00
59998980.00
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
6999731.67
0.0005
N
6999104.00
6999104.00
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
14999375.00
0.0011
N
14997915.00
14997915.00
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
19998411.11
0.0014
N
19997120.00
19997120.00
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
0.0089
N
125186750.00
125186750.00
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
7998622.22
0.0006
N
7998480.00
7998480.00
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
6998250.00
0.0005
N
6998040.00
6998040.00
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
64929583.33
0.0046
N
64939550.00
64939550.00
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
9989097.22
0.0007
N
9990700.00
9990700.00
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
3995653.33
0.0003
N
3996120.00
3996120.00
General Electric Capital Corp
General Electric Capital Corp 0.100000%
36959JVV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
50000000.00
49996111.11
0.0036
N
49996000.00
49996000.00
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
28989946.67
0.0021
N
28996810.00
28996810.00
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
41993140.00
0.0030
N
41993700.00
41993700.00
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
109897638.89
0.0078
N
109916400.00
109916400.00
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
32967916.67
0.0023
N
32973270.00
32973270.00
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
3995861.11
0.0003
N
3996440.00
3996440.00
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
94985433.33
0.0067
N
94986700.00
94986700.00
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
29995100.00
0.0021
N
29995500.00
29995500.00
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
2999541.67
0.0002
N
2999550.00
2999550.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
38399H002_0.2100_M110801_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-10-26
0.436000
Government Agency Debt
24862000.00
25130955.04
FCFR 03TB DE 12/09
2012-09-24
4.000000
Government Agency Debt
1325000.00
1325622.75
Freddie Mac
2011-09-30
3.500000
Government Agency Debt
1382000.00
1381751.24
Freddie Mac
2011-11-07
5.750000
Government Agency Debt
3682000.00
3680858.58
Freddie Mac
2015-01-15
5.750000
Government Agency Debt
23005000.00
25681171.65
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
55000000.00
55000000.00
0.0039
N
55000000.00
55000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M110804_2M54
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-11-01
4.500000
Government Agency Debt
3803277.00
1254959.61
Fannie Mae
2018-05-01
0.846500
Government Agency Debt
2581156.00
1347096.11
Fannie Mae
2018-05-01
5.500000
Government Agency Debt
7691403.00
1312965.02
Fannie Mae
2019-11-01
5.000000
Government Agency Debt
1864179.00
1376773.89
Fannie Mae
2020-03-01
4.500000
Government Agency Debt
2500000.00
1319908.76
Fannie Mae
2021-05-01
5.500000
Government Agency Debt
4808197.00
1253318.86
Fannie Mae
2022-07-01
5.000000
Government Agency Debt
3000000.00
1324193.63
Fannie Mae
2022-11-01
4.500000
Government Agency Debt
3278736.00
1303994.67
Fannie Mae
2023-01-01
4.000000
Government Agency Debt
15176591.00
1346739.09
Fannie Mae
2023-02-01
7.000000
Government Agency Debt
33645489.00
1360501.22
Fannie Mae
2023-05-01
6.000000
Government Agency Debt
1492016.00
1321423.35
Fannie Mae
2023-06-01
4.000000
Government Agency Debt
2263004.00
1295631.17
Fannie Mae
2023-08-01
6.000000
Government Agency Debt
2504351.00
1307648.55
Fannie Mae
2023-09-01
6.000000
Government Agency Debt
2608232.00
1349004.49
Fannie Mae
2023-11-01
7.000000
Government Agency Debt
2161513.00
1228191.01
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
1993284.00
1409563.54
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
2377714.00
1400943.45
Fannie Mae
2024-01-01
5.500000
Government Agency Debt
1661053.00
1412404.86
Fannie Mae
2024-01-01
9.000000
Government Agency Debt
2169382.00
1356399.27
Fannie Mae
2024-02-01
4.500000
Government Agency Debt
1556945.00
1398004.48
Fannie Mae
2024-02-01
4.500000
Government Agency Debt
2161414.00
1375137.62
Fannie Mae
2024-04-01
5.500000
Government Agency Debt
2154282.00
1371495.72
Fannie Mae
2024-05-01
4.000000
Government Agency Debt
2520533.00
1273831.87
Fannie Mae
2024-07-01
3.500000
Government Agency Debt
5112000.00
1418249.07
Fannie Mae
2024-07-01
3.500000
Government Agency Debt
1514088.00
1317433.59
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
1567304.00
1284623.01
Fannie Mae
2025-03-01
5.000000
Government Agency Debt
2241910.00
1298761.48
Fannie Mae
2025-05-01
0.686200
Government Agency Debt
122513000.00
1372015.84
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
1314869.00
1340544.67
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1430356.00
1414832.22
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1342295.00
1337523.35
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1231747.00
1277561.42
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
1294751.00
1319645.26
Fannie Mae
2025-12-01
4.500000
Government Agency Debt
1319893.00
1348825.77
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1377913.00
1356601.42
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1286279.00
1279908.07
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1238358.00
1238576.01
Fannie Mae
2026-01-01
4.500000
Government Agency Debt
1348201.00
1349218.62
Fannie Mae
2026-01-01
4.500000
Government Agency Debt
1200118.00
1261131.44
Fannie Mae
2026-02-01
4.500000
Government Agency Debt
1317794.00
1315762.21
Fannie Mae
2026-02-01
5.000000
Government Agency Debt
1219915.00
1284698.85
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
1210324.00
1256484.11
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1297576.00
1362952.84
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
49815.00
52481.29
Fannie Mae
2026-04-01
3.500000
Government Agency Debt
1279675.00
1233034.94
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
1304030.00
1363646.19
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
1253805.00
1310480.87
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
1249190.00
1303424.35
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
1294975.00
1374014.98
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1320546.00
1349924.07
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1240843.00
1269233.70
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1201400.00
1228936.78
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
1295080.00
1352672.81
Fannie Mae
2026-06-01
4.500000
Government Agency Debt
1203016.00
1278739.06
Fannie Mae
2026-06-01
4.500000
Government Agency Debt
1179858.00
1264244.37
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
1204000.00
1284686.06
Fannie Mae
2026-10-01
6.000000
Government Agency Debt
1898782.00
1317572.34
Fannie Mae
2027-07-01
4.500000
Government Agency Debt
5602540.00
1377338.06
Fannie Mae
2028-11-01
0.736500
Government Agency Debt
3888568.00
1346135.75
Fannie Mae
2028-11-01
4.000000
Government Agency Debt
3679025.00
1252156.17
Fannie Mae
2029-02-01
4.000000
Government Agency Debt
24873583.00
1315326.44
Fannie Mae
2029-10-01
6.000000
Government Agency Debt
30000000.00
1372718.05
Fannie Mae
2030-02-01
5.500000
Government Agency Debt
2854292.00
1382492.54
Fannie Mae
2030-08-01
5.000000
Government Agency Debt
1306389.00
1274569.70
Fannie Mae
2031-01-01
4.500000
Government Agency Debt
1308434.00
1343234.79
Fannie Mae
2031-04-01
5.000000
Government Agency Debt
1311844.00
1401090.12
Fannie Mae
2031-10-01
6.000000
Government Agency Debt
8675303.00
1348529.20
Fannie Mae
2031-11-01
6.500000
Government Agency Debt
20292642.00
1229765.10
Fannie Mae
2031-11-01
7.500000
Government Agency Debt
2463954.00
1295861.54
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
19945658.00
1243555.19
Fannie Mae
2032-10-01
4.000000
Government Agency Debt
18038504.00
1253855.72
Fannie Mae
2033-01-01
7.000000
Government Agency Debt
7427250.00
1343265.01
Fannie Mae
2033-03-01
6.000000
Government Agency Debt
2730632.00
1262930.85
Fannie Mae
2033-05-01
4.000000
Government Agency Debt
2093600.00
1386985.76
Fannie Mae
2033-10-01
7.000000
Government Agency Debt
11059760.00
1349703.75
Fannie Mae
2033-11-01
4.500000
Government Agency Debt
3745000.00
1415961.00
Fannie Mae
2033-11-01
5.000000
Government Agency Debt
1562245.00
1286709.37
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
3888000.00
1268657.54
Fannie Mae
2034-03-01
1.625000
Government Agency Debt
2236405.00
1253115.84
Fannie Mae
2034-03-01
5.500000
Government Agency Debt
3827350.00
1376526.13
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
2421807.00
1240334.00
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
4718688.00
1318754.06
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
5297887.00
1278176.15
Fannie Mae
2034-10-01
6.500000
Government Agency Debt
4568618.00
1260668.75
Fannie Mae
2034-12-01
6.000000
Government Agency Debt
6035345.00
1228777.30
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
3628548.00
1257867.45
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
4330327.00
1411559.81
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
3143988.00
1355971.67
Fannie Mae
2035-06-01
5.500000
Government Agency Debt
3041457.00
1292611.87
Fannie Mae
2035-07-01
5.500000
Government Agency Debt
3113537.00
1416581.97
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
3110000.00
1249957.92
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
3045552.00
1388398.48
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
3188061.00
1263346.85
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
4195000.00
1289138.99
Fannie Mae
2036-05-01
5.000000
Government Agency Debt
3235000.00
1364246.93
Fannie Mae
2036-05-01
5.500000
Government Agency Debt
2562271.00
1376225.94
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
2700000.00
1240168.62
Fannie Mae
2037-06-01
7.000000
Government Agency Debt
1423901.00
1290205.81
Fannie Mae
2037-07-01
5.000000
Government Agency Debt
3000000.00
1306514.47
Fannie Mae
2037-08-01
4.500000
Government Agency Debt
2925000.00
1385156.64
Fannie Mae
2037-08-01
5.000000
Government Agency Debt
2500000.00
1413548.68
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
1571982.00
1282575.02
Fannie Mae
2037-09-01
5.000000
Government Agency Debt
1894290.00
1410558.69
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
1520089.00
1263108.06
Fannie Mae
2038-02-01
4.500000
Government Agency Debt
1671236.00
1385289.66
Fannie Mae
2038-04-01
4.000000
Government Agency Debt
2720380.00
1305821.91
Fannie Mae
2038-05-01
4.500000
Government Agency Debt
1727625.00
1322723.44
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
1498562.00
1232479.12
Fannie Mae
2038-06-01
3.500000
Government Agency Debt
2100000.00
1359667.62
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
3270000.00
1405483.62
Fannie Mae
2038-08-01
5.000000
Government Agency Debt
3038754.00
1415144.53
Fannie Mae
2038-10-01
5.500000
Government Agency Debt
2718000.00
1228571.79
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
1700000.00
1297332.34
Fannie Mae
2039-06-01
5.500000
Government Agency Debt
1530332.00
1275812.07
Fannie Mae
2039-06-01
6.000000
Government Agency Debt
1302898.00
1254150.43
Fannie Mae
2039-07-01
6.000000
Government Agency Debt
1527035.00
1231064.51
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
1359338.00
1242250.64
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
1329501.00
1272314.78
Fannie Mae
2040-01-01
5.500000
Government Agency Debt
1147176.00
1227645.87
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
1274080.00
1365158.79
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
1279770.00
1276699.55
Fannie Mae
2040-05-01
3.500000
Government Agency Debt
1401204.00
1376654.08
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
1429986.00
1360472.68
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
1313449.00
1416617.73
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
1256289.00
1374685.03
Fannie Mae
2040-06-01
4.000000
Government Agency Debt
1445485.00
1365509.05
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
1320300.00
1362047.21
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
1296862.00
1292551.07
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1344911.00
1341840.50
Fannie Mae
2040-07-01
4.000000
Government Agency Debt
1322362.00
1417998.17
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
1267501.00
1264275.67
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1410896.00
1274358.90
Fannie Mae
2040-08-01
6.000000
Government Agency Debt
1178900.00
1269311.46
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1253164.00
1322863.21
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
1379210.00
1272751.06
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
1411320.00
1407761.01
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
1175987.00
1275510.26
Fannie Mae
2040-09-01
6.000000
Government Agency Debt
1176010.00
1268497.39
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
1250000.00
1250437.60
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1303000.00
1379555.77
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1447593.00
1331561.75
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1217052.00
1259649.08
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
1324468.00
1413326.55
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
1167145.00
1242809.21
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
1267313.00
1341585.47
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1286232.00
1334346.73
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
1219823.00
1258514.60
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
1289569.00
1389084.66
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
1240717.00
1231082.64
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1334442.00
1323313.93
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
1190985.00
1235771.42
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
1469224.00
1411750.48
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
1487858.00
1373855.86
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
1224445.00
1305425.32
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
1157575.00
1235957.19
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
1194970.00
1306601.14
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1288512.00
1293496.71
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
1241478.00
1324488.53
Fannie Mae
2041-02-01
6.500000
Government Agency Debt
1144374.00
1279672.79
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1224791.00
1304702.19
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
1179130.00
1261949.87
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
1185752.00
1287235.08
Fannie Mae
2041-04-01
3.500000
Government Agency Debt
1170345.00
1272376.33
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
1320558.00
1372251.89
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1192825.00
1244328.62
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1307666.00
1400483.71
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1259930.00
1341231.63
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1190600.00
1260507.70
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1159324.00
1246442.55
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
313977.00
318881.92
Fannie Mae
2041-04-01
6.000000
Government Agency Debt
1252680.00
1395673.15
Fannie Mae
2041-04-01
6.500000
Government Agency Debt
1209280.00
1296158.07
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1164896.00
1274086.41
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1233461.00
1262955.12
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1266562.00
1401680.50
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1283137.00
1375851.44
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1286988.00
1370740.44
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
1269259.00
1275299.04
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
1111595.00
1246309.35
Fannie Mae
2041-06-01
3.500000
Government Agency Debt
1216288.00
1310608.28
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
1184088.00
1266241.44
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
1166809.00
1247699.31
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1299461.00
1319136.28
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1298174.00
1314990.69
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1331866.00
1397501.69
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1231250.00
1287694.19
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1285735.00
1381740.69
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1260171.00
1349147.75
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1213315.00
1298983.40
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
235000000.00
235000000.00
0.0167
N
235000000.00
235000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111027_2M54
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749994.54
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749972.96
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749952.05
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749991.79
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749991.87
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749964.60
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749962.55
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749969.13
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749966.16
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749984.10
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749997.00
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749969.60
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749973.80
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749982.08
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749977.82
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749969.49
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749989.12
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749973.10
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749971.43
THERMO FISHER SCIENTIFIC INCCOM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
542.61
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749983.76
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
1749976.92
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
35000000.00
35000000.00
0.0025
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
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699990.34
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699995.53
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699980.82
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699934.18
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699994.79
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699985.02
CENTURYLINK INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
585040.40
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699977.61
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699975.77
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699998.80
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699972.40
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699989.52
HESS CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699991.20
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699977.88
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
115450.44
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699976.25
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699999.52
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699976.95
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699968.40
THERMO FISHER SCIENTIFIC INCCOM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699966.90
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699934.76
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
699959.16
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
14011200.00
14011200.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111025_2M54
0000769993
Other Repurchase Agreement
N
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199978.54
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
501.06
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199975.38
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199997.21
BJS WHOLESALE CLUB INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199998.30
BOEING CO COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199991.04
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199954.11
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199981.01
CITIGROUP INC COM NEW
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199973.84
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199953.44
CORN PRODS INTL INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199988.06
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199959.16
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199970.60
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199981.06
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199996.32
NATIONAL SEMICONDUCTOR CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199979.97
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199971.08
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199981.92
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199997.75
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199965.06
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199988.62
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
6199961.88
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
124000000.00
124000000.00
0.0088
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
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599998.84
AMDOCS LTD ORD
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599982.57
ANADARKO PETE CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599935.84
BAKER HUGHES INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599954.75
BANK OF AMERICA CORPORATION COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599999.73
CAMERON INTERNATIONAL CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599963.49
CENTURYLINK INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599973.64
CIGNA CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599959.29
CONSOL ENERGY INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599986.87
CUMMINS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599968.76
EDISON INTL COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599998.40
HCA HOLDINGS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599983.24
HESS CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599952.20
INGERSOLL-RAND PLC SHS
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599986.38
MOVADO GROUP INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
512.00
NEWMONT MINING CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599987.89
PFIZER INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599985.76
ROCK-TENN CO CL A
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599997.80
TARGET CORP COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599965.71
THERMO FISHER SCIENTIFIC INCCOM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599945.79
TIME WARNER CABLE INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599996.53
YUM BRANDS INC COM
2011-07-29
N/A
Other Instrument
common stock or ETF
0.00
599972.52
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
12000000.00
12000000.00
0.0009
Repurchase agreement collateralized by common stock and ETFs.
Y
12011280.00
12011280.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 1.020000%
03799J008
0000769993
Other Note
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
60000000.00
60000000.00
0.0043
N
60001200.00
60001200.00
Govco, LLC
Govco, LLC 0.120000%
38362WVC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
29000000.00
28998936.67
0.0021
N
28997680.00
28997680.00
Govco, LLC
Govco, LLC 0.200000%
38362WVX6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9998333.33
0.0007
N
9998100.00
9998100.00
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
37993825.00
0.0027
N
37990880.00
37990880.00
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
34989286.11
0.0025
N
34987050.00
34987050.00
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
17993730.00
0.0013
N
17992080.00
17992080.00
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
23991513.33
0.0017
N
23989200.00
23989200.00
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
1999176.66
0.0001
N
1998880.00
1998880.00
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
81909503.90
0.0058
N
81899960.00
81899960.00
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
17979555.00
0.0013
N
17976960.00
17976960.00
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
51979402.22
0.0037
N
51995840.00
51995840.00
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
1998502.78
0.0001
N
1999440.00
1999440.00
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
46945923.89
0.0033
N
46982610.00
46982610.00
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
0.0016
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
134949112.49
0.0096
N
134950050.00
134950050.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.210000%
46899T004_0.2100_M110801_2M54
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-09-25
6.000000
Government Agency Debt
130391519.00
123600000.06
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
120000000.00
120000000.00
0.0085
N
120000000.00
120000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.226300%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-08-22
2012-08-21
N
N
N
129000000.00
129000000.00
0.0092
N
129055083.00
129055083.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.150000%
4820P3VG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
43000000.00
42997312.50
0.0031
N
42995700.00
42995700.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.120000%
4820P3VS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
24000000.00
23998000.00
0.0017
N
23996160.00
23996160.00
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
0.0004
N
5002100.00
5002100.00
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
14520550.55
0.0010
N
14521530.92
14521530.92
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
29991925.00
0.0021
N
29994300.00
29994300.00
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
7997804.44
0.0006
N
7998400.00
7998400.00
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
10760424.88
0.0008
N
10761124.60
10761124.60
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
16992690.00
0.0012
N
16993710.00
16993710.00
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
26057659.99
0.0019
N
26059354.47
26059354.47
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M110801_2M54
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
68240000.00
18137645.49
Fannie Mae
2037-04-25
5.000000
Government Agency Debt
11546030.00
4043062.30
Fannie Mae
2037-06-25
4.500000
Government Agency Debt
50000000.00
17904408.33
Freddie Mac
2028-04-15
4.500000
Government Agency Debt
20600000.00
17852242.90
Freddie Mac
2033-11-15
4.000000
Government Agency Debt
20830255.00
18085853.72
GNMA
2034-02-20
4.000000
Government Agency Debt
36319207.00
8888161.49
GNMA
2035-02-16
4.500000
Government Agency Debt
18000000.00
18088625.82
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
100000000.00
100000000.00
0.0071
N
100000000.00
100000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.130000%
60681PK45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
15000000.00
15000000.00
0.0011
N
14999850.00
14999850.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.150000%
60681PK52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
13000000.00
13000000.00
0.0009
N
12999870.00
12999870.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687C4S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
138000000.00
138000000.00
0.0098
N
137998620.00
137998620.00
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
0.0056
N
78968400.00
78968400.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
57000000.00
57000000.00
0.0040
N
56976060.00
56976060.00
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
69974722.22
0.0050
N
69983900.00
69983900.00
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
56971120.00
0.0040
N
56987460.00
56987460.00
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
2997999.17
0.0002
N
2999100.00
2999100.00
New Jersey Economic Development Auth
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.290000%
64577FBH7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
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 0.290000%
64577FBJ3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
TD Bank NA
N/A
N/A
Y
TD Bank NA
N/A
N/A
N
20000000.00
20000000.00
0.0014
N
20000000.00
20000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SV54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
61000000.00
60998508.89
0.0043
N
60997560.00
60997560.00
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
8997900.00
0.0006
N
8997840.00
8997840.00
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
5997360.00
0.0004
N
5997240.00
5997240.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
28000000.00
28000000.00
0.0020
N
27999160.00
27999160.00
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
0.0018
N
24999250.00
24999250.00
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
41998785.82
0.0030
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
16993804.44
0.0012
N
16994050.00
16994050.00
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
93918533.34
0.0067
N
93911640.00
93911640.00
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UVW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23051000.00
23047657.61
0.0016
N
23049155.92
23049155.92
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
47009423.94
0.0033
N
47012951.04
47012951.04
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
29988666.67
0.0021
N
29990100.00
29990100.00
Rabobank Nederland
Rabobank Nederland 0.275800%
74977MMM4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-09-13
N
N
N
145000000.00
145000000.00
0.0103
N
145011600.00
145011600.00
Rabobank Nederland
Rabobank Nederland 0.260100%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-10-07
N
N
N
13000000.00
13000000.00
0.0009
N
13001300.00
13001300.00
Rabobank Nederland
Rabobank Nederland 0.265100%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-05
2011-12-05
N
N
N
100000000.00
100000000.00
0.0071
N
100014000.00
100014000.00
Rabobank Nederland
Rabobank Nederland 0.267300%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-26
2012-03-26
N
N
N
58000000.00
58000000.00
0.0041
N
58017400.00
58017400.00
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
19940488.89
0.0014
N
19949200.00
19949200.00
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
6979070.00
0.0005
N
6982010.00
6982010.00
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
996879.72
0.0001
N
996820.00
996820.00
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
24968402.78
0.0018
N
24970750.00
24970750.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-04-09
N
N
N
131000000.00
131000000.00
0.0093
N
131036680.00
131036680.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-04-12
N
N
N
175000000.00
175000000.00
0.0124
N
175145250.00
175145250.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.426500%
78011H2J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
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
20026200.00
20026200.00
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
3001680.00
3001680.00
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
20001000.00
20001000.00
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
0.0071
N
100037000.00
100037000.00
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
24990083.33
0.0018
N
24994750.00
24994750.00
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
34985883.33
0.0025
N
34992300.00
34992300.00
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
24988430.55
0.0018
N
24993750.00
24993750.00
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
2998625.00
0.0002
N
2999220.00
2999220.00
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
19977322.22
0.0014
N
19971000.00
19971000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.190000%
82124MVN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
21000000.00
20997672.50
0.0015
N
20997480.00
20997480.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MVS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19997500.00
0.0014
N
19997200.00
19997200.00
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
31992604.44
0.0023
N
31990400.00
31990400.00
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
41982966.67
0.0030
N
41980260.00
41980260.00
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
11994733.33
0.0009
N
11993760.00
11993760.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.300000%
83051ALW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
1000000.00
1000000.00
0.0001
N
1000060.00
1000060.00
Societe Generale
Societe Generale 0.435100%
83369RUP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-09-07
N
N
N
77000000.00
77000000.00
0.0055
N
77003080.00
77003080.00
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
9003240.00
9003240.00
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
20005800.00
20005800.00
Societe Generale
Societe Generale 0.385800%
83369RYM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-11
2011-10-11
N
N
N
60000000.00
60000000.00
0.0043
N
60001800.00
60001800.00
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
64964322.23
0.0046
N
64985700.00
64985700.00
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
22986890.00
0.0016
N
22994940.00
22994940.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3V37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
9000000.00
8999875.00
0.0006
N
8999820.00
8999820.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3V45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
24000000.00
23999500.00
0.0017
N
23999280.00
23999280.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.240000%
8342E3V94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
25000000.00
24998666.67
0.0018
N
24998750.00
24998750.00
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
16992831.67
0.0012
N
16993370.00
16993370.00
State Street Corp
State Street Corp 0.220000%
85747KVJ0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
67000000.00
66993039.44
0.0048
N
66993970.00
66993970.00
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
1998337.78
0.0001
N
1997500.00
1997500.00
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
9997466.67
0.0007
Y
9997500.00
9997500.00
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
49984222.22
0.0036
Y
49982000.00
49982000.00
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
49989791.67
0.0036
Y
49990500.00
49990500.00
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
19994933.33
0.0014
Y
19995000.00
19995000.00
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
96971546.66
0.0069
Y
96968960.00
96968960.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.150000%
86562WNB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
70000000.00
70000000.00
0.0050
N
69999300.00
69999300.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.150000%
86562WNC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
69000000.00
69000000.00
0.0049
N
68999310.00
68999310.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.180000%
86959BUH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
6000000.00
6000000.00
0.0004
N
5999940.00
5999940.00
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
64850287.74
0.0046
N
64848703.00
64848703.00
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
0.0081
N
113996580.00
113996580.00
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
8000071.07
0.0006
N
7999360.00
7999360.00
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
48989138.33
0.0035
N
48987260.00
48987260.00
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
44745029.83
0.0032
N
44742169.85
44742169.85
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
24606120.66
0.0017
N
24604199.16
24604199.16
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
57000000.00
57000000.00
0.0040
N
56985750.00
56985750.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.257300%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-10-28
N
N
N
45000000.00
45000000.00
0.0032
N
45007200.00
45007200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YN90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
30000000.00
30000000.00
0.0021
N
30000600.00
30000600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YS46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
25000000.00
25000000.00
0.0018
N
25000500.00
25000500.00
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
47010962.14
0.0033
N
47002820.00
47002820.00
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
0.0075
N
105028350.00
105028350.00
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
0.0031
N
44012760.00
44012760.00
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
0.0031
N
42991830.00
42991830.00
UBS AG
UBS AG 0.586500%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-10-17
N
N
N
11000000.00
11000000.00
0.0008
N
10999780.00
10999780.00
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
3998533.34
0.0003
N
3998520.00
3998520.00
UBS Securities LLC
UBS Securities LLC 0.220000%
99EPPA003_0.2200_M110801_2M54
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
104707209.00
108169334.93
Freddie Mac
2039-03-01
4.000000
Government Agency Debt
45869854.00
34630665.32
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
140000000.00
140000000.00
0.0099
N
140000000.00
140000000.00
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
0.0039
N
54992300.00
54992300.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MVF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
42000000.00
41997550.00
0.0030
N
41996640.00
41996640.00
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
53978325.00
0.0038
N
53970300.00
53970300.00
Victory Receivables Corp
Victory Receivables Corp 0.180000%
92646LV15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
Y
Credit / Liquidity
Union Bank NA
N/A
N/A
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
49454000.00
49454000.00
0.0035
N
49453010.92
49453010.92
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646LV31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Credit / Liquidity
Union Bank NA
N/A
N/A
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
37537000.00
37536582.92
0.0027
N
37535873.89
37535873.89
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LV56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Union Bank NA
N/A
N/A
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
20000000.00
19999511.11
0.0014
N
19999222.00
19999222.00
Wells Fargo Bank NA
Wells Fargo Bank NA 0.050000%
910MLL002
0000827124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
50000000.00
50000000.00
0.0036
Security is a time deposit.
N
49999000.00
49999000.00
Westpac Banking Corp
Westpac Banking Corp 0.275600%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2012-05-01
N
N
N
52000000.00
52000000.00
0.0037
N
52011440.00
52011440.00
Westpac Banking Corp
Westpac Banking Corp 0.275100%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-03
2012-07-03
N
N
N
13000000.00
13000000.00
0.0009
N
13000000.00
13000000.00
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
23999999.82
0.0017
N
23999040.00
23999040.00
Westpac Banking Corp
Westpac Banking Corp 0.276500%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-09-16
N
N
N
290000000.00
290000000.00
0.0206
N
290002900.00
290002900.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.200000%
96122HVJ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
33000000.00
32996883.33
0.0023
N
32998350.00
32998350.00
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
908607.78
908607.78
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
200217.91
200217.91
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
1540165.23
1540165.23
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
261802.08
261802.08
Windmill Funding Corp
Windmill Funding Corp 0.200000%
97342KVH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
14000000.00
13998755.55
0.0010
N
13998600.00
13998600.00
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
35992020.00
0.0026
N
35991360.00
35991360.00
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
22992173.61
0.0016
N
22993560.00
22993560.00
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
8997007.50
0.0006
N
8997030.00
8997030.00
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
15994120.00
0.0011
N
15993920.00
15993920.00