0001145549-14-003590.txt : 20140407
0001145549-14-003590.hdr.sgml : 20140407
20140407123834
ACCESSION NUMBER: 0001145549-14-003590
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20101130
FILED AS OF DATE: 20140407
DATE AS OF CHANGE: 20140407
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: 14748012
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2010-11-30
0000857156
S000004505
2
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
48
71
19719668355.25
7196610.20
1087667.12
19725777298.33
0.0036
1.0002
2010-11-30
1.0002
2010-11-30
C000012379
1.00
5453496024.50
1.00
-3020641.00
1615495446.13
1618516087.13
0.0001
1.0002
2010-11-30
1.0002
2010-11-30
C000012380
1.00
14272281273.83
1.00
358798797.57
5639409131.96
5280610334.39
0.0001
1.0002
2010-11-30
1.0002
2010-11-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.750000%
00279HRL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-25
2011-02-25
N
Y
Santander UK Plc
N/A
N/A
N
27000000.00
27000000.00
0.0014
N
27020790.00
27020790.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.670000%
00279HTP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
Y
Santander UK Plc
N/A
N/A
N
66000000.00
66000000.00
0.0033
N
66021120.00
66021120.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.675000%
00279HUF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000084.16
0.0002
N
4000240.00
4000240.00
Alpine Securitization Corp.
Alpine Securitization Corp. 0.240000%
02086MM35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
52000000.00
51999306.66
0.0026
N
51998960.00
51998960.00
Alpine Securitization Corp.
Alpine Securitization Corp. 0.240000%
02086MMH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-17
2010-12-17
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
82000000.00
81991253.34
0.0042
N
81989340.00
81989340.00
Argento Variable Funding Company LLC
Argento Variable Funding Co, LLC 0.520000%
04014BPN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-22
2011-02-22
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2996403.33
0.0002
N
2997780.00
2997780.00
Argento Variable Funding Company LLC
Argento Variable Funding Co, LLC 0.510000%
04014BQ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28962614.17
0.0015
N
28975930.00
28975930.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.230000%
04915UM22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-02
2010-12-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
52000000.00
51999667.78
0.0026
N
51999480.00
51999480.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.310000%
04915UMA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-10
2010-12-10
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
278000000.00
277978455.00
0.0141
N
277986100.00
277986100.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.300000%
04915UME6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-14
2010-12-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
44000000.00
43995233.33
0.0022
N
43996920.00
43996920.00
Atlantis One Funding Corp.
Atlantis One Funding Corp. 0.260000%
04915UP37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-03
2011-02-03
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
34000000.00
33984284.45
0.0017
N
33986984.80
33986984.80
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.230000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
297000000.00
297000000.00
0.0151
Security is a time deposit.
N
297000000.00
297000000.00
Banco Bilbao Vizcaya Argentaria S.A.
Banco Bilbao Vizcaya Argentaria S.A. 0.503400%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
107000000.00
107000000.00
0.0054
N
107020330.00
107020330.00
Banco Bilbao Vizcaya Argentaria S.A.
Banco Bilbao Vizcaya Argentaria S.A. 0.505000%
0594L8X48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
58000000.00
58000000.00
0.0029
N
57997100.00
57997100.00
Banco Bilbao Vizcaya Argentaria S.A.
Banco Bilbao Vizcaya Argentaria S.A. 0.343400%
0594L8YN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-13
2010-12-13
N
N
N
40000000.00
40000000.00
0.0020
N
39999600.00
39999600.00
Banco Santander SA
Banco Santander SA 0.640000%
05966DJB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
113000000.00
113000000.00
0.0057
N
113084750.00
113084750.00
Banco Santander SA
Banco Santander SA 0.600000%
05966DJE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-04
2011-02-04
N
N
N
113000000.00
113000000.00
0.0057
N
113055370.00
113055370.00
Banco Santander SA
Banco Santander SA 0.540000%
05966DJQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
36000000.00
36000000.00
0.0018
N
36012240.00
36012240.00
Bank of America Corp.
Bank of America Corp. 0.290000%
0660P1M16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
92000000.00
92000000.00
0.0047
N
91999080.00
91999080.00
Bank of America Corp.
Bank of America Corp. 0.460000%
0660P1P47
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-04
2011-02-04
N
N
N
18000000.00
17985050.00
0.0009
N
17992080.00
17992080.00
Bank of America Corp.
Bank of America Corp. 0.310000%
0660P1Q46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
65000000.00
64947945.83
0.0033
N
64959050.00
64959050.00
Bank of America, N.A.
Bank of America, N.A. 0.580000%
06050Y4W8
Other Note
N
First Tier Security
N/A
N/A
2011-01-19
2011-01-19
N
N
N
43000000.00
43000000.00
0.0022
N
43019350.00
43019350.00
Bank of America, N.A.
Bank of America, N.A. 0.570000%
06050Y4X6
Other Note
N
First Tier Security
N/A
N/A
2011-01-26
2011-01-26
N
N
N
65000000.00
65000000.00
0.0033
N
65034580.00
65034580.00
Bank of America, N.A.
Bank of America, N.A. 0.550000%
06050Y5A5
Other Note
N
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
204000000.00
204000000.00
0.0103
N
204114036.00
204114036.00
Bank of America, N.A.
Bank of America, N.A. 0.280000%
06050Y5Q0
Other Note
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
25000000.00
25000000.00
0.0013
N
25000000.00
25000000.00
Bank of America, N.A.
Bank of America, N.A. 0.330000%
06050Y7F2
Other Note
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
220000000.00
220000000.00
0.0112
N
220029040.00
220029040.00
Bank of America, N.A.
Bank of America, N.A. 0.330000%
06050Y7G0
Other Note
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
200000000.00
200000000.00
0.0101
N
200030400.00
200030400.00
Bank of America, N.A.
Bank of America, N.A. 0.320000%
06052WAC7
Other Note
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
25000000.00
25000000.00
0.0013
N
24999725.00
24999725.00
Bank of America, N.A.
Bank of America, N.A. 0.588400%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
147000000.00
147000000.00
0.0075
N
147923160.00
147923160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.253800%
06416PK73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
N
N
141000000.00
141000000.00
0.0071
N
141000000.00
141000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.230000%
06417DRN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-02
2010-12-02
N
N
N
37000000.00
37000000.00
0.0019
N
37000000.00
37000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417DSE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-20
2010-12-20
N
N
N
105000000.00
105000000.00
0.0053
N
104998950.00
104998950.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417DSK2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-08
2010-12-08
N
N
N
108000000.00
108000000.00
0.0055
N
108000000.00
108000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd.
Bank of Tokyo Mitsubishi UFJ, Ltd. 0.500000%
06538A4Y8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
24000000.00
24000000.00
0.0012
N
23988960.00
23988960.00
Bank of Tokyo Mitsubishi UFJ, Ltd.
Bank of Tokyo Mitsubishi UFJ, Ltd. 0.520000%
06538A5E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
48000000.00
48000000.00
0.0024
N
47984160.00
47984160.00
Bank of Tokyo Mitsubishi UFJ, Ltd.
Bank of Tokyo Mitsubishi UFJ, Ltd. 0.420000%
06538AS89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-16
2010-12-16
N
N
N
30000000.00
30001497.53
0.0015
N
30001800.00
30001800.00
Barclays Bank Plc
Barclays Bank Plc 0.720000%
06740MLZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
100000000.00
100000000.00
0.0051
N
100111000.00
100111000.00
Barclays Bank Plc
Barclays Bank Plc 0.630000%
06740MMX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
53000000.00
53000000.00
0.0027
N
53043460.00
53043460.00
Barclays Bank Plc
Barclays Bank Plc 0.580000%
06740MPJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
75000000.00
75000000.00
0.0038
N
75030000.00
75030000.00
Barclays Bank Plc
Barclays Bank Plc 0.590000%
06740MQA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
28000000.00
28000000.00
0.0014
N
28003360.00
28003360.00
Barclays Bank Plc
Barclays Bank Plc 0.753400%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-15
2011-10-17
N
N
N
64000000.00
64000000.00
0.0032
N
63988480.00
63988480.00
Barclays Capital Inc.
Barclays Capital Inc. 0.230000%
00799J004_0.2300
0001484219
Treasury Repurchase Agreement
Y
United States Treasury Department
2011-01-06
0.00
Treasury Debt
18422500.00
18419920.85
United States Treasury Department
2011-03-03
0.00
Treasury Debt
12399000.00
12393494.84
United States Treasury Department
2011-05-31
4.875000
Treasury Debt
16595600.00
16979373.25
United States Treasury Department
2011-09-22
0.00
Treasury Debt
12499000.00
12474251.98
United States Treasury Department
2012-05-31
4.750000
Treasury Debt
19752000.00
21031929.60
United States Treasury Department
2012-11-30
0.500000
Treasury Debt
8611200.00
8609822.21
United States Treasury Department
2013-01-15
1.375000
Treasury Debt
17600000.00
17997342.00
United States Treasury Department
2013-01-31
2.875000
Treasury Debt
15000000.00
15909318.75
United States Treasury Department
2013-02-28
2.750000
Treasury Debt
11801900.00
12462487.55
United States Treasury Department
2013-03-15
1.375000
Treasury Debt
21664000.00
22117573.54
United States Treasury Department
2013-06-30
3.375000
Treasury Debt
12088500.00
13110001.57
United States Treasury Department
2013-09-15
0.750000
Treasury Debt
9103600.00
9132136.01
United States Treasury Department
2013-10-15
0.500000
Treasury Debt
24022500.00
23887538.43
United States Treasury Department
2013-11-15
4.250000
Treasury Debt
13288800.00
14682676.18
United States Treasury Department
2014-08-15
4.250000
Treasury Debt
17116200.00
19334927.42
United States Treasury Department
2016-02-29
2.625000
Treasury Debt
22940700.00
24301743.21
United States Treasury Department
2016-05-31
3.250000
Treasury Debt
13000000.00
14089790.00
United States Treasury Department
2016-06-30
3.250000
Treasury Debt
18235600.00
20002123.21
United States Treasury Department
2018-05-15
9.125000
Treasury Debt
13286500.00
19729802.49
United States Treasury Department
2018-08-15
4.000000
Treasury Debt
16171900.00
18317109.57
United States Treasury Department
2020-02-15
3.625000
Treasury Debt
22878800.00
24917989.31
United States Treasury Department
2024-11-15
7.500000
Treasury Debt
11104900.00
16242445.78
United States Treasury Department
2026-11-15
6.500000
Treasury Debt
12205600.00
16556205.20
Unrated Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
385000000.00
385000000.00
0.0195
N
385000000.00
385000000.00
BNP Paribas
BNP Paribas 0.610000%
05566Q3G0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-28
2011-01-28
N
N
N
218000000.00
218000000.00
0.0111
N
218111180.00
218111180.00
BNP Paribas
BNP Paribas 0.560000%
05566Q3K1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-03
2011-02-03
N
N
N
9000000.00
9000000.00
0.0005
N
9003690.00
9003690.00
BNP Paribas
BNP Paribas 0.490000%
05566Q3U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
4000000.00
4000000.00
0.0002
N
4000560.00
4000560.00
BNP Paribas
BNP Paribas 0.520000%
05566Q3Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
7000000.00
7000000.00
0.0004
N
7002100.00
7002100.00
BNP Paribas
BNP Paribas 0.453400%
05566Q4A2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-15
2011-06-15
N
N
N
390000000.00
390000000.00
0.0198
N
389957100.00
389957100.00
BNP Paribas
BNP Paribas 0.500000%
05566Q4G9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
26000000.00
26000000.00
0.0013
N
26000000.00
26000000.00
BNP Paribas
BNP Paribas 0.300000%
05566Q4N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-03
2011-01-03
N
N
N
4000000.00
4000000.00
0.0002
N
4000000.00
4000000.00
BNP Paribas
BNP Paribas 0.480000%
05566Q4S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
5000000.00
5000000.00
0.0003
N
4997900.00
4997900.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4W4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
10000000.00
10000000.00
0.0005
N
9994300.00
9994300.00
BNP Paribas
BNP Paribas 0.680000%
05566Q2X4
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
48000000.00
48000000.00
0.0024
N
48046560.00
48046560.00
BNP Paribas
BNP Paribas 0.710000%
05566Q2X4
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
31000000.00
31000000.00
0.0016
N
31014570.00
31014570.00
BNP Paribas
BNP Paribas 0.480000%
982JPE004
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
100000000.00
100000000.00
0.0051
N
99958000.00
99958000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.410000%
0556X1PR7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-25
2011-02-25
N
Y
Bank of New Zealand
N/A
N/A
N
13000000.00
12987267.22
0.0007
N
12990640.00
12990640.00
Breckenridge Terrace, LLC
Housing Facilities Revenue Notes Series 1999B 0.280000%
106538AB7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Bank of America NA
N/A
N/A
Y
Bank of America NA
N/A
N/A
N
1000000.00
1000000.00
0.0001
N
1000000.00
1000000.00
CAFCO, LLC
CAFCO, LLC 0.590000%
1247P3NL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-20
2011-01-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
39000000.00
38968041.67
0.0020
N
38985180.00
38985180.00
CAFCO, LLC
CAFCO, LLC 0.570000%
1247P3P14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
71000000.00
70930301.66
0.0036
N
70965210.00
70965210.00
CAFCO, LLC
CAFCO, LLC 0.340000%
1247P3P30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-03
2011-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12992142.22
0.0007
N
12993370.00
12993370.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
1373X3MA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-10
2010-12-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
46000000.00
45997010.00
0.0023
N
45996320.00
45996320.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3PA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
60000000.00
59964499.99
0.0030
N
59962800.00
59962800.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.310000%
1373X3PF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-15
2011-02-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
38000000.00
37975131.11
0.0019
N
37974540.00
37974540.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3PQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-24
2011-02-24
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
27000000.00
26980875.00
0.0014
N
26979480.00
26979480.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963UMD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-13
2010-12-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
64000000.00
63994880.00
0.0032
N
63994880.00
63994880.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963UMF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-15
2010-12-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
51000000.00
50995041.67
0.0026
N
50995410.00
50995410.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963UMF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-15
2010-12-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
19000000.00
18998226.67
0.0010
N
18998290.00
18998290.00
Ciesco LLC
Ciesco LLC 0.580000%
17177MNA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
30000000.00
29980666.67
0.0015
N
29991300.00
29991300.00
Ciesco LLC
Ciesco LLC 0.700000%
17177MNB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-11
2011-01-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
40000000.00
39968111.11
0.0020
N
39988000.00
39988000.00
Ciesco LLC
Ciesco LLC 0.640000%
17177MND0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-13
2011-01-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14988533.33
0.0008
N
14995200.00
14995200.00
Ciesco LLC
Ciesco LLC 0.560000%
17177MP22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-02
2011-02-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
93000000.00
92908860.00
0.0047
N
92953500.00
92953500.00
Citibank, N.A.
Citibank, N.A. 0.270000%
1730D2YJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
N
50000000.00
50000000.00
0.0025
N
50000500.00
50000500.00
Citibank, N.A.
Citibank, N.A. 0.240000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
200000000.00
200000000.00
0.0101
Security is a time deposit.
N
199998000.00
199998000.00
Citigroup Funding Inc.
Citigroup Funding Inc. 0.720000%
17307SM33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
Y
Citigroup Inc
N/A
N/A
N
70000000.00
69997200.00
0.0035
N
69998600.00
69998600.00
Citigroup Funding Inc.
Citigroup Funding Inc. 0.670000%
17307SNA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
Y
Citigroup Inc
N/A
N/A
N
28000000.00
27979155.55
0.0014
N
27993280.00
27993280.00
Citigroup Funding Inc.
Citigroup Funding Inc. 0.490000%
17307SP71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-07
2011-02-07
N
Y
Citigroup Inc
N/A
N/A
N
13000000.00
12987967.78
0.0007
N
12994020.00
12994020.00
Citigroup Funding Inc.
Citigroup Funding Inc. 0.400000%
17307SQ88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
Y
Citigroup Inc
N/A
N/A
N
9000000.00
8990300.00
0.0005
N
8993970.00
8993970.00
Citigroup Funding Inc.
Citigroup Funding Inc. 0.370000%
17307SRJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
Y
Citigroup Inc
N/A
N/A
N
173000000.00
172754628.32
0.0088
N
172804510.00
172804510.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
20099Y006
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
49000000.00
49000000.00
0.0025
N
49000000.00
49000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.303400%
2027A0DZ9
Other Note
N
First Tier Security
N/A
N/A
2010-12-10
2010-12-10
N
N
N
26000000.00
26000000.00
0.0013
N
26000286.00
26000286.00
CRC Funding, LLC
CRC Funding, LLC 0.670000%
12619UND9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-13
2011-01-13
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3996798.89
0.0002
N
3998720.00
3998720.00
CRC Funding, LLC
CRC Funding, LLC 0.570000%
12619UP13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
190000000.00
189813483.31
0.0096
N
189906900.00
189906900.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532YVQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
18000000.00
18000000.00
0.0009
N
18000000.00
18000000.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.250000%
22532YWC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
N
60000000.00
60000000.00
0.0030
N
60000000.00
60000000.00
Credit Agricole S.A.
Credit Agricole S.A. 0.320000%
255998007
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
136000000.00
136000000.00
0.0069
N
135997280.00
135997280.00
Credit Suisse AG
Credit Suisse AG 0.240000%
22550CVD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-15
2010-12-15
N
N
N
112000000.00
112000000.00
0.0057
N
111997760.00
111997760.00
Credit Suisse AG
Credit Suisse AG 0.250000%
22550CVZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-24
2011-01-24
N
N
N
149000000.00
149000000.00
0.0076
N
148988080.00
148988080.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.240000%
22799D001_0.2400
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-10-20
4.000000
Government Agency Debt
121129142.00
124405037.72
GNMA
2040-09-20
4.500000
Government Agency Debt
5295000.00
5589372.58
Unrated Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
127443569.00
127443569.00
0.0065
N
127443569.00
127443569.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.240000%
992JYD004_0.2400
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-07-15
1.003400
Government Agency Debt
23320000.00
18708670.80
Freddie Mac
2035-05-15
0.503400
Government Agency Debt
9650000.00
4610529.97
Freddie Mac
2035-11-15
0.603400
Government Agency Debt
11200000.00
6905306.91
Freddie Mac
2036-07-15
0.453400
Government Agency Debt
5000000.00
4991422.59
GNMA
2034-02-20
0.638100
Government Agency Debt
19410000.00
5587946.39
Unrated Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
40000000.00
40000000.00
0.0020
N
39999600.00
39999600.00
Dakota CP Notes of Citibank Credit Card Issuance Trust
Dakota CP Notes of Citibank Credit Card Issuance Trust 0.260000%
1730P3M79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
N
75000000.00
74996750.00
0.0038
N
74996250.00
74996250.00
Danske Corp
Danske Corp 0.250000%
2363F7ME5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-14
2010-12-14
N
Y
Danske Bank A/S
N/A
N/A
N
20000000.00
19998194.44
0.0010
N
19998000.00
19998000.00
Danske Corp
Danske Corp 0.245000%
2363F7MH8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-17
2010-12-17
N
Y
Danske Bank A/S
N/A
N/A
N
19000000.00
18997931.11
0.0010
N
18997720.00
18997720.00
Danske Corp
Danske Corp 0.290000%
2363F7N38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-03
2011-01-03
N
Y
Danske Bank A/S
N/A
N/A
N
15000000.00
14996012.50
0.0008
N
14995950.00
14995950.00
Deutsche Bank AG
Deutsche Bank AG 0.458400%
25152XLE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-13
2011-01-10
N
N
N
70000000.00
69999592.31
0.0035
N
70015400.00
70015400.00
Deutsche Bank AG
Deutsche Bank AG 0.500000%
25154TRL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
70000000.00
70000000.00
0.0035
N
70027300.00
70027300.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154TUE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-08
2010-12-08
N
N
N
15000000.00
15000000.00
0.0008
N
14999850.00
14999850.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154TUN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-09
2010-12-09
N
N
N
316000000.00
316000000.00
0.0160
N
315996840.00
315996840.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25154TWB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-17
2010-12-17
N
N
N
10000000.00
10000000.00
0.0005
N
9999900.00
9999900.00
Deutsche Bank Securities Inc.
Deutsche Bank Securities Inc. 0.250000%
21599B009_0.2500
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
33128859.00
33644665.81
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
50450216.00
36192415.54
Fannie Mae
2033-10-01
2.978000
Government Agency Debt
163752500.00
35465968.93
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
94599782.00
33016027.41
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
81238587.00
33712181.45
Fannie Mae
2037-05-01
5.646000
Government Agency Debt
80340394.00
34662944.94
Fannie Mae
2037-07-01
7.000000
Government Agency Debt
133482643.00
33504446.61
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
130014916.00
34827734.35
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
72009740.00
32376249.70
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
70397057.00
34176903.10
Fannie Mae
2038-03-01
5.187000
Government Agency Debt
57834000.00
34937104.17
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
65000000.00
33717750.91
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
86097689.00
35338307.67
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
65915831.00
34923363.11
Fannie Mae
2039-12-01
4.000000
Government Agency Debt
37473332.00
35753867.18
Fannie Mae
2040-03-01
3.395000
Government Agency Debt
35033593.00
35224748.35
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
50450806.00
35092601.50
Fannie Mae
2040-05-01
3.486000
Government Agency Debt
39438268.00
36009258.13
Fannie Mae
2040-07-01
4.133000
Government Agency Debt
34838658.00
34381111.46
Fannie Mae
2040-08-01
3.549000
Government Agency Debt
33942056.00
35211828.56
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
34346947.00
35830521.23
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
700000000.00
700000000.00
0.0355
N
700000000.00
700000000.00
Deutsche Bank Securities Inc.
Deutsche Bank Securities Inc. 0.230000%
991JCA005_0.2300
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
1616635.00
1662417.21
Fannie Mae
2031-10-01
4.733000
Government Agency Debt
140735647.00
107537583.22
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
105000000.00
105000000.00
0.0053
N
105000000.00
105000000.00
Deutsche Bank Securities Inc.
Deutsche Bank Securities Inc. 0.230000%
991JCA005_0.2300_M101207
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-10-01
3.500000
Government Agency Debt
139294862.00
143520000.64
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
N
138000000.00
138000000.00
0.0070
N
138000000.00
138000000.00
Deutsche Bank Securities Inc.
Deutsche Bank Securities Inc. 0.400000%
991JCA005_0.4000
0001074042
Other Repurchase Agreement
N
AMR CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
196744.48
CHIMERA INVT CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
200984.88
CITIGROUP INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
200967.90
ENTRAVISION COMMUNICATIONS CCL A
2010-11-30
N/A
Other Instrument
Common
0.00
208122.88
FURNITURE BRANDS INTL INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
194331.12
GFI GROUP INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
200872.17
GLOBAL CASH ACCESS HLDGS INCCOM
2010-11-30
N/A
Other Instrument
Common
0.00
193520.69
GRAPHIC PACKAGING HLDG CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
211472.28
GRAY TELEVISION INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
201013.56
HARBINGER GROUP INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
103369.92
HEADWATERS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
201029.40
LIN TV CORP CL A
2010-11-30
N/A
Other Instrument
Common
0.00
200863.29
MARSHALL & ILSLEY CORP NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
202096.96
METROPOLITAN HEALTH NETWORKSCOM
2010-11-30
N/A
Other Instrument
Common
0.00
201406.92
MUELLER WTR PRODS INC COM SER
2010-11-30
N/A
Other Instrument
Common
0.00
198304.47
OFFICE DEPOT INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
195989.20
PARKER DRILLING CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
200490.92
QUANTUM CORP COM DSSG
2010-11-30
N/A
Other Instrument
Common
0.00
196839.94
QUIKSILVER INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
213892.37
RITE AID CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
195531.04
TENET HEALTHCARE CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
196670.70
TWO HBRS INVT CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
96204.95
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
4000000.00
4000000.00
0.0002
Repurchase agreement collateralized by common stock and ETFs.
N
4000000.00
4000000.00
Deutsche Bank Securities Inc.
Deutsche Bank Securities Inc. 0.430000%
991JCA005_0.4300
0001074042
Other Repurchase Agreement
N
ACCENTURE PLC IRELAND SHS CLAS
2010-11-30
N/A
Other Instrument
Common
0.00
4799982.10
AGL RES INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
4229400.00
ALBERTO CULVER CO NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799965.64
ALCON INC COM SHS
2010-11-30
N/A
Other Instrument
Common
0.00
4799974.56
ALLIANT ENERGY CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799992.68
AMERICAN WTR WKS CO INC NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
1518412.50
AOL INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
148816.88
ATMOS ENERGY CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
3975245.00
CABLEVISION SYS CORP CL A NY
2010-11-30
N/A
Other Instrument
Common
0.00
4190027.59
CHARLES RIV LABS INTL INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799975.81
CITIGROUP INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799997.90
COMMSCOPE INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799972.60
COPA HOLDINGS SA CL A
2010-11-30
N/A
Other Instrument
Common
0.00
4210635.00
COVIDIEN PLC SHS
2010-11-30
N/A
Other Instrument
Common
0.00
4799992.50
CROWN CASTLE INTL CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799992.98
CROWN HOLDINGS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3852432.00
DEL MONTE FOODS CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799984.54
DRESSER-RAND GROUP INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
2704370.25
EMERGENCY MEDICAL SVCS CORP CL A
2010-11-30
N/A
Other Instrument
Common
0.00
681264.16
ENTRAVISION COMMUNICATIONS CCL A
2010-11-30
N/A
Other Instrument
Common
0.00
50649.60
GP STRATEGIES CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
351361.57
HUNTSMAN CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
2163847.72
LAZARD LTD SHS A
2010-11-30
N/A
Other Instrument
Common
0.00
4799980.20
MOTOROLA INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799995.20
OSHKOSH CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
678211.65
PRIDE INTL INC DEL COM
2010-11-30
N/A
Other Instrument
Common
0.00
4463361.00
RED LION HOTELS CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
265181.30
TAUBMAN CTRS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
4799952.15
TRANSATLANTIC HLDGS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
2511036.00
TWO HBRS INVT CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
2405990.55
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
N
96000000.00
96000000.00
0.0049
Repurchase agreement collateralized by common stock and ETFs.
N
96000000.00
96000000.00
Dexia Credit Local
Dexia Credit Local 0.505000%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Dexia Credit Local
N/A
N/A
N
N
107000000.00
107000000.00
0.0054
N
106994650.00
106994650.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.220000%
25600TVS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
40000000.00
40000000.00
0.0020
N
40000000.00
40000000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.400000%
985HZV006
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-18
2011-02-18
N
N
N
195000000.00
195000000.00
0.0099
N
195056550.00
195056550.00
Eagle Cnty, CO
Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.280000%
269476AD9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.230000%
30603BM75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
48800000.00
48798129.33
0.0025
N
48798048.00
48798048.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.230000%
30603BM91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-09
2010-12-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19998977.78
0.0010
N
19999000.00
19999000.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.240000%
30603BMF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-15
2010-12-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24997666.67
0.0013
N
24997750.00
24997750.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.240000%
30603BMT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-27
2010-12-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24995666.66
0.0013
N
24996000.00
24996000.00
Fannie Mae
Fannie Mae 0.140000%
313588AD7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-04
2011-01-04
N
N
N
15630000.00
15627933.36
0.0008
N
15628077.51
15628077.51
Fannie Mae
Fannie Mae 0.132500%
313588AK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
20000000.00
19997055.55
0.0010
N
19997120.00
19997120.00
Fannie Mae
Fannie Mae 0.155000%
313588AT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-18
2011-01-18
N
N
N
15650000.00
15646765.66
0.0008
N
15647292.55
15647292.55
Fannie Mae
Fannie Mae 0.160000%
313588AV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-20
2011-01-20
N
N
N
25000000.00
24994444.45
0.0013
N
24995475.00
24995475.00
Fannie Mae
Fannie Mae 0.180000%
313589R54
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
50000000.00
50000000.00
0.0025
N
50000000.00
50000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313384AE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-05
2011-01-05
N
N
N
45000000.00
44993000.00
0.0023
N
44994330.00
44994330.00
Federal Home Loan Bank
Federal Home Loan Bank 0.145000%
313384AE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-05
2011-01-05
N
N
N
13500000.00
13498096.88
0.0007
N
13498299.00
13498299.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384AG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-07
2011-01-07
N
N
N
23000000.00
22996808.75
0.0012
N
22996918.00
22996918.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384AG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-07
2011-01-07
N
N
N
12750000.00
12747772.29
0.0006
N
12748291.50
12748291.50
Federal Home Loan Bank
Federal Home Loan Bank 0.132500%
313384AG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-07
2011-01-07
N
N
N
10000000.00
9998638.20
0.0005
N
9998660.00
9998660.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384AG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-07
2011-01-07
N
N
N
9000000.00
8998612.50
0.0005
N
8998794.00
8998794.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384AM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-12
2011-01-12
N
N
N
44650000.00
44642707.17
0.0023
N
44643213.20
44643213.20
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384AP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-14
2011-01-14
N
N
N
65000000.00
64988877.77
0.0033
N
64989665.00
64989665.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384AP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-14
2011-01-14
N
N
N
50000000.00
49989611.11
0.0025
N
49992050.00
49992050.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313384AP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-14
2011-01-14
N
N
N
4585000.00
4584131.40
0.0002
N
4584270.99
4584270.99
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384AU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-19
2011-01-19
N
N
N
65000000.00
64986729.17
0.0033
N
64988495.00
64988495.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384AV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-20
2011-01-20
N
N
N
80000000.00
79985555.55
0.0041
N
79985520.00
79985520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384AV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-20
2011-01-20
N
N
N
80000000.00
79983333.33
0.0041
N
79985520.00
79985520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313384AW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-21
2011-01-21
N
N
N
104100000.00
104077141.39
0.0053
N
104080845.60
104080845.60
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384AW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-21
2011-01-21
N
N
N
35992000.00
35984861.59
0.0018
N
35985377.47
35985377.47
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384BB4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-26
2011-01-26
N
N
N
240000000.00
239936533.34
0.0122
N
239951520.00
239951520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.175000%
313384BB4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-26
2011-01-26
N
N
N
26699000.00
26691731.94
0.0014
N
26693606.80
26693606.80
Federal Home Loan Bank
Federal Home Loan Bank 0.175000%
313384BD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-28
2011-01-28
N
N
N
50000000.00
49985902.77
0.0025
N
49989550.00
49989550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313385R57
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
34607000.00
34607000.00
0.0018
N
34607000.00
34607000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313385R65
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-02
2010-12-02
N
N
N
7000000.00
6999965.00
0.0004
N
6999979.00
6999979.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313385R73
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
N
N
145000000.00
144998630.56
0.0074
N
144999130.00
144999130.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313385S49
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-08
2010-12-08
N
N
N
64000000.00
63998382.22
0.0032
N
63998784.00
63998784.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313385T30
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-15
2010-12-15
N
N
N
26000000.00
25998432.77
0.0013
N
25998986.00
25998986.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313385T55
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-17
2010-12-17
N
N
N
50000000.00
49996555.55
0.0025
N
49997800.00
49997800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313385T55
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-17
2010-12-17
N
N
N
35200000.00
35197496.89
0.0018
N
35198451.20
35198451.20
Freddie Mac
Freddie Mac 0.132500%
313396AK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
64750000.00
64740467.36
0.0033
N
64740676.00
64740676.00
Freddie Mac
Freddie Mac 0.170000%
313396AK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
10383000.00
10381038.77
0.0005
N
10381504.85
10381504.85
Freddie Mac
Freddie Mac 0.140000%
313396AK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
5000000.00
4999222.23
0.0003
N
4999280.00
4999280.00
Freddie Mac
Freddie Mac 0.140000%
313396AL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-11
2011-01-11
N
N
N
10490000.00
10488327.43
0.0005
N
10488447.48
10488447.48
Freddie Mac
Freddie Mac 0.140000%
313396AT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-18
2011-01-18
N
N
N
25000000.00
24995333.33
0.0013
N
24995675.00
24995675.00
Freddie Mac
Freddie Mac 0.150000%
313396AU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-19
2011-01-19
N
N
N
130000000.00
129973458.32
0.0066
N
129976990.00
129976990.00
Freddie Mac
Freddie Mac 0.180000%
313397R52
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
25000000.00
25000000.00
0.0013
N
25000000.00
25000000.00
Freddie Mac
Freddie Mac 0.180000%
313397S28
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
5008000.00
5007874.80
0.0003
N
5007929.89
5007929.89
Freddie Mac
Freddie Mac 0.180000%
313397S51
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-09
2010-12-09
N
N
N
14820000.00
14819407.20
0.0008
N
14819673.96
14819673.96
Freddie Mac
Freddie Mac 0.139100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-10
2011-11-10
N
N
N
100000000.00
100000000.00
0.0051
N
100147100.00
100147100.00
Gemini Securitization Corp. LLC
Gemini Securitization Corp LLC 0.245000%
3686M1M11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
15000000.00
15000000.00
0.0008
N
14999850.00
14999850.00
Gemini Securitization Corp. LLC
Gemini Securitization Corp LLC 0.250000%
3686M1N69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-06
2011-01-06
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
98000000.00
97975500.00
0.0050
N
97970600.00
97970600.00
General Electric Capital Corporation
General Electric Capital Corp 0.400000%
36959JRU9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
N
110000000.00
109819111.09
0.0056
N
109881200.00
109881200.00
General Electric Capital Corporation
General Electric Capital Corp 0.390000%
36959JTF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
163000000.00
162653896.66
0.0082
N
162731050.00
162731050.00
General Electric Capital Corporation
General Electric Capital Corp 0.390000%
36959JTP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
36000000.00
35920440.00
0.0018
N
35937000.00
35937000.00
General Electric Capital Corporation
General Electric Capital Corp 0.390000%
36959JTT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
34000000.00
33923386.66
0.0017
N
33939140.00
33939140.00
General Electric Co.
General Electric Co 0.220000%
36960MMM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-21
2010-12-21
N
N
N
120000000.00
119985333.33
0.0061
N
119986800.00
119986800.00
General Electric Co.
General Electric Co 0.220000%
36960MMN0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-22
2010-12-22
N
N
N
145000000.00
144981391.68
0.0073
N
144982600.00
144982600.00
Goldman Sachs & Co
Goldman Sachs & Co. 0.250000%
38399H002_0.2500
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-03-01
5.000000
Government Agency Debt
11695959.00
4423041.90
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
8166281.00
4384789.47
Fannie Mae
2024-12-01
6.000000
Government Agency Debt
92623715.00
4552940.58
Fannie Mae
2025-01-01
4.500000
Government Agency Debt
4700000.00
4466704.40
Fannie Mae
2025-08-01
4.500000
Government Agency Debt
4212174.00
4450375.81
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
4189587.00
4344755.58
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
4335020.00
4457785.36
Fannie Mae
2030-04-01
5.000000
Government Agency Debt
4542894.00
4568574.58
Fannie Mae
2034-01-01
4.185000
Government Agency Debt
15607593.00
4567993.13
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
12784778.00
4539533.28
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
9833117.00
4556012.24
Fannie Mae
2034-10-01
5.500000
Government Agency Debt
11386265.00
4412854.30
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
17503920.00
4531968.94
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
10900000.00
4574384.63
Fannie Mae
2035-09-01
2.614000
Government Agency Debt
14419000.00
4504151.56
Fannie Mae
2035-09-01
6.000000
Government Agency Debt
9478792.00
4384648.02
Fannie Mae
2035-11-01
6.000000
Government Agency Debt
210756.00
85471.39
Fannie Mae
2036-02-01
4.000000
Government Agency Debt
4369968.00
4448765.01
Fannie Mae
2036-02-01
5.447000
Government Agency Debt
17331775.00
4570079.62
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
5291716.00
4462724.11
Fannie Mae
2036-10-01
5.500000
Government Agency Debt
4539720.00
4578887.14
Fannie Mae
2037-02-01
3.119000
Government Agency Debt
11579132.00
4537002.09
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
8705414.00
4386929.37
Fannie Mae
2037-07-01
5.878000
Government Agency Debt
20948682.00
4454877.55
Fannie Mae
2037-10-01
6.807000
Government Agency Debt
33222060.00
4344010.48
Fannie Mae
2038-10-01
5.500000
Government Agency Debt
7055491.00
4386675.35
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
4224513.00
4522347.69
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
4327277.00
4535654.68
Fannie Mae
2040-05-01
6.000000
Government Agency Debt
2108134.00
2294378.40
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
4041679.00
4356069.26
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
4272536.00
4360476.84
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
4345158.00
4515626.37
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
4189023.00
4395433.28
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
4341156.00
4536693.05
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
4211004.00
4488880.88
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
4200000.00
4473545.75
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
4619349.00
4563429.21
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
4437225.00
4515059.80
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
4292750.00
4378571.61
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
4263635.00
4461382.39
Fannie Mae
2040-11-01
5.500000
Government Agency Debt
4139459.00
4482543.80
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
4386700.00
4474399.88
Freddie Mac
2018-01-01
5.500000
Government Agency Debt
44000000.00
4525838.80
Freddie Mac
2023-03-01
4.500000
Government Agency Debt
8956456.00
4340690.97
Freddie Mac
2023-05-01
6.000000
Government Agency Debt
6602589.00
4535734.39
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
4245106.00
4341385.37
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
8708185.00
4475053.59
Freddie Mac
2034-01-01
5.500000
Government Agency Debt
11560242.00
4404856.61
Freddie Mac
2036-12-01
6.500000
Government Agency Debt
10752933.00
4389048.66
Freddie Mac
2038-08-01
5.000000
Government Agency Debt
6812750.00
4497489.25
Freddie Mac
2038-09-01
7.000000
Government Agency Debt
9867407.00
4404192.68
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
4435000.00
4505281.16
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
215000000.00
215000000.00
0.0109
N
215000000.00
215000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.240000%
992JYE002_0.2400
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2036-06-20
5.500000
Government Agency Debt
81702602.00
36702282.82
GNMA
2039-02-15
6.500000
Government Agency Debt
19937707.00
16326456.43
GNMA
2039-06-15
4.500000
Government Agency Debt
35205362.00
35041874.89
GNMA
2039-06-15
4.500000
Government Agency Debt
34671693.00
33979999.81
GNMA
2039-08-15
5.500000
Government Agency Debt
20154325.00
19896551.37
GNMA
2040-08-15
4.500000
Government Agency Debt
32136403.00
34084805.92
GNMA
2040-10-20
4.500000
Government Agency Debt
32116720.00
33968029.15
First Tier Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
200000000.00
200000000.00
0.0101
N
200129860.00
200129860.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700
0000769993
Other Repurchase Agreement
N
ABBOTT LABS COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749976.38
AES CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749990.58
ALCON INC COM SHS
2010-11-30
N/A
Other Instrument
Common
0.00
3749900.04
AT&T INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749998.30
BJS WHOLESALE CLUB INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749971.52
BOEING CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749999.76
BRISTOL MYERS SQUIBB CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749983.82
CABLEVISION SYS CORP CL A NY
2010-11-30
N/A
Other Instrument
Common
0.00
3749976.16
CENTERPOINT ENERGY INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
2148525.60
CHIMERA INVT CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749997.36
CIT GROUP INC COM NEW
2010-11-30
N/A
Other Instrument
Common
0.00
102093.84
CVS CAREMARK CORPORATION COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749974.56
DANAHER CORP DEL COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749994.85
DEL MONTE FOODS CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499878.72
DEVON ENERGY CORP NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749951.66
DU PONT E I DE NEMOURS & CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749987.16
GENERAL GROWTH PPTYS INC NEWCOM
2010-11-30
N/A
Other Instrument
Common
0.00
3749995.90
ISHARES INC MSCI MEX
2010-11-30
N/A
Other Instrument
Common
0.00
3749948.40
LOWES COS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749995.60
NISOURCE INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749984.34
PLAINS EXPL& PRODTN CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749980.70
VISA INC COM CL A
2010-11-30
N/A
Other Instrument
Common
0.00
3749933.55
WESTERN UN CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3749992.76
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
75000000.00
75000000.00
0.0038
Repurchase agreement collateralized by common stock and ETFs.
Y
75048697.50
75048697.50
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000
0000769993
Other Repurchase Agreement
N
ABBOTT LABS COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499999.85
AES CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499994.06
ALCON INC COM SHS
2010-11-30
N/A
Other Instrument
Common
0.00
1499992.05
AMERICAN INTL GROUP INC COM NEW
2010-11-30
N/A
Other Instrument
Common
0.00
1499980.54
BANK OF AMERICA CORPORATION COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499988.75
BJS WHOLESALE CLUB INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499979.36
BOEING CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499974.16
BRISTOL MYERS SQUIBB CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499983.36
CABLEVISION SYS CORP CL A NY
2010-11-30
N/A
Other Instrument
Common
0.00
1499996.75
CAREFUSION CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499991.00
CIT GROUP INC COM NEW
2010-11-30
N/A
Other Instrument
Common
0.00
1499997.15
DANAHER CORP DEL COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499997.94
DEVON ENERGY CORP NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499952.48
DU PONT E I DE NEMOURS & CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
644352.36
GANNETT INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499992.75
LOWES COS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499998.24
MASTERCARD INC CL A
2010-11-30
N/A
Other Instrument
Common
0.00
1499810.52
MERCK & CO INC NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499995.60
NISOURCE INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499983.62
PLAINS EXPL& PRODTN CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
1499998.05
SIGNET JEWELERS LIMITED SHS
2010-11-30
N/A
Other Instrument
Common
0.00
1499971.66
VERIZON COMMUNICATIONS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
856100.30
First Tier Security
N/A
N/A
2011-02-17
2011-02-17
N
N
N
30000000.00
30000000.00
0.0015
Repurchase agreement collateralized by common stock and ETFs.
Y
30019479.00
30019479.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M110218
0000769993
Other Repurchase Agreement
N
ABBOTT LABS COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249976.43
AES CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249996.18
ALCON INC COM SHS
2010-11-30
N/A
Other Instrument
Common
0.00
3249849.30
AT&T INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3178519.60
BJS WHOLESALE CLUB INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249978.40
BOEING CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249986.92
BRISTOL MYERS SQUIBB CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249997.84
CABLEVISION SYS CORP CL A NY
2010-11-30
N/A
Other Instrument
Common
0.00
3249987.72
CAREFUSION CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249992.00
CHIMERA INVT CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249997.44
CIT GROUP INC COM NEW
2010-11-30
N/A
Other Instrument
Common
0.00
3249974.07
CVS CAREMARK CORPORATION COM
2010-11-30
N/A
Other Instrument
Common
0.00
1938244.56
DANAHER CORP DEL COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249966.65
DEVON ENERGY CORP NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249967.50
DU PONT E I DE NEMOURS & CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249960.72
GANNETT INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249999.75
GENERAL GROWTH PPTYS INC NEWCOM
2010-11-30
N/A
Other Instrument
Common
0.00
3249994.30
LOWES COS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249981.28
MERCK & CO INC NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
610578.69
NISOURCE INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249984.18
PLAINS EXPL& PRODTN CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3249981.35
VISA INC COM CL A
2010-11-30
N/A
Other Instrument
Common
0.00
925742.82
WESTERN UN CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
3097352.64
First Tier Security
N/A
N/A
2011-02-18
2011-02-18
N
N
N
65000000.00
65000000.00
0.0033
Repurchase agreement collateralized by common stock and ETFs.
Y
65042204.50
65042204.50
Goldman Sachs & Co
Goldman Sachs & Co 0.625000%
992JYE002_0.6250
0000769993
Other Repurchase Agreement
N
AES CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249995.50
ALCON INC COM SHS
2010-11-30
N/A
Other Instrument
Common
0.00
5249892.09
AMR CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
2190358.56
ARCHER DANIELS MIDLAND CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249979.68
BB&T CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
637672.20
BJS WHOLESALE CLUB INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249997.12
BOEING CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249973.92
CABLEVISION SYS CORP CL A NY
2010-11-30
N/A
Other Instrument
Common
0.00
5249972.91
CAPITALSOURCE INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249994.64
COEUR D ALENE MINES CORP IDACOM NEW
2010-11-30
N/A
Other Instrument
Common
0.00
5249994.40
DANAHER CORP DEL COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249992.79
DEVON ENERGY CORP NEW COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249974.60
GRAY TELEVISION INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
467644.32
HESS CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
2192722.52
JUNIPER NETWORKS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
2682108.50
LILLY ELI & CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
631235.14
LIN TV CORP CL A
2010-11-30
N/A
Other Instrument
Common
0.00
590241.66
LOWES COS INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249993.84
MCCLATCHY CO CL A
2010-11-30
N/A
Other Instrument
Common
0.00
2650823.36
MEDIA GEN INC CL A
2010-11-30
N/A
Other Instrument
Common
0.00
548426.26
NEWELL RUBBERMAID INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
599214.40
NRG ENERGY INC COM NEW
2010-11-30
N/A
Other Instrument
Common
0.00
561026.35
PIEDMONT OFFICE REALTY TR INCOM CL A
2010-11-30
N/A
Other Instrument
Common
0.00
1998929.13
PINNACLE WEST CAP CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249980.00
PITNEY BOWES INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249989.36
PLAINS EXPL& PRODTN CO COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249978.75
PROGRESS ENERGY INC COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249957.40
STATE STR CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249986.90
STRATEGIC HOTELS & RESORTS ICOM
2010-11-30
N/A
Other Instrument
Common
0.00
5249999.16
WESTERN DIGITAL CORP COM
2010-11-30
N/A
Other Instrument
Common
0.00
5249967.96
First Tier Security
N/A
N/A
2010-12-06
2010-12-06
N
N
N
105000000.00
105000000.00
0.0053
Repurchase agreement collateralized by common stock and ETFs.
N
105068176.50
105068176.50
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
80000000.00
80000000.00
0.0041
Y
80278400.00
80278400.00
Gotham Funding Corp
Gotham Funding Corp 0.300000%
38346MM19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
Y
Credit Enhancement Agreement
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
43260000.00
43260000.00
0.0022
N
43259567.40
43259567.40
Grampian Funding LLC
Grampian Funding LLC 0.620000%
38501CP84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-08
2011-02-08
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
28000000.00
27966726.66
0.0014
N
27989920.00
27989920.00
Grampian Funding LLC
Grampian Funding LLC 0.580000%
38501CPA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
9000000.00
8989705.00
0.0005
N
8996580.00
8996580.00
Grampian Funding LLC
Grampian Funding LLC 0.510000%
38501CQH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
87000000.00
86869355.01
0.0044
N
86946930.00
86946930.00
Grampian Funding LLC
Grampian Funding LLC 0.470000%
38501CSH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
75000000.00
74836479.16
0.0038
N
74910000.00
74910000.00
Intesa Funding LLC
Intesa Funding LLC 0.350000%
4611K1Q24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
Y
Intesa Sanpaolo
N/A
N/A
N
54000000.00
53952225.00
0.0027
N
53954100.00
53954100.00
Intesa Funding LLC
Intesa Funding LLC 0.330000%
4611K1QG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
Y
Intesa Sanpaolo
N/A
N/A
N
100000000.00
99903750.00
0.0051
N
99897000.00
99897000.00
Intesa Sanpaolo
Intesa Sanpaolo 0.340000%
985WZM003
0001374384
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-21
2011-01-21
N
N
N
60000000.00
60000000.00
0.0030
N
60000600.00
60000600.00
Intesa Sanpaolo
Intesa Sanpaolo 0.370000%
985WZP006
0001374384
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-04
2011-01-04
N
N
N
75000000.00
75002827.55
0.0038
N
75003000.00
75003000.00
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, NA 0.253400%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2010-12-21
2011-12-21
N
N
N
47000000.00
47000000.00
0.0024
N
47001833.00
47001833.00
Landesbank Hessen-Thuringen Girozentrale
Landesbank Hessen-Thuringen Girozentrale 0.360000%
51488HP91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-17
2011-02-17
N
N
N
69000000.00
69000746.72
0.0035
N
69004830.00
69004830.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.500000%
53943SQA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
129000000.00
128822625.00
0.0065
N
128877450.00
128877450.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.470000%
53944AC52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
26000000.00
26000000.00
0.0013
N
26008320.00
26008320.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.470000%
53944AD36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
60000000.00
60000000.00
0.0030
N
60022800.00
60022800.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.440000%
53944AH65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
65000000.00
65000000.00
0.0033
N
64994150.00
64994150.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.630000%
53944AZZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-07
2011-02-07
N
N
N
73000000.00
73000000.00
0.0037
N
73041610.00
73041610.00
Manhattan Asset Funding Capital Co LLC
Manhattan Asset Funding Capital Co LLC 0.260000%
56274MM17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
36000000.00
36000000.00
0.0018
N
35999640.00
35999640.00
Manhattan Asset Funding Capital Co LLC
Manhattan Asset Funding Capital Co LLC 0.280000%
56274MN32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-03
2011-01-03
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
18000000.00
17995380.00
0.0009
N
17995140.00
17995140.00
Market Street Funding Corp
Market Street Funding Corp 0.270000%
5705X5NT4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-27
2011-01-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11924000.00
11918902.49
0.0006
N
11918634.20
11918634.20
Market Street Funding Corp
Market Street Funding Corp 0.280000%
5705X5P21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-02
2011-02-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
22031000.00
22020204.80
0.0011
N
22019984.50
22019984.50
Merrill Lynch, Pierce, Fenner & Smith Inc.
Merrill Lynch, Pierce, Fenner & Smith Inc. 0.250000%
06399U000_0.2500
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-25
0.586000
Government Agency Debt
80324040.00
28130017.06
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
50000000.00
36081607.00
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
105515000.00
41808375.08
Freddie Mac
2032-05-15
0.836000
Government Agency Debt
79500000.00
38289205.74
Freddie Mac
2033-06-15
4.000000
Government Agency Debt
150000000.00
45627071.73
Freddie Mac
2034-11-15
0.636000
Government Agency Debt
114769368.00
45502868.05
Freddie Mac
2036-07-15
0.506000
Government Agency Debt
8299879.00
3935846.10
Freddie Mac
2036-09-15
0.506000
Government Agency Debt
85058510.00
44379615.17
GNMA
2037-04-20
4.500000
Government Agency Debt
39987500.00
39893961.81
GNMA
2037-07-20
0.556000
Government Agency Debt
100000000.00
38990593.44
GNMA
2037-07-20
0.556000
Government Agency Debt
100000000.00
38990593.44
GNMA
2039-11-20
4.000000
Government Agency Debt
37892786.00
36120245.68
Unrated Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
425000000.00
425000000.00
0.0215
N
425000000.00
425000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60681PWS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
69000000.00
69000000.00
0.0035
N
69001380.00
69001380.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60681PXN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-27
2011-01-27
N
N
N
104000000.00
104000000.00
0.0053
N
104003120.00
104003120.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.250000%
60681PYA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-10
2010-12-10
N
N
N
21000000.00
21000000.00
0.0011
N
20999790.00
20999790.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60681PYC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-16
2011-02-16
N
N
N
97000000.00
97000000.00
0.0049
N
96993210.00
96993210.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.280000%
60687CC62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-28
2011-01-28
N
N
N
77000000.00
77000000.00
0.0039
N
76997690.00
76997690.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.270000%
60687CZU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-07
2011-01-07
N
N
N
120000000.00
120000000.00
0.0061
N
119996400.00
119996400.00
National Australia Bank Ltd.
National Australia Bank Ltd 0.270000%
985NEU008
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-10
2010-12-10
N
N
N
168000000.00
168000000.00
0.0085
N
168001680.00
168001680.00
Nationwide Building Society
Nationwide Building Society 0.800000%
6385E1N49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-04
2011-01-04
N
N
N
27000000.00
26979600.00
0.0014
N
26992440.00
26992440.00
Nationwide Building Society
Nationwide Building Society 0.800000%
6385E1NC1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-12
2011-01-12
N
N
N
22000000.00
21979466.67
0.0011
N
21992300.00
21992300.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1QJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
20000000.00
19971466.67
0.0010
N
19978800.00
19978800.00
Nationwide Building Society
Nationwide Building Society 0.450000%
6385E1S44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
27000000.00
26948025.00
0.0014
N
26952750.00
26952750.00
Nieuw Amsterdam Receivables Corporation
Nieuw Amsterdam Receivables Corp 0.300000%
65409SNT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-27
2011-01-27
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
60000000.00
59971500.00
0.0030
N
59973000.00
59973000.00
Nieuw Amsterdam Receivables Corporation
Nieuw Amsterdam Receivables Corp 0.300000%
65409SP36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-03
2011-02-03
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
50000000.00
49973333.33
0.0025
N
49974500.00
49974500.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VBM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
N
N
157000000.00
157000000.00
0.0080
N
157000000.00
157000000.00
Nordea North America, Inc.
Nordea North America, Inc 0.255000%
6555P1M20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-02
2010-12-02
N
Y
Nordea Bank AB
N/A
N/A
N
194000000.00
193998625.82
0.0098
N
193998060.00
193998060.00
Nordea North America, Inc.
Nordea North America, Inc 0.220000%
6555P1M87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-08
2010-12-08
N
Y
Nordea Bank AB
N/A
N/A
N
39000000.00
38998331.67
0.0020
N
38998050.00
38998050.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983UM26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-02
2010-12-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
46011000.00
46010693.26
0.0023
N
46010539.89
46010539.89
Rabobank Nederland
Rabobank Nederland 0.343400%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-15
2011-09-15
N
N
N
130000000.00
130000000.00
0.0066
N
129979200.00
129979200.00
Rabobank Nederland
Rabobank Nederland 0.328400%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-07
2011-10-07
N
N
N
63000000.00
63000000.00
0.0032
N
62986770.00
62986770.00
Rabobank Nederland
Rabobank Nederland 0.333400%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-06
2011-12-05
N
N
N
78000000.00
78000000.00
0.0040
N
77984400.00
77984400.00
Royal Bank of Canada
Royal Bank of Canada 0.250000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
N
580000000.00
580000000.00
0.0294
Security is a time deposit.
N
580000000.00
580000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.990000%
78011HA39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
122000000.00
122000000.00
0.0062
N
122270840.00
122270840.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.840000%
78011HG41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
57000000.00
57000000.00
0.0029
N
57096900.00
57096900.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.800000%
78011HG66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
50000000.00
50000000.00
0.0025
N
50074500.00
50074500.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.680000%
78011HK38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
28000000.00
28000000.00
0.0014
N
28021840.00
28021840.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.660000%
78011HL45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
17000000.00
17000000.00
0.0009
N
17012070.00
17012070.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.640000%
78011HR72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
40000000.00
40000000.00
0.0020
N
40017600.00
40017600.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 1.000000%
B0B99Z001
0000729153
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
65000000.00
65000000.00
0.0033
N
65171600.00
65171600.00
Santander Central Hispano Finance (Delaware) Inc.
Santander Central Hispano Finance (Delaware) Inc 0.530000%
80281KQF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
Y
Banco Santander SA
N/A
N/A
N
58000000.00
57911195.56
0.0029
N
57890960.00
57890960.00
Santander Central Hispano Finance (Delaware) Inc.
Santander Central Hispano Finance (Delaware) Inc 0.650000%
80281KSG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Banco Santander SA
N/A
N/A
N
60000000.00
59820166.66
0.0030
N
59791800.00
59791800.00
Sheffield Receivables Corp.
Sheffield Receivables Corp 0.270000%
82124MM15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
35000000.00
35000000.00
0.0018
N
34999650.00
34999650.00
Skandinaviska Enskilda Banken AB (SEB AB)
Skandinaviska Enskilda Banken AB (SEB AB) 0.355000%
83050UNJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-18
2011-01-18
N
N
N
74000000.00
73964973.33
0.0037
N
73969660.00
73969660.00
Societe Generale
Societe Generale 0.420000%
83369RDT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
53000000.00
53000000.00
0.0027
N
53001590.00
53001590.00
Societe Generale
Societe Generale 0.397500%
83369REM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
43000000.00
43000000.00
0.0022
N
42997850.00
42997850.00
Societe Generale
Societe Generale 0.320000%
83399Z008
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
N
N
63000000.00
63000000.00
0.0032
N
63000000.00
63000000.00
Societe Generale
Societe Generale 0.363400%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-22
2011-06-20
N
N
N
60000000.00
60000000.00
0.0030
N
59993400.00
59993400.00
Societe Generale
Societe Generale 0.363400%
83299C000
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-08
2011-03-07
N
N
N
131000000.00
131000000.00
0.0066
N
130992140.00
130992140.00
Societe Generale North America, Inc.
Societe Generale North America, Inc 0.250000%
83365SM18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
Y
Societe Generale
N/A
N/A
N
99000000.00
99000000.00
0.0050
N
98999010.00
98999010.00
Societe Generale North America, Inc.
Societe Generale North America, Inc 0.410000%
83365SR54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
Y
Societe Generale
N/A
N/A
N
46000000.00
45934513.89
0.0023
N
45939280.00
45939280.00
Solitaire Funding LLC
Solitaire Funding LLC 0.300000%
8342E3NC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-12
2011-01-12
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
40000000.00
39986000.00
0.0020
N
39987600.00
39987600.00
Solitaire Funding LLC
Solitaire Funding LLC 0.300000%
8342E3NE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-14
2011-01-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
40000000.00
39985333.33
0.0020
N
39987200.00
39987200.00
Solitaire Funding LLC
Solitaire Funding LLC 0.300000%
8342E3NJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-18
2011-01-18
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
34000000.00
33986400.00
0.0017
N
33987760.00
33987760.00
Solitaire Funding LLC
Solitaire Funding LLC 0.300000%
8342E3NM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-21
2011-01-21
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
4000000.00
3998300.00
0.0002
N
3998480.00
3998480.00
Solitaire Funding LLC
Solitaire Funding LLC 0.300000%
8342E3NT9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-27
2011-01-27
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
47000000.00
46977675.00
0.0024
N
46979790.00
46979790.00
Solitaire Funding LLC
Solitaire Funding LLC 0.280000%
8342E3NU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-28
2011-01-28
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
34000000.00
33984662.22
0.0017
N
33984662.22
33984662.22
Solitaire Funding LLC
Solitaire Funding LLC 0.340000%
8342E3PU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-28
2011-02-28
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
3000000.00
2997478.34
0.0002
N
2997810.00
2997810.00
Solitaire Funding LLC
Solitaire Funding LLC 0.330000%
8342E3QP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
53000000.00
52945586.67
0.0027
N
52944350.00
52944350.00
State Street Bank & Trust Company, N.A.
State Street Bank & Trust Company, NA 0.340000%
8574P0W95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-13
2010-12-13
N
N
N
46000000.00
46000000.00
0.0023
N
46002300.00
46002300.00
Straight A Funding LLC
Straight A Funding LLC 0.230000%
86257CC75
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30000000.00
29998850.00
0.0015
N
29998800.00
29998800.00
Straight A Funding LLC
Straight A Funding LLC 0.230000%
86257CD66
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-09
2010-12-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
52022000.00
52019341.10
0.0026
N
52019398.90
52019398.90
Straight A Funding LLC
Straight A Funding LLC 0.230000%
86257CM25
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-01-04
2011-01-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19000000.00
18995872.78
0.0010
N
18996010.00
18996010.00
Straight A Funding LLC
Straight A Funding LLC 0.220000%
86257JTJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2010-12-16
2010-12-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
27000000.00
26997525.00
0.0014
N
26997570.00
26997570.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.270000%
86562GB51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-18
2011-01-18
N
N
N
82000000.00
82000000.00
0.0042
N
81997540.00
81997540.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.270000%
86562GD34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-24
2011-01-24
N
N
N
30000000.00
30000000.00
0.0015
N
29999100.00
29999100.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GYR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-31
2011-01-31
N
N
N
20000000.00
20000000.00
0.0010
N
20000400.00
20000400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562GZN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-02
2010-12-02
N
N
N
15000000.00
15000000.00
0.0008
N
15000000.00
15000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562GZW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-09
2010-12-09
N
N
N
12000000.00
12000000.00
0.0006
N
11999880.00
11999880.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562LP22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-02-02
2011-02-02
N
N
N
43000000.00
42977425.00
0.0022
N
42976780.00
42976780.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.325000%
86562WJK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-10
2011-01-10
N
N
N
80000000.00
80000443.90
0.0041
N
80003200.00
80003200.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.325000%
86562WJL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-11
2011-01-11
N
N
N
22000000.00
22000125.14
0.0011
N
22000880.00
22000880.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.320000%
86562WJU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-25
2011-02-25
N
N
N
54000000.00
54000000.00
0.0027
N
54001080.00
54001080.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.400000%
86562WJW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
35000000.00
35000000.00
0.0018
N
35003150.00
35003150.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.320000%
86562WJY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
6000000.00
6000000.00
0.0003
N
6000000.00
6000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86959BJT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-22
2010-12-22
N
N
N
150000000.00
150000436.74
0.0076
N
149997000.00
149997000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.255000%
86959BJW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-31
2010-12-31
N
N
N
25000000.00
25000000.00
0.0013
N
24999250.00
24999250.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.280000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
2885000.00
2885000.00
0.0001
N
2885000.00
2885000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.310000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
6900000.00
6900000.00
0.0003
N
6900000.00
6900000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.310000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
1110000.00
1110000.00
0.0001
N
1110000.00
1110000.00
Texas
Veterans Taxable Refunding Bonds Series 2010B 0.260000%
882722SH5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2010-12-07
2010-12-07
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
13190000.00
13190000.00
0.0007
N
13190000.00
13190000.00
Thames Asset Global Securitization No. 1 Inc
Thames Asset Global Securitization No. 1 Inc 0.270000%
88324MND3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-13
2011-01-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
119227000.00
119188549.30
0.0060
N
119185270.55
119185270.55
Thames Asset Global Securitization No. 1 Inc
Thames Asset Global Securitization No. 1 Inc 0.280000%
88324MNL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-20
2011-01-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
74000000.00
73971222.23
0.0037
N
73968920.00
73968920.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UM15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-01
2010-12-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
42103000.00
42103000.00
0.0021
N
42102578.97
42102578.97
Ticonderoga Funding LLC
Ticonderoga Funding LLC 0.300000%
88634FNR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-25
2011-01-25
N
N
Y
Guaranty
Bank of America NA
N/A
N/A
21000000.00
20990375.00
0.0011
N
20990340.00
20990340.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.325000%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-29
2011-10-28
N
N
N
45000000.00
45000000.00
0.0023
N
44991450.00
44991450.00
UBS AG
UBS AG 0.695000%
90267ATC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-31
2011-01-31
N
N
N
166000000.00
166000000.00
0.0084
N
166126160.00
166126160.00
UBS AG
UBS AG 0.590000%
90267AUA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
31000000.00
31000000.00
0.0016
N
31032860.00
31032860.00
UBS AG
UBS AG 0.653400%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-15
2011-10-17
N
N
N
92000000.00
92000000.00
0.0047
N
91983440.00
91983440.00
UniCredit Bank AG
UniCredit Bank AG 0.500000%
90467TCD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-04
2011-02-04
N
N
N
43000000.00
43000000.00
0.0022
N
42998280.00
42998280.00
UniCredit Bank AG
UniCredit Bank AG 0.490000%
90467TCE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
N
15000000.00
15000000.00
0.0008
N
14999100.00
14999100.00
UniCredit SpA
UniCredit SpA 0.950000%
90467HRJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-22
2011-02-22
N
N
N
75000000.00
75000000.00
0.0038
N
75075000.00
75075000.00
UniCredit SpA
UniCredit SpA 0.465000%
90467HTG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-01-26
2011-01-26
N
N
N
70000000.00
70000000.00
0.0035
N
70004900.00
70004900.00
UniCredit SpA
UniCredit SpA 0.480000%
90467HTM1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-18
2011-02-18
N
N
N
13000000.00
13000000.00
0.0007
N
12998830.00
12998830.00
UniCredit SpA
UniCredit SpA 0.480000%
90467HTW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-02-23
2011-02-23
N
N
N
53000000.00
53000000.00
0.0027
N
52995230.00
52995230.00
Union Bank, N.A.
Union Bank, NA 0.280000%
90527MHW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-03
2010-12-03
N
N
N
5000000.00
5000000.00
0.0003
N
5000050.00
5000050.00
Union Bank, N.A.
Union Bank, NA 0.270000%
90527MJK3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-22
2010-12-22
N
N
N
34000000.00
34000000.00
0.0017
N
34001700.00
34001700.00
Union Bank, N.A.
Union Bank, NA 0.250000%
90527MKK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-10
2010-12-10
N
N
N
38000000.00
38000000.00
0.0019
N
38000760.00
38000760.00
United States Treasury Department
United States Treasury Department 0.200000%
912795UX7
Treasury Debt
N
First Tier Security
N/A
N/A
2011-01-13
2011-01-13
N
N
N
108000000.00
107974199.99
0.0055
N
107983584.00
107983584.00
Variable Funding Capital Corporation
Variable Funding Capital Corp 0.270000%
92217MME4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-14
2010-12-14
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
15000000.00
14998537.50
0.0008
N
14998500.00
14998500.00
Variable Funding Capital Corporation
Variable Funding Capital Corp 0.270000%
92217MMG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-16
2010-12-16
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
20000000.00
19997750.00
0.0010
N
19997600.00
19997600.00
Variable Funding Capital Corporation
Variable Funding Capital Corp 0.250000%
92217MN60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-06
2011-01-06
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
25000000.00
24993750.00
0.0013
N
24993250.00
24993250.00
Westpac Banking Corporation
Westpac Banking Corp 0.358400%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2011-01-28
2011-12-28
N
N
N
100000000.00
100000000.00
0.0051
N
100126400.00
100126400.00
Westpac Banking Corporation
Westpac Banking Corp 0.304100%
96121H5S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-01
2011-06-01
N
N
N
279000000.00
279000000.00
0.0141
N
279000000.00
279000000.00
Westpac Banking Corporation
Westpac Banking Corp 0.293400%
96121HY99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2010-12-15
2011-03-15
N
N
N
175000000.00
174994866.66
0.0089
N
175003500.00
175003500.00
Westpac Securities NZ Limited
Westpac Securities NZ Limited 0.333800%
96122JAL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-03
2011-02-03
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
50000000.00
49984688.99
0.0025
N
49996500.00
49996500.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 5.420000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
238689.07
238689.07
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
179709.00
179709.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
795539.45
795539.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
598961.65
598961.65
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
1750178.03
1750178.03
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1317709.04
1317709.04
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
610315.72
610315.72
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
459506.71
459506.71
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
244951.00
244951.00
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
184423.61
184423.61
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
141925.60
141925.60
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
106855.78
106855.78
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2010-11-30
2010-11-30
N
N
N
56965.00
56965.00
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
42888.95
42888.95
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KM88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2010-12-08
2010-12-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
52707000.00
52704540.34
0.0027
N
52703837.58
52703837.58
Windmill Funding Corp
Windmill Funding Corp 0.340000%
97342KN46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-01-04
2011-01-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
60000000.00
59980733.33
0.0030
N
59984400.00
59984400.00