0001145549-11-003298.txt : 20110429
0001145549-11-003298.hdr.sgml : 20110429
20110307130100
ACCESSION NUMBER: 0001145549-11-003298
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110228
FILED AS OF DATE: 20110307
DATE AS OF CHANGE: 20110307
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 11667646
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
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-02-28
0000857156
S000004510
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
47
68
1444140219.31
580322.53
150464.35
1444570077.49
0.0032
1.0001
2011-02-28
1.0001
2011-02-28
C000012387
1.00
1444570077.49
1.00
-12938050.21
53734595.37
66672645.58
0.0001
1.0001
2011-02-28
1.0001
2011-02-28
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.320000%
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
5000000.00
4999955.56
0.0035
N
4999950.00
4999950.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.320000%
04014BS36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
7000000.00
6996080.00
0.0048
N
6996220.00
6996220.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.250000%
04821UQ47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
Y
Letter of Credit
Credit Agricole Corporate and In
N/A
N/A
5000000.00
4999895.83
0.0035
N
4999850.00
4999850.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.290000%
04915UQ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999951.67
0.0007
N
999970.00
999970.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UTE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1997841.67
0.0014
N
1998640.00
1998640.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UT90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
9000000.00
8990750.00
0.0062
N
8994240.00
8994240.00
Barton Capital, LLC
Barton Capital, LLC 0.270000%
06945MRB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
3000000.00
2999077.50
0.0021
N
2999250.00
2999250.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4992255.55
0.0035
N
4994150.00
4994150.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4991970.84
0.0035
N
4993750.00
4993750.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995387.50
0.0021
N
2996520.00
2996520.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3QB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999916.67
0.0007
N
999920.00
999920.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
6000000.00
5989950.00
0.0041
N
5990640.00
5990640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3993200.00
0.0028
N
3993640.00
3993640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3US4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
998162.50
0.0007
N
998240.00
998240.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995490.00
0.0021
N
2996640.00
2996640.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995182.50
0.0021
N
2996250.00
2996250.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M1QB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
3000000.00
2999766.67
0.0021
N
2999760.00
2999760.00
Grampian Funding, LLC
Grampian Funding, LLC 0.500000%
38501CQF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
999805.56
0.0007
N
999940.00
999940.00
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
3000000.00
2999320.00
0.0021
N
2999790.00
2999790.00
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
5000000.00
4994973.61
0.0035
N
4997850.00
4997850.00
Grampian Funding, LLC
Grampian Funding, LLC 0.470000%
38501CU54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
3000000.00
2995065.00
0.0021
N
2997480.00
2997480.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P3Q22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8999942.50
0.0062
N
8999910.00
8999910.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.290000%
56274MQ70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999951.67
0.0007
N
999950.00
999950.00
Market Street Funding Corp
Market Street Funding Corp 0.290000%
5705X5QA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5999565.00
0.0042
N
5999700.00
5999700.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E3RK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
4000000.00
3998312.22
0.0028
N
3998520.00
3998520.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E3RU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9995005.56
0.0069
N
9995600.00
9995600.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SRT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
6000000.00
5997150.00
0.0042
N
5997300.00
5997300.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SR83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
4000000.00
3998733.33
0.0028
N
3998840.00
3998840.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.430000%
8342E3UE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
1000000.00
998387.50
0.0007
N
998540.00
998540.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.280000%
88324MQA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
11000000.00
10999230.00
0.0076
N
10999230.00
10999230.00
Ticonderoga Funding, LLC
Ticonderoga Funding, LLC 0.300000%
88634FRS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
Y
Guaranty
Bank of America NA
N/A
N/A
2000000.00
1999066.66
0.0014
N
1999060.00
1999060.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.270000%
92217MRR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
14000000.00
13994225.00
0.0097
N
13994120.00
13994120.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
3000000.00
2999700.00
0.0021
N
2999670.00
2999670.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
999893.33
0.0007
N
999890.00
999890.00
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086MQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
8000000.00
7999944.44
0.0055
N
7999920.00
7999920.00
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
1000000.00
997866.11
0.0007
N
997970.00
997970.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.270000%
04821UQ39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
Y
Letter of Credit
Credit Agricole Corporate and In
N/A
N/A
1500000.00
1499977.50
0.0010
N
1499970.00
1499970.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.230000%
04915UQH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999897.78
0.0007
N
999920.00
999920.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.280000%
04915USB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
17000000.00
16990612.22
0.0118
N
16992860.00
16992860.00
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KRT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3998163.33
0.0028
N
3998200.00
3998200.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V41
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
3000000.00
2994670.00
0.0021
N
2995680.00
2995680.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2994294.17
0.0021
N
2995380.00
2995380.00
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
10000000.00
9982119.44
0.0069
N
9985500.00
9985500.00
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
1000000.00
997938.62
0.0007
N
998320.00
998320.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVF1
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 Scotland Plc
N/A
N/A
5000000.00
4989330.55
0.0035
N
4993800.00
4993800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P3QJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5999348.34
0.0042
N
5999220.00
5999220.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.170000%
4820P3Q14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
8000000.00
0.0055
N
7999920.00
7999920.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.230000%
30603BQA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5999655.00
0.0042
N
5999700.00
5999700.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KSG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4997044.44
0.0035
N
4996800.00
4996800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GW41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
1000000.00
1000000.00
0.0007
N
999970.00
999970.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.415000%
86562WKH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
2000000.00
2000049.06
0.0014
N
2000640.00
2000640.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.270000%
86959BQS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
8000000.00
8000000.00
0.0055
N
7999200.00
7999200.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.330000%
60681PA20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-19
2011-05-19
N
N
N
1000000.00
1000000.00
0.0007
N
1000040.00
1000040.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HZ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
1000000.00
1000000.00
0.0007
N
1000050.00
1000050.00
Credit Suisse AG
Credit Suisse AG 0.275000%
22550CZN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
4000000.00
4000000.00
0.0028
N
3999640.00
3999640.00
Citibank, NA
Citibank, NA 0.280000%
1730D2C26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
4000000.00
4000000.00
0.0028
N
4000160.00
4000160.00
Bank of Montreal
Bank of Montreal 0.190000%
06366UUZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
13000000.00
13000000.00
0.0090
N
13000000.00
13000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
7000000.00
7000000.00
0.0048
N
7000000.00
7000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
12000000.00
12000000.00
0.0083
N
12000000.00
12000000.00
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
26000000.00
26000000.00
0.0180
N
26012740.00
26012740.00
Societe Generale
Societe Generale 0.481500%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-20
2011-06-20
N
N
N
3000000.00
3000000.00
0.0021
N
2999820.00
2999820.00
Westpac Banking Corp
Westpac Banking Corp 0.305800%
96121HY99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
20000000.00
19999921.02
0.0138
N
19999800.00
19999800.00
Westpac Banking Corp
Westpac Banking Corp 0.310000%
96121H5S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-01
2011-06-01
N
N
N
10000000.00
10000000.00
0.0069
N
10000000.00
10000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.331500%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-28
2011-10-28
N
N
N
3000000.00
3000000.00
0.0021
N
2999580.00
2999580.00
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
12000000.00
12000000.00
0.0083
N
12010080.00
12010080.00
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
9000000.00
9000000.00
0.0062
N
9002160.00
9002160.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.300000%
86562WJZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
3000000.00
3000000.00
0.0021
N
3000060.00
3000060.00
Nationwide Building Society
Nationwide Building Society 0.530000%
985KRNII8
0000070696
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
4000000.00
4000000.55
0.0028
N
4000040.00
4000040.00
BNP Paribas
BNP Paribas 0.445000%
985VDTII6
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
10000000.00
10000000.00
0.0069
N
9999000.00
9999000.00
BNP Paribas
BNP Paribas 0.450000%
985WFB009
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
8000000.00
8000000.00
0.0055
N
7999440.00
7999440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GE82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
5000000.00
5000000.00
0.0035
N
5000000.00
5000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GL76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
8000000.00
8000000.00
0.0055
N
8000320.00
8000320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GR21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
2000000.00
2000000.00
0.0014
N
2000380.00
2000380.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GS46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
1000000.00
1000000.00
0.0007
N
1000020.00
1000020.00
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
20000000.00
20000000.00
0.0138
N
20046800.00
20046800.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60681PYL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
7000000.00
7000000.00
0.0048
N
7000070.00
7000070.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.300000%
60687CG76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
N
7000000.00
7000000.00
0.0048
N
7000280.00
7000280.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.300000%
60687CJ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
6000000.00
6000000.00
0.0042
N
6000300.00
6000300.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.310000%
60687CK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
1000000.00
1000000.00
0.0007
N
1000050.00
1000050.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.270000%
65557VFR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
1000000.00
1000000.00
0.0007
N
1000000.00
1000000.00
Rabobank Nederland
Rabobank Nederland 0.338000%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-10-07
N
N
N
10000000.00
10000000.00
0.0069
N
9998500.00
9998500.00
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
6000000.00
6000000.00
0.0042
N
6006300.00
6006300.00
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
2000000.00
2000000.00
0.0014
N
2000160.00
2000160.00
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
5000000.00
5000000.00
0.0035
N
5000350.00
5000350.00
Societe Generale
Societe Generale 0.400000%
83369RFQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
9000000.00
9000000.00
0.0062
N
9000810.00
9000810.00
Societe Generale
Societe Generale 0.340000%
83369RLE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
8000000.00
8000000.00
0.0055
N
8000160.00
8000160.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.670000%
00279HTA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-29
2011-03-29
N
Y
Santander UK Plc
N/A
N/A
N
7000000.00
7000000.00
0.0048
N
7002170.00
7002170.00
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
14000000.00
14000000.00
0.0097
N
14003220.00
14003220.00
Deutsche Bank AG
Deutsche Bank AG 0.290000%
25154TA31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
22000000.00
22000000.00
0.0152
N
22001320.00
22001320.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TA64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
9000000.00
9000000.00
0.0062
N
9000720.00
9000720.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TB71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
6000000.00
6000000.00
0.0042
N
6000480.00
6000480.00
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
8000000.00
8000000.00
0.0055
N
8004480.00
8004480.00
Dexia Credit Local
Dexia Credit Local 0.661500%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Dexia Credit Local
N/A
N/A
N
N
9000000.00
9000000.00
0.0062
N
8999460.00
8999460.00
BNP Paribas
BNP Paribas 0.465800%
05566Q4A2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-06-15
N
N
N
13000000.00
13000000.00
0.0090
N
12999220.00
12999220.00
BNP Paribas
BNP Paribas 0.380000%
05566Q6S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
9000000.00
9000000.00
0.0062
N
9000630.00
9000630.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.664800%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
9000000.00
9000000.00
0.0062
N
9001080.00
9001080.00
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
13000000.00
13000000.00
0.0090
N
13000260.00
13000260.00
Bank of Montreal
Bank of Montreal 0.200000%
06366UVB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
4000000.00
4000000.00
0.0028
N
3999960.00
3999960.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417DTT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
8000000.00
8000000.00
0.0055
N
8000080.00
8000080.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.470000%
06538A3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
7000000.00
7000000.00
0.0048
N
7002520.00
7002520.00
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
6000000.00
6000000.00
0.0042
N
6003120.00
6003120.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000%
06538DDF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-31
2011-03-31
N
N
N
7000000.00
7000000.00
0.0048
N
7000210.00
7000210.00
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
2000000.00
2000000.00
0.0014
N
2001480.00
2001480.00
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06740MPF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
N
11000000.00
11000000.00
0.0076
N
11008690.00
11008690.00
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
3000000.00
3000000.00
0.0021
N
3002220.00
3002220.00
Barclays Bank Plc
Barclays Bank Plc 0.765800%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-10-17
N
N
N
6000000.00
6000000.00
0.0042
N
5999220.00
5999220.00
Bank of America Corp
Bank of America Corp 0.300000%
0660P1RF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
14000000.00
13994750.00
0.0097
N
13996360.00
13996360.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SQG0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
Y
Citigroup Inc
N/A
N/A
N
14000000.00
13997666.67
0.0097
N
13998880.00
13998880.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SQ96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
Y
Citigroup Inc
N/A
N/A
N
2000000.00
1999866.67
0.0014
N
1999920.00
1999920.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EQF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
8000000.00
7999113.33
0.0055
N
7999440.00
7999440.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
20272EQ92
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
10000000.00
9999400.00
0.0069
N
9999600.00
9999600.00
General Electric Capital Corp
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
16000000.00
15981626.67
0.0111
N
15988960.00
15988960.00
General Electric Capital Corp
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
12000000.00
11985180.00
0.0083
N
11990880.00
11990880.00
General Electric Capital Corp
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
8000000.00
7989773.33
0.0055
N
7993680.00
7993680.00
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
11000000.00
10998487.50
0.0076
N
10998680.00
10998680.00
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
1000000.00
998627.78
0.0007
N
998570.00
998570.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.360000%
83050URE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
N
538000.00
537763.28
0.0004
N
537817.08
537817.08
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.360000%
83050UR67
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
3391000.00
3389779.24
0.0023
N
3390084.43
3390084.43
NRW.Bank
NRW.Bank 0.300000%
62939MRT6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
N
10000000.00
9995250.00
0.0069
N
9995900.00
9995900.00
NRW.Bank
NRW.Bank 0.290000%
62939MS24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
1000000.00
999500.56
0.0007
N
999540.00
999540.00
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
1000000.00
999773.33
0.0007
N
999890.00
999890.00
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
2000000.00
1998400.00
0.0014
N
1998940.00
1998940.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1QF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
Y
Nordea Bank AB
N/A
N/A
N
3000000.00
2999661.67
0.0021
N
2999790.00
2999790.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562LRL8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
3000000.00
2998750.00
0.0021
N
2998830.00
2998830.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.270000%
86958GSJ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
7000000.00
6995905.00
0.0048
N
6995940.00
6995940.00
Westpac Banking Corp
Westpac Banking Corp 0.354800%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-09-16
N
N
N
14000000.00
14000000.00
0.0097
N
13998460.00
13998460.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SSG8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Citigroup Inc
N/A
N/A
N
1000000.00
999366.66
0.0007
N
999510.00
999510.00
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
4000000.00
3993066.66
0.0028
N
3994600.00
3994600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260000%
20272ESG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
8000000.00
7995608.89
0.0055
N
7995440.00
7995440.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1T18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
6000000.00
5995860.00
0.0042
N
5995320.00
5995320.00
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
11000000.00
10981507.77
0.0076
N
10977120.00
10977120.00
Danske Corp
Danske Corp 0.320000%
2363F7S58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
Y
Danske Bank A/S
N/A
N/A
N
3000000.00
2998266.67
0.0021
N
2998380.00
2998380.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.200000%
83365SQ22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
Y
Societe Generale
N/A
N/A
N
6000000.00
5999966.67
0.0042
N
5999940.00
5999940.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384DH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-21
2011-03-21
N
N
N
10000000.00
9999333.33
0.0069
N
9999670.00
9999670.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257CU26
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
5000000.00
4998819.44
0.0035
N
4999050.00
4999050.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUC5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
21000000.00
20994458.33
0.0145
N
20995380.00
20995380.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
9641000.00
9638188.04
0.0067
N
9638589.75
9638589.75
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KUY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19995277.78
0.0138
N
19996200.00
19996200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KVG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
24000000.00
23993833.33
0.0166
N
23994960.00
23994960.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LU26
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7997611.11
0.0055
N
7998000.00
7998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LU42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10510000.00
10505474.86
0.0073
N
10505165.40
10505165.40
Freddie Mac
Freddie Mac 0.153100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-11
2012-02-10
N
N
N
25000000.00
25000000.00
0.0173
N
25034325.00
25034325.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313384CQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
5000000.00
4999935.42
0.0035
N
4999975.00
4999975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313384CQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
12000000.00
11999840.00
0.0083
N
11999940.00
11999940.00
Freddie Mac
Freddie Mac 0.170000%
313384DC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
5000000.00
4999645.83
0.0035
N
4999875.00
4999875.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384DE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
7000000.00
6999652.91
0.0048
N
6999804.00
6999804.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384DM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-25
2011-03-25
N
N
N
10000000.00
9999133.33
0.0069
N
9999600.00
9999600.00
Freddie Mac
Freddie Mac 0.165000%
313396DQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-28
2011-03-28
N
N
N
11000000.00
10998638.75
0.0076
N
10999505.00
10999505.00
Freddie Mac
Freddie Mac 0.110000%
313396DY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
7000000.00
6999251.39
0.0048
N
6999524.00
6999524.00
Fannie Mae
Fannie Mae 0.130000%
313588EJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
30000000.00
29995125.00
0.0208
N
29997360.00
29997360.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
991JCA005_0.1700_M110303_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
25293225.00
7520225.45
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
17081727.00
13279774.65
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
20000000.00
20000000.00
0.0138
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M110301_2MN2
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-05-31
2.125000
Treasury Debt
59344900.00
60412165.86
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
62197503.00
58003318.80
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
115000000.00
115000000.00
0.0796
N
115000000.00
115000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M110301_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-02-20
4.500000
Government Agency Debt
3890000.00
4019792.21
Freddie Mac
2035-09-15
5.000000
Government Agency Debt
3840000.00
1834315.11
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
5735512.00
5735512.00
0.0040
N
5735512.00
5735512.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005_M110303
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
6000000.00
6000000.00
0.0042
Security is a time deposit.
N
6000000.00
6000000.00
ING Bank NV
ING Bank NV 0.190000%
456978006
0000319432
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
8000000.00
8000000.00
0.0055
Security is a time deposit.
N
8000000.00
8000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
14000000.00
14000000.00
0.0097
Security is a time deposit.
N
14000000.00
14000000.00
Citibank, NA
Citibank, NA 0.180000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
23000000.00
23000000.00
0.0159
Security is a time deposit.
N
23000000.00
23000000.00
Citibank, NA
Citibank, NA 0.180000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
20000000.00
20000000.00
0.0138
Security is a time deposit.
N
20000000.00
20000000.00
Royal Bank of Canada
Royal Bank of Canada 0.190000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
36000000.00
36000000.00
0.0249
Security is a time deposit.
N
36000000.00
36000000.00
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
5000000.00
5000000.00
0.0035
Y
5014800.00
5014800.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
79575.48
79575.48
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
60564.89
60564.89
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
39781.34
39781.34
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
30277.58
30277.58
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
39778.70
39778.70
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
30275.57
30275.57
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
39778.12
39778.12
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
30275.12
30275.12
Bank of America, NA
Bank of America, NA 0.300000%
06052WBP7
Other Note
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
20000000.00
20000000.00
0.0138
N
19997200.00
19997200.00
Bank of America, NA
Bank of America, NA 0.320000%
06052WAC7
Other Note
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
4000000.00
4000000.00
0.0028
N
4000032.00
4000032.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WAV5
Other Note
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
20000000.00
20000000.00
0.0138
N
20000000.00
20000000.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WAY9
Other Note
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
6000000.00
6000000.00
0.0042
N
6000000.00
6000000.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WAZ6
Other Note
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
12000000.00
12000000.00
0.0083
N
12002796.00
12002796.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.302000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-03-21
2012-03-21
N
N
N
38000000.00
38000000.00
0.0263
N
38000076.00
38000076.00
Chase Bank USA, NA
Chase Bank USA, NA 0.210000%
16144TEG0
Other Note
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
3000000.00
3000000.00
0.0021
N
3000000.00
3000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.380000%
991JCA005_0.3800_M110301_2MN2
0001074042
Other Repurchase Agreement
N
BJS WHOLESALE CLUB INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49996.20
CIT GROUP INC COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49970.01
CITIGROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49998.60
HYPERCOM CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49978.60
ISHARES INC MSCI MEX
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3933.80
MARSHALL & ILSLEY CORP NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49993.06
MOSAIC CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49938.84
TENET HEALTHCARE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49999.04
U STORE IT TR COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49999.55
WABCO HLDGS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49944.24
ACCENTURE PLC IRELAND SHS CLAS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49988.44
LAZARD LTD SHS A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49963.32
ALCON INC COM SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49976.82
BLACKROCK INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49960.40
RALCORP HLDGS INC NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49971.96
AMDOCS LTD ORD
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49997.00
LIBERTY PPTY TR SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1889.55
NAVISTAR INTL CORP NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49959.55
UNITED CAPITAL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
44662.80
ASSURED GUARANTY LTD COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49993.80
AVNET INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49976.01
BECKMAN COULTER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49917.84
QWEST COMMUNICATIONS INTL INCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49996.62
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
1000000.00
1000000.00
0.0007
Repurchase agreement collateralized by common stock and ETFs.
N
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110602_2MN2
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49996.28
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49998.20
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49966.57
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49954.39
GLOBAL PMTS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49974.32
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49959.60
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49965.60
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49969.05
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49996.80
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49974.58
CALGON CARBON CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
476.68
DISCOVER FINL SVCS COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49989.62
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49976.00
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49991.76
LAS VEGAS SANDS CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49956.00
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49989.52
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49906.12
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49994.28
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49988.52
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49997.86
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49991.37
COMMERCIAL METALS CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
49988.70
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
1000000.00
1000000.00
0.0007
Repurchase agreement collateralized by common stock and ETFs.
Y
999998.10
999998.10
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110603_2MN2
0000769993
Other Repurchase Agreement
N
ALLIANT ENERGY CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449999.55
PIEDMONT OFFICE REALTY TR INCOM CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449987.56
SENIOR HSG PPTYS TR SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449986.60
TEAM HEALTH HOLDINGS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449988.75
TYSON FOODS INC CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449992.89
UNIFIRST CORP MASS COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
180809.35
EXCEL MARITIME CARRIERS LTD COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449998.44
BPZ RESOURCES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
450000.00
CONSOLIDATED GRAPHICS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449948.40
KANSAS CITY SOUTHERN COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449974.71
SUN COMMUNITIES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
269451.37
ACE LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449984.08
STARWOOD HOTELS&RESORTS WRLDCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449992.05
TEXTRON INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449984.10
REYNOLDS AMERICAN INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449997.14
SIMON PPTY GROUP INC NEW COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449957.88
MDU RES GROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449980.76
THOMPSON CREEK METALS CO INCCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449992.08
HOUSTON AMERN ENERGY CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449995.66
INTERPUBLIC GROUP COS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449993.43
WEINGARTEN RLTY INVS SH BEN I
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449997.12
YUM BRANDS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
449989.98
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
9000000.00
9000000.00
0.0062
Repurchase agreement collateralized by common stock and ETFs.
Y
8999982.90
8999982.90
United States Treasury Department
United States Treasury Department 0.150000%
912795V99
Treasury Debt
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
9000000.00
8999662.50
0.0062
N
8999802.00
8999802.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.320000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
1000000.00
1000000.00
0.0007
N
1000000.00
1000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.320000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
1970000.00
1970000.00
0.0014
N
1970000.00
1970000.00
Labcon North America
Taxable Demand Bonds Series 2010 0.370000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2455000.00
2455000.00
0.0017
N
2455000.00
2455000.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.270000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0010
N
1500000.00
1500000.00