0001145549-12-001664.txt : 20120402
0001145549-12-001664.hdr.sgml : 20120402
20120207142246
ACCESSION NUMBER: 0001145549-12-001664
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120131
FILED AS OF DATE: 20120207
DATE AS OF CHANGE: 20120207
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: 12577123
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
2012-01-31
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
34
52
1310613439.04
221307.94
113203.80
1310721543.18
0.0024
1.0001
2012-01-31
1.0001
2012-01-31
C000012387
1.00
1310721543.18
1.00
-20250493.70
57480065.57
77730559.27
0.0001
1.0001
2012-01-31
1.0001
2012-01-31
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086LB21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999965.28
0.0038
N
4999950.00
4999950.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086LBG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5999400.00
0.0046
N
5999520.00
5999520.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221LBD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999626.67
0.0031
N
3999720.00
3999720.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.230000%
03221LBF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999731.67
0.0023
N
2999760.00
2999760.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.200000%
03221LBU3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999850.00
0.0008
N
999850.00
999850.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999991.67
0.0008
N
999990.00
999990.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AB85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
6000000.00
5999650.00
0.0046
N
5999760.00
5999760.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.280000%
04014AB93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999688.89
0.0038
N
4999750.00
4999750.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
4000000.00
4000000.00
0.0031
N
4000800.00
4000800.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.600000%
971JFK004
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
4000000.00
4000000.00
0.0031
N
4005720.00
4005720.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
4000000.00
4000000.00
0.0031
N
4003560.00
4003560.00
Bank of America, NA
Bank of America, NA 0.260000%
0605C05L2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
18000000.00
18000000.00
0.0137
N
18000000.00
18000000.00
Bank of America, NA
Bank of America, NA 0.240000%
0605C05P3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
5000000.00
5000000.00
0.0038
N
4999950.00
4999950.00
Bank of Montreal
Bank of Montreal 0.100000%
06366WD92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
14000000.00
14000000.00
0.0107
N
14000000.00
14000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366WF25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
2000000.00
2000000.00
0.0015
N
1999960.00
1999960.00
Bank of Montreal
Bank of Montreal 0.110000%
06366WL36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
6000000.00
6000000.00
0.0046
N
5999940.00
5999940.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
5000000.00
5000000.00
0.0038
N
5003600.00
5003600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417ESF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
7000000.00
7000000.00
0.0053
N
7001260.00
7001260.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417EVU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
2000000.00
2000000.00
0.0015
N
2000180.00
2000180.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417EVW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
11000000.00
11000000.00
0.0084
N
11001100.00
11001100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000%
06538EBY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
8000000.00
8000000.00
0.0061
N
8000000.00
8000000.00
Barclays Bank Plc
Barclays Bank Plc 0.220000%
06740M2R3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
4000000.00
4000000.00
0.0031
N
4000040.00
4000040.00
Barclays Bank Plc
Barclays Bank Plc 0.220000%
06740M3N1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
8000000.00
8000000.00
0.0061
N
8000240.00
8000240.00
Barclays Bank Plc
Barclays Bank Plc 0.180000%
06740M4F7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
N
6000000.00
6000000.00
0.0046
N
6000000.00
6000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
07699U005_0.1000_M120207_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-02-01
2.139000
Government Agency Debt
20339023.00
3514196.91
Fannie Mae
2035-02-01
2.139000
Government Agency Debt
19664068.00
3397577.51
Fannie Mae
2036-08-01
2.368000
Government Agency Debt
6894944.00
6938256.48
Fannie Mae
2037-08-01
5.829000
Government Agency Debt
30013267.00
6847348.04
Fannie Mae
2037-09-01
5.830000
Government Agency Debt
22439582.00
4723022.50
Fannie Mae
2040-10-01
3.569000
Government Agency Debt
6336403.00
5197691.49
Fannie Mae
2040-12-01
3.258000
Government Agency Debt
367051.00
233557.17
Fannie Mae
2041-06-01
3.549000
Government Agency Debt
427352.00
398495.48
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
30000000.00
30000000.00
0.0229
N
29999100.00
29999100.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M120207_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-01
2.069000
Government Agency Debt
31600879.00
5131565.44
Fannie Mae
2041-06-01
3.622000
Government Agency Debt
2157697.00
2256268.41
Fannie Mae
2048-02-01
5.017000
Government Agency Debt
27853907.00
8246355.25
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
15000000.00
15000000.00
0.0114
N
14999400.00
14999400.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.190000%
0554M2BG1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
BHP Billiton Ltd
N/A
N/A
N
5000000.00
4999604.17
0.0038
N
4999550.00
4999550.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.240000%
987WVU007_0.2400_M120201_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
8326000.00
8880977.86
Freddie Mac
2041-11-15
4.500000
Government Agency Debt
6779537.00
7451172.17
GNMA
2039-08-20
4.000000
Government Agency Debt
8498426.00
4667850.50
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
20000000.00
20000000.00
0.0153
N
20000000.00
20000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
4000000.00
4000000.00
0.0031
N
4000040.00
4000040.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
4000000.00
0.0031
N
4000000.00
4000000.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999935.00
0.0023
N
2999970.00
2999970.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
997620.00
0.0008
N
999020.00
999020.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2992647.50
0.0023
N
2996910.00
2996910.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
11000000.00
11000000.00
0.0084
N
11022660.00
11022660.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.220000%
13606YBG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
8000000.00
8000000.00
0.0061
N
8000640.00
8000640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
1373X2BA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999790.00
0.0023
N
2999850.00
2999850.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
1373X2BG3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7999166.66
0.0061
N
7999360.00
7999360.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
1373X2BM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999566.66
0.0023
N
2999670.00
2999670.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.230000%
1373X2BV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999821.11
0.0008
N
999850.00
999850.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999987.22
0.0008
N
999990.00
999990.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999961.67
0.0008
N
999980.00
999980.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963TBE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
8000000.00
7999537.78
0.0061
N
7999760.00
7999760.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
10000000.00
10000000.00
0.0076
N
9994200.00
9994200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
15000000.00
15000000.00
0.0114
N
14991300.00
14991300.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
10000000.00
0.0076
N
10000000.00
10000000.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
997535.00
0.0008
N
998950.00
998950.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
6000000.00
6000000.00
0.0046
N
6003540.00
6003540.00
Citibank, NA
Citibank, NA 0.600000%
1730D2S94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
7000000.00
7000000.00
0.0053
N
7005460.00
7005460.00
Citibank, NA
Citibank, NA 0.350000%
1730D2T51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
2000000.00
2000000.00
0.0015
N
2000380.00
2000380.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.491100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-05-18
N
N
N
5000000.00
5000000.00
0.0038
N
5000150.00
5000150.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DDP2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
3000000.00
2998701.67
0.0023
N
2996880.00
2996880.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
4000000.00
3990550.00
0.0030
N
3991240.00
3991240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
971MDH006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
7000000.00
7000000.00
0.0053
N
7003290.00
7003290.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
971ULL000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
6000000.00
6000000.00
0.0046
N
6001740.00
6001740.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
973MQJ006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
2000000.00
2000000.00
0.0015
N
2000360.00
2000360.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UC87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4998150.00
0.0038
N
4998500.00
4998500.00
CRC Funding, LLC
CRC Funding, LLC 0.580000%
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998292.22
0.0008
N
998420.00
998420.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9976341.67
0.0076
N
9967000.00
9967000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M120201_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-02-15
4.500000
Government Agency Debt
11600000.00
9331740.02
Freddie Mac
2040-08-20
4.500000
Government Agency Debt
11483846.00
6461842.11
Freddie Mac
2040-10-15
4.500000
Government Agency Debt
4240000.00
4376392.45
Freddie Mac
2046-11-15
3.400000
Government Agency Debt
2243800.00
2344227.92
Freddie Mac
2047-01-15
4.045000
Government Agency Debt
11654800.00
12217224.22
Freddie Mac
2053-02-15
4.150000
Government Agency Debt
11581820.00
11902202.28
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
45718619.00
45718619.00
0.0349
N
45718619.00
45718619.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
992JYD004_0.1000_M120202_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-08-25
1.676300
Government Agency Debt
5505000.00
3060092.55
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
3000000.00
3000000.00
0.0023
N
2999970.00
2999970.00
Danske Bank A/S
Danske Bank A/S 0.330000%
971UCL000
0001142175
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
4000000.00
4000000.00
0.0031
N
4000080.00
4000080.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
21599B009_0.2400_M120201_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
4202942.00
4449189.57
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
69065661.00
65703931.46
Fannie Mae
2042-02-25
3.500000
Government Agency Debt
17333118.00
18246879.54
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
85000000.00
85000000.00
0.0648
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M120207_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-01
5.000000
Government Agency Debt
1000.00
231.17
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
1181203.00
1041193.27
GNMA
2037-10-16
2.250000
Government Agency Debt
1000.00
941.85
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
1000000.00
1000000.00
0.0008
N
999960.00
999960.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
99ETSZ007_0.1300_M120207_2MN2
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2026-10-16
3.000000
Government Agency Debt
4015007.00
4188743.10
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
4000000.00
4000000.00
0.0031
N
4000000.00
4000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120207_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-03-01
4.500000
Government Agency Debt
2700956.00
1220811.82
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
6095537.00
1219086.06
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1275000.00
1216627.25
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
1437115.00
662136.40
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
1529025.00
1219734.72
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1336498.00
1221685.95
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1300248.00
1219938.83
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
172667.00
160317.33
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1133699.00
1219661.65
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
9000000.00
9000000.00
0.0069
N
9000000.00
9000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120207_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-03-25
7.000000
Government Agency Debt
13069621.00
15324962.44
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
22362.00
19711.40
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
153233.00
167786.61
GNMA
2033-11-16
5.500000
Government Agency Debt
22771.00
26688.14
GNMA
2039-05-20
4.000000
Government Agency Debt
135290.00
77528.29
GNMA
2039-11-16
0.949600
Government Agency Debt
3765.00
1513.28
GNMA
2040-06-15
5.000000
Government Agency Debt
23701.00
22050.68
GNMA
2041-11-20
7.000000
Government Agency Debt
1852.00
2118.84
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0114
N
14999850.00
14999850.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M120207_2MN2
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2033-11-16
5.500000
Government Agency Debt
7944903.00
9311611.70
GNMA
2041-12-20
7.000000
Government Agency Debt
5447769.00
6430384.71
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0114
N
15000000.00
15000000.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.250000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0011
N
1500000.00
1500000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VBA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
7000000.00
6999685.00
0.0053
N
6999650.00
6999650.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VBN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999895.00
0.0008
N
999900.00
999900.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.150000%
30601VCL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2014000.00
2013597.19
0.0015
N
2013436.08
2013436.08
Fannie Mae
Fannie Mae 0.035000%
313588SN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
10000000.00
10000000.00
0.0076
N
10000000.00
10000000.00
Fannie Mae
Fannie Mae 0.040000%
313588TZ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
10000000.00
9999611.11
0.0076
N
9999810.00
9999810.00
Fannie Mae
Fannie Mae 0.020000%
313588UA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
3000000.00
2999940.00
0.0023
N
2999940.00
2999940.00
Fannie Mae
Fannie Mae 0.025000%
313588UG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
5000000.00
4999854.17
0.0038
N
4999885.00
4999885.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
2000000.00
1999985.00
0.0015
N
1999994.00
1999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
22000000.00
21999486.67
0.0168
N
21999494.00
21999494.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
10000000.00
9999755.55
0.0076
N
9999760.00
9999760.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384VJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
3000000.00
2999830.00
0.0023
N
2999886.00
2999886.00
Freddie Mac
Freddie Mac 0.030000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
6000000.00
5999975.00
0.0046
N
5999994.00
5999994.00
Freddie Mac
Freddie Mac 0.035000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
1998000.00
1997990.29
0.0015
N
1997998.00
1997998.00
Freddie Mac
Freddie Mac 0.020000%
313396TX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
3000000.00
2999945.00
0.0023
N
2999946.00
2999946.00
Freddie Mac
Freddie Mac 0.010000%
313396UH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
2000000.00
1999976.11
0.0015
N
1999952.00
1999952.00
Freddie Mac
Freddie Mac 0.050000%
313396UH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
1000000.00
999940.27
0.0008
N
999976.00
999976.00
Freddie Mac
Freddie Mac 0.020000%
313396UM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
15000000.00
14999608.33
0.0114
N
14999610.00
14999610.00
Freddie Mac
Freddie Mac 0.481500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-10
2013-02-08
N
N
N
25000000.00
25000000.00
0.0191
N
25064525.00
25064525.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HBT3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
1000000.00
999783.33
0.0008
N
999960.00
999960.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
5000000.00
4997588.89
0.0038
N
4999250.00
4999250.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
11000000.00
10994182.22
0.0084
N
10998130.00
10998130.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HE86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
9000000.00
8994665.00
0.0069
N
8996940.00
8996940.00
General Electric Co
General Electric Co 0.090000%
36960LBD6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
5000000.00
4999850.00
0.0038
N
4999900.00
4999900.00
General Electric Co
General Electric Co 0.090000%
36960LBF1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
6000000.00
5999790.00
0.0046
N
5999880.00
5999880.00
General Electric Co
General Electric Co 0.130000%
36960LCU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
4000000.00
3999191.11
0.0031
N
3999520.00
3999520.00
General Electric Co
General Electric Co 0.140000%
36960LCU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
1000000.00
999782.22
0.0008
N
999880.00
999880.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399J008_0.1400_M120201_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-12-01
5.500000
Government Agency Debt
9600577.00
10500000.66
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
10000000.00
10000000.00
0.0076
N
10000000.00
10000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M120202_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-12-01
5.500000
Government Agency Debt
4800289.00
5250000.87
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
5000000.00
5000000.00
0.0038
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2MN2
0000769993
Other Repurchase Agreement
N
AGL RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
304974.07
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499982.94
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
160456.66
CMS ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499993.34
CONOCOPHILLIPS COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499938.00
CONSOLIDATED EDISON INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499964.64
DELPHI FINL GROUP INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499997.16
DIAMOND OFFSHORE DRILLING INCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
431858.40
FREEPORT-MCMORAN COPPER & GOCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499954.50
ISHARES INC MSCI MEX
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499998.92
JUNIPER NETWORKS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499980.63
MARATHON OIL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
103065.84
MBIA INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499992.00
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499993.73
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499992.78
REYNOLDS AMERICAN INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499998.84
SIGNET JEWELERS LIMITED SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499977.86
TEMPUR PEDIC INTL INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499994.56
TRAVELERS COMPANIES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499978.44
TYSON FOODS INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499997.35
UNION PAC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499945.04
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499988.02
WESTERN DIGITAL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
499994.07
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
10000000.00
10000000.00
0.0076
Repurchase agreement collateralized by common stock and ETFs.
Y
10001500.00
10001500.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2MN2
0000769993
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49988.48
AMEREN CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49974.36
AMERICAN EXPRESS CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49955.04
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49995.36
CMS ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
22683.39
CONSOLIDATED EDISON INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49961.28
DELPHI FINL GROUP INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49973.04
FEDERATED INVS INC PA CL B
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
27830.61
ISHARES INC MSCI MEX
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49976.62
MARATHON OIL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49969.44
MARRIOTT INTL INC NEW CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49999.95
MBIA INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49992.00
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49986.57
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49909.62
REYNOLDS AMERICAN INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49964.28
SIGNET JEWELERS LIMITED SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49988.58
TEMPUR PEDIC INTL INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49985.78
TRAVELERS COMPANIES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49974.60
TYSON FOODS INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49990.37
UNITED PARCEL SERVICE INC CL B
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49954.40
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49949.90
WELLPOINT INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
49997.68
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
1000000.00
1000000.00
0.0008
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Govco, LLC
Govco, LLC 0.340000%
38362VBF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
11000000.00
10998545.55
0.0084
N
10999120.00
10999120.00
Govco, LLC
Govco, LLC 0.420000%
38362VBU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8997165.00
0.0069
N
8998650.00
8998650.00
Govco, LLC
Govco, LLC 0.340000%
38362VCT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999480.55
0.0008
N
999630.00
999630.00
Govco, LLC
Govco, LLC 0.350000%
38362VCU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999455.55
0.0008
N
999630.00
999630.00
Govco, LLC
Govco, LLC 0.280000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5500000.00
5496791.67
0.0042
N
5496810.00
5496810.00
Govco, LLC
Govco, LLC 0.270000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999437.50
0.0008
N
999420.00
999420.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1997694.45
0.0015
N
1998620.00
1998620.00
Govco, LLC
Govco, LLC 0.510000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
998824.17
0.0008
N
999310.00
999310.00
Govco, LLC
Govco, LLC 0.300000%
38362VDW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999258.33
0.0008
N
999220.00
999220.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
997606.11
0.0008
N
998370.00
998370.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
3000000.00
2999964.17
0.0023
N
3000000.00
3000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.300000%
38501BB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
999983.33
0.0008
N
999990.00
999990.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501BBF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
6000000.00
5999370.00
0.0046
N
5999820.00
5999820.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RC58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
4000000.00
3999010.00
0.0031
N
3999040.00
3999040.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RCF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
1000000.00
999677.50
0.0008
N
999660.00
999660.00
HSBC USA, Inc
HSBC USA, Inc 0.240000%
40427RE80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
1000000.00
999353.33
0.0008
N
998660.00
998660.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0DS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
7000000.00
6997025.00
0.0053
N
6999020.00
6999020.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.398900%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-02-21
2013-02-21
N
N
N
38000000.00
38000000.00
0.0290
N
37970322.00
37970322.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999993.61
0.0008
N
999990.00
999990.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2CF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999211.67
0.0023
N
2999190.00
2999190.00
Labcon North America
Taxable Demand Bonds Series 2010 0.770000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2270000.00
2270000.00
0.0017
N
2270000.00
2270000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.220000%
53944A6T7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
6000000.00
6000000.00
0.0046
N
6000000.00
6000000.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3999591.11
0.0031
N
3999800.00
3999800.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999156.67
0.0023
N
2999520.00
2999520.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999686.95
0.0008
N
999820.00
999820.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2998280.00
0.0023
N
2998920.00
2998920.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999326.39
0.0008
N
999580.00
999580.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4EA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999312.50
0.0008
N
999560.00
999560.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.160000%
06399V008_0.1600_M120207_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-12-25
2.000000
Government Agency Debt
29626705.00
15555904.56
Freddie Mac
2039-10-15
3.964000
Government Agency Debt
10149619.00
5044095.84
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
20000000.00
20000000.00
0.0153
N
19999400.00
19999400.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.240000%
60681P2M5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.230000%
60681P2N3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
10000000.00
10000000.00
0.0076
N
10000000.00
10000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.190000%
60687GMX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
5000000.00
5000000.00
0.0038
N
4999950.00
4999950.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GNV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
2000000.00
2000000.00
0.0015
N
1999980.00
1999980.00
National Australia Bank Ltd
National Australia Bank Ltd 0.510000%
971ANG003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
1000000.00
1000000.00
0.0008
N
1000920.00
1000920.00
National Australia Bank Ltd
National Australia Bank Ltd 0.370000%
971QKK002
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
7000000.00
7000000.00
0.0053
N
7002590.00
7002590.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
11000000.00
11000000.00
0.0084
N
11007590.00
11007590.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983TD94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18000000.00
17992860.00
0.0137
N
17996940.00
17996940.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.070000%
71838LB92
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
3000000.00
2999953.33
0.0023
N
2999880.00
2999880.00
Rabobank Nederland
Rabobank Nederland 0.355300%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-03-26
N
N
N
7000000.00
7000000.00
0.0053
N
7000350.00
7000350.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.300000%
74927JB36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
3000000.00
2999950.00
0.0023
N
2999970.00
2999970.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4999425.00
0.0038
N
4999750.00
4999750.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-03-27
N
N
N
3000000.00
3000000.00
0.0023
N
3000210.00
3000210.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-04-09
N
N
N
3000000.00
3000000.00
0.0023
N
3000090.00
3000090.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
4000000.00
4000000.00
0.0031
N
4002080.00
4002080.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.270000%
78011LAH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
8000000.00
8000000.00
0.0061
N
8000000.00
8000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011LAM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
6000000.00
6000000.00
0.0046
N
5999940.00
5999940.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.150000%
83050TBM2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
4000000.00
3999666.67
0.0031
N
3999480.00
3999480.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E2B31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
3000000.00
2999966.67
0.0023
N
2999970.00
2999970.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E2BD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
12000000.00
11999080.00
0.0092
N
11999280.00
11999280.00
State Street Corp
State Street Corp 0.200000%
85747JCD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
N
3000000.00
2999316.67
0.0023
N
2998950.00
2998950.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7999493.33
0.0061
N
7999920.00
7999920.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
5000000.00
4997968.06
0.0038
N
4998985.50
4998985.50
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19999155.56
0.0153
N
19999600.00
19999600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ79
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999873.33
0.0023
N
2999940.00
2999940.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GK77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
4000000.00
3999746.66
0.0031
N
3999840.00
3999840.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GN82
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19665000.00
19658357.60
0.0150
N
19659690.45
19659690.45
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JJ40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10996342.50
0.0084
N
10997140.00
10997140.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6201000.00
6200050.90
0.0047
N
6200441.91
6200441.91
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KS47
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999335.00
0.0023
N
2999580.00
2999580.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.200000%
86562EW46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
5000000.00
5000000.00
0.0038
N
5000000.00
5000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.220000%
86562WVA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
5000000.00
5000000.00
0.0038
N
5000100.00
5000100.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WVN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
13000000.00
13000000.00
0.0099
N
12999870.00
12999870.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.100000%
86959BW27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
17000000.00
17000000.00
0.0130
N
16998640.00
16998640.00
Swedbank AB
Swedbank AB 0.190000%
87019QDM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
3000000.00
3000000.00
0.0023
N
2999970.00
2999970.00
Swedbank AB
Swedbank AB 0.175000%
87019QDW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
1000000.00
1000000.00
0.0008
N
999980.00
999980.00
Texas
TRAN Series 2011A 0.080000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0023
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.080000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
4950000.00
4950000.00
0.0038
N
4950000.00
4950000.00
Texas
TRAN Series 2011A 0.080000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
2975000.00
2975000.00
0.0023
N
2975000.00
2975000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Texas
N/A
N/A
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.160000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Texas
N/A
N/A
N
N
1910000.00
1910000.00
0.0015
N
1910000.00
1910000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324LB89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999955.28
0.0008
N
999960.00
999960.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324LBG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
9000000.00
8999137.50
0.0069
N
8999280.00
8999280.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.235000%
88324LBM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999869.45
0.0008
N
999890.00
999890.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.200000%
88324LBV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1874000.00
1873708.49
0.0014
N
1873718.90
1873718.90
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
11000000.00
10999929.72
0.0084
N
10999890.00
10999890.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TCE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2999230.00
0.0023
N
2999250.00
2999250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
15000000.00
15000000.00
0.0114
N
15007950.00
15007950.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
13000000.00
13000000.00
0.0099
N
13001300.00
13001300.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112XJW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
14000000.00
14000000.00
0.0107
N
14001960.00
14001960.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112XKU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
8000000.00
8000000.00
0.0061
N
8000000.00
8000000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
14000000.00
13996842.22
0.0107
N
13998880.00
13998880.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.550000%
89233GEE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
8000000.00
7987411.11
0.0061
N
7995680.00
7995680.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
4000000.00
3992466.66
0.0030
N
3997360.00
3997360.00
UBS AG
UBS AG 0.210000%
90267RBH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
12000000.00
12000000.00
0.0092
N
12000000.00
12000000.00
UBS AG
UBS AG 0.210000%
90267RBQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
2000000.00
2000000.00
0.0015
N
1999980.00
1999980.00
UBS AG
UBS AG 0.210000%
90267RBR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
1000000.00
1000000.00
0.0008
N
999990.00
999990.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
1000000.00
1000000.00
0.0008
N
1000060.00
1000060.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MWS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
1000000.00
1000000.00
0.0008
N
1000130.00
1000130.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MWZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
2000000.00
2000000.00
0.0015
N
2000020.00
2000020.00
Univ of California
Commerical Paper Notes Series B 0.140000%
91411SBF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
3000000.00
2999836.67
0.0023
N
2999820.00
2999820.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.110000%
92217LC23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
2000000.00
1999816.67
0.0015
N
1999720.00
1999720.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.180000%
92217LDR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
5000000.00
4997900.00
0.0038
N
4996850.00
4996850.00
Westpac Banking Corp
Westpac Banking Corp 0.385300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-05-01
N
N
N
13000000.00
13000000.00
0.0099
N
12997790.00
12997790.00
Westpac Banking Corp
Westpac Banking Corp 0.385300%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-07-03
N
N
N
7000000.00
7000000.00
0.0053
N
6997060.00
6997060.00
Westpac Banking Corp
Westpac Banking Corp 0.475000%
9612C0CG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
1000000.00
999419.44
0.0008
N
999710.00
999710.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
11000000.00
10993250.27
0.0084
N
10996590.00
10996590.00
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
69556.92
69556.92
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
34772.87
34772.87
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
34770.56
34770.56
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
34770.05
34770.05
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999945.56
0.0008
N
999960.00
999960.00
Windmill Funding Corp
Windmill Funding Corp 0.230000%
97342GBG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5999425.00
0.0046
N
5999460.00
5999460.00