0001145549-12-002676.txt : 20120430
0001145549-12-002676.hdr.sgml : 20120430
20120307141315
ACCESSION NUMBER: 0001145549-12-002676
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120229
FILED AS OF DATE: 20120307
DATE AS OF CHANGE: 20120307
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: 12673691
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
2012-02-29
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
31
49
1290433578.62
327938.70
98203.95
1290663313.37
0.0024
1.0001
2012-02-29
1.0001
2012-02-29
C000012387
1.00
1290663313.37
1.00
-20058229.82
31623836.31
51682066.13
0.0001
1.0001
2012-02-29
1.0001
2012-02-29
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086LC61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999854.17
0.0039
N
4999900.00
4999900.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LCG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999604.17
0.0039
N
4999650.00
4999650.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.170000%
03221LC65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999952.78
0.0015
N
1999940.00
1999940.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.160000%
03221LCC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999804.44
0.0031
N
3999760.00
3999760.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.200000%
04014ACD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3999733.33
0.0031
N
3999760.00
3999760.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.200000%
04014ACL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999894.45
0.0008
N
999910.00
999910.00
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
4000560.00
4000560.00
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
4004360.00
4004360.00
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
4002560.00
4002560.00
Bank of America, NA
Bank of America, NA 0.220000%
06052WLS0
Other Note
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
10000000.00
10000000.00
0.0077
N
9999900.00
9999900.00
Bank of America, NA
Bank of America, NA 0.350000%
06052WLT8
Other Note
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
8000000.00
8000000.00
0.0062
N
7999680.00
7999680.00
Bank of Montreal
Bank of Montreal 0.140000%
06366W2M5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
9000000.00
9000000.00
0.0070
N
9000180.00
9000180.00
Bank of Montreal
Bank of Montreal 0.150000%
06366WT61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-09
2012-03-09
N
N
N
13000000.00
13000000.00
0.0101
N
13000130.00
13000130.00
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
0.0039
N
5003000.00
5003000.00
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
0.0054
N
7000210.00
7000210.00
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
2000140.00
2000140.00
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
0.0085
N
11000880.00
11000880.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EYW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
7000000.00
7000000.00
0.0054
N
7000000.00
7000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.110000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
5000000.00
5000000.00
0.0039
Security is a time deposit.
N
5000000.00
5000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538ELA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
6000000.00
6000000.00
0.0046
N
5999820.00
5999820.00
Barclays Bank Plc
Barclays Bank Plc 0.170000%
06740M5H2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
4000000.00
4000000.00
0.0031
N
4000000.00
4000000.00
Barclays Bank Plc
Barclays Bank Plc 0.150000%
06740M6B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
1000000.00
1000000.00
0.0008
N
999990.00
999990.00
Barclays Bank Plc
Barclays Bank Plc 0.160000%
06740M6D0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
12000000.00
12000000.00
0.0093
N
11998800.00
11998800.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
07699U005_0.1400_M120307_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-09-01
6.000000
Government Agency Debt
26403720.00
128321.84
Fannie Mae
2014-09-01
5.500000
Government Agency Debt
1475000.00
159493.38
Fannie Mae
2015-03-01
5.500000
Government Agency Debt
1209008.00
144648.17
Fannie Mae
2015-07-01
5.000000
Government Agency Debt
1171905.00
131756.04
Fannie Mae
2016-10-01
6.000000
Government Agency Debt
5000000.00
156314.01
Fannie Mae
2017-02-01
6.000000
Government Agency Debt
5768326.00
150382.81
Fannie Mae
2018-03-01
5.000000
Government Agency Debt
1268000.00
139052.78
Fannie Mae
2018-07-01
4.500000
Government Agency Debt
588800.00
147885.49
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
533242.00
125568.20
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
1057921.00
152303.56
Fannie Mae
2019-02-01
4.500000
Government Agency Debt
680000.00
156004.60
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
588999.00
132452.18
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
697111.00
127560.68
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
27313.00
5149.53
Fannie Mae
2019-07-01
5.500000
Government Agency Debt
582443.00
148584.05
Fannie Mae
2019-08-01
4.500000
Government Agency Debt
595000.00
146802.80
Fannie Mae
2019-08-01
5.000000
Government Agency Debt
792580.00
147704.91
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
688862.00
133787.69
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
550000.00
130582.15
Fannie Mae
2019-12-01
4.500000
Government Agency Debt
517000.00
159890.47
Fannie Mae
2020-02-01
4.500000
Government Agency Debt
700000.00
156426.82
Fannie Mae
2020-04-01
4.000000
Government Agency Debt
1000000.00
132123.78
Fannie Mae
2020-05-01
4.500000
Government Agency Debt
501864.00
149010.80
Fannie Mae
2020-06-01
4.500000
Government Agency Debt
408822.00
131370.85
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
486869.00
132841.54
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
540000.00
139550.60
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
321500.00
137582.96
Fannie Mae
2021-06-01
4.500000
Government Agency Debt
661653.00
129386.75
Fannie Mae
2022-08-01
7.000000
Government Agency Debt
2905613.00
144335.38
Fannie Mae
2022-09-01
6.000000
Government Agency Debt
687631.00
156436.68
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
825000.00
160943.39
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
347520.00
159190.02
Fannie Mae
2023-11-01
4.000000
Government Agency Debt
1489083.00
158872.81
Fannie Mae
2024-08-01
6.000000
Government Agency Debt
233660.00
129920.37
Fannie Mae
2024-10-01
5.500000
Government Agency Debt
600000.00
142824.87
Fannie Mae
2027-01-01
3.000000
Government Agency Debt
150000.00
155640.48
Fannie Mae
2027-08-01
7.000000
Government Agency Debt
522292.00
145082.30
Fannie Mae
2028-09-01
5.500000
Government Agency Debt
511628.00
157274.36
Fannie Mae
2030-05-01
8.500000
Government Agency Debt
10635352.00
137997.85
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
3000000.00
147361.99
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
480000.00
128604.47
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
600000.00
151530.32
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
1019496.00
127125.81
Fannie Mae
2035-03-01
5.000000
Government Agency Debt
376133.00
121171.11
Fannie Mae
2036-07-01
5.500000
Government Agency Debt
460000.00
150658.64
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
400000.00
128304.59
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
329697.00
135789.94
Fannie Mae
2037-12-01
8.000000
Government Agency Debt
1266481.00
160989.51
Fannie Mae
2038-02-01
6.000000
Government Agency Debt
250844.00
130142.71
Fannie Mae
2038-07-01
4.939000
Government Agency Debt
141732.00
141553.69
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
210000.00
161028.11
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
503373.00
482898.54
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
146103.00
128418.46
Fannie Mae
2040-10-01
3.569000
Government Agency Debt
601589.00
465993.16
Fannie Mae
2041-02-01
3.272000
Government Agency Debt
85586.00
71006.43
Freddie Mac
2016-03-01
6.000000
Government Agency Debt
11798157.00
149763.97
Freddie Mac
2018-03-01
6.000000
Government Agency Debt
5436666.00
130789.29
Freddie Mac
2018-06-01
4.500000
Government Agency Debt
354433.00
130628.63
Freddie Mac
2018-08-01
4.000000
Government Agency Debt
700000.00
152575.51
Freddie Mac
2019-01-01
5.000000
Government Agency Debt
500000.00
129219.41
Freddie Mac
2019-05-01
4.000000
Government Agency Debt
500000.00
135593.80
Freddie Mac
2019-06-01
4.500000
Government Agency Debt
660000.00
134557.50
Freddie Mac
2019-07-01
5.000000
Government Agency Debt
769000.00
153843.95
Freddie Mac
2020-07-01
4.000000
Government Agency Debt
460473.00
147642.46
Freddie Mac
2020-08-01
4.500000
Government Agency Debt
618000.00
151742.39
Freddie Mac
2021-02-01
4.000000
Government Agency Debt
423183.00
126248.71
Freddie Mac
2021-05-01
4.000000
Government Agency Debt
400000.00
132423.07
Freddie Mac
2021-12-01
5.500000
Government Agency Debt
633724.00
132837.13
Freddie Mac
2022-01-01
5.500000
Government Agency Debt
380747.00
130579.58
Freddie Mac
2022-02-01
5.000000
Government Agency Debt
569504.00
134235.37
Freddie Mac
2022-06-01
5.000000
Government Agency Debt
500000.00
155103.37
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
540000.00
139994.04
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
150000.00
139467.28
Freddie Mac
2025-11-01
5.000000
Government Agency Debt
478000.00
131997.39
Freddie Mac
2026-10-01
5.500000
Government Agency Debt
555101.00
127312.08
Freddie Mac
2027-12-01
6.000000
Government Agency Debt
500000.00
131925.47
Freddie Mac
2028-08-01
5.500000
Government Agency Debt
587973.00
136697.92
Freddie Mac
2033-09-01
4.000000
Government Agency Debt
396000.00
157623.93
Freddie Mac
2036-11-01
5.500000
Government Agency Debt
560000.00
147845.62
Freddie Mac
2037-05-01
5.500000
Government Agency Debt
529500.00
157775.97
Freddie Mac
2037-08-01
6.500000
Government Agency Debt
810422.00
148281.17
Freddie Mac
2037-09-01
5.500000
Government Agency Debt
365291.00
125390.59
Freddie Mac
2037-09-01
6.500000
Government Agency Debt
386530.00
128211.99
Freddie Mac
2037-11-15
0.869600
Government Agency Debt
4714020.00
2140305.25
Freddie Mac
2038-02-01
6.500000
Government Agency Debt
360000.00
126013.94
Freddie Mac
2041-02-01
3.500000
Government Agency Debt
160248.00
151591.13
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
199510.00
152062.18
GNMA
2039-10-16
4.000000
Government Agency Debt
1445381.00
849734.63
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
15000000.00
15000000.00
0.0116
N
15000000.00
15000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M120307_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
141451.00
112944.60
Fannie Mae
2041-02-01
3.272000
Government Agency Debt
52800.00
43805.53
Fannie Mae
2042-01-01
3.372000
Government Agency Debt
107774.00
113307.10
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
11794948.00
12586792.30
GNMA
2039-05-20
4.500000
Government Agency Debt
11408158.00
5001531.03
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
17000000.00
17000000.00
0.0132
N
17000000.00
17000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E86
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
Y
BHP Billiton Ltd
N/A
N/A
N
2000000.00
1999357.78
0.0015
N
1998460.00
1998460.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.200000%
987WVU007_0.2000_M120301_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-02-15
3.000000
Government Agency Debt
5177581.00
5270862.03
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
5400000.00
4942206.98
Freddie Mac
2039-07-15
3.000000
Government Agency Debt
5000000.00
4772636.94
GNMA
2039-05-16
4.000000
Government Agency Debt
10000000.00
4804361.54
GNMA
2039-05-16
4.000000
Government Agency Debt
2634085.00
1209933.20
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
20000000.00
20000000.00
0.0155
N
20000000.00
20000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.330000%
10513DJM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
6000000.00
6000000.00
0.0046
N
6000360.00
6000360.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476EE39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8995432.50
0.0070
N
8997030.00
8997030.00
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
998030.83
0.0008
N
999090.00
999090.00
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
2993880.00
0.0023
N
2997150.00
2997150.00
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
0.0085
N
11024420.00
11024420.00
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
0.0062
N
8001280.00
8001280.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
1373X2C15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
3000000.00
0.0023
N
3000000.00
3000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
1373X2CD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999866.67
0.0015
N
1999880.00
1999880.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
1373X2CG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3999666.67
0.0031
N
3999680.00
3999680.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
1373X2CM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
7000000.00
6999222.22
0.0054
N
6999300.00
6999300.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3997316.67
0.0031
N
3997200.00
3997200.00
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
0.0077
N
10000600.00
10000600.00
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
0.0116
N
15000900.00
15000900.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178BE35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5997060.00
0.0046
N
5998020.00
5998020.00
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
997945.83
0.0008
N
999040.00
999040.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1995611.11
0.0015
N
1997800.00
1997800.00
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
6004500.00
6004500.00
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
0.0054
N
7005880.00
7005880.00
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
2000240.00
2000240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.513100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
5000000.00
5000000.00
0.0039
N
4998935.00
4998935.00
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
2999160.84
0.0023
N
2998620.00
2998620.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DEX4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
1000000.00
999519.72
0.0008
N
998780.00
998780.00
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
3992580.00
0.0031
N
3993800.00
3993800.00
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
0.0054
N
7002170.00
7002170.00
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
6001200.00
6001200.00
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
4999640.28
0.0039
N
4999800.00
4999800.00
CRC Funding, LLC
CRC Funding, LLC 0.280000%
12622UEB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999447.78
0.0008
N
999170.00
999170.00
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
998759.44
0.0008
N
999040.00
999040.00
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
9980450.00
0.0077
N
9975200.00
9975200.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799D001_0.1700_M120301_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-12-20
4.500000
Government Agency Debt
23245000.00
25404901.97
Freddie Mac
2042-01-20
4.000000
Government Agency Debt
14985971.00
15953469.70
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
40544842.00
40544842.00
0.0314
N
40544842.00
40544842.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.420000%
2284K0CM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
Fannie Mae
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
UBS AG
N/A
N/A
1000000.00
999766.67
0.0008
N
999900.00
999900.00
Danske Bank A/S
Danske Bank A/S 0.305000%
970EQU002
0001142175
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
4000000.00
4000008.33
0.0031
N
4000120.00
4000120.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M120301_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-12-01
4.000000
Government Agency Debt
99190375.00
87360000.17
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
84000000.00
84000000.00
0.0651
N
84000000.00
84000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M120307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
129695.00
125815.03
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
11928.00
12503.18
Freddie Mac
2037-10-01
7.000000
Government Agency Debt
21788966.00
7651327.79
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
9118254.00
7782647.29
GNMA
2037-10-16
2.250000
Government Agency Debt
29855.00
27707.03
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0116
N
14999700.00
14999700.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M120307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-03-01
2.028000
Government Agency Debt
23923162.00
4162764.98
Fannie Mae
2039-12-01
4.000000
Government Agency Debt
1000.00
880.73
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
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_M120307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
6095537.00
1213516.45
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
864376.00
256130.73
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
847494.00
253933.15
Fannie Mae
2039-02-01
5.352000
Government Agency Debt
3682.00
3839.72
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
1442176.00
1041532.62
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
178191.00
132567.06
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
4400824.00
3521035.33
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
1529025.00
1188724.24
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
212159.00
198241.80
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1000.00
1015.35
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1000.00
1015.35
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
267361.00
244871.20
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
3810.00
3569.87
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
13261.00
13900.46
GNMA
2026-11-20
3.000000
Government Agency Debt
29934.00
28615.63
GNMA
2037-10-16
2.250000
Government Agency Debt
4033.00
3742.84
GNMA
2042-01-20
7.000000
Government Agency Debt
1985138.00
2313708.64
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
10000000.00
10000000.00
0.0077
N
10000000.00
10000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M120307_2MN2
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2033-11-16
5.500000
Government Agency Debt
7944903.00
9370089.71
GNMA
2041-12-20
7.000000
Government Agency Debt
5447769.00
6366800.23
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0116
N
15000000.00
15000000.00
DNB Bank ASA
DNB Bank ASA 0.140000%
23330LAW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
7000000.00
7000000.00
0.0054
N
7000000.00
7000000.00
DNB Bank ASA
DNB Bank ASA 0.520000%
25600TY50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
5000000.00
5000549.38
0.0039
N
5000600.00
5000600.00
DNB Bank ASA
DNB Bank ASA 0.150000%
970ETB001
0001498632
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
2000000.00
2000000.00
0.0015
N
1999960.00
1999960.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0012
N
1500000.00
1500000.00
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
2013840.56
0.0016
N
2013838.88
2013838.88
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.150000%
30601VDP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999779.17
0.0008
N
999690.00
999690.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VEG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
6000000.00
5997340.00
0.0046
N
5996640.00
5996640.00
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
9999933.33
0.0077
N
9999980.00
9999980.00
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
2999988.33
0.0023
N
2999994.00
2999994.00
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
4999954.86
0.0039
N
4999980.00
4999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
20000000.00
19999950.00
0.0155
N
20000000.00
20000000.00
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
21999841.11
0.0170
N
21999912.00
21999912.00
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
9999916.67
0.0077
N
9999960.00
9999960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384UR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
10000000.00
9999511.11
0.0077
N
9999940.00
9999940.00
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
2999902.50
0.0023
N
2999934.00
2999934.00
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
2999993.33
0.0023
N
2999997.00
2999997.00
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
1999992.22
0.0015
N
1999992.00
1999992.00
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
999980.55
0.0008
N
999996.00
999996.00
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
14999850.00
0.0116
N
14999925.00
14999925.00
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
0.0194
N
25041100.00
25041100.00
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
4998716.67
0.0039
N
4999500.00
4999500.00
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
10996663.33
0.0085
N
10998570.00
10998570.00
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
8996260.00
0.0070
N
8997390.00
8997390.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HG68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
6000000.00
5993650.00
0.0046
N
5994660.00
5994660.00
General Electric Co
General Electric Co 0.120000%
36960LCL7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
16000000.00
15998986.66
0.0124
N
15999200.00
15999200.00
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
3999610.00
0.0031
N
3999680.00
3999680.00
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
999895.00
0.0008
N
999920.00
999920.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M120301_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
4770668.00
5250000.87
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M120302_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
4770668.00
5250000.87
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M120307_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
4770668.00
5250000.87
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2MN2
0000769993
Other Repurchase Agreement
N
ALLEGHENY TECHNOLOGIES INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49966.20
AT&T INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49977.61
CLEARWATER PAPER CORP COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49984.80
DYCOM INDS INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
3840.18
ENDEAVOUR INTL CORP COM NEW
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
41739.48
EQT CORP COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49997.02
EVERCORE PARTNERS INC CLASS A
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49982.39
HERBALIFE LTD COM USD
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49959.62
HEWLETT PACKARD CO COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49977.62
MURPHY OIL CORP COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49979.28
NCR CORP NEW COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49983.93
NISOURCE INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49977.45
NOBLE ENERGY INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49907.76
OCCIDENTAL PETE CORP DEL COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49988.04
PFIZER INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49994.32
PLAINS EXPL& PRODTN CO COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49980.83
PROGRESS ENERGY INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49985.10
RALPH LAUREN CORP CL A
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49964.20
SALLY BEAUTY HLDGS INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49997.52
TITAN INTL INC ILL COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
4901.96
TITANIUM METALS CORP COM NEW
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49985.64
TJX COS INC NEW COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49969.92
VERIZON COMMUNICATIONS INC COM
2012-02-29
N/A
Other Instrument
common stock or ETF
0.00
49976.50
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%
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
999754.44
0.0008
N
999870.00
999870.00
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
999737.50
0.0008
N
999870.00
999870.00
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
5498032.22
0.0043
N
5498460.00
5498460.00
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
999655.00
0.0008
N
999720.00
999720.00
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
1998500.00
0.0015
N
1999300.00
1999300.00
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
999235.00
0.0008
N
999650.00
999650.00
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
999500.00
0.0008
N
999590.00
999590.00
Govco, LLC
Govco, LLC 0.300000%
38362VEB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8994675.00
0.0070
N
8995140.00
8995140.00
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
998105.56
0.0008
N
998940.00
998940.00
Grampian Funding, LLC
Grampian Funding, LLC 0.200000%
38501BC15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
6000000.00
6000000.00
0.0046
N
5999991.60
5999991.60
Grampian Funding, LLC
Grampian Funding, LLC 0.210000%
38501BC64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
5000000.00
4999854.17
0.0039
N
4999950.00
4999950.00
Grampian Funding, LLC
Grampian Funding, LLC 0.200000%
38501BC64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
999972.22
0.0008
N
999990.00
999990.00
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
3999880.00
0.0031
N
3999920.00
3999920.00
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
999895.00
0.0008
N
999930.00
999930.00
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
999546.67
0.0008
N
999500.00
999500.00
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
6998040.00
0.0054
N
6998250.00
6998250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.365500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-03-21
2013-03-21
N
N
N
38000000.00
38000000.00
0.0294
N
38000000.00
38000000.00
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
2999743.33
0.0023
N
2999790.00
2999790.00
Labcon North America
Taxable Demand Bonds Series 2010 0.740000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2205000.00
2205000.00
0.0017
N
2205000.00
2205000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.190000%
53944LBE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
7000000.00
7000000.00
0.0054
N
6999860.00
6999860.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.170000%
53944LBQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
5000000.00
5000000.00
0.0039
N
4999850.00
4999850.00
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
2999712.50
0.0023
N
2999790.00
2999790.00
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
999872.22
0.0008
N
999910.00
999910.00
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
2998860.00
0.0023
N
2999130.00
2999130.00
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
999527.78
0.0008
N
999640.00
999640.00
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
999513.89
0.0008
N
999630.00
999630.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4EN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4997722.22
0.0039
N
4997750.00
4997750.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M120307_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
4709609.00
5150000.80
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0039
N
4999800.00
4999800.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
06399V008_0.1500_M120307_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-05-25
1.106300
Government Agency Debt
16977274.00
9666564.51
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
579269.00
633435.98
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
10000000.00
10000000.00
0.0077
N
9999800.00
9999800.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399V008_0.1700_M120307_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
9419217.00
10300000.50
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
10000000.00
10000000.00
0.0077
N
10000000.00
10000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.185000%
60681P3G7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
7000000.00
7000000.00
0.0054
N
7000000.00
7000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P3K8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-09
2012-03-09
N
N
N
5000000.00
5000000.00
0.0039
N
4999950.00
4999950.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.180000%
60687GQG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GQW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
6000000.00
6000000.00
0.0046
N
6000000.00
6000000.00
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
1000650.00
1000650.00
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
0.0054
N
7001260.00
7001260.00
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
0.0085
N
11004510.00
11004510.00
Nordea North America, Inc
Nordea North America, Inc 0.130000%
6555P0CS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-26
2012-03-26
N
Y
Nordea Bank AB
N/A
N/A
N
9000000.00
8999187.50
0.0070
N
8998830.00
8998830.00
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
17995905.00
0.0139
N
17997660.00
17997660.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.120000%
71838LCN0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
3000000.00
2999790.00
0.0023
N
2999610.00
2999610.00
Rabobank Nederland
Rabobank Nederland 0.324000%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-26
2012-03-26
N
N
N
7000000.00
7000000.00
0.0054
N
7000210.00
7000210.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.240000%
74927JC92
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-09
2012-03-09
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
3000000.00
2999840.00
0.0023
N
2999880.00
2999880.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.200000%
74927JCL5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
1000000.00
999894.45
0.0008
N
999880.00
999880.00
Royal Bank of Canada
Royal Bank of Canada 0.300000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-27
N
N
N
3000000.00
3000000.00
0.0023
N
3000150.00
3000150.00
Royal Bank of Canada
Royal Bank of Canada 0.300000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-01
2012-04-09
N
N
N
3000000.00
3000000.00
0.0023
N
3000150.00
3000150.00
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
4002560.00
4002560.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.150000%
83051AG96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
4000000.00
4000000.00
0.0031
N
3999800.00
3999800.00
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
2999800.00
0.0023
N
2999790.00
2999790.00
State Street Corp
State Street Corp 0.230000%
85747JFD4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
2000000.00
1998671.11
0.0015
N
1996820.00
1996820.00
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
4998733.33
0.0039
N
4998830.00
4998830.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
9000000.00
8996670.00
0.0070
N
8996670.00
8996670.00
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
19661367.44
0.0152
N
19662246.90
19662246.90
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11995860.00
0.0093
N
11995920.00
11995920.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR62
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2998935.00
0.0023
N
2998950.00
2998950.00
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
10998026.11
0.0085
N
10998460.00
10998460.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JL88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9996500.00
0.0077
N
9996600.00
9996600.00
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
6201000.00
0.0048
N
6201000.00
6201000.00
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
2999794.17
0.0023
N
2999880.00
2999880.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.180000%
86562E4M7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.200000%
86562WWG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
2000000.00
2000000.00
0.0015
N
2000000.00
2000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.200000%
86562WWK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
3000000.00
3000000.00
0.0023
N
3000030.00
3000030.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WWQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WWZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
8000000.00
8000000.00
0.0062
N
7999920.00
7999920.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.150000%
86959B2M6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
17000000.00
17000000.00
0.0132
N
17000340.00
17000340.00
Swedbank AB
Swedbank AB 0.170000%
87019QFG8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
3000000.00
3000000.00
0.0023
N
2999940.00
2999940.00
Swedbank AB
Swedbank AB 0.180000%
87019QFX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
1000000.00
1000000.00
0.0008
N
999960.00
999960.00
Texas
TRAN Series 2011A 0.130000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
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 0.130000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
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 0.130000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
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 0.180000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
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 0.180000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
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 0.190000%
88324LCF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
9000000.00
8999335.00
0.0070
N
8999370.00
8999370.00
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
2999761.67
0.0023
N
2999790.00
2999790.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TF65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9993263.89
0.0077
N
9993900.00
9993900.00
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
0.0116
N
15005400.00
15005400.00
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
0.0101
N
13000650.00
13000650.00
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
0.0108
N
14001400.00
14001400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
2000000.00
2000000.00
0.0015
N
2000000.00
2000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
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
14000000.00
0.0108
N
14000000.00
14000000.00
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
7990955.56
0.0062
N
7996480.00
7996480.00
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
3994400.00
0.0031
N
3997880.00
3997880.00
UBS AG
UBS AG 0.120000%
90267REZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
7000000.00
7000000.00
0.0054
N
7000000.00
7000000.00
UBS Securities LLC
UBS Securities LLC 0.150000%
936991009_0.1500_M120307_2MN2
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
13215215.00
12240000.74
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
UBS Securities LLC
N/A
N/A
N
N
12000000.00
12000000.00
0.0093
N
11999760.00
11999760.00
Union Bank, NA
Union Bank, NA 0.440000%
90527MB21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
1000000.00
1000000.00
0.0008
N
999840.00
999840.00
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
1000110.00
1000110.00
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
2000080.00
2000080.00
United States Treasury Department
United States Treasury Department 0.095000%
9127955D9
Treasury Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
6000000.00
5999778.33
0.0046
N
5999916.00
5999916.00
United States Treasury Department
United States Treasury Department 0.090000%
9127955J6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
4000000.00
3999510.00
0.0031
N
3999580.00
3999580.00
Univ of California
CP Series B 0.170000%
91411SEF3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
4000000.00
3998583.34
0.0031
N
3998720.00
3998720.00
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
1999993.89
0.0015
N
1999980.00
1999980.00
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
4998625.00
0.0039
N
4998450.00
4998450.00
Westpac Banking Corp
Westpac Banking Corp 0.357800%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-01
2012-05-01
N
N
N
13000000.00
13000000.00
0.0101
N
12998570.00
12998570.00
Westpac Banking Corp
Westpac Banking Corp 0.354000%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-05
2012-07-03
N
N
N
7000000.00
7000000.00
0.0054
N
6997690.00
6997690.00
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
999802.08
0.0008
N
999890.00
999890.00
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
10997415.00
0.0085
N
10998570.00
10998570.00
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
49258.47
49258.47
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
40633.31
40633.31
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
24610.09
24610.09
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
20300.87
20300.87
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
24602.17
24602.17
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
20294.33
20294.33
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
24600.45
24600.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20292.92
20292.92
Windmill Funding Corp
Windmill Funding Corp 0.170000%
97342GC62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999952.78
0.0015
N
1999940.00
1999940.00
Windmill Funding Corp
Windmill Funding Corp 0.190000%
97342GCL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5999398.33
0.0046
N
5999280.00
5999280.00
Windmill Funding Corp
Windmill Funding Corp 0.170000%
97342GCL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999910.28
0.0008
N
999880.00
999880.00